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

117.69 -1.51 (-1.27%)

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Historical option data for IRFC

13 Mar 2025 04:14 PM IST
IRFC 27MAR2025 107.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 11.05 0 0.00 0 0 0
12 Mar 119.20 11.05 0.1 - 2 0 149
11 Mar 119.30 10.95 -1.85 - 19 1 149
10 Mar 119.75 12.8 -2 38.27 7 0 148
7 Mar 123.42 14.8 3.6 - 4 0 148
6 Mar 120.59 11.2 1.5 - 60 0 148
5 Mar 117.73 9.7 1.4 - 54 -2 148
4 Mar 114.59 8.05 1.65 - 211 -3 150
3 Mar 111.13 6.65 2.7 33.77 1,046 47 155
28 Feb 112.42 4.05 -38.8 - 184 108 108
27 Feb 120.36 42.85 0 - 0 0 0
26 Feb 123.26 42.85 0 - 0 0 0
25 Feb 123.26 42.85 0 - 0 0 0
24 Feb 123.47 42.85 0 - 0 0 0
21 Feb 125.11 42.85 0 - 0 0 0
20 Feb 124.78 42.85 0 - 0 0 0
19 Feb 124.27 42.85 0 - 0 0 0
18 Feb 119.27 42.85 0 - 0 0 0
17 Feb 121.78 42.85 0 - 0 0 0
14 Feb 121.75 42.85 0 - 0 0 0
13 Feb 126.57 42.85 0 - 0 0 0
12 Feb 125.35 42.85 0 - 0 0 0
11 Feb 126.25 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 107.5 expiring on 27MAR2025

Delta for 107.5 CE is 0.00

Historical price for 107.5 CE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 11.05, 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 11.05, 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 149


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 10.95, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 149


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 12.8, which was -2 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 148


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 14.8, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 148


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 11.2, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 148


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 9.7, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 148


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 8.05, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 150


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 6.65, which was 2.7 higher than the previous day. The implied volatity was 33.77, the open interest changed by 47 which increased total open position to 155


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 4.05, which was -38.8 lower than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 108


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 42.85, 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 26 Feb IRFC was trading at 123.26. The strike last trading price was 42.85, 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 Feb IRFC was trading at 123.26. The strike last trading price was 42.85, 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 Feb IRFC was trading at 123.47. The strike last trading price was 42.85, 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 21 Feb IRFC was trading at 125.11. The strike last trading price was 42.85, 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 Feb IRFC was trading at 124.78. The strike last trading price was 42.85, 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 Feb IRFC was trading at 124.27. The strike last trading price was 42.85, 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 42.85, 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 Feb IRFC was trading at 121.78. The strike last trading price was 42.85, 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 14 Feb IRFC was trading at 121.75. The strike last trading price was 42.85, 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 42.85, 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 42.85, 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 0, 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


IRFC 27MAR2025 107.5 PE
Delta: -0.16
Vega: 0.06
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 0.95 0.1 47.59 292 -46 277
12 Mar 119.20 0.85 -0.25 49.50 108 0 323
11 Mar 119.30 1 -0.4 54.36 353 21 323
10 Mar 119.75 1.65 0.95 60.49 109 33 301
7 Mar 123.42 0.7 -0.7 50.29 87 -19 268
6 Mar 120.59 1.4 -0.55 54.14 122 18 286
5 Mar 117.73 1.9 -1.1 53.83 267 39 270
4 Mar 114.59 3.05 -1.15 56.77 490 70 230
3 Mar 111.13 4.05 -3.1 55.17 1,126 19 170
28 Feb 112.42 7.3 2.7 83.05 380 137 152
27 Feb 120.36 4.55 0.25 78.49 7 -2 15
26 Feb 123.26 4.35 1.3 81.40 31 11 20
25 Feb 123.26 4.35 1.3 81.40 31 14 20
24 Feb 123.47 3.05 2.15 68.20 14 6 6
21 Feb 125.11 0.9 0 15.27 0 0 0
20 Feb 124.78 0.9 0 15.09 0 0 0
19 Feb 124.27 0.9 0 14.74 0 0 0
18 Feb 119.27 0.9 0 10.19 0 0 0
17 Feb 121.78 0.9 0 13.21 0 0 0
14 Feb 121.75 0.9 0 11.72 0 0 0
13 Feb 126.57 0.9 0 15.11 0 0 0
12 Feb 125.35 0.9 0 14.61 0 0 0
11 Feb 126.25 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 107.5 expiring on 27MAR2025

Delta for 107.5 PE is -0.16

Historical price for 107.5 PE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 47.59, the open interest changed by -46 which decreased total open position to 277


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 49.50, the open interest changed by 0 which decreased total open position to 323


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 54.36, the open interest changed by 21 which increased total open position to 323


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.65, which was 0.95 higher than the previous day. The implied volatity was 60.49, the open interest changed by 33 which increased total open position to 301


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 50.29, the open interest changed by -19 which decreased total open position to 268


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 54.14, the open interest changed by 18 which increased total open position to 286


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 53.83, the open interest changed by 39 which increased total open position to 270


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 56.77, the open interest changed by 70 which increased total open position to 230


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 4.05, which was -3.1 lower than the previous day. The implied volatity was 55.17, the open interest changed by 19 which increased total open position to 170


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 7.3, which was 2.7 higher than the previous day. The implied volatity was 83.05, the open interest changed by 137 which increased total open position to 152


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 4.55, which was 0.25 higher than the previous day. The implied volatity was 78.49, the open interest changed by -2 which decreased total open position to 15


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 4.35, which was 1.3 higher than the previous day. The implied volatity was 81.40, the open interest changed by 11 which increased total open position to 20


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 4.35, which was 1.3 higher than the previous day. The implied volatity was 81.40, the open interest changed by 14 which increased total open position to 20


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 3.05, which was 2.15 higher than the previous day. The implied volatity was 68.20, the open interest changed by 6 which increased total open position to 6


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 15.27, 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 0.9, which was 0 lower than the previous day. The implied volatity was 15.09, 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 0.9, which was 0 lower than the previous day. The implied volatity was 14.74, 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 0.9, which was 0 lower than the previous day. The implied volatity was 10.19, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 0


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 11.72, 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 0.9, which was 0 lower than the previous day. The implied volatity was 15.11, 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 0.9, which was 0 lower than the previous day. The implied volatity was 14.61, 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 0, 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