IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 105 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 10.25 | -2.6 | - | 12 | -1 | 161 | |||
| 12 Mar | 119.20 | 12.85 | 0.1 | - | 1 | 0 | 161 | |||
| 11 Mar | 119.30 | 12.7 | 0.3 | - | 61 | -5 | 162 | |||
| 10 Mar | 119.75 | 12.4 | -5.2 | - | 46 | 7 | 167 | |||
| 7 Mar | 123.42 | 17.3 | 4.1 | - | 36 | -28 | 160 | |||
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| 6 Mar | 120.59 | 13 | 1.4 | - | 102 | -1 | 187 | |||
| 5 Mar | 117.73 | 11.65 | 1.6 | - | 41 | 0 | 189 | |||
| 4 Mar | 114.59 | 9.9 | 1.95 | - | 197 | -21 | 189 | |||
| 3 Mar | 111.13 | 7.95 | 2.9 | 27.15 | 813 | 32 | 211 | |||
| 28 Feb | 112.42 | 5.15 | -3.85 | - | 522 | 159 | 179 | |||
| 27 Feb | 120.36 | 9.1 | -1.85 | - | 31 | 3 | 20 | |||
| 26 Feb | 123.26 | 10.95 | 1.8 | - | 19 | 7 | 19 | |||
| 25 Feb | 123.26 | 10.95 | 1.8 | - | 19 | 9 | 19 | |||
| 24 Feb | 123.47 | 9.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 125.11 | 9.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 124.78 | 9.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 124.27 | 9.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 119.27 | 9.15 | -2.5 | - | 1 | 0 | 10 | |||
| 17 Feb | 121.78 | 11.35 | -34.4 | - | 22 | 11 | 11 | |||
| 14 Feb | 121.75 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 126.57 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 125.35 | 45.75 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 126.25 | 45.75 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 105 expiring on 27MAR2025
Delta for 105 CE is -
Historical price for 105 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 10.25, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 161
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 12.85, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 12.7, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 162
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 12.4, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 167
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 17.3, which was 4.1 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 160
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 13, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 187
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 11.65, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 189
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 9.9, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 189
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 7.95, which was 2.9 higher than the previous day. The implied volatity was 27.15, the open interest changed by 32 which increased total open position to 211
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 5.15, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 179
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 9.1, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 20
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 10.95, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 19
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 10.95, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 19
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 9.15, 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 Feb IRFC was trading at 125.11. The strike last trading price was 9.15, 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 Feb IRFC was trading at 124.78. The strike last trading price was 9.15, 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 Feb IRFC was trading at 124.27. The strike last trading price was 9.15, 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 Feb IRFC was trading at 119.27. The strike last trading price was 9.15, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Feb IRFC was trading at 121.78. The strike last trading price was 11.35, which was -34.4 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 45.75, 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 126.57. The strike last trading price was 45.75, 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 125.35. The strike last trading price was 45.75, 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 126.25. The strike last trading price was 45.75, 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 27MAR2025 105 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.04
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 0.6 | 0 | 48.25 | 240 | 1 | 449 |
| 12 Mar | 119.20 | 0.6 | -0.2 | 51.43 | 149 | 15 | 449 |
| 11 Mar | 119.30 | 0.75 | -0.3 | 56.56 | 761 | -63 | 427 |
| 10 Mar | 119.75 | 1.2 | 0.65 | 61.06 | 314 | 11 | 486 |
| 7 Mar | 123.42 | 0.5 | -0.5 | 51.60 | 399 | -76 | 475 |
| 6 Mar | 120.59 | 1 | -0.4 | 54.54 | 322 | 43 | 553 |
| 5 Mar | 117.73 | 1.4 | -0.85 | 54.36 | 593 | 49 | 510 |
| 4 Mar | 114.59 | 2.3 | -0.95 | 56.71 | 1,001 | -109 | 461 |
