IRFC
Indian Railway Fin Corp L
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