IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Mar 2026 04:13 PM IST
| IRFC 30-MAR-2026 100 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.09
Theta: -0.08
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 99.92 | 2.57 | 0.3 | 26.21 | 3,033 | 83 | 1,462 | |||||||||
| 11 Mar | 99.25 | 2.13 | -1 | 25.35 | 2,231 | 160 | 1,375 | |||||||||
| 10 Mar | 100.71 | 3.17 | 1.06 | 24.53 | 3,419 | 36 | 1,205 | |||||||||
| 9 Mar | 97.57 | 2.14 | -0.51 | 30.76 | 2,486 | 293 | 1,169 | |||||||||
| 6 Mar | 99.47 | 2.69 | 0.18 | 26.19 | 4,251 | -118 | 875 | |||||||||
| 5 Mar | 98.85 | 2.55 | 0.19 | 25.66 | 2,954 | 169 | 1,001 | |||||||||
| 4 Mar | 97.74 | 2.39 | -0.78 | 28.01 | 3,947 | 115 | 833 | |||||||||
| 2 Mar | 99.34 | 3.32 | -1.38 | 27.9 | 3,061 | 562 | 745 | |||||||||
| 27 Feb | 103.55 | 4.55 | -0.63 | 14.29 | 282 | 55 | 182 | |||||||||
| 26 Feb | 103.23 | 5.17 | -1.35 | 22.19 | 130 | 49 | 127 | |||||||||
| 25 Feb | 104.56 | 6.5 | -3.84 | 25.75 | 182 | 70 | 81 | |||||||||
| 24 Feb | 109.44 | 10.34 | -1.02 | 14.77 | 4 | 2 | 10 | |||||||||
| 23 Feb | 111.89 | 11.36 | 0.25 | - | 1 | 0 | 7 | |||||||||
| 20 Feb | 111.88 | 11.11 | -0.49 | - | 13 | 2 | 8 | |||||||||
| 19 Feb | 111.38 | 11.6 | -2.15 | - | 5 | -2 | 5 | |||||||||
| 18 Feb | 113.31 | 13.75 | -0.35 | 16.59 | 1 | 0 | 7 | |||||||||
| 17 Feb | 112.99 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 16 Feb | 113.18 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 13 Feb | 111.44 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 12 Feb | 113.53 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
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| 11 Feb | 114.33 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 10 Feb | 115.46 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 9 Feb | 115.07 | 14.1 | -2.5 | - | 0 | 0 | 7 | |||||||||
| 6 Feb | 114.53 | 14.1 | -2.5 | - | 7 | 1 | 2 | |||||||||
| 5 Feb | 114.71 | 16.6 | -11.24 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 116.00 | 16.6 | -11.24 | - | 1 | 0 | 0 | |||||||||
| 3 Feb | 115.12 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 114.93 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 113.54 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 120.10 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 120.06 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 120.15 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 114.61 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 114.15 | 27.84 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 100 expiring on 30MAR2026
Delta for 100 CE is 0.55
Historical price for 100 CE is as follows
On 12 Mar IRFC was trading at 99.92. The strike last trading price was 2.57, which was 0.3 higher than the previous day. The implied volatity was 26.21, the open interest changed by 83 which increased total open position to 1462
On 11 Mar IRFC was trading at 99.25. The strike last trading price was 2.13, which was -1 lower than the previous day. The implied volatity was 25.35, the open interest changed by 160 which increased total open position to 1375
On 10 Mar IRFC was trading at 100.71. The strike last trading price was 3.17, which was 1.06 higher than the previous day. The implied volatity was 24.53, the open interest changed by 36 which increased total open position to 1205
On 9 Mar IRFC was trading at 97.57. The strike last trading price was 2.14, which was -0.51 lower than the previous day. The implied volatity was 30.76, the open interest changed by 293 which increased total open position to 1169
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 2.69, which was 0.18 higher than the previous day. The implied volatity was 26.19, the open interest changed by -118 which decreased total open position to 875
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 2.55, which was 0.19 higher than the previous day. The implied volatity was 25.66, the open interest changed by 169 which increased total open position to 1001
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 2.39, which was -0.78 lower than the previous day. The implied volatity was 28.01, the open interest changed by 115 which increased total open position to 833
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 3.32, which was -1.38 lower than the previous day. The implied volatity was 27.9, the open interest changed by 562 which increased total open position to 745
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 4.55, which was -0.63 lower than the previous day. The implied volatity was 14.29, the open interest changed by 55 which increased total open position to 182
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 5.17, which was -1.35 lower than the previous day. The implied volatity was 22.19, the open interest changed by 49 which increased total open position to 127
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 6.5, which was -3.84 lower than the previous day. The implied volatity was 25.75, the open interest changed by 70 which increased total open position to 81
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 10.34, which was -1.02 lower than the previous day. The implied volatity was 14.77, the open interest changed by 2 which increased total open position to 10
