IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
20 Feb 2026 04:13 PM IST
| IRFC 24-FEB-2026 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.03
Theta: -0.12
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 111.88 | 0.34 | -0.07 | 29.94 | 2,660 | -224 | 1,171 | |||||||||
| 19 Feb | 111.38 | 0.36 | -0.65 | 29.47 | 4,431 | -110 | 1,385 | |||||||||
| 18 Feb | 113.31 | 0.93 | -0.33 | 28.83 | 4,277 | 197 | 1,502 | |||||||||
| 17 Feb | 112.99 | 1.23 | -0.45 | 32.34 | 2,406 | 25 | 1,310 | |||||||||
| 16 Feb | 113.18 | 1.64 | 0.27 | 34.66 | 2,047 | -94 | 1,277 | |||||||||
| 13 Feb | 111.44 | 1.3 | -1 | 33.36 | 2,852 | 89 | 1,355 | |||||||||
| 12 Feb | 113.53 | 2.25 | -0.54 | 33.87 | 1,968 | 106 | 1,277 | |||||||||
| 11 Feb | 114.33 | 2.8 | -0.84 | 33.58 | 2,055 | 155 | 1,171 | |||||||||
| 10 Feb | 115.46 | 3.52 | 0 | 35.55 | 1,982 | -64 | 1,012 | |||||||||
| 9 Feb | 115.07 | 3.38 | 0.15 | 34.57 | 1,996 | -36 | 1,083 | |||||||||
| 6 Feb | 114.53 | 3.21 | -0.48 | 31.39 | 2,261 | 52 | 1,127 | |||||||||
| 5 Feb | 114.71 | 3.72 | -0.91 | 33.99 | 1,475 | 146 | 1,075 | |||||||||
| 4 Feb | 116.00 | 4.58 | 0.72 | 35.04 | 1,689 | -176 | 928 | |||||||||
| 3 Feb | 115.12 | 3.91 | -0.24 | 31.79 | 1,999 | 102 | 1,139 | |||||||||
| 2 Feb | 114.93 | 4.38 | 0.19 | 34.28 | 4,124 | 550 | 1,062 | |||||||||
| 1 Feb | 113.54 | 4.13 | -4.36 | 38.67 | 564 | 135 | 508 | |||||||||
| 30 Jan | 120.10 | 8.45 | 0.19 | 40.34 | 138 | -6 | 375 | |||||||||
| 29 Jan | 120.06 | 8.26 | -0.24 | 39.73 | 225 | 5 | 382 | |||||||||
| 28 Jan | 120.15 | 9.21 | 3.66 | 41.05 | 660 | -53 | 383 | |||||||||
| 27 Jan | 114.61 | 5.85 | 0.69 | 44.36 | 1,217 | 145 | 436 | |||||||||
| 23 Jan | 114.15 | 5.09 | -1.65 | 37.22 | 416 | 166 | 290 | |||||||||
| 22 Jan | 117.02 | 7.1 | 1.53 | 36.81 | 252 | 9 | 124 | |||||||||
| 21 Jan | 115.14 | 5.65 | -0.45 | 33.99 | 258 | 89 | 114 | |||||||||
| 20 Jan | 116.13 | 5.95 | -8.67 | 32.31 | 52 | 24 | 24 | |||||||||
| 19 Jan | 120.90 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 122.19 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 122.01 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 121.33 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 122.63 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 121.25 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 124.27 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Jan | 128.04 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 127.22 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 127.60 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 128.48 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 125.79 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 124.62 | 14.62 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 115 expiring on 24FEB2026
Delta for 115 CE is 0.18
Historical price for 115 CE is as follows
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 0.34, which was -0.07 lower than the previous day. The implied volatity was 29.94, the open interest changed by -224 which decreased total open position to 1171
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 0.36, which was -0.65 lower than the previous day. The implied volatity was 29.47, the open interest changed by -110 which decreased total open position to 1385
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 0.93, which was -0.33 lower than the previous day. The implied volatity was 28.83, the open interest changed by 197 which increased total open position to 1502
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 1.23, which was -0.45 lower than the previous day. The implied volatity was 32.34, the open interest changed by 25 which increased total open position to 1310
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 1.64, which was 0.27 higher than the previous day. The implied volatity was 34.66, the open interest changed by -94 which decreased total open position to 1277
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 33.36, the open interest changed by 89 which increased total open position to 1355
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 2.25, which was -0.54 lower than the previous day. The implied volatity was 33.87, the open interest changed by 106 which increased total open position to 1277
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 2.8, which was -0.84 lower than the previous day. The implied volatity was 33.58, the open interest changed by 155 which increased total open position to 1171
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 3.52, which was 0 lower than the previous day. The implied volatity was 35.55, the open interest changed by -64 which decreased total open position to 1012
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 3.38, which was 0.15 higher than the previous day. The implied volatity was 34.57, the open interest changed by -36 which decreased total open position to 1083
