Historical option data for IRFC
11 Jun 2026 04:14 PM IST
| IRFC 30-Jun-2026 (18d) 101 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0
Theta: -0.05
Gamma: 0.0361
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 93.33 | 0.6 | -0.4 (-40.00%) | 32.29 | 124 | -1 | 289 | |||||||||
| 10 Jun | 94.80 | 0.84 | -0.16 (-16.00%) | 32.11 | 222 | 36 | 288 | |||||||||
| 9 Jun | 96.01 | 1.2 | 0.2 (20.00%) | 31.33 | 222 | -52 | 250 | |||||||||
| 8 Jun | 94.70 | 0.85 | -0.15 (-15.00%) | 29.72 | 212 | 70 | 302 | |||||||||
| 5 Jun | 96.47 | 1.42 | -0.03 (-2.07%) | 29.86 | 223 | -14 | 232 | |||||||||
| 4 Jun | 96.06 | 1.48 | -0.11 (-6.92%) | 30.81 | 85 | 12 | 246 | |||||||||
| 3 Jun | 95.75 | 1.51 | -0.12 (-7.36%) | 31.94 | 145 | 24 | 233 | |||||||||
| 2 Jun | 96.67 | 1.68 | 0.24 (16.67%) | 28.68 | 89 | 4 | 209 | |||||||||
| 1 Jun | 96.27 | 1.45 | -0.6 (-29.27%) | 28.46 | 131 | 34 | 207 | |||||||||
| 29 May | 97.51 | 2.06 | -0.82 (-28.47%) | 27.84 | 213 | 54 | 173 | |||||||||
| 27 May | 99.19 | 2.91 | 0.01 (0.34%) | 28.69 | 113 | 19 | 118 | |||||||||
| 26 May | 99.28 | 2.87 | -0.9 (-23.87%) | 27.86 | 170 | 11 | 98 | |||||||||
| 25 May | 100.45 | 3.76 | 1.18 (45.74%) | 28.71 | 190 | 72 | 88 | |||||||||
| 22 May | 98.19 | 2.58 | 0.08 (3.20%) | 27.39 | 9 | 4 | 15 | |||||||||
| 21 May | 98.17 | 2.5 | -0.31 (-11.03%) | 27.13 | 28 | 7 | 11 | |||||||||
| 20 May | 97.13 | 2.81 | 0 (0.00%) | 29.64 | 0 | 0 | 4 | |||||||||
| 19 May | 97.22 | 2.81 | -0.19 (-6.33%) | 29.64 | 1 | 0 | 4 | |||||||||
| 18 May | 97.66 | 2.51 | -3.49 (-58.17%) | 32.91 | 4 | 3 | 4 | |||||||||
| 15 May | 98.86 | 5.81 | 0 (0.00%) | 40.7 | 0 | 0 | 1 | |||||||||
| 14 May | 100.19 | 5.81 | -4.52 (-43.76%) | 40.7 | 1 | 0 | 0 | |||||||||
| 13 May | 101.48 | 0 | -10.33 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 99.36 | 0 | -10.33 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 103.08 | 0 | -10.33 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 106.03 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 106.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 106.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 105.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 104.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 104.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 105.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 101 expiring on 30JUN2026
Delta for 101 CE is 0.17
Historical price for 101 CE is as follows
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 32.29, the open interest changed by -1 which decreased total open position to 289
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 0.84, which was -0.16 lower than the previous day. The implied volatity was 32.11, the open interest changed by 36 which increased total open position to 288
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 31.33, the open interest changed by -52 which decreased total open position to 250
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 29.72, the open interest changed by 70 which increased total open position to 302
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 1.42, which was -0.03 lower than the previous day. The implied volatity was 29.86, the open interest changed by -14 which decreased total open position to 232
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 1.48, which was -0.11 lower than the previous day. The implied volatity was 30.81, the open interest changed by 12 which increased total open position to 246
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 1.51, which was -0.12 lower than the previous day. The implied volatity was 31.94, the open interest changed by 24 which increased total open position to 233
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 1.68, which was 0.24 higher than the previous day. The implied volatity was 28.68, the open interest changed by 4 which increased total open position to 209
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 28.46, the open interest changed by 34 which increased total open position to 207
On 29 May IRFC was trading at 97.51. The strike last trading price was 2.06, which was -0.82 lower than the previous day. The implied volatity was 27.84, the open interest changed by 54 which increased total open position to 173
On 27 May IRFC was trading at 99.19. The strike last trading price was 2.91, which was 0.01 higher than the previous day. The implied volatity was 28.69, the open interest changed by 19 which increased total open position to 118
On 26 May IRFC was trading at 99.28. The strike last trading price was 2.87, which was -0.9 lower than the previous day. The implied volatity was 27.86, the open interest changed by 11 which increased total open position to 98
On 25 May IRFC was trading at 100.45. The strike last trading price was 3.76, which was 1.18 higher than the previous day. The implied volatity was 28.71, the open interest changed by 72 which increased total open position to 88
