IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
15 Dec 2025 03:48 PM IST
| IRFC 30-DEC-2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 0.09
Theta: -0.08
Gamma: 0.08
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 113.25 | 1.35 | -0.45 | 21.45 | 353 | 42 | 625 | |||||||||
| 12 Dec | 113.82 | 1.71 | 0.03 | 20.67 | 592 | -8 | 582 | |||||||||
| 11 Dec | 113.29 | 1.7 | 0.26 | 20.80 | 383 | -25 | 592 | |||||||||
| 10 Dec | 112.20 | 1.42 | -0.72 | 22.71 | 549 | 123 | 618 | |||||||||
| 9 Dec | 113.64 | 2.18 | 0.84 | 23.24 | 829 | -41 | 507 | |||||||||
| 8 Dec | 111.36 | 1.38 | -1.22 | 22.99 | 880 | 231 | 549 | |||||||||
| 5 Dec | 114.60 | 2.69 | -0.17 | 19.97 | 674 | 43 | 319 | |||||||||
| 4 Dec | 114.85 | 2.89 | -0.03 | 21.49 | 384 | -7 | 276 | |||||||||
| 3 Dec | 114.71 | 2.96 | -0.98 | 21.35 | 454 | 195 | 290 | |||||||||
| 2 Dec | 116.42 | 3.95 | -0.7 | 19.76 | 63 | 13 | 93 | |||||||||
| 1 Dec | 117.09 | 4.6 | -0.52 | 21.67 | 21 | 3 | 81 | |||||||||
| 28 Nov | 117.57 | 5.11 | -0.38 | 23.35 | 30 | 5 | 77 | |||||||||
|
|
||||||||||||||||
| 27 Nov | 117.96 | 5.55 | -0.02 | 23.06 | 56 | 4 | 70 | |||||||||
| 26 Nov | 118.08 | 5.57 | 0.73 | 21.32 | 26 | 6 | 65 | |||||||||
| 25 Nov | 116.74 | 4.8 | -0.32 | 22.05 | 68 | 20 | 56 | |||||||||
| 24 Nov | 116.90 | 5.28 | -1.3 | 24.08 | 40 | 23 | 35 | |||||||||
| 21 Nov | 119.09 | 6.55 | -0.68 | 20.85 | 3 | 2 | 12 | |||||||||
| 20 Nov | 120.08 | 7.23 | -1.03 | 19.07 | 3 | 2 | 10 | |||||||||
| 19 Nov | 120.85 | 8.26 | -2.24 | 22.82 | 5 | 2 | 5 | |||||||||
| 18 Nov | 120.82 | 10.5 | 1 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 122.50 | 10.5 | 1 | 28.70 | 1 | 0 | 2 | |||||||||
| 14 Nov | 121.01 | 9.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 120.75 | 9.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 121.59 | 9.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 121.61 | 9.5 | -4.5 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 120.77 | 9.5 | -4.5 | - | 0 | 2 | 0 | |||||||||
| 7 Nov | 121.36 | 9.5 | -4.5 | 23.09 | 2 | 0 | 0 | |||||||||
| 6 Nov | 120.25 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 122.24 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 123.10 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 123.31 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 123.95 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 125.09 | 14 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 115 expiring on 30DEC2025
Delta for 115 CE is 0.40
Historical price for 115 CE is as follows
On 15 Dec IRFC was trading at 113.25. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 21.45, the open interest changed by 42 which increased total open position to 625
On 12 Dec IRFC was trading at 113.82. The strike last trading price was 1.71, which was 0.03 higher than the previous day. The implied volatity was 20.67, the open interest changed by -8 which decreased total open position to 582
On 11 Dec IRFC was trading at 113.29. The strike last trading price was 1.7, which was 0.26 higher than the previous day. The implied volatity was 20.80, the open interest changed by -25 which decreased total open position to 592
On 10 Dec IRFC was trading at 112.20. The strike last trading price was 1.42, which was -0.72 lower than the previous day. The implied volatity was 22.71, the open interest changed by 123 which increased total open position to 618
On 9 Dec IRFC was trading at 113.64. The strike last trading price was 2.18, which was 0.84 higher than the previous day. The implied volatity was 23.24, the open interest changed by -41 which decreased total open position to 507
On 8 Dec IRFC was trading at 111.36. The strike last trading price was 1.38, which was -1.22 lower than the previous day. The implied volatity was 22.99, the open interest changed by 231 which increased total open position to 549
On 5 Dec IRFC was trading at 114.60. The strike last trading price was 2.69, which was -0.17 lower than the previous day. The implied volatity was 19.97, the open interest changed by 43 which increased total open position to 319
On 4 Dec IRFC was trading at 114.85. The strike last trading price was 2.89, which was -0.03 lower than the previous day. The implied volatity was 21.49, the open interest changed by -7 which decreased total open position to 276
On 3 Dec IRFC was trading at 114.71. The strike last trading price was 2.96, which was -0.98 lower than the previous day. The implied volatity was 21.35, the open interest changed by 195 which increased total open position to 290
