IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 112.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.02
Theta: -0.06
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 12.25 | -0.6 | 32.87 | 16 | -1 | 12 | |||
| 9 Apr | 123.06 | 12.85 | 0.5 | 56.50 | 2 | 0 | 14 | |||
| 8 Apr | 124.41 | 12.35 | 0 | - | 3 | 1 | 15 | |||
| 7 Apr | 122.42 | 12.4 | -0.7 | 46.39 | 41 | 2 | 12 | |||
| 4 Apr | 124.84 | 13.1 | -2.7 | - | 2 | 0 | 9 | |||
| 3 Apr | 129.16 | 15.8 | 0.55 | - | 1 | 0 | 9 | |||
| 2 Apr | 127.48 | 15.25 | 2.5 | - | 7 | 0 | 10 | |||
| 1 Apr | 124.38 | 12.75 | 0.35 | - | 2 | -3 | 10 | |||
| 28 Mar | 124.42 | 12.45 | -3 | 21.91 | 25 | 13 | 13 | |||
| 27 Mar | 124.34 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 128.39 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 129.41 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 132.80 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 129.66 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 128.52 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 128.11 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 121.80 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 118.77 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 117.69 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 119.20 | 15.45 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Mar | 119.30 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 119.75 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 123.42 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 120.59 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 114.59 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 111.13 | 15.45 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 112.42 | 15.45 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 112.5 expiring on 24APR2025
Delta for 112.5 CE is 0.95
Historical price for 112.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 12.25, which was -0.6 lower than the previous day. The implied volatity was 32.87, the open interest changed by -1 which decreased total open position to 12
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 12.85, which was 0.5 higher than the previous day. The implied volatity was 56.50, the open interest changed by 0 which decreased total open position to 14
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 12.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 12.4, which was -0.7 lower than the previous day. The implied volatity was 46.39, the open interest changed by 2 which increased total open position to 12
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 13.1, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 15.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 15.25, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 12.75, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 10
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 12.45, which was -3 lower than the previous day. The implied volatity was 21.91, the open interest changed by 13 which increased total open position to 13
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 15.45, 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 Mar IRFC was trading at 128.39. The strike last trading price was 15.45, 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 129.41. The strike last trading price was 15.45, 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 132.80. The strike last trading price was 15.45, 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 Mar IRFC was trading at 129.66. The strike last trading price was 15.45, 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 128.52. The strike last trading price was 15.45, 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 128.11. The strike last trading price was 15.45, 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 Mar IRFC was trading at 121.80. The strike last trading price was 15.45, 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 Mar IRFC was trading at 118.77. The strike last trading price was 15.45, 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 117.69. The strike last trading price was 15.45, 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 119.20. The strike last trading price was 15.45, 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 119.30. The strike last trading price was 15.45, 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 Mar IRFC was trading at 119.75. The strike last trading price was 15.45, 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 Mar IRFC was trading at 123.42. The strike last trading price was 15.45, 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 Mar IRFC was trading at 120.59. The strike last trading price was 15.45, 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 117.73. The strike last trading price was 15.45, 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 114.59. The strike last trading price was 15.45, 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 3 Mar IRFC was trading at 111.13. The strike last trading price was 15.45, 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 Feb IRFC was trading at 112.42. The strike last trading price was 15.45, 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 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.05
Theta: -0.09
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 0.75 | -0.8 | 49.29 | 63 | 4 | 122 |
