IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
08 Apr 2025 05:54 PM IST
| IRFC 24APR2025 110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.02
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 124.41 | 15.2 | 1.3 | 34.20 | 21 | -4 | 112 | |||
| 7 Apr | 122.42 | 13.85 | -1 | 21.68 | 144 | -2 | 117 | |||
| 4 Apr | 124.84 | 14.85 | -4.3 | - | 11 | -3 | 119 | |||
| 3 Apr | 129.16 | 19.35 | 1.5 | - | 30 | 2 | 122 | |||
| 2 Apr | 127.48 | 18 | 3 | - | 62 | -6 | 120 | |||
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| 1 Apr | 124.38 | 15 | 0.45 | - | 48 | 5 | 125 | |||
| 28 Mar | 124.42 | 14.5 | 0.5 | - | 53 | 11 | 120 | |||
| 27 Mar | 124.34 | 14.65 | 4.05 | - | 101 | -21 | 108 | |||
| 26 Mar | 128.39 | 10.45 | -4.9 | 72.23 | 128 | 72 | 128 | |||
| 25 Mar | 129.41 | 15.35 | -2.35 | - | 23 | -16 | 56 | |||
| 24 Mar | 132.80 | 17.7 | 3.3 | - | 2 | 0 | 71 | |||
| 21 Mar | 129.66 | 14.4 | 0.2 | - | 12 | -2 | 72 | |||
| 20 Mar | 128.52 | 14.2 | 0.3 | - | 4 | 1 | 74 | |||
| 19 Mar | 128.11 | 14 | 4.7 | - | 40 | -8 | 74 | |||
| 18 Mar | 121.80 | 9.3 | 1.95 | - | 38 | -23 | 79 | |||
| 17 Mar | 118.77 | 7.35 | 1.1 | - | 112 | 25 | 102 | |||
| 13 Mar | 117.69 | 6.25 | -1.8 | - | 42 | 6 | 75 | |||
| 12 Mar | 119.20 | 8.05 | 0.5 | - | 31 | -6 | 69 | |||
| 11 Mar | 119.30 | 7.55 | 0.5 | - | 56 | 23 | 77 | |||
| 10 Mar | 119.75 | 6.9 | -3.65 | - | 29 | 17 | 53 | |||
| 7 Mar | 123.42 | 10.55 | 3.55 | - | 11 | -2 | 36 | |||
| 6 Mar | 120.59 | 7 | 0.5 | - | 19 | 4 | 38 | |||
| 5 Mar | 117.73 | 6.5 | 0.7 | - | 25 | 8 | 34 | |||
| 4 Mar | 114.59 | 5.8 | 0.8 | - | 42 | -1 | 25 | |||
| 3 Mar | 111.13 | 5.1 | 1.6 | 19.83 | 21 | 9 | 24 | |||
| 28 Feb | 112.42 | 3.5 | -38.8 | - | 15 | 14 | 14 | |||
| 18 Feb | 119.27 | 42.3 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 110 expiring on 24APR2025
Delta for 110 CE is 0.97
Historical price for 110 CE is as follows
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 15.2, which was 1.3 higher than the previous day. The implied volatity was 34.20, the open interest changed by -4 which decreased total open position to 112
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 13.85, which was -1 lower than the previous day. The implied volatity was 21.68, the open interest changed by -2 which decreased total open position to 117
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 14.85, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 119
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 19.35, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 122
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 120
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 15, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 125
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 120
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 14.65, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 108
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 10.45, which was -4.9 lower than the previous day. The implied volatity was 72.23, the open interest changed by 72 which increased total open position to 128
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 15.35, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 56
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 17.7, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 14.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 72
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 14.2, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 74
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 14, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 74
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 9.3, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 79
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 7.35, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 102
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 6.25, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 75
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 8.05, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 69
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 7.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 77
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 6.9, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 53
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 10.55, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 36
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 7, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 38
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 6.5, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 34
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 5.1, which was 1.6 higher than the previous day. The implied volatity was 19.83, the open interest changed by 9 which increased total open position to 24
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 3.5, which was -38.8 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 42.3, 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 24APR2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.06
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 124.41 | 1.05 | -0.8 | 58.06 | 193 | 14 | 320 |
| 7 Apr | 122.42 | 1.65 | 0.95 | 62.90 | 764 | 21 | 310 |
| 4 Apr | 124.84 | 0.65 | 0.2 | 47.28 | 209 | -4 | 289 |
| 3 Apr | 129.16 | 0.4 | -0.2 | 46.84 | 119 | -11 | 295 |
| 2 Apr | 127.48 | 0.6 | -0.45 | 47.42 | 305 | -89 | 306 |
| 1 Apr | 124.38 | 1.05 | -0.25 | 49.22 | 193 | -16 | 394 |
| 28 Mar | 124.42 | 1.35 | -0.6 | 48.32 | 330 | 1 | 410 |
| 27 Mar | 124.34 | 1.75 | -1.25 | 53.25 | 343 | 78 | 408 |
| 26 Mar | 128.39 | 3 | 1 | 71.38 | 303 | 52 | 329 |
| 25 Mar | 129.41 | 2 | 0.5 | 62.72 | 199 | 39 | 277 |
| 24 Mar | 132.80 | 1.5 | -0.45 | 62.37 | 57 | 0 | 237 |
