PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.08
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 0.45 | -0.2 | 24.92 | 466 | -20 | 763 | |||||||||
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| 14 Sept | 395.70 | 0.55 | -0.2 | 27.69 | 319 | -23 | 765 | |||||||||
| 17 Aug | 416.50 | 5.95 | -0.8 | 21.72 | 39 | 3 | 123 | |||||||||
For Power Fin Corp Ltd. - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.06
Historical price for 440 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 24.92, the open interest changed by -20 which decreased total open position to 763
On 14 Sept PFC was trading at 395.70. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 27.69, the open interest changed by -23 which decreased total open position to 765
On 17 Aug PFC was trading at 416.50. The strike last trading price was 5.95, which was -0.8 lower than the previous day. The implied volatity was 21.72, the open interest changed by 3 which increased total open position to 123
| PFC 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.15
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 30.35 | -0.9 | 33.25 | 60 | -9 | 698 |
| 14 Sept | 395.70 | 42.5 | 2.6 | 28.81 | 71 | 3 | 731 |
| 17 Aug | 416.50 | 29.75 | 1.95 | 31.31 | 9 | 6 | 9 |
For Power Fin Corp Ltd. - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.88
Historical price for 440 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 30.35, which was -0.9 lower than the previous day. The implied volatity was 33.25, the open interest changed by -9 which decreased total open position to 698
On 14 Sept PFC was trading at 395.70. The strike last trading price was 42.5, which was 2.6 higher than the previous day. The implied volatity was 28.81, the open interest changed by 3 which increased total open position to 731
On 17 Aug PFC was trading at 416.50. The strike last trading price was 29.75, which was 1.95 higher than the previous day. The implied volatity was 31.31, the open interest changed by 6 which increased total open position to 9
