IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
06 Mar 2026 04:13 PM IST
| IRFC 30-MAR-2026 104 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.09
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 99.47 | 1.58 | 0.22 | 30.49 | 1,268 | -25 | 491 | |||||||||
| 5 Mar | 98.85 | 1.41 | 0.09 | 28.97 | 271 | -21 | 523 | |||||||||
| 4 Mar | 97.74 | 1.32 | -0.49 | 30.52 | 607 | 167 | 580 | |||||||||
| 2 Mar | 99.34 | 1.9 | -0.9 | 29.94 | 806 | 17 | 412 | |||||||||
| 27 Feb | 103.55 | 2.71 | -0.45 | 21.61 | 1,091 | 60 | 391 | |||||||||
| 26 Feb | 103.23 | 3.18 | -1.04 | 25.66 | 844 | 147 | 330 | |||||||||
| 25 Feb | 104.56 | 4.16 | -20.5 | 27.6 | 723 | 183 | 183 | |||||||||
| 24 Feb | 109.44 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 111.89 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 111.88 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 111.38 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 113.31 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 112.99 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 113.18 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 111.44 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 113.53 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 114.33 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 115.46 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 115.07 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 114.53 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 114.71 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 116.00 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 115.12 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 114.93 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 113.54 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 120.10 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 120.06 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 120.15 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 114.61 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 114.15 | 24.66 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 104 expiring on 30MAR2026
Delta for 104 CE is 0.32
Historical price for 104 CE is as follows
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 1.58, which was 0.22 higher than the previous day. The implied volatity was 30.49, the open interest changed by -25 which decreased total open position to 491
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 1.41, which was 0.09 higher than the previous day. The implied volatity was 28.97, the open interest changed by -21 which decreased total open position to 523
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 1.32, which was -0.49 lower than the previous day. The implied volatity was 30.52, the open interest changed by 167 which increased total open position to 580
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 1.9, which was -0.9 lower than the previous day. The implied volatity was 29.94, the open interest changed by 17 which increased total open position to 412
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 2.71, which was -0.45 lower than the previous day. The implied volatity was 21.61, the open interest changed by 60 which increased total open position to 391
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 3.18, which was -1.04 lower than the previous day. The implied volatity was 25.66, the open interest changed by 147 which increased total open position to 330
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 4.16, which was -20.5 lower than the previous day. The implied volatity was 27.6, the open interest changed by 183 which increased total open position to 183
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 24.66, 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 Feb IRFC was trading at 111.89. The strike last trading price was 24.66, 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 20 Feb IRFC was trading at 111.88. The strike last trading price was 24.66, 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 19 Feb IRFC was trading at 111.38. The strike last trading price was 24.66, 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 18 Feb IRFC was trading at 113.31. The strike last trading price was 24.66, 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 17 Feb IRFC was trading at 112.99. The strike last trading price was 24.66, 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 16 Feb IRFC was trading at 113.18. The strike last trading price was 24.66, 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 13 Feb IRFC was trading at 111.44. The strike last trading price was 24.66, 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 12 Feb IRFC was trading at 113.53. The strike last trading price was 24.66, 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 11 Feb IRFC was trading at 114.33. The strike last trading price was 24.66, 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 10 Feb IRFC was trading at 115.46. The strike last trading price was 24.66, 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 9 Feb IRFC was trading at 115.07. The strike last trading price was 24.66, 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 Feb IRFC was trading at 114.53. The strike last trading price was 24.66, 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 Feb IRFC was trading at 114.71. The strike last trading price was 24.66, 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 Feb IRFC was trading at 116.00. The strike last trading price was 24.66, 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 3 Feb IRFC was trading at 115.12. The strike last trading price was 24.66, 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 24.66, 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 24.66, 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 24.66, 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 24.66, 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 24.66, 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 24.66, 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 24.66, 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 104 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.1
