Historical option data for IRFC
22 Jun 2026 02:08 PM IST
| IRFC 28-Jul-2026 (36d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0
Theta: -0.06
Gamma: 0.03845
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 100.65 | 2.33 | 0.52 (28.73%) | 30.83 | 204 | 85 | 394 | |||||||||
| 19 Jun | 99.51 | 1.88 | -0.34 (-15.32%) | 28.09 | 403 | 139 | 294 | |||||||||
| 18 Jun | 100.13 | 2.23 | -0.28 (-11.16%) | 29.19 | 143 | 40 | 154 | |||||||||
| 17 Jun | 100.44 | 2.55 | 0.87 (51.79%) | 30.74 | 192 | 55 | 114 | |||||||||
| 16 Jun | 97.63 | 1.68 | -0.07 (-4.00%) | 30.26 | 35 | 7 | 52 | |||||||||
| 15 Jun | 97.08 | 1.76 | 0.19 (12.10%) | 32.39 | 42 | 13 | 43 | |||||||||
| 12 Jun | 95.89 | 1.6 | 0.43 (36.75%) | 32.38 | 32 | 14 | 30 | |||||||||
| 11 Jun | 93.33 | 1.17 | -0.19 (-13.97%) | 34.06 | 1 | 0 | 16 | |||||||||
| 10 Jun | 94.80 | 1.36 | -3.76 (-73.44%) | 32.5 | 17 | 15 | 15 | |||||||||
| 9 Jun | 96.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 94.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 96.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 96.06 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 95.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 96.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 96.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 105 expiring on 28JUL2026
Delta for 105 CE is 0.37
Historical price for 105 CE is as follows
On 22 Jun IRFC was trading at 100.65. The strike last trading price was 2.33, which was 0.52 higher than the previous day. The implied volatity was 30.83, the open interest changed by 85 which increased total open position to 394
On 19 Jun IRFC was trading at 99.51. The strike last trading price was 1.88, which was -0.34 lower than the previous day. The implied volatity was 28.09, the open interest changed by 139 which increased total open position to 294
On 18 Jun IRFC was trading at 100.13. The strike last trading price was 2.23, which was -0.28 lower than the previous day. The implied volatity was 29.19, the open interest changed by 40 which increased total open position to 154
On 17 Jun IRFC was trading at 100.44. The strike last trading price was 2.55, which was 0.87 higher than the previous day. The implied volatity was 30.74, the open interest changed by 55 which increased total open position to 114
On 16 Jun IRFC was trading at 97.63. The strike last trading price was 1.68, which was -0.07 lower than the previous day. The implied volatity was 30.26, the open interest changed by 7 which increased total open position to 52
On 15 Jun IRFC was trading at 97.08. The strike last trading price was 1.76, which was 0.19 higher than the previous day. The implied volatity was 32.39, the open interest changed by 13 which increased total open position to 43
On 12 Jun IRFC was trading at 95.89. The strike last trading price was 1.6, which was 0.43 higher than the previous day. The implied volatity was 32.38, the open interest changed by 14 which increased total open position to 30
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 1.17, which was -0.19 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 16
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 1.36, which was -3.76 lower than the previous day. The implied volatity was 32.5, the open interest changed by 15 which increased total open position to 15
On 9 Jun IRFC was trading at 96.01. 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
On 8 Jun IRFC was trading at 94.70. 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
On 5 Jun IRFC was trading at 96.47. 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
On 4 Jun IRFC was trading at 96.06. 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
On 3 Jun IRFC was trading at 95.75. 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
On 2 Jun IRFC was trading at 96.67. 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
On 1 Jun IRFC was trading at 96.27. 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 28-Jul-2026 (36d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0
Theta: -0.05
Gamma: 0.03402
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 100.65 | 6.75 | -1.25 (-15.63%) | 35.53 | 33 | 28 | 174 |
| 19 Jun | 99.51 | 8.43 | 1.43 (20.43%) | 42.08 | 122 | 107 | 145 |
| 18 Jun | 100.13 | 7.15 | 0.15 (2.14%) | 35.43 | 34 | 27 | 37 |
| 17 Jun | 100.44 | 6.8 | -2.2 (-24.44%) | 33.83 | 3 | 0 | 8 |
| 16 Jun | 97.63 | 8.83 | 8.83 (-19.73%) | 33.89 | 4 | 0 | 8 |
| 15 Jun | 97.08 | 8.83 | -2.17 (-19.73%) | 33.89 | 4 | 2 | 7 |
| 12 Jun | 95.89 | 11.09 | -0.21 (-1.86%) | 38.01 | 2 | 0 | 5 |
| 11 Jun | 93.33 | 11 | 11 (0.00%) | - | 3 | 0 | 5 |
| 10 Jun | 94.80 | 11 | 0 (0.00%) | 39.14 | 3 | 0 | 5 |
| 9 Jun | 96.01 | 11 | 0 (0.00%) | 39.14 | 3 | 3 | 5 |
| 8 Jun | 94.70 | 11.45 | 0 (0.00%) | - | 2 | 0 | 2 |
| 5 Jun | 96.47 | 11.45 | 0.45 (4.09%) | - | 2 | 0 | 2 |
| 4 Jun | 96.06 | 11.45 | 0.45 (4.09%) | - | 2 | 0 | 2 |
| 3 Jun | 95.75 | 11.45 | 0 (0.00%) | - | 2 | 0 | 2 |
| 2 Jun | 96.67 | 11.45 | 0 (0.00%) | 42.82 | 2 | 0 | 2 |
| 1 Jun | 96.27 | 11.45 | 1.68 (17.20%) | 42.82 | 2 | 1 | 1 |
For Indian Railway Fin Corp L - strike price 105 expiring on 28JUL2026
Delta for 105 PE is -0.61
Historical price for 105 PE is as follows
On 22 Jun IRFC was trading at 100.65. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 35.53, the open interest changed by 28 which increased total open position to 174
On 19 Jun IRFC was trading at 99.51. The strike last trading price was 8.43, which was 1.43 higher than the previous day. The implied volatity was 42.08, the open interest changed by 107 which increased total open position to 145
On 18 Jun IRFC was trading at 100.13. The strike last trading price was 7.15, which was 0.15 higher than the previous day. The implied volatity was 35.43, the open interest changed by 27 which increased total open position to 37
On 17 Jun IRFC was trading at 100.44. The strike last trading price was 6.8, which was -2.2 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 8
On 16 Jun IRFC was trading at 97.63. The strike last trading price was 8.83, which was 8.83 higher than the previous day. The implied volatity was 33.89, the open interest changed by 0 which decreased total open position to 8
On 15 Jun IRFC was trading at 97.08. The strike last trading price was 8.83, which was -2.17 lower than the previous day. The implied volatity was 33.89, the open interest changed by 2 which increased total open position to 7
On 12 Jun IRFC was trading at 95.89. The strike last trading price was 11.09, which was -0.21 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 5
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 11, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 39.14, the open interest changed by 0 which decreased total open position to 5
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 39.14, the open interest changed by 3 which increased total open position to 5
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 11.45, which was 0 lower than the previous day. The implied volatity was 42.82, the open interest changed by 0 which decreased total open position to 2
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 11.45, which was 1.68 higher than the previous day. The implied volatity was 42.82, the open interest changed by 1 which increased total open position to 1
