IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
10 Mar 2026 11:28 AM IST
| IRFC 30-MAR-2026 102 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.09
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 99.09 | 1.78 | 0.2 | 29.9 | 231 | 19 | 561 | |||||||||
| 9 Mar | 97.57 | 1.58 | -0.43 | 32.24 | 689 | -5 | 540 | |||||||||
| 6 Mar | 99.47 | 2.05 | 0.22 | 28.4 | 3,361 | 190 | 546 | |||||||||
| 5 Mar | 98.85 | 1.85 | 0.08 | 26.92 | 320 | 36 | 358 | |||||||||
| 4 Mar | 97.74 | 1.76 | -0.67 | 29.11 | 355 | 70 | 323 | |||||||||
| 2 Mar | 99.34 | 2.5 | -1.16 | 28.74 | 479 | 71 | 253 | |||||||||
| 27 Feb | 103.55 | 3.53 | -0.54 | 18.96 | 530 | 48 | 181 | |||||||||
| 26 Feb | 103.23 | 4.05 | -1.25 | 23.92 | 125 | 32 | 132 | |||||||||
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| 25 Feb | 104.56 | 5.19 | -3.83 | 26.33 | 148 | 69 | 99 | |||||||||
| 24 Feb | 109.44 | 9.02 | -0.63 | - | 0 | 0 | 30 | |||||||||
| 23 Feb | 111.89 | 9.02 | -0.63 | - | 49 | 25 | 29 | |||||||||
| 20 Feb | 111.88 | 9.65 | -4.35 | - | 11 | -4 | 4 | |||||||||
| 19 Feb | 111.38 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 18 Feb | 113.31 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 17 Feb | 112.99 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 16 Feb | 113.18 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 13 Feb | 111.44 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 12 Feb | 113.53 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 11 Feb | 114.33 | 14 | -6.35 | - | 0 | 0 | 8 | |||||||||
| 10 Feb | 115.46 | 14 | -6.35 | - | 1 | 0 | 8 | |||||||||
| 9 Feb | 115.07 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 6 Feb | 114.53 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 5 Feb | 114.71 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 4 Feb | 116.00 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 3 Feb | 115.12 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 2 Feb | 114.93 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 1 Feb | 113.54 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 30 Jan | 120.10 | 20.35 | 4.06 | - | 0 | 0 | 8 | |||||||||
| 29 Jan | 120.06 | 20.35 | 4.06 | 34.68 | 2 | 0 | 0 | |||||||||
| 28 Jan | 120.15 | 16.29 | 2.29 | 21.66 | 5 | 3 | 4 | |||||||||
| 27 Jan | 114.61 | 14 | -12.23 | 21.14 | 1 | 0 | 0 | |||||||||
| 23 Jan | 114.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 102 expiring on 30MAR2026
Delta for 102 CE is 0.38
Historical price for 102 CE is as follows
On 10 Mar IRFC was trading at 99.09. The strike last trading price was 1.78, which was 0.2 higher than the previous day. The implied volatity was 29.9, the open interest changed by 19 which increased total open position to 561
On 9 Mar IRFC was trading at 97.57. The strike last trading price was 1.58, which was -0.43 lower than the previous day. The implied volatity was 32.24, the open interest changed by -5 which decreased total open position to 540
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 2.05, which was 0.22 higher than the previous day. The implied volatity was 28.4, the open interest changed by 190 which increased total open position to 546
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 1.85, which was 0.08 higher than the previous day. The implied volatity was 26.92, the open interest changed by 36 which increased total open position to 358
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 1.76, which was -0.67 lower than the previous day. The implied volatity was 29.11, the open interest changed by 70 which increased total open position to 323
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 2.5, which was -1.16 lower than the previous day. The implied volatity was 28.74, the open interest changed by 71 which increased total open position to 253
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 3.53, which was -0.54 lower than the previous day. The implied volatity was 18.96, the open interest changed by 48 which increased total open position to 181
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 4.05, which was -1.25 lower than the previous day. The implied volatity was 23.92, the open interest changed by 32 which increased total open position to 132
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 5.19, which was -3.83 lower than the previous day. The implied volatity was 26.33, the open interest changed by 69 which increased total open position to 99
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 9.02, which was -0.63 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 9.02, which was -0.63 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 29
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 9.65, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 4
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 14, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 20.35, which was 4.06 higher 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 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 20.35, which was 4.06 higher than the previous day. The implied volatity was 34.68, 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 16.29, which was 2.29 higher than the previous day. The implied volatity was 21.66, the open interest changed by 3 which increased total open position to 4
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 14, which was -12.23 lower than the previous day. The implied volatity was 21.14, 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 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 30MAR2026 102 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.09
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 99.09 | 6.3 | -0.7 | 53.45 | 7 | 3 | 402 |
| 9 Mar | 97.57 | 7 | 0.78 | 52.02 | 71 | 2 | 400 |
| 6 Mar | 99.47 | 6.07 | 0.61 | 49.18 | 360 | 11 | 399 |
| 5 Mar | 98.85 | 5.46 | -1.44 | 40.82 | 7 | -3 | 389 |
| 4 Mar | 97.74 | 6.98 | 1.78 | 49.46 | 32 | -9 | 395 |
| 2 Mar | 99.34 | 5.09 | 1.5 | 38.78 | 190 | -65 | 406 |