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 99.47 | 6.95 | -1.55 | 45.7 | 45 | 4 | 198 |
| 5 Mar | 98.85 | 8.49 | 1.72 | - | 18 | -6 | 0 |
| 4 Mar | 97.74 | 8.49 | 1.72 | 51.7 | 18 | -5 | 195 |
| 2 Mar | 99.34 | 6.5 | 1.6 | 40.63 | 69 | -7 | 200 |
| 27 Feb | 103.55 | 4.79 | 0.28 | 40.88 | 187 | -7 | 206 |
| 26 Feb | 103.23 | 4.5 | 0.5 | 37.39 | 519 | -53 | 207 |
| 25 Feb | 104.56 | 4.04 | 2.39 | 37.72 | 1,360 | 218 | 259 |
| 24 Feb | 109.44 | 1.61 | -0.42 | - | 0 | 0 | 41 |
| 23 Feb | 111.89 | 1.61 | -0.42 | 35.99 | 27 | 15 | 40 |
| 20 Feb | 111.88 | 2.05 | 0.25 | 38.38 | 20 | 4 | 22 |
| 19 Feb | 111.38 | 1.8 | 0.04 | 34.48 | 4 | 1 | 17 |
| 18 Feb | 113.31 | 1.76 | -0.1 | 37.76 | 22 | 11 | 15 |
| 17 Feb | 112.99 | 1.86 | -0.14 | 38.37 | 4 | 0 | 3 |
| 16 Feb | 113.18 | 2 | 0.48 | 39.52 | 4 | 1 | 3 |
| 13 Feb | 111.44 | 1.52 | -1.01 | - | 0 | 0 | 2 |
| 12 Feb | 113.53 | 1.52 | -1.01 | - | 0 | 0 | 2 |
| 11 Feb | 114.33 | 1.52 | -1.01 | - | 0 | 0 | 2 |
| 10 Feb | 115.46 | 1.52 | -1.01 | 36.56 | 2 | 0 | 0 |
| 9 Feb | 115.07 | 2.53 | 0 | 9.4 | 0 | 0 | 0 |
| 6 Feb | 114.53 | 2.53 | 0 | 8.98 | 0 | 0 | 0 |
| 5 Feb | 114.71 | 2.53 | 0 | 9.09 | 0 | 0 | 0 |
| 4 Feb | 116.00 | 2.53 | 0 | 9.67 | 0 | 0 | 0 |
| 3 Feb | 115.12 | 2.53 | 0 | 9.21 | 0 | 0 | 0 |
| 2 Feb | 114.93 | 2.53 | 0 | 9.35 | 0 | 0 | 0 |
| 1 Feb | 113.54 | 2.53 | 0 | 8.25 | 0 | 0 | 0 |
| 30 Jan | 120.10 | 2.53 | 0 | 11.63 | 0 | 0 | 0 |
| 29 Jan | 120.06 | 2.53 | 0 | 11.41 | 0 | 0 | 0 |
| 28 Jan | 120.15 | 2.53 | 0 | 11.86 | 0 | 0 | 0 |
| 27 Jan | 114.61 | 2.53 | 0 | 8.45 | 0 | 0 | 0 |
| 23 Jan | 114.15 | 2.53 | 0 | 8.15 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 104 expiring on 30MAR2026
Delta for 104 PE is -0.61
Historical price for 104 PE is as follows
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 45.7, the open interest changed by 4 which increased total open position to 198
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 8.49, which was 1.72 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 8.49, which was 1.72 higher than the previous day. The implied volatity was 51.7, the open interest changed by -5 which decreased total open position to 195
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 6.5, which was 1.6 higher than the previous day. The implied volatity was 40.63, the open interest changed by -7 which decreased total open position to 200
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 4.79, which was 0.28 higher than the previous day. The implied volatity was 40.88, the open interest changed by -7 which decreased total open position to 206
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 37.39, the open interest changed by -53 which decreased total open position to 207
On 25 Feb IRFC was trading at 104.56. The strike last trading price was 4.04, which was 2.39 higher than the previous day. The implied volatity was 37.72, the open interest changed by 218 which increased total open position to 259
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 1.61, which was -0.42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 1.61, which was -0.42 lower than the previous day. The implied volatity was 35.99, the open interest changed by 15 which increased total open position to 40
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 38.38, the open interest changed by 4 which increased total open position to 22
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 1.8, which was 0.04 higher than the previous day. The implied volatity was 34.48, the open interest changed by 1 which increased total open position to 17
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 1.76, which was -0.1 lower than the previous day. The implied volatity was 37.76, the open interest changed by 11 which increased total open position to 15
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 1.86, which was -0.14 lower than the previous day. The implied volatity was 38.37, the open interest changed by 0 which decreased total open position to 3
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 2, which was 0.48 higher than the previous day. The implied volatity was 39.52, the open interest changed by 1 which increased total open position to 3
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 1.52, which was -1.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 1.52, which was -1.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 1.52, which was -1.01 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 1.52, which was -1.01 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 0
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 2.53, which was 0 lower than the previous day. The implied volatity was 9.4, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 2.53, which was 0 lower than the previous day. The implied volatity was 8.98, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 2.53, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 2.53, which was 0 lower than the previous day. The implied volatity was 9.67, 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 2.53, which was 0 lower than the previous day. The implied volatity was 9.21, 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 2.53, which was 0 lower than the previous day. The implied volatity was 9.35, 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 2.53, which was 0 lower than the previous day. The implied volatity was 8.25, 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 2.53, which was 0 lower than the previous day. The implied volatity was 11.63, 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 2.53, which was 0 lower than the previous day. The implied volatity was 11.41, 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 2.53, which was 0 lower than the previous day. The implied volatity was 11.86, 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 2.53, which was 0 lower than the previous day. The implied volatity was 8.45, 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 2.53, which was 0 lower than the previous day. The implied volatity was 8.15, the open interest changed by 0 which decreased total open position to 0
