PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.15
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 0.95 | -0.3 | 22.16 | 1,371 | 113 | 1,430 | |||||||||
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| 14 Sept | 395.70 | 1.05 | -0.4 | 26.40 | 714 | 165 | 1,139 | |||||||||
| 17 Aug | 416.50 | 8.7 | -1.25 | 20.91 | 35 | 12 | 76 | |||||||||
For Power Fin Corp Ltd. - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.12
Historical price for 430 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 22.16, the open interest changed by 113 which increased total open position to 1430
On 14 Sept PFC was trading at 395.70. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 26.40, the open interest changed by 165 which increased total open position to 1139
On 17 Aug PFC was trading at 416.50. The strike last trading price was 8.7, which was -1.25 lower than the previous day. The implied volatity was 20.91, the open interest changed by 12 which increased total open position to 76
| PFC 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.18
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 20.55 | -1.35 | 26.14 | 196 | 33 | 424 |
| 14 Sept | 395.70 | 33.2 | 2.5 | 28.05 | 217 | -80 | 444 |
| 17 Aug | 416.50 | 23 | 0.95 | 30.48 | 6 | 3 | 41 |
For Power Fin Corp Ltd. - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.83
Historical price for 430 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 20.55, which was -1.35 lower than the previous day. The implied volatity was 26.14, the open interest changed by 33 which increased total open position to 424
On 14 Sept PFC was trading at 395.70. The strike last trading price was 33.2, which was 2.5 higher than the previous day. The implied volatity was 28.05, the open interest changed by -80 which decreased total open position to 444
On 17 Aug PFC was trading at 416.50. The strike last trading price was 23, which was 0.95 higher than the previous day. The implied volatity was 30.48, the open interest changed by 3 which increased total open position to 41
