IRFC
Indian Railway Fin Corp L
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































































































































































































































