[--[65.84.65.76]--]

IRFC

Indian Railway Fin Corp L
121.49 +0.09 (0.07%)
L: 120.54 H: 123.84

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Historical option data for IRFC

24 Dec 2025 04:13 PM IST
IRFC 27-JAN-2026 115 CE
Delta: 0.79
Vega: 0.11
Theta: -0.07
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 121.49 8.92 -0.07 28.09 19 1 89
23 Dec 121.40 8.98 3.42 25.35 115 -21 87
22 Dec 117.00 5.65 1.79 26.98 165 11 108
19 Dec 113.98 4.04 1.44 25.42 110 37 94
18 Dec 110.81 2.6 -0.18 26.27 31 0 55
17 Dec 111.08 2.73 -0.53 26.46 51 16 54
16 Dec 112.01 3.09 -0.86 26.44 34 9 37
15 Dec 113.25 3.95 -0.22 27.13 10 6 27
12 Dec 113.82 4.17 0.27 25.71 12 5 21
11 Dec 113.29 3.9 0.8 24.41 6 -1 15
10 Dec 112.20 3.1 -1.1 23.06 8 2 15
9 Dec 113.64 4.2 0.87 24.91 4 -2 13
8 Dec 111.36 3.35 -1.23 25.59 13 7 14
5 Dec 114.60 4.58 -5.19 21.96 8 6 6
4 Dec 114.85 9.77 0 - 0 0 0
3 Dec 114.71 9.77 0 - 0 0 0
2 Dec 116.42 9.77 0 - 0 0 0
1 Dec 117.09 9.77 0 - 0 0 0
28 Nov 117.57 9.77 0 - 0 0 0
27 Nov 117.96 9.77 0 - 0 0 0
26 Nov 118.08 9.77 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 115 expiring on 27JAN2026

Delta for 115 CE is 0.79

Historical price for 115 CE is as follows

On 24 Dec IRFC was trading at 121.49. The strike last trading price was 8.92, which was -0.07 lower than the previous day. The implied volatity was 28.09, the open interest changed by 1 which increased total open position to 89


On 23 Dec IRFC was trading at 121.40. The strike last trading price was 8.98, which was 3.42 higher than the previous day. The implied volatity was 25.35, the open interest changed by -21 which decreased total open position to 87


On 22 Dec IRFC was trading at 117.00. The strike last trading price was 5.65, which was 1.79 higher than the previous day. The implied volatity was 26.98, the open interest changed by 11 which increased total open position to 108


On 19 Dec IRFC was trading at 113.98. The strike last trading price was 4.04, which was 1.44 higher than the previous day. The implied volatity was 25.42, the open interest changed by 37 which increased total open position to 94


On 18 Dec IRFC was trading at 110.81. The strike last trading price was 2.6, which was -0.18 lower than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 55


On 17 Dec IRFC was trading at 111.08. The strike last trading price was 2.73, which was -0.53 lower than the previous day. The implied volatity was 26.46, the open interest changed by 16 which increased total open position to 54


On 16 Dec IRFC was trading at 112.01. The strike last trading price was 3.09, which was -0.86 lower than the previous day. The implied volatity was 26.44, the open interest changed by 9 which increased total open position to 37


On 15 Dec IRFC was trading at 113.25. The strike last trading price was 3.95, which was -0.22 lower than the previous day. The implied volatity was 27.13, the open interest changed by 6 which increased total open position to 27


On 12 Dec IRFC was trading at 113.82. The strike last trading price was 4.17, which was 0.27 higher than the previous day. The implied volatity was 25.71, the open interest changed by 5 which increased total open position to 21


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 3.9, which was 0.8 higher than the previous day. The implied volatity was 24.41, the open interest changed by -1 which decreased total open position to 15


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 3.1, which was -1.1 lower than the previous day. The implied volatity was 23.06, the open interest changed by 2 which increased total open position to 15


On 9 Dec IRFC was trading at 113.64. The strike last trading price was 4.2, which was 0.87 higher than the previous day. The implied volatity was 24.91, the open interest changed by -2 which decreased total open position to 13


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 3.35, which was -1.23 lower than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 14


