IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
08 Apr 2025 05:54 PM IST
| IRFC 24APR2025 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.06
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 124.41 | 10.85 | 0.7 | 38.80 | 95 | -7 | 132 | |||
| 7 Apr | 122.42 | 10.5 | -0.1 | 47.20 | 424 | 17 | 139 | |||
| 4 Apr | 124.84 | 10.75 | -3.4 | - | 246 | -19 | 118 | |||
| 3 Apr | 129.16 | 14.15 | 0.65 | - | 47 | 13 | 138 | |||
| 2 Apr | 127.48 | 13.5 | 2.65 | 31.16 | 41 | 8 | 125 | |||
| 1 Apr | 124.38 | 10.85 | 0.35 | 27.09 | 50 | -13 | 117 | |||
| 28 Mar | 124.42 | 10.55 | 0.8 | 28.77 | 160 | -6 | 130 | |||
| 27 Mar | 124.34 | 10.4 | 3.05 | 14.17 | 31 | -5 | 136 | |||
| 26 Mar | 128.39 | 7.3 | -3.9 | - | 54 | 5 | 141 | |||
| 25 Mar | 129.41 | 11.2 | -2.45 | - | 12 | 4 | 136 | |||
| 24 Mar | 132.80 | 13.65 | 2.8 | - | 15 | -5 | 132 | |||
| 21 Mar | 129.66 | 10.85 | 0.45 | - | 30 | 1 | 136 | |||
| 20 Mar | 128.52 | 10.4 | 0.2 | - | 31 | -11 | 135 | |||
| 19 Mar | 128.11 | 10.3 | 3.6 | - | 51 | -1 | 147 | |||
| 18 Mar | 121.80 | 6.7 | 1.85 | - | 56 | 6 | 148 | |||
| 17 Mar | 118.77 | 4.75 | 0.5 | - | 43 | 16 | 143 | |||
| 13 Mar | 117.69 | 4.3 | -1.35 | 14.36 | 46 | -14 | 127 | |||
| 12 Mar | 119.20 | 5.65 | 0.25 | 11.82 | 7 | -2 | 141 | |||
| 11 Mar | 119.30 | 5.4 | 0.4 | - | 18 | 1 | 145 | |||
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| 10 Mar | 119.75 | 4.8 | -2.7 | - | 22 | 5 | 144 | |||
| 7 Mar | 123.42 | 7.35 | 2.35 | - | 85 | -10 | 139 | |||
| 6 Mar | 120.59 | 4.95 | 0.3 | - | 32 | 7 | 149 | |||
| 5 Mar | 117.73 | 4.6 | 0.65 | - | 67 | -7 | 142 | |||
| 4 Mar | 114.59 | 3.85 | 0.3 | 17.71 | 174 | 56 | 149 | |||
| 3 Mar | 111.13 | 3.65 | 0.9 | 26.47 | 115 | 64 | 93 | |||
| 28 Feb | 112.42 | 3 | -2.25 | 19.86 | 29 | 20 | 29 | |||
| 27 Feb | 120.36 | 5.25 | -0.5 | - | 3 | 1 | 9 | |||
| 26 Feb | 123.26 | 5.75 | -1.05 | - | 2 | 1 | 8 | |||
| 25 Feb | 123.26 | 5.75 | -1.05 | - | 2 | 1 | 8 | |||
| 19 Feb | 124.27 | 6.8 | 3 | - | 4 | 0 | 7 | |||
| 18 Feb | 119.27 | 3.8 | 0 | 0.00 | 0 | 4 | 0 | |||
| 17 Feb | 121.78 | 3.8 | -8.3 | - | 4 | 0 | 3 | |||
| 5 Feb | 137.93 | 12.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 137.84 | 12.1 | 0 | 0.00 | 0 | 3 | 0 | |||
| 3 Feb | 136.84 | 12.1 | -26.2 | - | 3 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 115 expiring on 24APR2025
Delta for 115 CE is 0.86
Historical price for 115 CE is as follows
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 10.85, which was 0.7 higher than the previous day. The implied volatity was 38.80, the open interest changed by -7 which decreased total open position to 132
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 10.5, which was -0.1 lower than the previous day. The implied volatity was 47.20, the open interest changed by 17 which increased total open position to 139
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 10.75, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 118
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 14.15, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 138
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 13.5, which was 2.65 higher than the previous day. The implied volatity was 31.16, the open interest changed by 8 which increased total open position to 125
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 10.85, which was 0.35 higher than the previous day. The implied volatity was 27.09, the open interest changed by -13 which decreased total open position to 117
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 10.55, which was 0.8 higher than the previous day. The implied volatity was 28.77, the open interest changed by -6 which decreased total open position to 130
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 10.4, which was 3.05 higher than the previous day. The implied volatity was 14.17, the open interest changed by -5 which decreased total open position to 136
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 7.3, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 141
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 11.2, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 136
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 13.65, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 132
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 10.85, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 136
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 10.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 135
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 10.3, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 147
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 6.7, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 148
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 4.75, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 143
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 4.3, which was -1.35 lower than the previous day. The implied volatity was 14.36, the open interest changed by -14 which decreased total open position to 127
