IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 15 | -2.9 | - | 17 | -2 | 163 | |||
| 12 Mar | 119.20 | 17.85 | 0.55 | - | 17 | -5 | 167 | |||
| 11 Mar | 119.30 | 17.3 | -0.85 | - | 14 | 2 | 171 | |||
| 10 Mar | 119.75 | 18.15 | -4.65 | - | 94 | -25 | 169 | |||
| 7 Mar | 123.42 | 22.8 | 5.1 | - | 55 | 5 | 194 | |||
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| 6 Mar | 120.59 | 17.55 | 1.6 | - | 17 | -1 | 189 | |||
| 5 Mar | 117.73 | 15.8 | 1.8 | - | 46 | 4 | 193 | |||
| 4 Mar | 114.59 | 13.8 | 2.15 | - | 179 | 53 | 190 | |||
| 3 Mar | 111.13 | 11.75 | 3.95 | - | 350 | 20 | 137 | |||
| 28 Feb | 112.42 | 7.95 | -4.5 | - | 226 | 96 | 112 | |||
| 27 Feb | 120.36 | 12.45 | -1 | - | 5 | 1 | 16 | |||
| 26 Feb | 123.26 | 13.45 | -3.55 | - | 5 | 2 | 13 | |||
| 25 Feb | 123.26 | 13.45 | -3.55 | - | 5 | 0 | 13 | |||
| 24 Feb | 123.47 | 17 | -1.75 | - | 3 | 0 | 12 | |||
| 21 Feb | 125.11 | 18.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 124.78 | 18.75 | 5.65 | - | 8 | 0 | 12 | |||
| 19 Feb | 124.27 | 12.85 | -0.25 | 0.00 | 0 | 2 | 0 | |||
| 18 Feb | 119.27 | 12.85 | -1.1 | - | 17 | 1 | 11 | |||
| 17 Feb | 121.78 | 13.95 | -5.45 | - | 10 | 1 | 1 | |||
| 14 Feb | 121.75 | 19.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 126.57 | 19.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 125.35 | 19.4 | -30.65 | - | 2 | 1 | 1 | |||
For Indian Railway Fin Corp L - strike price 100 expiring on 27MAR2025
Delta for 100 CE is -
Historical price for 100 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 15, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 163
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 17.85, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 167
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 17.3, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 171
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 18.15, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 169
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 22.8, which was 5.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 194
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 17.55, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 189
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 15.8, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 193
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 13.8, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 190
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 11.75, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 137
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 7.95, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 112
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 12.45, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 13.45, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 13.45, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 18.75, 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 20 Feb IRFC was trading at 124.78. The strike last trading price was 18.75, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 12.85, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 12.85, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 17 Feb IRFC was trading at 121.78. The strike last trading price was 13.95, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 19.4, 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 13 Feb IRFC was trading at 126.57. The strike last trading price was 19.4, 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 12 Feb IRFC was trading at 125.35. The strike last trading price was 19.4, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| IRFC 27MAR2025 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 0.4 | 0.05 | 56.96 | 389 | 3 | 741 |
| 12 Mar | 119.20 | 0.35 | -0.15 | 57.56 | 238 | 1 | 741 |
| 11 Mar | 119.30 | 0.45 | -0.15 | 62.06 | 373 | 62 | 734 |
| 10 Mar | 119.75 | 0.6 | 0.25 | 62.46 | 355 | -38 | 675 |
| 7 Mar | 123.42 | 0.35 | -0.2 | 58.22 | 560 | -50 | 713 |
| 6 Mar | 120.59 | 0.55 | -0.2 | 57.42 | 249 | -40 | 764 |
| 5 Mar | 117.73 | 0.75 | -0.55 | 56.27 | 620 | 6 | 808 |
| 4 Mar | 114.59 | 1.35 | -0.6 | 58.86 | 772 | 21 | 800 |
| 3 Mar | 111.13 | 1.8 | -1.8 | 56.23 | 1,873 | 98 | 772 |
| 28 Feb | 112.42 | 3.5 | 1.15 | 74.02 | 1,249 | 222 | 674 |
| 27 Feb | 120.36 | 2.25 | 0.2 | 75.48 | 527 | 216 | 452 |
| 26 Feb | 123.26 | 2.1 | 0.65 | 77.11 | 153 | 21 | 238 |
| 25 Feb | 123.26 | 2.1 | 0.65 | 77.11 | 153 | 23 | 238 |
| 24 Feb | 123.47 | 1.45 | 0 | 67.46 | 199 | 63 | 208 |
| 21 Feb | 125.11 | 1.5 | 0.1 | 67.30 | 58 | 8 | 144 |
| 20 Feb | 124.78 | 1.45 | -0.2 | 65.76 | 50 | -2 | 136 |
| 19 Feb | 124.27 | 1.6 | -0.9 | 66.10 | 107 | -1 | 137 |
| 18 Feb | 119.27 | 2.5 | 0.25 | 66.43 | 114 | 72 | 138 |
| 17 Feb | 121.78 | 2.25 | -0.5 | 68.64 | 61 | 19 | 70 |
| 14 Feb | 121.75 | 2.7 | 0.85 | 70.47 | 84 | 28 | 48 |
| 13 Feb | 126.57 | 1.85 | -1.3 | 67.45 | 5 | 0 | 16 |
| 12 Feb | 125.35 | 3.15 | 1.8 | 79.26 | 16 | 15 | 15 |
For Indian Railway Fin Corp L - strike price 100 expiring on 27MAR2025
Delta for 100 PE is -0.07
Historical price for 100 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 56.96, the open interest changed by 3 which increased total open position to 741
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 57.56, the open interest changed by 1 which increased total open position to 741
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 62.06, the open interest changed by 62 which increased total open position to 734
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 62.46, the open interest changed by -38 which decreased total open position to 675
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 58.22, the open interest changed by -50 which decreased total open position to 713
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 57.42, the open interest changed by -40 which decreased total open position to 764
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 56.27, the open interest changed by 6 which increased total open position to 808
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 58.86, the open interest changed by 21 which increased total open position to 800
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1.8, which was -1.8 lower than the previous day. The implied volatity was 56.23, the open interest changed by 98 which increased total open position to 772
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 3.5, which was 1.15 higher than the previous day. The implied volatity was 74.02, the open interest changed by 222 which increased total open position to 674
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 2.25, which was 0.2 higher than the previous day. The implied volatity was 75.48, the open interest changed by 216 which increased total open position to 452
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was 77.11, the open interest changed by 21 which increased total open position to 238
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was 77.11, the open interest changed by 23 which increased total open position to 238
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 67.46, the open interest changed by 63 which increased total open position to 208
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 67.30, the open interest changed by 8 which increased total open position to 144
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 65.76, the open interest changed by -2 which decreased total open position to 136
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 1.6, which was -0.9 lower than the previous day. The implied volatity was 66.10, the open interest changed by -1 which decreased total open position to 137
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 66.43, the open interest changed by 72 which increased total open position to 138
On 17 Feb IRFC was trading at 121.78. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 68.64, the open interest changed by 19 which increased total open position to 70
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 2.7, which was 0.85 higher than the previous day. The implied volatity was 70.47, the open interest changed by 28 which increased total open position to 48
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 1.85, which was -1.3 lower than the previous day. The implied volatity was 67.45, the open interest changed by 0 which decreased total open position to 16
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 3.15, which was 1.8 higher than the previous day. The implied volatity was 79.26, the open interest changed by 15 which increased total open position to 15