| 3 Mar | 111.13 | 3.15 | -2.6 | 55.44 | 1,762 | 100 | 544 |
| 28 Feb | 112.42 | 5.6 | 1.95 | 77.40 | 974 | 148 | 442 |
| 27 Feb | 120.36 | 3.5 | 0.1 | 75.74 | 183 | 66 | 294 |
| 26 Feb | 123.26 | 3.35 | 0.9 | 78.54 | 217 | 44 | 229 |
| 25 Feb | 123.26 | 3.35 | 0.9 | 78.54 | 217 | 45 | 229 |
| 24 Feb | 123.47 | 2.4 | 0.1 | 67.68 | 80 | 19 | 186 |
| 21 Feb | 125.11 | 2.3 | -0.05 | 66.03 | 113 | 24 | 168 |
| 20 Feb | 124.78 | 2.35 | -0.25 | 65.74 | 41 | 5 | 143 |
| 19 Feb | 124.27 | 2.55 | -1.45 | 66.04 | 151 | 3 | 138 |
| 18 Feb | 119.27 | 4 | 0.4 | 68.07 | 99 | 36 | 131 |
| 17 Feb | 121.78 | 3.65 | -0.85 | 70.72 | 27 | 6 | 95 |
| 14 Feb | 121.75 | 4.5 | 1.7 | 74.87 | 1 | 0 | 88 |
| 13 Feb | 126.57 | 2.75 | -0.35 | 66.69 | 50 | -1 | 88 |
| 12 Feb | 125.35 | 3.1 | -0.45 | 67.93 | 83 | 57 | 88 |
| 11 Feb | 126.25 | 3.55 | 1.6 | 72.19 | 35 | 31 | 31 |
For Indian Railway Fin Corp L - strike price 105 expiring on 27MAR2025
Delta for 105 PE is -0.11
Historical price for 105 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 48.25, the open interest changed by 1 which increased total open position to 449
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 51.43, the open interest changed by 15 which increased total open position to 449
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 56.56, the open interest changed by -63 which decreased total open position to 427
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.2, which was 0.65 higher than the previous day. The implied volatity was 61.06, the open interest changed by 11 which increased total open position to 486
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 51.60, the open interest changed by -76 which decreased total open position to 475
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 54.54, the open interest changed by 43 which increased total open position to 553
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 54.36, the open interest changed by 49 which increased total open position to 510
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 56.71, the open interest changed by -109 which decreased total open position to 461
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 3.15, which was -2.6 lower than the previous day. The implied volatity was 55.44, the open interest changed by 100 which increased total open position to 544
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 5.6, which was 1.95 higher than the previous day. The implied volatity was 77.40, the open interest changed by 148 which increased total open position to 442
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 75.74, the open interest changed by 66 which increased total open position to 294
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 3.35, which was 0.9 higher than the previous day. The implied volatity was 78.54, the open interest changed by 44 which increased total open position to 229
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 3.35, which was 0.9 higher than the previous day. The implied volatity was 78.54, the open interest changed by 45 which increased total open position to 229
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 2.4, which was 0.1 higher than the previous day. The implied volatity was 67.68, the open interest changed by 19 which increased total open position to 186
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 66.03, the open interest changed by 24 which increased total open position to 168
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 65.74, the open interest changed by 5 which increased total open position to 143
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 2.55, which was -1.45 lower than the previous day. The implied volatity was 66.04, the open interest changed by 3 which increased total open position to 138
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 68.07, the open interest changed by 36 which increased total open position to 131
On 17 Feb IRFC was trading at 121.78. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 70.72, the open interest changed by 6 which increased total open position to 95
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 4.5, which was 1.7 higher than the previous day. The implied volatity was 74.87, the open interest changed by 0 which decreased total open position to 88
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 66.69, the open interest changed by -1 which decreased total open position to 88
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 67.93, the open interest changed by 57 which increased total open position to 88
On 11 Feb IRFC was trading at 126.25. The strike last trading price was 3.55, which was 1.6 higher than the previous day. The implied volatity was 72.19, the open interest changed by 31 which increased total open position to 31
