IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
29 Apr 2026 02:22 PM IST
| IRFC 26-May-2026 (27d) 106 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0
Theta: -0.09
Gamma: 0.03614
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 104.94 | 4.16 | -0.41999999999999993 | 38.36 | 410 | 99 | 364 | |||||||||
| 28 Apr | 105.14 | 4.5 | -0.25 | 40.26 | 274 | 62 | 265 | |||||||||
| 27 Apr | 105.57 | 4.75 | 0.8700000000000001 | 39.61 | 133 | 46 | 204 | |||||||||
| 24 Apr | 103.92 | 3.97 | -0.4099999999999997 | 37.53 | 119 | 29 | 158 | |||||||||
| 23 Apr | 105.06 | 4.31 | -0.75 | 36.99 | 212 | 92 | 130 | |||||||||
| 22 Apr | 105.82 | 5.05 | 1.4499999999999997 | 37.28 | 56 | 34 | 37 | |||||||||
| 21 Apr | 103.61 | 3.6 | 0 | 36.46 | 0 | 0 | 3 | |||||||||
| 20 Apr | 103.02 | 3.6 | -8.27 | 36.46 | 3 | 1 | 1 | |||||||||
| 17 Apr | 104.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 103.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 101.72 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 98.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Apr | 100.26 | 0 | 0 | 3.26 | 0 | 0 | 0 | |||||||||
| 9 Apr | 98.49 | 11.87 | 0 | 5.39 | 0 | 0 | 0 | |||||||||
| 8 Apr | 98.91 | 11.87 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
| 7 Apr | 92.93 | 11.87 | 0 | 9.79 | 0 | 0 | 0 | |||||||||
| 6 Apr | 92.72 | 11.87 | 0 | 9.75 | 0 | 0 | 0 | |||||||||
| 2 Apr | 91.84 | 11.87 | 0 | 10.08 | 0 | 0 | 0 | |||||||||
| 1 Apr | 91.99 | 11.87 | 0 | 9.95 | 0 | 0 | 0 | |||||||||
| 30 Mar | 87.23 | 11.87 | 0 | 13.97 | 0 | 0 | 0 | |||||||||
| 27 Mar | 92.45 | 11.87 | 0 | 9.16 | 0 | 0 | 0 | |||||||||
| 25 Mar | 95.24 | 11.87 | 0 | 6.52 | 0 | 0 | 0 | |||||||||
| 24 Mar | 92.87 | 11.87 | 0 | 9.58 | 0 | 0 | 0 | |||||||||
| 23 Mar | 89.45 | 11.87 | 0 | 9.12 | 0 | 0 | 0 | |||||||||
| 20 Mar | 94.69 | 11.87 | 0 | 5.36 | 0 | 0 | 0 | |||||||||
| 19 Mar | 95.04 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 98.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 96.74 | 11.87 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 96.44 | 11.87 | 0 | 5.4 | 0 | 0 | 0 | |||||||||
| 13 Mar | 97.20 | 11.87 | 0 | 4.76 | 0 | 0 | 0 | |||||||||
| 12 Mar | 99.92 | 11.87 | 0 | 4.21 | 0 | 0 | 0 | |||||||||
| 11 Mar | 99.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 100.71 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 97.57 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 99.47 | 11.87 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 5 Mar | 98.85 | 11.87 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
| 4 Mar | 97.74 | 11.87 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
| 2 Mar | 99.34 | 11.87 | 0 | 2.96 | 0 | 0 | 0 | |||||||||
| 27 Feb | 103.55 | 11.87 | 0 | 0.6 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 106 expiring on 26MAY2026
Delta for 106 CE is 0.5
Historical price for 106 CE is as follows
On 29 Apr IRFC was trading at 104.94. The strike last trading price was 4.16, which was -0.41999999999999993 lower than the previous day. The implied volatity was 38.36, the open interest changed by 99 which increased total open position to 364
On 28 Apr IRFC was trading at 105.14. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 40.26, the open interest changed by 62 which increased total open position to 265
On 27 Apr IRFC was trading at 105.57. The strike last trading price was 4.75, which was 0.8700000000000001 higher than the previous day. The implied volatity was 39.61, the open interest changed by 46 which increased total open position to 204
On 24 Apr IRFC was trading at 103.92. The strike last trading price was 3.97, which was -0.4099999999999997 lower than the previous day. The implied volatity was 37.53, the open interest changed by 29 which increased total open position to 158
On 23 Apr IRFC was trading at 105.06. The strike last trading price was 4.31, which was -0.75 lower than the previous day. The implied volatity was 36.99, the open interest changed by 92 which increased total open position to 130
On 22 Apr IRFC was trading at 105.82. The strike last trading price was 5.05, which was 1.4499999999999997 higher than the previous day. The implied volatity was 37.28, the open interest changed by 34 which increased total open position to 37
On 21 Apr IRFC was trading at 103.61. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 3
On 20 Apr IRFC was trading at 103.02. The strike last trading price was 3.6, which was -8.27 lower than the previous day. The implied volatity was 36.46, the open interest changed by 1 which increased total open position to 1
On 17 Apr IRFC was trading at 104.84. 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 16 Apr IRFC was trading at 103.24. 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 15 Apr IRFC was trading at 101.72. 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 13 Apr IRFC was trading at 98.92. 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 10 Apr IRFC was trading at 100.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 9 Apr IRFC was trading at 98.49. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 8 Apr IRFC was trading at 98.91. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 7 Apr IRFC was trading at 92.93. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.79, the open interest changed by 0 which decreased total open position to 0
