[--[65.84.65.76]--]

IRFC

Indian Railway Fin Corp L
113.82 +0.53 (0.47%)
L: 112.63 H: 114.1

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Historical option data for IRFC

12 Dec 2025 04:13 PM IST
IRFC 30-DEC-2025 110 CE
Delta: 0.79
Vega: 0.07
Theta: -0.07
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 113.82 4.8 0.18 21.09 33 -1 106
11 Dec 113.29 4.8 0.77 22.36 99 -1 108
10 Dec 112.20 3.95 -1.39 23.09 54 14 109
9 Dec 113.64 5.31 1.8 25.13 220 10 95
8 Dec 111.36 3.6 -2.45 21.86 150 63 86
5 Dec 114.60 6.11 -0.6 20.26 26 5 20
4 Dec 114.85 6.71 0.49 25.90 3 0 16
3 Dec 114.71 6.22 -3.28 20.78 15 3 17
2 Dec 116.42 9.5 1.3 - 0 0 0
1 Dec 117.09 9.5 1.3 - 0 0 0
28 Nov 117.57 9.5 1.3 - 0 0 0
27 Nov 117.96 9.5 1.3 - 0 3 0
26 Nov 118.08 9.5 1.3 21.52 3 0 11
25 Nov 116.74 8.2 -2.78 18.48 8 7 10
24 Nov 116.90 10.98 -0.86 - 0 2 0
21 Nov 119.09 10.98 -0.86 25.73 3 2 3
20 Nov 120.08 11.84 -8.16 24.45 1 0 0
19 Nov 120.85 20 0 - 0 0 0
18 Nov 120.82 20 0 - 0 0 0
17 Nov 122.50 20 0 - 0 0 0
14 Nov 121.01 20 0 - 0 0 0
10 Nov 120.77 20 0 - 0 0 0
7 Nov 121.36 20 0 - 0 0 0
6 Nov 120.25 20 0 - 0 0 0
4 Nov 122.24 20 0 - 0 0 0
31 Oct 123.31 20 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 110 expiring on 30DEC2025

Delta for 110 CE is 0.79

Historical price for 110 CE is as follows

On 12 Dec IRFC was trading at 113.82. The strike last trading price was 4.8, which was 0.18 higher than the previous day. The implied volatity was 21.09, the open interest changed by -1 which decreased total open position to 106


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 4.8, which was 0.77 higher than the previous day. The implied volatity was 22.36, the open interest changed by -1 which decreased total open position to 108


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 3.95, which was -1.39 lower than the previous day. The implied volatity was 23.09, the open interest changed by 14 which increased total open position to 109


On 9 Dec IRFC was trading at 113.64. The strike last trading price was 5.31, which was 1.8 higher than the previous day. The implied volatity was 25.13, the open interest changed by 10 which increased total open position to 95


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 3.6, which was -2.45 lower than the previous day. The implied volatity was 21.86, the open interest changed by 63 which increased total open position to 86


On 5 Dec IRFC was trading at 114.60. The strike last trading price was 6.11, which was -0.6 lower than the previous day. The implied volatity was 20.26, the open interest changed by 5 which increased total open position to 20


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 6.71, which was 0.49 higher than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 16


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 6.22, which was -3.28 lower than the previous day. The implied volatity was 20.78, the open interest changed by 3 which increased total open position to 17


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 9.5, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 9.5, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 9.5, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov IRFC was trading at 117.96. The strike last trading price was 9.5, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 9.5, which was 1.3 higher than the previous day. The implied volatity was 21.52, the open interest changed by 0 which decreased total open position to 11


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 8.2, which was -2.78 lower than the previous day. The implied volatity was 18.48, the open interest changed by 7 which increased total open position to 10


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 10.98, which was -0.86 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 10.98, which was -0.86 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 3


On 20 Nov IRFC was trading at 120.08. The strike last trading price was 11.84, which was -8.16 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 0