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 3.21, which was -0.48 lower than the previous day. The implied volatity was 31.39, the open interest changed by 52 which increased total open position to 1127
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 3.72, which was -0.91 lower than the previous day. The implied volatity was 33.99, the open interest changed by 146 which increased total open position to 1075
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 4.58, which was 0.72 higher than the previous day. The implied volatity was 35.04, the open interest changed by -176 which decreased total open position to 928
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 3.91, which was -0.24 lower than the previous day. The implied volatity was 31.79, the open interest changed by 102 which increased total open position to 1139
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 4.38, which was 0.19 higher than the previous day. The implied volatity was 34.28, the open interest changed by 550 which increased total open position to 1062
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 4.13, which was -4.36 lower than the previous day. The implied volatity was 38.67, the open interest changed by 135 which increased total open position to 508
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 8.45, which was 0.19 higher than the previous day. The implied volatity was 40.34, the open interest changed by -6 which decreased total open position to 375
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 8.26, which was -0.24 lower than the previous day. The implied volatity was 39.73, the open interest changed by 5 which increased total open position to 382
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 9.21, which was 3.66 higher than the previous day. The implied volatity was 41.05, the open interest changed by -53 which decreased total open position to 383
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 5.85, which was 0.69 higher than the previous day. The implied volatity was 44.36, the open interest changed by 145 which increased total open position to 436
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 5.09, which was -1.65 lower than the previous day. The implied volatity was 37.22, the open interest changed by 166 which increased total open position to 290
On 22 Jan IRFC was trading at 117.02. The strike last trading price was 7.1, which was 1.53 higher than the previous day. The implied volatity was 36.81, the open interest changed by 9 which increased total open position to 124
On 21 Jan IRFC was trading at 115.14. The strike last trading price was 5.65, which was -0.45 lower than the previous day. The implied volatity was 33.99, the open interest changed by 89 which increased total open position to 114
On 20 Jan IRFC was trading at 116.13. The strike last trading price was 5.95, which was -8.67 lower than the previous day. The implied volatity was 32.31, the open interest changed by 24 which increased total open position to 24
On 19 Jan IRFC was trading at 120.90. The strike last trading price was 14.62, 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 16 Jan IRFC was trading at 122.19. The strike last trading price was 14.62, 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 Jan IRFC was trading at 122.01. The strike last trading price was 14.62, 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 Jan IRFC was trading at 121.33. The strike last trading price was 14.62, 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 Jan IRFC was trading at 122.63. The strike last trading price was 14.62, 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 9 Jan IRFC was trading at 121.25. The strike last trading price was 14.62, 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 8 Jan IRFC was trading at 124.27. The strike last trading price was 14.62, 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 Jan IRFC was trading at 128.04. The strike last trading price was 14.62, 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 Jan IRFC was trading at 127.22. The strike last trading price was 14.62, 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 Jan IRFC was trading at 127.60. The strike last trading price was 14.62, 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 2 Jan IRFC was trading at 128.48. The strike last trading price was 14.62, 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 1 Jan IRFC was trading at 125.79. The strike last trading price was 14.62, 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 Dec IRFC was trading at 124.62. The strike last trading price was 14.62, 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 24FEB2026 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.02
Theta: -0.04
Gamma: 0.07