On 6 Apr IRFC was trading at 92.72. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.75, the open interest changed by 0 which decreased total open position to 0
On 2 Apr IRFC was trading at 91.84. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 10.08, the open interest changed by 0 which decreased total open position to 0
On 1 Apr IRFC was trading at 91.99. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.95, the open interest changed by 0 which decreased total open position to 0
On 30 Mar IRFC was trading at 87.23. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 0
On 27 Mar IRFC was trading at 92.45. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
On 25 Mar IRFC was trading at 95.24. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IRFC was trading at 92.87. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.58, the open interest changed by 0 which decreased total open position to 0
On 23 Mar IRFC was trading at 89.45. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IRFC was trading at 94.69. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IRFC was trading at 95.04. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IRFC was trading at 98.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IRFC was trading at 96.74. The strike last trading price was 11.87, 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 Mar IRFC was trading at 96.44. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IRFC was trading at 97.20. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IRFC was trading at 99.92. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IRFC was trading at 99.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IRFC was trading at 100.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IRFC was trading at 97.57. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 11.87, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
| IRFC 26-May-2026 (27d) 106 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0
Theta: -0.07
Gamma: 0.0344
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 104.94 | 4.82 | -0.019999999999999574 | 40.23 | 197 | 29 | 254 |
| 28 Apr | 105.14 | 4.81 | -0.5600000000000005 | 39.58 | 122 | 86 | 224 |
| 27 Apr | 105.57 | 5.36 | -1.46 | 44.93 | 35 | 4 | 137 |
| 24 Apr | 103.92 | 6.82 | -0.1299999999999999 | 49.08 | 97 | 42 | 133 |
| 23 Apr | 105.06 | 7.06 | 1.5999999999999996 | 53.99 | 169 | 75 | 92 |
| 22 Apr | 105.82 | 5.45 | -1.2299999999999995 | 44.25 | 26 | 16 | 16 |
| 21 Apr | 103.61 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 103.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 104.84 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 103.24 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 101.72 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 98.92 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 100.26 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 98.49 | 6.68 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 98.91 | 6.68 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 92.93 | 6.68 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 92.72 | 6.68 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 91.84 | 6.68 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 91.99 | 6.68 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 87.23 | 6.68 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 92.45 | 6.68 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 95.24 | 6.68 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 92.87 | 6.68 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 89.45 | 6.68 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 94.69 | 6.68 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 95.04 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 98.25 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 96.74 | 6.68 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 96.44 | 6.68 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 97.20 | 6.68 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 99.92 | 6.68 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 99.25 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 100.71 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 97.57 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 99.47 | 6.68 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 98.85 | 6.68 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 97.74 | 6.68 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 99.34 | 6.68 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 103.55 | 6.68 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 106 expiring on 26MAY2026
Delta for 106 PE is -0.49
Historical price for 106 PE is as follows