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 20, 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 Nov IRFC was trading at 120.82. The strike last trading price was 20, 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 Nov IRFC was trading at 122.50. The strike last trading price was 20, 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 Nov IRFC was trading at 121.01. The strike last trading price was 20, 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 Nov IRFC was trading at 120.77. The strike last trading price was 20, 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 Nov IRFC was trading at 121.36. The strike last trading price was 20, 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 Nov IRFC was trading at 120.25. The strike last trading price was 20, 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 Nov IRFC was trading at 122.24. The strike last trading price was 20, 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 31 Oct IRFC was trading at 123.31. The strike last trading price was 20, 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 30DEC2025 110 PE
Delta: -0.21
Vega: 0.07
Theta: -0.04
Gamma: 0.05
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 113.82 0.64 -0.2 21.24 91 -6 337
11 Dec 113.29 0.81 -0.52 22.38 101 -22 342
10 Dec 112.20 1.37 0.4 23.95 261 -25 367
9 Dec 113.64 0.92 -0.81 23.28 437 65 392
8 Dec 111.36 1.63 0.96 23.74 270 21 326
5 Dec 114.60 0.64 -0.13 21.31 183 4 306
4 Dec 114.85 0.77 -0.23 22.73 61 -15 307
3 Dec 114.71 0.96 0.31 24.22 161 85 322
2 Dec 116.42 0.66 0.04 24.34 70 25 236
1 Dec 117.09 0.6 0.03 24.21 107 -30 212
28 Nov 117.57 0.59 0 23.43 52 14 243
27 Nov 117.96 0.6 -0.01 24.32 55 -2 231
26 Nov 118.08 0.61 -0.41 24.55 162 37 233
25 Nov 116.74 0.98 -0.12 26.07 126 35 195
24 Nov 116.90 1.1 0.29 27.52 156 40 160
21 Nov 119.09 0.84 0.14 27.50 92 41 120
20 Nov 120.08 0.7 0.04 27.16 56 35 78
19 Nov 120.85 0.65 -0.1 27.38 61 27 42
18 Nov 120.82 0.75 0.2 28.35 16 13 14
17 Nov 122.50 0.55 -4.25 28.00 1 0 0
14 Nov 121.01 4.8 0 9.31 0 0 0
10 Nov 120.77 4.8 0 8.92 0 0 0
7 Nov 121.36 4.8 0 9.21 0 0 0
6 Nov 120.25 4.8 0 - 0 0 0
4 Nov 122.24 4.8 0 9.30 0 0 0
31 Oct 123.31 4.8 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 110 expiring on 30DEC2025

Delta for 110 PE is -0.21

Historical price for 110 PE is as follows

On 12 Dec IRFC was trading at 113.82. The strike last trading price was 0.64, which was -0.2 lower than the previous day. The implied volatity was 21.24, the open interest changed by -6 which decreased total open position to 337


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 0.81, which was -0.52 lower than the previous day. The implied volatity was 22.38, the open interest changed by -22 which decreased total open position to 342


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 1.37, which was 0.4 higher than the previous day. The implied volatity was 23.95, the open interest changed by -25 which decreased total open position to 367


On 9 Dec IRFC was trading at 113.64. The strike last trading price was 0.92, which was -0.81 lower than the previous day. The implied volatity was 23.28, the open interest changed by 65 which increased total open position to 392


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 1.63, which was 0.96 higher than the previous day. The implied volatity was 23.74, the open interest changed by 21 which increased total open position to 326


On 5 Dec IRFC was trading at 114.60. The strike last trading price was 0.64, which was -0.13 lower than the previous day. The implied volatity was 21.31, the open interest changed by 4 which increased total open position to 306


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 0.77, which was -0.23 lower than the previous day. The implied volatity was 22.73, the open interest changed by -15 which decreased total open position to 307


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 0.96, which was 0.31 higher than the previous day. The implied volatity was 24.22, the open interest changed by 85 which increased total open position to 322


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 0.66, which was 0.04 higher than the previous day. The implied volatity was 24.34, the open interest changed by 25 which increased total open position to 236


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 0.6, which was 0.03 higher than the previous day. The implied volatity was 24.21, the open interest changed by -30 which decreased total open position to 212


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 0.59, which was 0 lower than the previous day. The implied volatity was 23.43, the open interest changed by 14 which increased total open position to 243


On 27 Nov IRFC was trading at 117.96. The strike last trading price was 0.6, which was -0.01 lower than the previous day. The implied volatity was 24.32, the open interest changed by -2 which decreased total open position to 231


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 0.61, which was -0.41 lower than the previous day. The implied volatity was 24.55, the open interest changed by 37 which increased total open position to 233


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 0.98, which was -0.12 lower than the previous day. The implied volatity was 26.07, the open interest changed by 35 which increased total open position to 195


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 1.1, which was 0.29 higher than the previous day. The implied volatity was 27.52, the open interest changed by 40 which increased total open position to 160


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 0.84, which was 0.14 higher than the previous day. The implied volatity was 27.50, the open interest changed by 41 which increased total open position to 120


On 20 Nov IRFC was trading at 120.08. The strike last trading price was 0.7, which was 0.04 higher than the previous day. The implied volatity was 27.16, the open interest changed by 35 which increased total open position to 78


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 27.38, the open interest changed by 27 which increased total open position to 42


On 18 Nov IRFC was trading at 120.82. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was 28.35, the open interest changed by 13 which increased total open position to 14


On 17 Nov IRFC was trading at 122.50. The strike last trading price was 0.55, which was -4.25 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov IRFC was trading at 121.01. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 0


On 10 Nov IRFC was trading at 120.77. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0


On 7 Nov IRFC was trading at 121.36. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 9.21, the open interest changed by 0 which decreased total open position to 0


On 6 Nov IRFC was trading at 120.25. The strike last trading price was 4.8, 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 Nov IRFC was trading at 122.24. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0


On 31 Oct IRFC was trading at 123.31. The strike last trading price was 4.8, 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