PFC
Power Fin Corp Ltd.
Historical option data for PFC
21 Sep 2025 04:12 PM IST
| PFC 30SEP2025 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 409.10 | 0.1 | -0.05 | 38.43 | 9 | -1 | 225 | |||||||||
| 14 Sept | 395.70 | 0.2 | -0.05 | 38.90 | 3 | 0 | 237 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 416.50 | 2 | 0.4 | 27.91 | 6 | 5 | 109 | |||||||||
For Power Fin Corp Ltd. - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.01
Historical price for 480 CE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.43, the open interest changed by -1 which decreased total open position to 225
On 14 Sept PFC was trading at 395.70. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.90, the open interest changed by 0 which decreased total open position to 237
On 17 Aug PFC was trading at 416.50. The strike last trading price was 2, which was 0.4 higher than the previous day. The implied volatity was 27.91, the open interest changed by 5 which increased total open position to 109
| PFC 30SEP2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.07
Theta: -0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 409.10 | 69.5 | -2.25 | 51.97 | 13 | 0 | 616 |
| 14 Sept | 395.70 | 77.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 416.50 | 64 | 1.2 | 39.22 | 4 | 4 | 9 |
For Power Fin Corp Ltd. - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.95
Historical price for 480 PE is as follows
On 21 Sept PFC was trading at 409.10. The strike last trading price was 69.5, which was -2.25 lower than the previous day. The implied volatity was 51.97, the open interest changed by 0 which decreased total open position to 616
On 14 Sept PFC was trading at 395.70. The strike last trading price was 77.7, 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
On 17 Aug PFC was trading at 416.50. The strike last trading price was 64, which was 1.2 higher than the previous day. The implied volatity was 39.22, the open interest changed by 4 which increased total open position to 9
