[--[65.84.65.76]--]

IRFC

Indian Railway Fin Corp L
113.82 +0.53 (0.47%)
L: 112.63 H: 114.1

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Historical option data for IRFC

12 Dec 2025 04:13 PM IST
IRFC 30-DEC-2025 100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 113.82 13.04 -4.76 - 0 0 5
11 Dec 113.29 13.04 -4.76 - 0 0 5
10 Dec 112.20 13.04 -4.76 39.04 2 1 5
9 Dec 113.64 17.8 -1.2 - 0 0 0
8 Dec 111.36 17.8 -1.2 - 0 0 4
5 Dec 114.60 17.8 -1.2 - 0 0 0
3 Dec 114.71 17.8 -1.2 - 0 0 0
2 Dec 116.42 17.8 -1.2 - 0 0 0
1 Dec 117.09 17.8 -1.2 - 0 1 0
28 Nov 117.57 17.8 -1.2 - 1 0 3
26 Nov 118.08 19 -2.25 - 0 0 0
25 Nov 116.74 19 -2.25 - 0 1 0
24 Nov 116.90 19 -2.25 50.44 1 0 2
21 Nov 119.09 21.25 -6.05 - 0 0 0
19 Nov 120.85 21.25 -6.05 - 2 1 1


For Indian Railway Fin Corp L - strike price 100 expiring on 30DEC2025

Delta for 100 CE is -

Historical price for 100 CE is as follows

On 12 Dec IRFC was trading at 113.82. The strike last trading price was 13.04, which was -4.76 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 13.04, which was -4.76 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 13.04, which was -4.76 lower than the previous day. The implied volatity was 39.04, the open interest changed by 1 which increased total open position to 5


On 9 Dec IRFC was trading at 113.64. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec IRFC was trading at 114.60. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 17.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was 50.44, the open interest changed by 0 which decreased total open position to 2


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 21.25, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 21.25, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


IRFC 30DEC2025 100 PE
Delta: -0.05
Vega: 0.02
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 113.82 0.18 0.06 36.37 11 0 144
11 Dec 113.29 0.13 -0.05 32.92 28 -7 143
10 Dec 112.20 0.19 0.06 32.12 74 16 150
9 Dec 113.64 0.12 -0.04 31.24 176 19 134
8 Dec 111.36 0.17 0.11 29.05 148 45 114
5 Dec 114.60 0.06 -0.18 27.29 2 0 71
3 Dec 114.71 0.24 0.14 33.81 5 0 68
2 Dec 116.42 0.1 -0.07 30.62 7 5 70
1 Dec 117.09 0.17 0.08 33.83 6 4 63
28 Nov 117.57 0.09 -0.03 29.23 11 6 60
26 Nov 118.08 0.12 -0.06 30.86 29 23 53
25 Nov 116.74 0.18 0 30.98 34 14 29
24 Nov 116.90 0.16 0.03 30.26 6 3 15
21 Nov 119.09 0.13 -2.12 30.36 14 10 10
19 Nov 120.85 2.25 0 18.21 0 0 0


For Indian Railway Fin Corp L - strike price 100 expiring on 30DEC2025

Delta for 100 PE is -0.05

Historical price for 100 PE is as follows

On 12 Dec IRFC was trading at 113.82. The strike last trading price was 0.18, which was 0.06 higher than the previous day. The implied volatity was 36.37, the open interest changed by 0 which decreased total open position to 144


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 0.13, which was -0.05 lower than the previous day. The implied volatity was 32.92, the open interest changed by -7 which decreased total open position to 143


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 0.19, which was 0.06 higher than the previous day. The implied volatity was 32.12, the open interest changed by 16 which increased total open position to 150


On 9 Dec IRFC was trading at 113.64. The strike last trading price was 0.12, which was -0.04 lower than the previous day. The implied volatity was 31.24, the open interest changed by 19 which increased total open position to 134


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 0.17, which was 0.11 higher than the previous day. The implied volatity was 29.05, the open interest changed by 45 which increased total open position to 114


On 5 Dec IRFC was trading at 114.60. The strike last trading price was 0.06, which was -0.18 lower than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 71


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 0.24, which was 0.14 higher than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 68


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 0.1, which was -0.07 lower than the previous day. The implied volatity was 30.62, the open interest changed by 5 which increased total open position to 70


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 0.17, which was 0.08 higher than the previous day. The implied volatity was 33.83, the open interest changed by 4 which increased total open position to 63


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 0.09, which was -0.03 lower than the previous day. The implied volatity was 29.23, the open interest changed by 6 which increased total open position to 60


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 0.12, which was -0.06 lower than the previous day. The implied volatity was 30.86, the open interest changed by 23 which increased total open position to 53


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 0.18, which was 0 lower than the previous day. The implied volatity was 30.98, the open interest changed by 14 which increased total open position to 29


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 0.16, which was 0.03 higher than the previous day. The implied volatity was 30.26, the open interest changed by 3 which increased total open position to 15


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 0.13, which was -2.12 lower than the previous day. The implied volatity was 30.36, the open interest changed by 10 which increased total open position to 10


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 0