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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

124.41 1.99 (1.63%)

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Historical option data for IRFC

08 Apr 2025 05:54 PM IST
IRFC 24APR2025 105 CE
Delta: 0.93
Vega: 0.04
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 20.6 4.15 60.35 2 0 12
7 Apr 122.42 16.45 -2.6 - 1 0 13
4 Apr 124.84 19.05 -0.65 - 2 -1 13
3 Apr 129.16 19.7 0 0.00 0 -1 0
2 Apr 127.48 19.7 0.55 - 1 0 15
1 Apr 124.38 19.15 -0.35 - 2 1 16
28 Mar 124.42 19.5 5.8 - 14 8 15
27 Mar 124.34 13.7 0 0.00 0 0 0
26 Mar 128.39 13.7 0 0.00 0 0 0
25 Mar 129.41 13.7 0 0.00 0 0 0
24 Mar 132.80 13.7 0 0.00 0 0 0
21 Mar 129.66 13.7 0 0.00 0 0 0
20 Mar 128.52 13.7 0 0.00 0 0 0
19 Mar 128.11 13.7 0 0.00 0 0 0
18 Mar 121.80 13.7 0 0.00 0 0 0
17 Mar 118.77 13.7 0 0.00 0 0 0
13 Mar 117.69 13.7 0 0.00 0 0 0
12 Mar 119.20 13.7 0 0.00 0 0 0
11 Mar 119.30 13.7 0 0.00 0 0 0
10 Mar 119.75 13.7 0 0.00 0 2 0
7 Mar 123.42 13.7 4.3 - 11 1 6
6 Mar 120.59 9.4 0.2 - 1 0 6
5 Mar 117.73 9.2 -37.35 - 6 1 1
4 Mar 114.59 46.55 0 - 0 0 0
3 Mar 111.13 46.55 0 - 0 0 0
28 Feb 112.42 46.55 0 - 0 0 0
18 Feb 119.27 0 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 105 expiring on 24APR2025

Delta for 105 CE is 0.93

Historical price for 105 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 20.6, which was 4.15 higher than the previous day. The implied volatity was 60.35, the open interest changed by 0 which decreased total open position to 12


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 16.45, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 19.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 19.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 19.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 19.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 19.5, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 15


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 13.7, 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 26 Mar IRFC was trading at 128.39. The strike last trading price was 13.7, 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 25 Mar IRFC was trading at 129.41. The strike last trading price was 13.7, 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 24 Mar IRFC was trading at 132.80. The strike last trading price was 13.7, 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 21 Mar IRFC was trading at 129.66. The strike last trading price was 13.7, 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 Mar IRFC was trading at 128.52. The strike last trading price was 13.7, 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 19 Mar IRFC was trading at 128.11. The strike last trading price was 13.7, 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 18 Mar IRFC was trading at 121.80. The strike last trading price was 13.7, 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 17 Mar IRFC was trading at 118.77. The strike last trading price was 13.7, 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 Mar IRFC was trading at 117.69. The strike last trading price was 13.7, 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 Mar IRFC was trading at 119.20. The strike last trading price was 13.7, 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 11 Mar IRFC was trading at 119.30. The strike last trading price was 13.7, 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 10 Mar IRFC was trading at 119.75. The strike last trading price was 13.7, which was 0 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 13.7, which was 4.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 9.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 9.2, which was -37.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 46.55, 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 Mar IRFC was trading at 111.13. The strike last trading price was 46.55, 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 Feb IRFC was trading at 112.42. The strike last trading price was 46.55, 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 119.27. 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 24APR2025 105 PE
Delta: -0.08
Vega: 0.04
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 0.65 -0.65 63.23 37 0 86
7 Apr 122.42 1.2 0.8 70.30 190 -9 83
4 Apr 124.84 0.35 0.1 50.70 38 -5 91
3 Apr 129.16 0.25 -0.1 51.79 25 -13 96
2 Apr 127.48 0.35 -0.25 51.42 76 -3 109
1 Apr 124.38 0.6 -0.15 52.36 49 10 114
28 Mar 124.42 0.75 -0.4 50.25 95 12 104
27 Mar 124.34 1.05 -0.7 55.23 87 9 92
26 Mar 128.39 1.75 0.5 69.14 84 23 83
25 Mar 129.41 1.25 0.3 63.81 26 2 62
24 Mar 132.80 1.05 -0.2 65.66 42 -18 58
21 Mar 129.66 1.25 -0.15 60.97 27 8 76
20 Mar 128.52 1.4 0.05 59.99 37 2 65
19 Mar 128.11 1.35 -0.8 58.99 23 -1 64
18 Mar 121.80 2.05 -1.3 56.60 38 11 64
17 Mar 118.77 3.4 -0.7 62.38 28 1 53
13 Mar 117.69 4.1 -0.35 62.09 57 15 52
12 Mar 119.20 4.5 0.05 0.00 0 0 0
11 Mar 119.30 4.5 0.05 0.00 0 5 0
10 Mar 119.75 4.5 1.5 67.71 17 8 37
7 Mar 123.42 3 -1.35 61.02 41 18 29
6 Mar 120.59 4.35 -0.85 66.11 6 0 11
5 Mar 117.73 5.2 -0.65 67.47 2 0 10
4 Mar 114.59 5.85 -2.05 65.13 13 9 10
3 Mar 111.13 7.9 6.35 71.21 1 0 0
28 Feb 112.42 1.55 0 6.66 0 0 0
18 Feb 119.27 1.55 0 10.10 0 0 0