| 21 Mar | 129.66 | 1.9 | -0.45 | 58.99 | 42 | 2 | 236 |
| 20 Mar | 128.52 | 2.35 | 0.2 | 60.39 | 56 | -2 | 234 |
| 19 Mar | 128.11 | 2.15 | -1.3 | 58.20 | 216 | 14 | 237 |
| 18 Mar | 121.80 | 3.3 | -1.9 | 56.70 | 138 | 10 | 223 |
| 17 Mar | 118.77 | 5.25 | -1 | 64.05 | 118 | 44 | 212 |
| 13 Mar | 117.69 | 6.3 | 0.95 | 64.95 | 97 | 51 | 166 |
| 12 Mar | 119.20 | 5.35 | -0.45 | 61.95 | 62 | 19 | 113 |
| 11 Mar | 119.30 | 5.75 | -0.95 | 67.08 | 60 | 6 | 93 |
| 10 Mar | 119.75 | 7 | 2.6 | 72.81 | 38 | 14 | 87 |
| 7 Mar | 123.42 | 4.5 | -2.1 | 61.86 | 66 | -2 | 73 |
| 6 Mar | 120.59 | 6.6 | -0.75 | 69.84 | 33 | 1 | 74 |
| 5 Mar | 117.73 | 7.35 | -1.05 | 69.28 | 25 | 12 | 70 |
| 4 Mar | 114.59 | 8.4 | -2.9 | 68.31 | 52 | 21 | 57 |
| 3 Mar | 111.13 | 11.35 | -4.15 | 77.95 | 52 | 19 | 27 |
| 28 Feb | 112.42 | 15.5 | 13.25 | 102.53 | 8 | 7 | 7 |
| 18 Feb | 119.27 | 2.25 | 0 | 6.97 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 110 expiring on 24APR2025
Delta for 110 PE is -0.13
Historical price for 110 PE is as follows
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 1.05, which was -0.8 lower than the previous day. The implied volatity was 58.06, the open interest changed by 14 which increased total open position to 320
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 1.65, which was 0.95 higher than the previous day. The implied volatity was 62.90, the open interest changed by 21 which increased total open position to 310
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 47.28, the open interest changed by -4 which decreased total open position to 289
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 46.84, the open interest changed by -11 which decreased total open position to 295
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 47.42, the open interest changed by -89 which decreased total open position to 306
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 49.22, the open interest changed by -16 which decreased total open position to 394
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 48.32, the open interest changed by 1 which increased total open position to 410
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 53.25, the open interest changed by 78 which increased total open position to 408
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 3, which was 1 higher than the previous day. The implied volatity was 71.38, the open interest changed by 52 which increased total open position to 329
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 2, which was 0.5 higher than the previous day. The implied volatity was 62.72, the open interest changed by 39 which increased total open position to 277
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 62.37, the open interest changed by 0 which decreased total open position to 237
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 58.99, the open interest changed by 2 which increased total open position to 236
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 60.39, the open interest changed by -2 which decreased total open position to 234
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 2.15, which was -1.3 lower than the previous day. The implied volatity was 58.20, the open interest changed by 14 which increased total open position to 237
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 3.3, which was -1.9 lower than the previous day. The implied volatity was 56.70, the open interest changed by 10 which increased total open position to 223
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 5.25, which was -1 lower than the previous day. The implied volatity was 64.05, the open interest changed by 44 which increased total open position to 212
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 6.3, which was 0.95 higher than the previous day. The implied volatity was 64.95, the open interest changed by 51 which increased total open position to 166
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 5.35, which was -0.45 lower than the previous day. The implied volatity was 61.95, the open interest changed by 19 which increased total open position to 113
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 67.08, the open interest changed by 6 which increased total open position to 93
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 7, which was 2.6 higher than the previous day. The implied volatity was 72.81, the open interest changed by 14 which increased total open position to 87
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 4.5, which was -2.1 lower than the previous day. The implied volatity was 61.86, the open interest changed by -2 which decreased total open position to 73
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 6.6, which was -0.75 lower than the previous day. The implied volatity was 69.84, the open interest changed by 1 which increased total open position to 74
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 7.35, which was -1.05 lower than the previous day. The implied volatity was 69.28, the open interest changed by 12 which increased total open position to 70
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 8.4, which was -2.9 lower than the previous day. The implied volatity was 68.31, the open interest changed by 21 which increased total open position to 57
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 11.35, which was -4.15 lower than the previous day. The implied volatity was 77.95, the open interest changed by 19 which increased total open position to 27
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 15.5, which was 13.25 higher than the previous day. The implied volatity was 102.53, the open interest changed by 7 which increased total open position to 7
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