| 9 Apr | 123.06 | 1.55 | 0.15 | 57.27 | 46 | -26 | 118 |
| 8 Apr | 124.41 | 1.35 | -1.1 | 55.73 | 73 | -12 | 144 |
| 7 Apr | 122.42 | 2.2 | 1.3 | 62.49 | 218 | 18 | 155 |
| 4 Apr | 124.84 | 0.9 | 0.45 | 45.85 | 108 | 36 | 137 |
| 3 Apr | 129.16 | 0.45 | -0.4 | 43.00 | 61 | 10 | 101 |
| 2 Apr | 127.48 | 0.85 | -0.6 | 46.68 | 99 | -14 | 92 |
| 1 Apr | 124.38 | 1.4 | -0.35 | 47.99 | 60 | 13 | 106 |
| 28 Mar | 124.42 | 1.75 | -0.6 | 47.07 | 87 | 35 | 93 |
| 27 Mar | 124.34 | 2.25 | -1.5 | 52.54 | 43 | 14 | 62 |
| 26 Mar | 128.39 | 3.95 | 1.35 | 73.96 | 65 | 32 | 47 |
| 25 Mar | 129.41 | 2.55 | 0.65 | 62.85 | 18 | 6 | 14 |
| 24 Mar | 132.80 | 1.9 | -5.7 | 62.06 | 11 | 0 | 9 |
| 21 Mar | 129.66 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 128.52 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 128.11 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 121.80 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 118.77 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 117.69 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 119.20 | 7.6 | 0 | 0.00 | 0 | 3 | 0 |
| 11 Mar | 119.30 | 7.6 | -1.05 | 73.02 | 7 | 2 | 8 |
| 10 Mar | 119.75 | 8.65 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 123.42 | 8.65 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 120.59 | 8.65 | 0 | 0.00 | 0 | 6 | 0 |
| 5 Mar | 117.73 | 8.65 | 2.25 | 70.67 | 6 | 0 | 0 |
| 4 Mar | 114.59 | 6.4 | 0 | 3.18 | 0 | 0 | 0 |
| 3 Mar | 111.13 | 6.4 | 0 | 0.63 | 0 | 0 | 0 |
| 28 Feb | 112.42 | 6.4 | 0 | 1.26 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 112.5 expiring on 24APR2025
Delta for 112.5 PE is -0.13
Historical price for 112.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 0.75, which was -0.8 lower than the previous day. The implied volatity was 49.29, the open interest changed by 4 which increased total open position to 122
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 57.27, the open interest changed by -26 which decreased total open position to 118
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 1.35, which was -1.1 lower than the previous day. The implied volatity was 55.73, the open interest changed by -12 which decreased total open position to 144
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 2.2, which was 1.3 higher than the previous day. The implied volatity was 62.49, the open interest changed by 18 which increased total open position to 155
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 45.85, the open interest changed by 36 which increased total open position to 137
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 43.00, the open interest changed by 10 which increased total open position to 101
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 46.68, the open interest changed by -14 which decreased total open position to 92
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 47.99, the open interest changed by 13 which increased total open position to 106
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 1.75, which was -0.6 lower than the previous day. The implied volatity was 47.07, the open interest changed by 35 which increased total open position to 93
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 2.25, which was -1.5 lower than the previous day. The implied volatity was 52.54, the open interest changed by 14 which increased total open position to 62
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 3.95, which was 1.35 higher than the previous day. The implied volatity was 73.96, the open interest changed by 32 which increased total open position to 47
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 2.55, which was 0.65 higher than the previous day. The implied volatity was 62.85, the open interest changed by 6 which increased total open position to 14
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 1.9, which was -5.7 lower than the previous day. The implied volatity was 62.06, the open interest changed by 0 which decreased total open position to 9
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 7.6, 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 20 Mar IRFC was trading at 128.52. The strike last trading price was 7.6, 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 19 Mar IRFC was trading at 128.11. The strike last trading price was 7.6, 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 18 Mar IRFC was trading at 121.80. The strike last trading price was 7.6, 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 17 Mar IRFC was trading at 118.77. The strike last trading price was 7.6, 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 13 Mar IRFC was trading at 117.69. The strike last trading price was 7.6, 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 7.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 7.6, which was -1.05 lower than the previous day. The implied volatity was 73.02, the open interest changed by 2 which increased total open position to 8
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 8.65, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 8.65, 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 6 Mar IRFC was trading at 120.59. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 8.65, which was 2.25 higher than the previous day. The implied volatity was 70.67, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