For Indian Railway Fin Corp L - strike price 105 expiring on 24APR2025

Delta for 105 PE is -0.08

Historical price for 105 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 63.23, the open interest changed by 0 which decreased total open position to 86


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 1.2, which was 0.8 higher than the previous day. The implied volatity was 70.30, the open interest changed by -9 which decreased total open position to 83


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 50.70, the open interest changed by -5 which decreased total open position to 91


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 51.79, the open interest changed by -13 which decreased total open position to 96


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 51.42, the open interest changed by -3 which decreased total open position to 109


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 52.36, the open interest changed by 10 which increased total open position to 114


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 50.25, the open interest changed by 12 which increased total open position to 104


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 1.05, which was -0.7 lower than the previous day. The implied volatity was 55.23, the open interest changed by 9 which increased total open position to 92


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 1.75, which was 0.5 higher than the previous day. The implied volatity was 69.14, the open interest changed by 23 which increased total open position to 83


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 63.81, the open interest changed by 2 which increased total open position to 62


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 65.66, the open interest changed by -18 which decreased total open position to 58


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 60.97, the open interest changed by 8 which increased total open position to 76


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 59.99, the open interest changed by 2 which increased total open position to 65


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 1.35, which was -0.8 lower than the previous day. The implied volatity was 58.99, the open interest changed by -1 which decreased total open position to 64


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 2.05, which was -1.3 lower than the previous day. The implied volatity was 56.60, the open interest changed by 11 which increased total open position to 64


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 3.4, which was -0.7 lower than the previous day. The implied volatity was 62.38, the open interest changed by 1 which increased total open position to 53


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 62.09, the open interest changed by 15 which increased total open position to 52


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 4.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 4.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 4.5, which was 1.5 higher than the previous day. The implied volatity was 67.71, the open interest changed by 8 which increased total open position to 37


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 61.02, the open interest changed by 18 which increased total open position to 29


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 4.35, which was -0.85 lower than the previous day. The implied volatity was 66.11, the open interest changed by 0 which decreased total open position to 11


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 67.47, the open interest changed by 0 which decreased total open position to 10


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 5.85, which was -2.05 lower than the previous day. The implied volatity was 65.13, the open interest changed by 9 which increased total open position to 10


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 7.9, which was 6.35 higher than the previous day. The implied volatity was 71.21, the open interest changed by 0 which decreased total open position to 0


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 10.10, the open interest changed by 0 which decreased total open position to 0