USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
21 Sep 2025 05:40 PM IST
| USDINR 26SEP2025 87.5 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 0.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 0.78 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Us Dollar To Indian Rupee - strike price 87.5 expiring on 26SEP2025
Delta for 87.5 CE is 0.00
Historical price for 87.5 CE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.65, 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 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.78, 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
| USDINR 26SEP2025 87.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.03
Theta: -0.01
Gamma: 0.37
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 0.05 | -0.005 | 5.21 | 241 | 0 | 2,682 |
| 14 Sept | 0.00 | 0.0475 | -0.005 | 4.24 | 30 | 0 | 1,720 |
For Us Dollar To Indian Rupee - strike price 87.5 expiring on 26SEP2025
Delta for 87.5 PE is -0.15
Historical price for 87.5 PE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.05, which was -0.005 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 2682
On 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.0475, which was -0.005 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 1720