On 22 May IRFC was trading at 98.19. The strike last trading price was 2.58, which was 0.08 higher than the previous day. The implied volatity was 27.39, the open interest changed by 4 which increased total open position to 15
On 21 May IRFC was trading at 98.17. The strike last trading price was 2.5, which was -0.31 lower than the previous day. The implied volatity was 27.13, the open interest changed by 7 which increased total open position to 11
On 20 May IRFC was trading at 97.13. The strike last trading price was 2.81, which was 0 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 4
On 19 May IRFC was trading at 97.22. The strike last trading price was 2.81, which was -0.19 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 4
On 18 May IRFC was trading at 97.66. The strike last trading price was 2.51, which was -3.49 lower than the previous day. The implied volatity was 32.91, the open interest changed by 3 which increased total open position to 4
On 15 May IRFC was trading at 98.86. The strike last trading price was 5.81, which was 0 lower than the previous day. The implied volatity was 40.7, the open interest changed by 0 which decreased total open position to 1
On 14 May IRFC was trading at 100.19. The strike last trading price was 5.81, which was -4.52 lower than the previous day. The implied volatity was 40.7, the open interest changed by 0 which decreased total open position to 0
On 13 May IRFC was trading at 101.48. The strike last trading price was 0, which was -10.33 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IRFC was trading at 99.36. The strike last trading price was 0, which was -10.33 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IRFC was trading at 103.08. The strike last trading price was 0, which was -10.33 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IRFC was trading at 106.03. The strike last trading price was 0, 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 7 May IRFC was trading at 106.77. The strike last trading price was 0, 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 6 May IRFC was trading at 106.74. The strike last trading price was 0, 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 5 May IRFC was trading at 105.82. The strike last trading price was 0, 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 4 May IRFC was trading at 104.41. The strike last trading price was 0, 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 Apr IRFC was trading at 104.21. The strike last trading price was 0, 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 Apr IRFC was trading at 105.08. The strike last trading price was 0, 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 30-Jun-2026 (18d) 101 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0
Theta: -0.07
Gamma: 0.03444
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 93.33 | 7.81 | 7.81 (31.45%) | 44.79 | 8 | 0 | 123 |
| 10 Jun | 94.80 | 7.9 | 1.89 (31.45%) | 44.79 | 8 | -2 | 124 |
| 9 Jun | 96.01 | 5.93 | 0.29 (5.14%) | 32.02 | 25 | -4 | 126 |
| 8 Jun | 94.70 | 5.64 | 5.64 | - | 26 | 0 | 130 |
| 5 Jun | 96.47 | 5.64 | -0.7 (-11.04%) | 30.42 | 26 | -10 | 130 |
| 4 Jun | 96.06 | 6.34 | -0.4 (-5.93%) | 34.51 | 9 | -4 | 141 |
| 3 Jun | 95.75 | 6.74 | 0.73 (12.15%) | 37.4 | 40 | 3 | 144 |
| 2 Jun | 96.67 | 6.03 | -0.92 (-13.24%) | 35.66 | 3 | 0 | 142 |
| 1 Jun | 96.27 | 6.95 | 1.08 (18.40%) | 39.91 | 6 | 1 | 142 |
| 29 May | 97.51 | 5.88 | 1.31 (28.67%) | 36.83 | 125 | 76 | 142 |
| 27 May | 99.19 | 4.55 | -0.56 (-10.96%) | 31.53 | 27 | 1 | 65 |
| 26 May | 99.28 | 5.1 | 0.95 (22.89%) | 36.23 | 80 | 55 | 64 |
| 25 May | 100.45 | 4.15 | -3.13 (-42.99%) | 32.57 | 2 | 1 | 8 |
| 22 May | 98.19 | 7.28 | 7.28 | - | 13 | 0 | 7 |
| 21 May | 98.17 | 7.28 | 7.28 (41.09%) | 38.86 | 13 | 0 | 7 |
| 20 May | 97.13 | 7.28 | 2.12 (41.09%) | 38.86 | 13 | 6 | 7 |
| 19 May | 97.22 | 5.35 | 5.35 | - | 1 | 0 | 1 |
| 18 May | 97.66 | 5.35 | 5.35 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 98.86 | 5.16 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 100.19 | 5.16 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 101.48 | 5.16 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 99.36 | 5.16 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 103.08 | 5.16 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 106.03 | 5.16 | -0.19 (-3.55%) | - | 0 | 0 | 1 |
| 7 May | 106.77 | 5.16 | -0.19 (-3.55%) | - | 0 | 0 | 1 |
| 6 May | 106.74 | 5.16 | -0.19 (-3.55%) | - | 0 | 0 | 1 |
| 5 May | 105.82 | 5.16 | -0.19 (-3.55%) | - | 0 | 0 | 1 |
| 4 May | 104.41 | 5.16 | -0.19 (-3.55%) | - | 0 | 0 | 1 |
| 30 Apr | 104.21 | 5.16 | -0.02 (-0.39%) | 43.29 | 1 | 0 | 0 |
| 29 Apr | 105.08 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 101 expiring on 30JUN2026
Delta for 101 PE is -0.71
Historical price for 101 PE is as follows
