USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
21 Sep 2025 05:40 PM IST
| USDINR 26SEP2025 87 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 1.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 0.00 | 0.81 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Us Dollar To Indian Rupee - strike price 87 expiring on 26SEP2025
Delta for 87 CE is 0.00
Historical price for 87 CE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 1.1, 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 0.81, 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 USDINR was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| USDINR 26SEP2025 87 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.01
Theta: -0.01
Gamma: 0.14
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 0.015 | -0.0025 | 5.88 | 1,051 | -505 | 5,389 |
| 14 Sept | 0.00 | 0.03 | 0.02 | 5.32 | 282 | 0 | 6,319 |
| 17 Aug | 0.00 | 0.155 | -2.145 | 3.72 | 70 | 0 | 40 |
For Us Dollar To Indian Rupee - strike price 87 expiring on 26SEP2025
Delta for 87 PE is -0.05
Historical price for 87 PE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.015, which was -0.0025 lower than the previous day. The implied volatity was 5.88, the open interest changed by -505 which decreased total open position to 5389
On 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.03, which was 0.02 higher than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 6319
On 17 Aug USDINR was trading at 0.00. The strike last trading price was 0.155, which was -2.145 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 40
