IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
25 Feb 2026 02:23 PM IST
| IRFC 30-MAR-2026 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.11
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 104.70 | 1.95 | -1.82 | 28.09 | 3,590 | 890 | 1,758 | |||||||||
| 24 Feb | 109.44 | 3.9 | -0.9 | 25.68 | 1,219 | 416 | 870 | |||||||||
| 23 Feb | 111.89 | 4.78 | 0.4 | 23.18 | 359 | 74 | 450 | |||||||||
| 20 Feb | 111.88 | 4.31 | 0.06 | 19.25 | 337 | 137 | 378 | |||||||||
| 19 Feb | 111.38 | 4.15 | -1.69 | 19.77 | 176 | 55 | 241 | |||||||||
| 18 Feb | 113.31 | 5.75 | -0.29 | 21.97 | 214 | 92 | 187 | |||||||||
| 17 Feb | 112.99 | 6.02 | -0.3 | 24.19 | 78 | 37 | 95 | |||||||||
| 16 Feb | 113.18 | 6.38 | 1.23 | 24.88 | 124 | -5 | 57 | |||||||||
| 13 Feb | 111.44 | 5.09 | -1.49 | 23.03 | 80 | 36 | 60 | |||||||||
| 12 Feb | 113.53 | 6.58 | -0.42 | 23.31 | 9 | 7 | 23 | |||||||||
| 11 Feb | 114.33 | 7 | -1 | 21.11 | 6 | 1 | 15 | |||||||||
| 10 Feb | 115.46 | 8 | 0 | 23.33 | 3 | 2 | 13 | |||||||||
| 9 Feb | 115.07 | 8 | 0.2 | 24.95 | 1 | 0 | 10 | |||||||||
| 6 Feb | 114.53 | 7.8 | -0.05 | 24.35 | 1 | 0 | 9 | |||||||||
| 5 Feb | 114.71 | 7.85 | -1.15 | 22.94 | 3 | 1 | 7 | |||||||||
| 4 Feb | 116.00 | 9 | 1 | 24.83 | 1 | 0 | 6 | |||||||||
| 3 Feb | 115.12 | 8 | 0.5 | 21.5 | 9 | -1 | 6 | |||||||||
| 2 Feb | 114.93 | 7.5 | -12.77 | 15.23 | 12 | 5 | 5 | |||||||||
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| 1 Feb | 113.54 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 120.10 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 120.06 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 120.15 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 114.61 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 114.15 | 20.27 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 110 expiring on 30MAR2026
Delta for 110 CE is 0.33
Historical price for 110 CE is as follows
On 25 Feb IRFC was trading at 104.70. The strike last trading price was 1.95, which was -1.82 lower than the previous day. The implied volatity was 28.09, the open interest changed by 890 which increased total open position to 1758
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 3.9, which was -0.9 lower than the previous day. The implied volatity was 25.68, the open interest changed by 416 which increased total open position to 870
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 4.78, which was 0.4 higher than the previous day. The implied volatity was 23.18, the open interest changed by 74 which increased total open position to 450
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 4.31, which was 0.06 higher than the previous day. The implied volatity was 19.25, the open interest changed by 137 which increased total open position to 378
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 4.15, which was -1.69 lower than the previous day. The implied volatity was 19.77, the open interest changed by 55 which increased total open position to 241
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 5.75, which was -0.29 lower than the previous day. The implied volatity was 21.97, the open interest changed by 92 which increased total open position to 187
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 6.02, which was -0.3 lower than the previous day. The implied volatity was 24.19, the open interest changed by 37 which increased total open position to 95
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 6.38, which was 1.23 higher than the previous day. The implied volatity was 24.88, the open interest changed by -5 which decreased total open position to 57
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 5.09, which was -1.49 lower than the previous day. The implied volatity was 23.03, the open interest changed by 36 which increased total open position to 60
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 6.58, which was -0.42 lower than the previous day. The implied volatity was 23.31, the open interest changed by 7 which increased total open position to 23
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 21.11, the open interest changed by 1 which increased total open position to 15
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 23.33, the open interest changed by 2 which increased total open position to 13
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 8, which was 0.2 higher than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 10
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 7.8, which was -0.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 9
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 7.85, which was -1.15 lower than the previous day. The implied volatity was 22.94, the open interest changed by 1 which increased total open position to 7
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 6
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 8, which was 0.5 higher than the previous day. The implied volatity was 21.5, the open interest changed by -1 which decreased total open position to 6
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 7.5, which was -12.77 lower than the previous day. The implied volatity was 15.23, the open interest changed by 5 which increased total open position to 5
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 20.27, 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 Jan IRFC was trading at 120.10. The strike last trading price was 20.27, 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 29 Jan IRFC was trading at 120.06. The strike last trading price was 20.27, 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 28 Jan IRFC was trading at 120.15. The strike last trading price was 20.27, 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 Jan IRFC was trading at 114.61. The strike last trading price was 20.27, 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 Jan IRFC was trading at 114.15. The strike last trading price was 20.27, 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 30MAR2026 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0.12