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 11.36, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 11.11, which was -0.49 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 11.6, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 5
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 13.75, which was -0.35 lower than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 7
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 14.1, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 16.6, which was -11.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 16.6, which was -11.24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 27.84, 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
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 27.84, 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
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 27.84, 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
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 27.84, 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
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 27.84, 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
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 27.84, 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
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 27.84, 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
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 27.84, 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
| IRFC 30MAR2026 100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.09
Theta: -0.1
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 99.92 | 3.71 | -0.8 | 44.74 | 437 | 27 | 1,386 |
| 11 Mar | 99.25 | 4.69 | 1.5 | 50.06 | 588 | 22 | 1,361 |
| 10 Mar | 100.71 | 3.06 | -2.44 | 40.57 | 618 | 140 | 1,334 |
| 9 Mar | 97.57 | 5.42 | 0.63 | 48.07 | 296 | 36 | 1,194 |
| 6 Mar | 99.47 | 4.66 | 0.27 | 46.13 | 2,051 | 120 | 1,162 |
| 5 Mar | 98.85 | 4.37 | -1.09 | 41.15 | 182 | -3 | 1,043 |
| 4 Mar | 97.74 | 5.55 | 1.48 | 47.01 | 343 | -29 | 1,046 |
| 2 Mar | 99.34 | 3.97 | 1.35 | 38.34 | 1,149 | 56 | 1,070 |
| 27 Feb | 103.55 | 2.75 | 0.22 | 38.62 | 1,000 | -29 | 1,013 |
| 26 Feb | 103.23 | 2.53 | 0.21 | 35.67 | 1,161 | -1 | 1,042 |
| 25 Feb | 104.56 | 2.34 | 1.18 | 37 | 4,060 | 424 | 1,054 |
| 24 Feb | 109.44 | 1.13 | 0.21 | 36.85 | 541 | 283 | 628 |
| 23 Feb | 111.89 | 0.95 | -0.21 | 37.67 | 183 | 2 | 346 |
| 20 Feb | 111.88 | 1.22 | 0.08 | 39.24 | 159 | 49 | 342 |
| 19 Feb | 111.38 | 1.25 | 0.26 | 38.36 | 161 | 17 | 291 |
| 18 Feb | 113.31 | 1.02 | -0.08 | 38.41 | 226 | 59 | 273 |
| 17 Feb | 112.99 | 1.1 | 0 | 38.78 | 147 | 51 | 217 |
| 16 Feb | 113.18 | 1.1 | -0.55 | 38.86 | 98 | 6 | 162 |
| 13 Feb | 111.44 | 1.72 | 0.39 | 41.18 | 87 | 62 | 160 |
| 12 Feb | 113.53 | 1.33 | 0.21 | 40.29 | 49 | 32 | 98 |
| 11 Feb | 114.33 | 1.12 | 0.24 | 39.04 | 25 | 15 | 64 |
| 10 Feb | 115.46 | 0.86 | -0.09 | 36.74 | 23 | 12 | 51 |
| 9 Feb | 115.07 | 0.94 | -0.25 | 36.91 | 23 | 8 | 39 |
| 6 Feb | 114.53 | 1.19 | 0.3 | 38.24 | 39 | 16 | 32 |
| 5 Feb | 114.71 | 0.29 | -0.93 | 26.12 | 8 | 7 | 15 |
| 4 Feb | 116.00 | 1.22 | -0.41 | - | 0 | 0 | 8 |
| 3 Feb | 115.12 | 1.22 | -0.41 | 38.44 | 3 | -2 | 8 |
| 2 Feb | 114.93 | 1.63 | -0.09 | 42.54 | 13 | -2 | 9 |
| 1 Feb | 113.54 | 1.72 | 0.55 | 40.68 | 18 | -11 | 11 |
| 30 Jan | 120.10 | 1.17 | 0 | - | 0 | 0 | 22 |
| 29 Jan | 120.06 | 1.16 | -0.94 | - | 0 | 0 | 22 |
| 28 Jan | 120.15 | 1.16 | -0.94 | 43.23 | 3 | 0 | 22 |
| 27 Jan | 114.61 | 2.1 | 0.33 | - | 0 | 0 | 22 |
| 23 Jan | 114.15 | 2.1 | 0.33 | 41.97 | 24 | 21 | 21 |
For Indian Railway Fin Corp L - strike price 100 expiring on 30MAR2026
Delta for 100 PE is -0.46
Historical price for 100 PE is as follows
On 12 Mar IRFC was trading at 99.92. The strike last trading price was 3.71, which was -0.8 lower than the previous day. The implied volatity was 44.74, the open interest changed by 27 which increased total open position to 1386
On 11 Mar IRFC was trading at 99.25. The strike last trading price was 4.69, which was 1.5 higher than the previous day. The implied volatity was 50.06, the open interest changed by 22 which increased total open position to 1361
On 10 Mar IRFC was trading at 100.71. The strike last trading price was 3.06, which was -2.44 lower than the previous day. The implied volatity was 40.57, the open interest changed by 140 which increased total open position to 1334
On 9 Mar IRFC was trading at 97.57. The strike last trading price was 5.42, which was 0.63 higher than the previous day. The implied volatity was 48.07, the open interest changed by 36 which increased total open position to 1194
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 4.66, which was 0.27 higher than the previous day. The implied volatity was 46.13, the open interest changed by 120 which increased total open position to 1162
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 4.37, which was -1.09 lower than the previous day. The implied volatity was 41.15, the open interest changed by -3 which decreased total open position to 1043
