PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 409.10 | 0.3 | -0.1 | 28.88 | 287 | -19 | 880 | |||||||||
| 14 Sept | 395.70 | 0.4 | -0.1 | 30.61 | 121 | 35 | 746 | |||||||||
| 17 Aug | 416.50 | 4.1 | -0.6 | 22.66 | 37 | 15 | 237 | |||||||||
For Power Fin Corp Ltd. - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.04
Historical price for 450 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 28.88, the open interest changed by -19 which decreased total open position to 880
On 14 Sept PFC was trading at 395.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 30.61, the open interest changed by 35 which increased total open position to 746
On 17 Aug PFC was trading at 416.50. The strike last trading price was 4.1, which was -0.6 lower than the previous day. The implied volatity was 22.66, the open interest changed by 15 which increased total open position to 237
| PFC 30SEP2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.11
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 39.9 | -2.3 | 37.19 | 26 | -15 | 356 |
| 14 Sept | 395.70 | 52.55 | 2.9 | 34.71 | 108 | 64 | 363 |
| 17 Aug | 416.50 | 36.7 | 0.7 | 31.26 | 2 | 2 | 38 |
For Power Fin Corp Ltd. - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.92
Historical price for 450 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 39.9, which was -2.3 lower than the previous day. The implied volatity was 37.19, the open interest changed by -15 which decreased total open position to 356
On 14 Sept PFC was trading at 395.70. The strike last trading price was 52.55, which was 2.9 higher than the previous day. The implied volatity was 34.71, the open interest changed by 64 which increased total open position to 363
On 17 Aug PFC was trading at 416.50. The strike last trading price was 36.7, which was 0.7 higher than the previous day. The implied volatity was 31.26, the open interest changed by 2 which increased total open position to 38