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 7.81, which was 7.81 higher than the previous day. The implied volatity was 44.79, the open interest changed by 0 which decreased total open position to 123
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 7.9, which was 1.89 higher than the previous day. The implied volatity was 44.79, the open interest changed by -2 which decreased total open position to 124
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 5.93, which was 0.29 higher than the previous day. The implied volatity was 32.02, the open interest changed by -4 which decreased total open position to 126
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 5.64, which was 5.64 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 5.64, which was -0.7 lower than the previous day. The implied volatity was 30.42, the open interest changed by -10 which decreased total open position to 130
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 6.34, which was -0.4 lower than the previous day. The implied volatity was 34.51, the open interest changed by -4 which decreased total open position to 141
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 6.74, which was 0.73 higher than the previous day. The implied volatity was 37.4, the open interest changed by 3 which increased total open position to 144
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 6.03, which was -0.92 lower than the previous day. The implied volatity was 35.66, the open interest changed by 0 which decreased total open position to 142
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 6.95, which was 1.08 higher than the previous day. The implied volatity was 39.91, the open interest changed by 1 which increased total open position to 142
On 29 May IRFC was trading at 97.51. The strike last trading price was 5.88, which was 1.31 higher than the previous day. The implied volatity was 36.83, the open interest changed by 76 which increased total open position to 142
On 27 May IRFC was trading at 99.19. The strike last trading price was 4.55, which was -0.56 lower than the previous day. The implied volatity was 31.53, the open interest changed by 1 which increased total open position to 65
On 26 May IRFC was trading at 99.28. The strike last trading price was 5.1, which was 0.95 higher than the previous day. The implied volatity was 36.23, the open interest changed by 55 which increased total open position to 64
On 25 May IRFC was trading at 100.45. The strike last trading price was 4.15, which was -3.13 lower than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 8
On 22 May IRFC was trading at 98.19. The strike last trading price was 7.28, which was 7.28 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 May IRFC was trading at 98.17. The strike last trading price was 7.28, which was 7.28 higher than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 7
On 20 May IRFC was trading at 97.13. The strike last trading price was 7.28, which was 2.12 higher than the previous day. The implied volatity was 38.86, the open interest changed by 6 which increased total open position to 7
On 19 May IRFC was trading at 97.22. The strike last trading price was 5.35, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May IRFC was trading at 97.66. The strike last trading price was 5.35, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May IRFC was trading at 98.86. The strike last trading price was 5.16, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May IRFC was trading at 100.19. The strike last trading price was 5.16, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May IRFC was trading at 101.48. The strike last trading price was 5.16, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May IRFC was trading at 99.36. The strike last trading price was 5.16, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May IRFC was trading at 103.08. The strike last trading price was 5.16, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May IRFC was trading at 106.03. The strike last trading price was 5.16, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May IRFC was trading at 106.77. The strike last trading price was 5.16, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May IRFC was trading at 106.74. The strike last trading price was 5.16, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May IRFC was trading at 105.82. The strike last trading price was 5.16, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May IRFC was trading at 104.41. The strike last trading price was 5.16, which was -0.19 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 5.16, which was -0.02 lower than the previous day. The implied volatity was 43.29, the open interest changed by 0 which decreased total open position to 0
On 29 Apr IRFC was trading at 105.08. The strike last trading price was 0, 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
