PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 0.2 | -0.1 | 32.28 | 91 | -61 | 518 | |||||||||
| 14 Sept | 395.70 | 0.25 | -0.05 | 32.40 | 99 | -8 | 406 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 416.50 | 2.85 | -0.3 | 23.65 | 53 | 37 | 137 | |||||||||
For Power Fin Corp Ltd. - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.02
Historical price for 460 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 32.28, the open interest changed by -61 which decreased total open position to 518
On 14 Sept PFC was trading at 395.70. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.40, the open interest changed by -8 which decreased total open position to 406
On 17 Aug PFC was trading at 416.50. The strike last trading price was 2.85, which was -0.3 lower than the previous day. The implied volatity was 23.65, the open interest changed by 37 which increased total open position to 137
| PFC 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.12
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 50.4 | -1.5 | 48.53 | 3 | -3 | 177 |
| 14 Sept | 395.70 | 59.95 | -0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 416.50 | 43 | 0 | 0.00 | 0 | 0 | 0 |
For Power Fin Corp Ltd. - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.90
Historical price for 460 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 50.4, which was -1.5 lower than the previous day. The implied volatity was 48.53, the open interest changed by -3 which decreased total open position to 177
On 14 Sept PFC was trading at 395.70. The strike last trading price was 59.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug PFC was trading at 416.50. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