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 5.65, which was 0.25 higher than the previous day. The implied volatity was 11.82, the open interest changed by -2 which decreased total open position to 141
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 145
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 4.8, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 144
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 7.35, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 139
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 4.95, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 149
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 4.6, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 142
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 3.85, which was 0.3 higher than the previous day. The implied volatity was 17.71, the open interest changed by 56 which increased total open position to 149
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 3.65, which was 0.9 higher than the previous day. The implied volatity was 26.47, the open interest changed by 64 which increased total open position to 93
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 19.86, the open interest changed by 20 which increased total open position to 29
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 5.25, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 5.75, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 5.75, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 6.8, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Feb IRFC was trading at 121.78. The strike last trading price was 3.8, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb IRFC was trading at 137.93. The strike last trading price was 12.1, 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 4 Feb IRFC was trading at 137.84. The strike last trading price was 12.1, 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 3 Feb IRFC was trading at 136.84. The strike last trading price was 12.1, which was -26.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRFC 24APR2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.08
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 124.41 | 1.75 | -1.25 | 53.66 | 179 | -33 | 332 |
| 7 Apr | 122.42 | 2.8 | 1.45 | 61.21 | 808 | -64 | 364 |
| 4 Apr | 124.84 | 1.25 | 0.5 | 44.64 | 372 | 41 | 429 |
| 3 Apr | 129.16 | 0.75 | -0.4 | 43.61 | 369 | -49 | 388 |
| 2 Apr | 127.48 | 1.15 | -0.8 | 45.19 | 346 | 6 | 439 |
| 1 Apr | 124.38 | 1.85 | -0.55 | 46.80 | 314 | 101 | 432 |
| 28 Mar | 124.42 | 2.35 | -0.85 | 46.82 | 410 | 61 | 331 |
| 27 Mar | 124.34 | 2.95 | -1.8 | 52.72 | 362 | 93 | 271 |
| 26 Mar | 128.39 | 4.8 | 1.55 | 74.52 | 150 | 56 | 177 |
| 25 Mar | 129.41 | 3.25 | 0.85 | 63.46 | 51 | 5 | 120 |
| 24 Mar | 132.80 | 2.35 | -0.85 | 61.50 | 70 | -7 | 116 |
| 21 Mar | 129.66 | 3.2 | -0.5 | 60.53 | 70 | 13 | 123 |
| 20 Mar | 128.52 | 3.75 | 0.4 | 61.43 | 80 | 32 | 108 |
| 19 Mar | 128.11 | 3.45 | -1.85 | 58.89 | 68 | 23 | 76 |
| 18 Mar | 121.80 | 5.25 | -2.25 | 58.74 | 60 | 24 | 54 |
| 17 Mar | 118.77 | 7.5 | -0.3 | 65.29 | 3 | 0 | 30 |
| 13 Mar | 117.69 | 7.85 | 0.05 | 0.00 | 0 | 3 | 0 |
| 12 Mar | 119.20 | 7.85 | -0.3 | 64.83 | 9 | 1 | 28 |
| 11 Mar | 119.30 | 8.15 | -0.5 | 69.50 | 18 | -6 | 26 |
| 10 Mar | 119.75 | 8.65 | 2.2 | 69.55 | 6 | 0 | 30 |
| 7 Mar | 123.42 | 6.5 | -3.7 | 63.39 | 21 | -3 | 30 |
| 6 Mar | 120.59 | 10.2 | -0.05 | 78.92 | 3 | 1 | 34 |
| 5 Mar | 117.73 | 10.15 | -1.45 | 72.66 | 8 | 3 | 33 |
| 4 Mar | 114.59 | 11.6 | -3.75 | 72.80 | 42 | 18 | 28 |
| 3 Mar | 111.13 | 15.35 | -3.7 | 86.04 | 8 | 6 | 10 |
| 28 Feb | 112.42 | 19.05 | 15.9 | 107.00 | 4 | 2 | 2 |
| 27 Feb | 120.36 | 3.15 | 0 | 4.66 | 0 | 0 | 0 |
| 26 Feb | 123.26 | 3.15 | 0 | 6.93 | 0 | 0 | 0 |
| 25 Feb | 123.26 | 3.15 | 0 | 6.93 | 0 | 0 | 0 |
| 19 Feb | 124.27 | 3.15 | 0 | 7.14 | 0 | 0 | 0 |
| 18 Feb | 119.27 | 3.15 | 0 | 3.79 | 0 | 0 | 0 |
| 17 Feb | 121.78 | 3.15 | 0 | 5.82 | 0 | 0 | 0 |
| 5 Feb | 137.93 | 3.15 | 0 | 12.54 | 0 | 0 | 0 |
| 4 Feb | 137.84 | 3.15 | 0 | 12.39 | 0 | 0 | 0 |
| 3 Feb | 136.84 | 3.15 | 0 | 11.48 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 115 expiring on 24APR2025
Delta for 115 PE is -0.21
Historical price for 115 PE is as follows
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 53.66, the open interest changed by -33 which decreased total open position to 332
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 2.8, which was 1.45 higher than the previous day. The implied volatity was 61.21, the open interest changed by -64 which decreased total open position to 364
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 1.25, which was 0.5 higher than the previous day. The implied volatity was 44.64, the open interest changed by 41 which increased total open position to 429
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 43.61, the open interest changed by -49 which decreased total open position to 388
