USDINR
Us Dollar To Indian Rupee
Historical option data for USDINR
21 Sep 2025 05:40 PM IST
| USDINR 26SEP2025 88 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.05
Theta: -0.01
Gamma: 0.80
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 0.2675 | 0.02 | 3.89 | 339 | 0 | 13,702 | |||||||||
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| 14 Sept | 0.00 | 0.45 | -0.0625 | 3.76 | 72 | 0 | 10,709 | |||||||||
For Us Dollar To Indian Rupee - strike price 88 expiring on 26SEP2025
Delta for 88 CE is 0.62
Historical price for 88 CE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.2675, which was 0.02 higher than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 13702
On 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.45, which was -0.0625 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 10709
| USDINR 26SEP2025 88 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.05
Theta: -0.01
Gamma: 0.91
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 0.105 | -0.04 | 3.41 | 5,093 | 0 | 18,632 |
| 14 Sept | 0.00 | 0.13 | 0.0175 | 3.74 | 2,483 | 0 | 15,045 |
For Us Dollar To Indian Rupee - strike price 88 expiring on 26SEP2025
Delta for 88 PE is -0.37
Historical price for 88 PE is as follows
On 21 Sept USDINR was trading at 0.00. The strike last trading price was 0.105, which was -0.04 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 18632
On 14 Sept USDINR was trading at 0.00. The strike last trading price was 0.13, which was 0.0175 higher than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 15045