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 111.88 | 3.44 | -0.64 | 23.21 | 126 | -44 | 471 |
| 19 Feb | 111.38 | 4.49 | 2.18 | 41.13 | 229 | -46 | 514 |
| 18 Feb | 113.31 | 2.47 | -0.55 | 23.81 | 117 | -37 | 562 |
| 17 Feb | 112.99 | 2.95 | -0.26 | 29.59 | 56 | -10 | 601 |
| 16 Feb | 113.18 | 3.22 | -2.34 | 35.15 | 153 | -35 | 611 |
| 13 Feb | 111.44 | 5.88 | 2.05 | 51.72 | 384 | -113 | 649 |
| 12 Feb | 113.53 | 3.91 | 0.39 | 39.97 | 429 | -124 | 762 |
| 11 Feb | 114.33 | 3.48 | 0.79 | 39.26 | 509 | -43 | 891 |
| 10 Feb | 115.46 | 2.91 | -0.11 | 35.89 | 803 | 93 | 930 |
| 9 Feb | 115.07 | 3.18 | -0.5 | 36.1 | 657 | 107 | 836 |
| 6 Feb | 114.53 | 3.72 | -0.11 | 36.97 | 323 | -84 | 740 |
| 5 Feb | 114.71 | 3.88 | 0.73 | 38.86 | 474 | 27 | 825 |
| 4 Feb | 116.00 | 3.19 | -0.43 | 36.35 | 732 | 21 | 800 |
| 3 Feb | 115.12 | 3.74 | -0.49 | 37.65 | 837 | 160 | 769 |
| 2 Feb | 114.93 | 3.85 | -2.51 | 38.58 | 629 | -78 | 610 |
| 1 Feb | 113.54 | 6.45 | 3.48 | 53.98 | 1,342 | 120 | 703 |
| 30 Jan | 120.10 | 3.01 | -0.21 | 44.74 | 296 | 47 | 584 |
| 29 Jan | 120.06 | 3.19 | 0.06 | 44.64 | 338 | 15 | 537 |
| 28 Jan | 120.15 | 2.98 | -2.23 | 44.74 | 785 | 101 | 518 |
| 27 Jan | 114.61 | 4.86 | -1.63 | 42.15 | 535 | 124 | 418 |
| 23 Jan | 114.15 | 6.6 | 2.02 | 49.59 | 199 | 74 | 297 |
| 22 Jan | 117.02 | 4.42 | -0.77 | 43.56 | 164 | 30 | 223 |
| 21 Jan | 115.14 | 5.11 | 0.38 | 42.42 | 205 | 33 | 190 |
| 20 Jan | 116.13 | 4.68 | 1.69 | 41.11 | 280 | 103 | 167 |
| 19 Jan | 120.90 | 3.25 | -0.04 | 40.49 | 39 | 10 | 64 |
| 16 Jan | 122.19 | 3.29 | 0.29 | 43.47 | 18 | 2 | 53 |
| 14 Jan | 122.01 | 3 | -0.44 | - | 0 | 0 | 51 |
| 13 Jan | 121.33 | 3 | -0.44 | - | 0 | 0 | 51 |
| 12 Jan | 122.63 | 3 | -0.44 | 41.13 | 17 | 15 | 51 |
| 9 Jan | 121.25 | 3.42 | -0.55 | 39.54 | 36 | 31 | 31 |
| 8 Jan | 124.27 | 3.97 | 0 | 7.69 | 0 | 0 | 0 |
| 7 Jan | 128.04 | 3.97 | 0 | 10.02 | 0 | 0 | 0 |
| 6 Jan | 127.22 | 3.97 | 0 | 9.42 | 0 | 0 | 0 |
| 5 Jan | 127.60 | 3.97 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 128.48 | 3.97 | 0 | 9.91 | 0 | 0 | 0 |
| 1 Jan | 125.79 | 3.97 | 0 | 8.6 | 0 | 0 | 0 |
| 31 Dec | 124.62 | 3.97 | 0 | 7.76 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 115 expiring on 24FEB2026
Delta for 115 PE is -0.88
Historical price for 115 PE is as follows
On 20 Feb IRFC was trading at 111.88. The strike last trading price was 3.44, which was -0.64 lower than the previous day. The implied volatity was 23.21, the open interest changed by -44 which decreased total open position to 471
On 19 Feb IRFC was trading at 111.38. The strike last trading price was 4.49, which was 2.18 higher than the previous day. The implied volatity was 41.13, the open interest changed by -46 which decreased total open position to 514
On 18 Feb IRFC was trading at 113.31. The strike last trading price was 2.47, which was -0.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by -37 which decreased total open position to 562
On 17 Feb IRFC was trading at 112.99. The strike last trading price was 2.95, which was -0.26 lower than the previous day. The implied volatity was 29.59, the open interest changed by -10 which decreased total open position to 601
On 16 Feb IRFC was trading at 113.18. The strike last trading price was 3.22, which was -2.34 lower than the previous day. The implied volatity was 35.15, the open interest changed by -35 which decreased total open position to 611
On 13 Feb IRFC was trading at 111.44. The strike last trading price was 5.88, which was 2.05 higher than the previous day. The implied volatity was 51.72, the open interest changed by -113 which decreased total open position to 649
On 12 Feb IRFC was trading at 113.53. The strike last trading price was 3.91, which was 0.39 higher than the previous day. The implied volatity was 39.97, the open interest changed by -124 which decreased total open position to 762
On 11 Feb IRFC was trading at 114.33. The strike last trading price was 3.48, which was 0.79 higher than the previous day. The implied volatity was 39.26, the open interest changed by -43 which decreased total open position to 891
On 10 Feb IRFC was trading at 115.46. The strike last trading price was 2.91, which was -0.11 lower than the previous day. The implied volatity was 35.89, the open interest changed by 93 which increased total open position to 930
On 9 Feb IRFC was trading at 115.07. The strike last trading price was 3.18, which was -0.5 lower than the previous day. The implied volatity was 36.1, the open interest changed by 107 which increased total open position to 836
On 6 Feb IRFC was trading at 114.53. The strike last trading price was 3.72, which was -0.11 lower than the previous day. The implied volatity was 36.97, the open interest changed by -84 which decreased total open position to 740