On 5 Dec IRFC was trading at 114.60. The strike last trading price was 4.58, which was -5.19 lower than the previous day. The implied volatity was 21.96, the open interest changed by 6 which increased total open position to 6


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 9.77, 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 Dec IRFC was trading at 114.71. The strike last trading price was 9.77, 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 Dec IRFC was trading at 116.42. The strike last trading price was 9.77, 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 Dec IRFC was trading at 117.09. The strike last trading price was 9.77, 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 Nov IRFC was trading at 117.57. The strike last trading price was 9.77, 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 Nov IRFC was trading at 117.96. The strike last trading price was 9.77, 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 Nov IRFC was trading at 118.08. The strike last trading price was 9.77, 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 27JAN2026 115 PE
Delta: -0.23
Vega: 0.11
Theta: -0.04
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 121.49 1.68 -0.09 31.39 106 16 172
23 Dec 121.40 1.74 -1.04 32.24 253 92 155
22 Dec 117.00 2.79 -1.11 28.79 91 46 63
19 Dec 113.98 3.8 -1.8 27.25 14 10 17
18 Dec 110.81 5.6 0.2 26.71 1 0 6
17 Dec 111.08 5.4 0.95 - 0 0 6
16 Dec 112.01 5.4 0.95 28.22 4 3 5
15 Dec 113.25 4.86 0.36 29.57 3 2 3
12 Dec 113.82 4.5 -2.33 - 0 0 1
11 Dec 113.29 4.5 -2.33 27.32 1 0 0
10 Dec 112.20 6.83 0 - 0 0 0
9 Dec 113.64 6.83 0 0.15 0 0 0
8 Dec 111.36 6.83 0 - 0 0 0
5 Dec 114.60 6.83 0 1.29 0 0 0
4 Dec 114.85 6.83 0 1.39 0 0 0
3 Dec 114.71 6.83 0 1.32 0 0 0
2 Dec 116.42 6.83 0 2.43 0 0 0
1 Dec 117.09 6.83 0 2.85 0 0 0
28 Nov 117.57 6.83 0 3.11 0 0 0
27 Nov 117.96 6.83 0 3.40 0 0 0
26 Nov 118.08 6.83 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 115 expiring on 27JAN2026

Delta for 115 PE is -0.23

Historical price for 115 PE is as follows

On 24 Dec IRFC was trading at 121.49. The strike last trading price was 1.68, which was -0.09 lower than the previous day. The implied volatity was 31.39, the open interest changed by 16 which increased total open position to 172


On 23 Dec IRFC was trading at 121.40. The strike last trading price was 1.74, which was -1.04 lower than the previous day. The implied volatity was 32.24, the open interest changed by 92 which increased total open position to 155


On 22 Dec IRFC was trading at 117.00. The strike last trading price was 2.79, which was -1.11 lower than the previous day. The implied volatity was 28.79, the open interest changed by 46 which increased total open position to 63


On 19 Dec IRFC was trading at 113.98. The strike last trading price was 3.8, which was -1.8 lower than the previous day. The implied volatity was 27.25, the open interest changed by 10 which increased total open position to 17


On 18 Dec IRFC was trading at 110.81. The strike last trading price was 5.6, which was 0.2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 0 which decreased total open position to 6


On 17 Dec IRFC was trading at 111.08. The strike last trading price was 5.4, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 16 Dec IRFC was trading at 112.01. The strike last trading price was 5.4, which was 0.95 higher than the previous day. The implied volatity was 28.22, the open interest changed by 3 which increased total open position to 5


On 15 Dec IRFC was trading at 113.25. The strike last trading price was 4.86, which was 0.36 higher than the previous day. The implied volatity was 29.57, the open interest changed by 2 which increased total open position to 3


On 12 Dec IRFC was trading at 113.82. The strike last trading price was 4.5, which was -2.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec IRFC was trading at 113.29. The strike last trading price was 4.5, which was -2.33 lower than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 0


On 10 Dec IRFC was trading at 112.20. The strike last trading price was 6.83, 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 Dec IRFC was trading at 113.64. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 8 Dec IRFC was trading at 111.36. The strike last trading price was 6.83, 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 Dec IRFC was trading at 114.60. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 27 Nov IRFC was trading at 117.96. The strike last trading price was 6.83, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 6.83, 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