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 5.55, which was 1.48 higher than the previous day. The implied volatity was 47.01, the open interest changed by -29 which decreased total open position to 1046
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 3.97, which was 1.35 higher than the previous day. The implied volatity was 38.34, the open interest changed by 56 which increased total open position to 1070
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 2.75, which was 0.22 higher than the previous day. The implied volatity was 38.62, the open interest changed by -29 which decreased total open position to 1013
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 2.53, which was 0.21 higher than the previous day. The implied volatity was 35.67, the open interest changed by -1 which decreased total open position to 1042
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 2.34, which was 1.18 higher than the previous day. The implied volatity was 37, the open interest changed by 424 which increased total open position to 1054
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 1.13, which was 0.21 higher than the previous day. The implied volatity was 36.85, the open interest changed by 283 which increased total open position to 628
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 0.95, which was -0.21 lower than the previous day. The implied volatity was 37.67, the open interest changed by 2 which increased total open position to 346
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 1.22, which was 0.08 higher than the previous day. The implied volatity was 39.24, the open interest changed by 49 which increased total open position to 342
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 1.25, which was 0.26 higher than the previous day. The implied volatity was 38.36, the open interest changed by 17 which increased total open position to 291
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 1.02, which was -0.08 lower than the previous day. The implied volatity was 38.41, the open interest changed by 59 which increased total open position to 273
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 38.78, the open interest changed by 51 which increased total open position to 217
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 38.86, the open interest changed by 6 which increased total open position to 162
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 1.72, which was 0.39 higher than the previous day. The implied volatity was 41.18, the open interest changed by 62 which increased total open position to 160
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 1.33, which was 0.21 higher than the previous day. The implied volatity was 40.29, the open interest changed by 32 which increased total open position to 98
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 1.12, which was 0.24 higher than the previous day. The implied volatity was 39.04, the open interest changed by 15 which increased total open position to 64
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 0.86, which was -0.09 lower than the previous day. The implied volatity was 36.74, the open interest changed by 12 which increased total open position to 51
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 0.94, which was -0.25 lower than the previous day. The implied volatity was 36.91, the open interest changed by 8 which increased total open position to 39
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 1.19, which was 0.3 higher than the previous day. The implied volatity was 38.24, the open interest changed by 16 which increased total open position to 32
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 0.29, which was -0.93 lower than the previous day. The implied volatity was 26.12, the open interest changed by 7 which increased total open position to 15
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 1.22, which was -0.41 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 1.22, which was -0.41 lower than the previous day. The implied volatity was 38.44, the open interest changed by -2 which decreased total open position to 8
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 1.63, which was -0.09 lower than the previous day. The implied volatity was 42.54, the open interest changed by -2 which decreased total open position to 9
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 1.72, which was 0.55 higher than the previous day. The implied volatity was 40.68, the open interest changed by -11 which decreased total open position to 11
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 1.17, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 1.16, which was -0.94 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 1.16, which was -0.94 lower than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 22
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 2.1, which was 0.33 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 2.1, which was 0.33 higher than the previous day. The implied volatity was 41.97, the open interest changed by 21 which increased total open position to 21