On 29 Apr IRFC was trading at 104.94. The strike last trading price was 4.82, which was -0.019999999999999574 lower than the previous day. The implied volatity was 40.23, the open interest changed by 29 which increased total open position to 254
On 28 Apr IRFC was trading at 105.14. The strike last trading price was 4.81, which was -0.5600000000000005 lower than the previous day. The implied volatity was 39.58, the open interest changed by 86 which increased total open position to 224
On 27 Apr IRFC was trading at 105.57. The strike last trading price was 5.36, which was -1.46 lower than the previous day. The implied volatity was 44.93, the open interest changed by 4 which increased total open position to 137
On 24 Apr IRFC was trading at 103.92. The strike last trading price was 6.82, which was -0.1299999999999999 lower than the previous day. The implied volatity was 49.08, the open interest changed by 42 which increased total open position to 133
On 23 Apr IRFC was trading at 105.06. The strike last trading price was 7.06, which was 1.5999999999999996 higher than the previous day. The implied volatity was 53.99, the open interest changed by 75 which increased total open position to 92
On 22 Apr IRFC was trading at 105.82. The strike last trading price was 5.45, which was -1.2299999999999995 lower than the previous day. The implied volatity was 44.25, the open interest changed by 16 which increased total open position to 16
On 21 Apr IRFC was trading at 103.61. 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 20 Apr IRFC was trading at 103.02. 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 17 Apr IRFC was trading at 104.84. 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 16 Apr IRFC was trading at 103.24. 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 15 Apr IRFC was trading at 101.72. 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 13 Apr IRFC was trading at 98.92. 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 10 Apr IRFC was trading at 100.26. 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 9 Apr IRFC was trading at 98.49. The strike last trading price was 6.68, 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 Apr IRFC was trading at 98.91. The strike last trading price was 6.68, 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 7 Apr IRFC was trading at 92.93. The strike last trading price was 6.68, 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 Apr IRFC was trading at 92.72. The strike last trading price was 6.68, 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 Apr IRFC was trading at 91.84. The strike last trading price was 6.68, 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 Apr IRFC was trading at 91.99. The strike last trading price was 6.68, 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 Mar IRFC was trading at 87.23. The strike last trading price was 6.68, 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 Mar IRFC was trading at 92.45. The strike last trading price was 6.68, 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 25 Mar IRFC was trading at 95.24. The strike last trading price was 6.68, 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 24 Mar IRFC was trading at 92.87. The strike last trading price was 6.68, 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 Mar IRFC was trading at 89.45. The strike last trading price was 6.68, 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 Mar IRFC was trading at 94.69. The strike last trading price was 6.68, 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 Mar IRFC was trading at 95.04. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IRFC was trading at 98.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IRFC was trading at 96.74. The strike last trading price was 6.68, 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 Mar IRFC was trading at 96.44. The strike last trading price was 6.68, 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 Mar IRFC was trading at 97.20. The strike last trading price was 6.68, 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 Mar IRFC was trading at 99.92. The strike last trading price was 6.68, 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 Mar IRFC was trading at 99.25. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IRFC was trading at 100.71. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar IRFC was trading at 97.57. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 6.68, 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 Mar IRFC was trading at 98.85. The strike last trading price was 6.68, 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 Mar IRFC was trading at 97.74. The strike last trading price was 6.68, 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 Mar IRFC was trading at 99.34. The strike last trading price was 6.68, 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 Feb IRFC was trading at 103.55. The strike last trading price was 6.68, 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