Theta: -0.06
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 104.70 | 7.96 | 3.35 | 43.24 | 1,015 | 141 | 911 |
| 24 Feb | 109.44 | 4.55 | 0.86 | 37.52 | 928 | 325 | 769 |
| 23 Feb | 111.89 | 3.8 | -0.55 | 37.39 | 315 | 1 | 447 |
| 20 Feb | 111.88 | 4.47 | 0.02 | 40.43 | 247 | 153 | 445 |
| 19 Feb | 111.38 | 4.77 | 1.09 | 40.89 | 155 | 29 | 291 |
| 18 Feb | 113.31 | 3.8 | -0.13 | 38.65 | 166 | 55 | 262 |
| 17 Feb | 112.99 | 3.88 | 0.04 | 38.55 | 84 | 24 | 209 |
| 16 Feb | 113.18 | 3.8 | -1.61 | 38.37 | 110 | 69 | 183 |
| 13 Feb | 111.44 | 5.53 | 1.37 | 44.27 | 246 | 34 | 114 |
| 12 Feb | 113.53 | 4.17 | 0.26 | 40.07 | 46 | 31 | 82 |
| 11 Feb | 114.33 | 3.91 | 0.78 | 40.02 | 16 | 9 | 50 |
| 10 Feb | 115.46 | 3.13 | -0.04 | 36.24 | 27 | 14 | 41 |
| 9 Feb | 115.07 | 3 | -0.8 | 34.38 | 15 | 4 | 27 |
| 6 Feb | 114.53 | 3.8 | -0.11 | 38 | 17 | 8 | 23 |
| 5 Feb | 114.71 | 3.9 | 0.6 | 38.89 | 12 | 6 | 12 |
| 4 Feb | 116.00 | 3.3 | -0.1 | 36.93 | 2 | 0 | 6 |
| 3 Feb | 115.12 | 3.4 | -0.65 | 35.8 | 4 | -1 | 6 |
| 2 Feb | 114.93 | 4 | -1 | 39.79 | 10 | 5 | 6 |
| 1 Feb | 113.54 | 5 | 0.95 | 42.29 | 1 | 0 | 0 |
| 30 Jan | 120.10 | 4.05 | 0 | 8.09 | 0 | 0 | 0 |
| 29 Jan | 120.06 | 4.05 | 0 | 7.86 | 0 | 0 | 0 |
| 28 Jan | 120.15 | 4.05 | 0 | 8.32 | 0 | 0 | 0 |
| 27 Jan | 114.61 | 4.05 | 0 | 4.94 | 0 | 0 | 0 |
| 23 Jan | 114.15 | 4.05 | 0 | 4.28 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 110 expiring on 30MAR2026
Delta for 110 PE is -0.6
Historical price for 110 PE is as follows
On 25 Feb IRFC was trading at 104.70. The strike last trading price was 7.96, which was 3.35 higher than the previous day. The implied volatity was 43.24, the open interest changed by 141 which increased total open position to 911
On 24 Feb IRFC was trading at 109.44. The strike last trading price was 4.55, which was 0.86 higher than the previous day. The implied volatity was 37.52, the open interest changed by 325 which increased total open position to 769
On 23 Feb IRFC was trading at 111.89. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 37.39, the open interest changed by 1 which increased total open position to 447
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 4.47, which was 0.02 higher than the previous day. The implied volatity was 40.43, the open interest changed by 153 which increased total open position to 445
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 4.77, which was 1.09 higher than the previous day. The implied volatity was 40.89, the open interest changed by 29 which increased total open position to 291
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 3.8, which was -0.13 lower than the previous day. The implied volatity was 38.65, the open interest changed by 55 which increased total open position to 262
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 3.88, which was 0.04 higher than the previous day. The implied volatity was 38.55, the open interest changed by 24 which increased total open position to 209
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 3.8, which was -1.61 lower than the previous day. The implied volatity was 38.37, the open interest changed by 69 which increased total open position to 183
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 5.53, which was 1.37 higher than the previous day. The implied volatity was 44.27, the open interest changed by 34 which increased total open position to 114
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 4.17, which was 0.26 higher than the previous day. The implied volatity was 40.07, the open interest changed by 31 which increased total open position to 82
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 3.91, which was 0.78 higher than the previous day. The implied volatity was 40.02, the open interest changed by 9 which increased total open position to 50
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 3.13, which was -0.04 lower than the previous day. The implied volatity was 36.24, the open interest changed by 14 which increased total open position to 41
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 34.38, the open interest changed by 4 which increased total open position to 27
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 3.8, which was -0.11 lower than the previous day. The implied volatity was 38, the open interest changed by 8 which increased total open position to 23
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 3.9, which was 0.6 higher than the previous day. The implied volatity was 38.89, the open interest changed by 6 which increased total open position to 12
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 3.3, which was -0.1 lower than the previous day. The implied volatity was 36.93, the open interest changed by 0 which decreased total open position to 6
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 35.8, the open interest changed by -1 which decreased total open position to 6
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 39.79, the open interest changed by 5 which increased total open position to 6
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 5, which was 0.95 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 0
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 8.09, the open interest changed by 0 which decreased total open position to 0
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