On 5 Feb IRFC was trading at 114.71. The strike last trading price was 3.88, which was 0.73 higher than the previous day. The implied volatity was 38.86, the open interest changed by 27 which increased total open position to 825
On 4 Feb IRFC was trading at 116.00. The strike last trading price was 3.19, which was -0.43 lower than the previous day. The implied volatity was 36.35, the open interest changed by 21 which increased total open position to 800
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 3.74, which was -0.49 lower than the previous day. The implied volatity was 37.65, the open interest changed by 160 which increased total open position to 769
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 3.85, which was -2.51 lower than the previous day. The implied volatity was 38.58, the open interest changed by -78 which decreased total open position to 610
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 6.45, which was 3.48 higher than the previous day. The implied volatity was 53.98, the open interest changed by 120 which increased total open position to 703
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 3.01, which was -0.21 lower than the previous day. The implied volatity was 44.74, the open interest changed by 47 which increased total open position to 584
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 3.19, which was 0.06 higher than the previous day. The implied volatity was 44.64, the open interest changed by 15 which increased total open position to 537
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 2.98, which was -2.23 lower than the previous day. The implied volatity was 44.74, the open interest changed by 101 which increased total open position to 518
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 4.86, which was -1.63 lower than the previous day. The implied volatity was 42.15, the open interest changed by 124 which increased total open position to 418
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 6.6, which was 2.02 higher than the previous day. The implied volatity was 49.59, the open interest changed by 74 which increased total open position to 297
On 22 Jan IRFC was trading at 117.02. The strike last trading price was 4.42, which was -0.77 lower than the previous day. The implied volatity was 43.56, the open interest changed by 30 which increased total open position to 223
On 21 Jan IRFC was trading at 115.14. The strike last trading price was 5.11, which was 0.38 higher than the previous day. The implied volatity was 42.42, the open interest changed by 33 which increased total open position to 190
On 20 Jan IRFC was trading at 116.13. The strike last trading price was 4.68, which was 1.69 higher than the previous day. The implied volatity was 41.11, the open interest changed by 103 which increased total open position to 167
On 19 Jan IRFC was trading at 120.90. The strike last trading price was 3.25, which was -0.04 lower than the previous day. The implied volatity was 40.49, the open interest changed by 10 which increased total open position to 64
On 16 Jan IRFC was trading at 122.19. The strike last trading price was 3.29, which was 0.29 higher than the previous day. The implied volatity was 43.47, the open interest changed by 2 which increased total open position to 53
On 14 Jan IRFC was trading at 122.01. The strike last trading price was 3, which was -0.44 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 13 Jan IRFC was trading at 121.33. The strike last trading price was 3, which was -0.44 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 12 Jan IRFC was trading at 122.63. The strike last trading price was 3, which was -0.44 lower than the previous day. The implied volatity was 41.13, the open interest changed by 15 which increased total open position to 51
On 9 Jan IRFC was trading at 121.25. The strike last trading price was 3.42, which was -0.55 lower than the previous day. The implied volatity was 39.54, the open interest changed by 31 which increased total open position to 31
On 8 Jan IRFC was trading at 124.27. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0
On 7 Jan IRFC was trading at 128.04. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 10.02, the open interest changed by 0 which decreased total open position to 0
On 6 Jan IRFC was trading at 127.22. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
On 5 Jan IRFC was trading at 127.60. The strike last trading price was 3.97, 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 2 Jan IRFC was trading at 128.48. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 0
On 1 Jan IRFC was trading at 125.79. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 8.6, the open interest changed by 0 which decreased total open position to 0
On 31 Dec IRFC was trading at 124.62. The strike last trading price was 3.97, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