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 1.15, which was -0.8 lower than the previous day. The implied volatity was 45.19, the open interest changed by 6 which increased total open position to 439
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 46.80, the open interest changed by 101 which increased total open position to 432
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 46.82, the open interest changed by 61 which increased total open position to 331
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 2.95, which was -1.8 lower than the previous day. The implied volatity was 52.72, the open interest changed by 93 which increased total open position to 271
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 4.8, which was 1.55 higher than the previous day. The implied volatity was 74.52, the open interest changed by 56 which increased total open position to 177
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 63.46, the open interest changed by 5 which increased total open position to 120
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 61.50, the open interest changed by -7 which decreased total open position to 116
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 3.2, which was -0.5 lower than the previous day. The implied volatity was 60.53, the open interest changed by 13 which increased total open position to 123
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 3.75, which was 0.4 higher than the previous day. The implied volatity was 61.43, the open interest changed by 32 which increased total open position to 108
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 58.89, the open interest changed by 23 which increased total open position to 76
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 5.25, which was -2.25 lower than the previous day. The implied volatity was 58.74, the open interest changed by 24 which increased total open position to 54
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 65.29, the open interest changed by 0 which decreased total open position to 30
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 7.85, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 7.85, which was -0.3 lower than the previous day. The implied volatity was 64.83, the open interest changed by 1 which increased total open position to 28
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 8.15, which was -0.5 lower than the previous day. The implied volatity was 69.50, the open interest changed by -6 which decreased total open position to 26
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 8.65, which was 2.2 higher than the previous day. The implied volatity was 69.55, the open interest changed by 0 which decreased total open position to 30
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 6.5, which was -3.7 lower than the previous day. The implied volatity was 63.39, the open interest changed by -3 which decreased total open position to 30
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 10.2, which was -0.05 lower than the previous day. The implied volatity was 78.92, the open interest changed by 1 which increased total open position to 34
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 10.15, which was -1.45 lower than the previous day. The implied volatity was 72.66, the open interest changed by 3 which increased total open position to 33
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 11.6, which was -3.75 lower than the previous day. The implied volatity was 72.80, the open interest changed by 18 which increased total open position to 28
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 15.35, which was -3.7 lower than the previous day. The implied volatity was 86.04, the open interest changed by 6 which increased total open position to 10
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 19.05, which was 15.9 higher than the previous day. The implied volatity was 107.00, the open interest changed by 2 which increased total open position to 2
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 4.66, 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 3.15, which was 0 lower than the previous day. The implied volatity was 6.93, 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 3.15, which was 0 lower than the previous day. The implied volatity was 6.93, 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 3.15, which was 0 lower than the previous day. The implied volatity was 7.14, 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 3.15, which was 0 lower than the previous day. The implied volatity was 3.79, 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 3.15, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IRFC was trading at 137.93. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 12.54, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IRFC was trading at 137.84. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 12.39, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IRFC was trading at 136.84. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