| 27 Feb | 103.55 | 3.72 | 0.29 | 39.94 | 755 | 105 | 473 |
| 26 Feb | 103.23 | 3.42 | 0.34 | 36.37 | 333 | 28 | 369 |
| 25 Feb | 104.56 | 3.1 | 1.5 | 37.18 | 972 | 86 | 341 |
| 24 Feb | 109.44 | 1.6 | 0.38 | 37.23 | 29 | -3 | 255 |
| 23 Feb | 111.89 | 1.22 | -0.28 | 36.57 | 64 | 29 | 258 |
| 20 Feb | 111.88 | 1.5 | -0.13 | 37.86 | 17 | 5 | 230 |
| 19 Feb | 111.38 | 1.68 | 0.38 | 38.39 | 100 | 82 | 222 |
| 18 Feb | 113.31 | 1.34 | -0.18 | 37.97 | 50 | 27 | 140 |
| 17 Feb | 112.99 | 1.52 | 0.02 | 39.23 | 28 | 1 | 93 |
| 16 Feb | 113.18 | 1.5 | -0.7 | 39.15 | 96 | 79 | 93 |
| 13 Feb | 111.44 | 2.2 | 1.05 | 41.14 | 10 | 4 | 13 |
| 12 Feb | 113.53 | 1.15 | -0.48 | - | 0 | 0 | 9 |
| 11 Feb | 114.33 | 1.15 | -0.48 | - | 0 | 0 | 9 |
| 10 Feb | 115.46 | 1.15 | -0.48 | 36.61 | 7 | 2 | 8 |
| 9 Feb | 115.07 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 6 Feb | 114.53 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 5 Feb | 114.71 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 4 Feb | 116.00 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 3 Feb | 115.12 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 2 Feb | 114.93 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 1 Feb | 113.54 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 30 Jan | 120.10 | 1.63 | -0.27 | - | 0 | 0 | 6 |
| 29 Jan | 120.06 | 1.63 | -0.27 | 43.88 | 4 | 3 | 5 |
| 28 Jan | 120.15 | 1.9 | -0.23 | 47.38 | 2 | 0 | 0 |
| 27 Jan | 114.61 | 2.13 | 0 | 9.69 | 0 | 0 | 0 |
| 23 Jan | 114.15 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 102 expiring on 30MAR2026
Delta for 102 PE is -0.55
Historical price for 102 PE is as follows
On 10 Mar IRFC was trading at 99.09. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 53.45, the open interest changed by 3 which increased total open position to 402
On 9 Mar IRFC was trading at 97.57. The strike last trading price was 7, which was 0.78 higher than the previous day. The implied volatity was 52.02, the open interest changed by 2 which increased total open position to 400
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 6.07, which was 0.61 higher than the previous day. The implied volatity was 49.18, the open interest changed by 11 which increased total open position to 399
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 5.46, which was -1.44 lower than the previous day. The implied volatity was 40.82, the open interest changed by -3 which decreased total open position to 389
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 6.98, which was 1.78 higher than the previous day. The implied volatity was 49.46, the open interest changed by -9 which decreased total open position to 395
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 5.09, which was 1.5 higher than the previous day. The implied volatity was 38.78, the open interest changed by -65 which decreased total open position to 406
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 3.72, which was 0.29 higher than the previous day. The implied volatity was 39.94, the open interest changed by 105 which increased total open position to 473
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 3.42, which was 0.34 higher than the previous day. The implied volatity was 36.37, the open interest changed by 28 which increased total open position to 369
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 3.1, which was 1.5 higher than the previous day. The implied volatity was 37.18, the open interest changed by 86 which increased total open position to 341
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 1.6, which was 0.38 higher than the previous day. The implied volatity was 37.23, the open interest changed by -3 which decreased total open position to 255
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 1.22, which was -0.28 lower than the previous day. The implied volatity was 36.57, the open interest changed by 29 which increased total open position to 258
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 1.5, which was -0.13 lower than the previous day. The implied volatity was 37.86, the open interest changed by 5 which increased total open position to 230
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 1.68, which was 0.38 higher than the previous day. The implied volatity was 38.39, the open interest changed by 82 which increased total open position to 222
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 1.34, which was -0.18 lower than the previous day. The implied volatity was 37.97, the open interest changed by 27 which increased total open position to 140
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 1.52, which was 0.02 higher than the previous day. The implied volatity was 39.23, the open interest changed by 1 which increased total open position to 93
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 39.15, the open interest changed by 79 which increased total open position to 93
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 2.2, which was 1.05 higher than the previous day. The implied volatity was 41.14, the open interest changed by 4 which increased total open position to 13
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 1.15, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 1.15, which was -0.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 1.15, which was -0.48 lower than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 8
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 1.63, which was -0.27 lower than the previous day. The implied volatity was 43.88, the open interest changed by 3 which increased total open position to 5
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 1.9, which was -0.23 lower than the previous day. The implied volatity was 47.38, 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 2.13, which was 0 lower than the previous day. The implied volatity was 9.69, 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 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
