USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
21 Sep 2025 05:40 PM IST
| USDINR 26SEP2025 88.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.04
Theta: -0.01
Gamma: 0.61
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 0.07 | 0 | 4.14 | 2,311 | 0 | 7,633 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 0.00 | 0.175 | -0.1025 | 3.69 | 607 | 0 | 8,281 | |||||||||
For Us Dollar To Indian Rupee - strike price 88.5 expiring on 26SEP2025
Delta for 88.5 CE is 0.24
Historical price for 88.5 CE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 7633
On 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.175, which was -0.1025 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 8281
| USDINR 26SEP2025 88.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 0.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0.33 | -3.185 | 3.36 | 260 | 0 | 110 |
For Us Dollar To Indian Rupee - strike price 88.5 expiring on 26SEP2025
Delta for 88.5 PE is 0.00
Historical price for 88.5 PE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.6, 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 0.33, which was -3.185 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 110