On 2 Dec IRFC was trading at 116.42. The strike last trading price was 3.95, which was -0.7 lower than the previous day. The implied volatity was 19.76, the open interest changed by 13 which increased total open position to 93
On 1 Dec IRFC was trading at 117.09. The strike last trading price was 4.6, which was -0.52 lower than the previous day. The implied volatity was 21.67, the open interest changed by 3 which increased total open position to 81
On 28 Nov IRFC was trading at 117.57. The strike last trading price was 5.11, which was -0.38 lower than the previous day. The implied volatity was 23.35, the open interest changed by 5 which increased total open position to 77
On 27 Nov IRFC was trading at 117.96. The strike last trading price was 5.55, which was -0.02 lower than the previous day. The implied volatity was 23.06, the open interest changed by 4 which increased total open position to 70
On 26 Nov IRFC was trading at 118.08. The strike last trading price was 5.57, which was 0.73 higher than the previous day. The implied volatity was 21.32, the open interest changed by 6 which increased total open position to 65
On 25 Nov IRFC was trading at 116.74. The strike last trading price was 4.8, which was -0.32 lower than the previous day. The implied volatity was 22.05, the open interest changed by 20 which increased total open position to 56
On 24 Nov IRFC was trading at 116.90. The strike last trading price was 5.28, which was -1.3 lower than the previous day. The implied volatity was 24.08, the open interest changed by 23 which increased total open position to 35
On 21 Nov IRFC was trading at 119.09. The strike last trading price was 6.55, which was -0.68 lower than the previous day. The implied volatity was 20.85, the open interest changed by 2 which increased total open position to 12
On 20 Nov IRFC was trading at 120.08. The strike last trading price was 7.23, which was -1.03 lower than the previous day. The implied volatity was 19.07, the open interest changed by 2 which increased total open position to 10
On 19 Nov IRFC was trading at 120.85. The strike last trading price was 8.26, which was -2.24 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 5
On 18 Nov IRFC was trading at 120.82. The strike last trading price was 10.5, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov IRFC was trading at 122.50. The strike last trading price was 10.5, which was 1 higher than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 2
On 14 Nov IRFC was trading at 121.01. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IRFC was trading at 120.75. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IRFC was trading at 121.59. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IRFC was trading at 121.61. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov IRFC was trading at 120.77. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 7 Nov IRFC was trading at 121.36. The strike last trading price was 9.5, which was -4.5 lower than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IRFC was trading at 120.25. The strike last trading price was 14, 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 Nov IRFC was trading at 122.24. The strike last trading price was 14, 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 Nov IRFC was trading at 123.10. The strike last trading price was 14, 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 Oct IRFC was trading at 123.31. The strike last trading price was 14, 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 30 Oct IRFC was trading at 123.95. The strike last trading price was 14, 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 29 Oct IRFC was trading at 125.09. The strike last trading price was 14, 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 30DEC2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.09
Theta: -0.03
Gamma: 0.09
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 113.25 | 2.52 | 0.14 | 18.74 | 60 | -16 | 386 |
| 12 Dec | 113.82 | 2.32 | -0.64 | 18.72 | 36 | 5 | 402 |
| 11 Dec | 113.29 | 2.96 | -0.76 | 23.51 | 37 | -4 | 398 |
| 10 Dec | 112.20 | 3.79 | 0.99 | 23.31 | 140 | 11 | 403 |
| 9 Dec | 113.64 | 2.83 | -1.66 | 22.39 | 113 | -15 | 392 |
| 8 Dec | 111.36 | 4.43 | 2.19 | 25.37 | 165 | -25 | 407 |
| 5 Dec | 114.60 | 2.19 | -0.18 | 20.68 | 144 | 17 | 428 |
| 4 Dec | 114.85 | 2.4 | -0.4 | 21.79 | 214 | -35 | 409 |
| 3 Dec | 114.71 | 2.65 | 0.67 | 23.67 | 627 | 60 | 444 |
| 2 Dec | 116.42 | 1.96 | 0.17 | 23.85 | 102 | 25 | 383 |
| 1 Dec | 117.09 | 1.75 | 0.1 | 23.34 | 114 | -17 | 359 |
| 28 Nov | 117.57 | 1.69 | 0.06 | 22.42 | 114 | -5 | 376 |
| 27 Nov | 117.96 | 1.65 | 0.05 | 23.34 | 169 | -18 | 380 |
| 26 Nov | 118.08 | 1.62 | -0.75 | 23.41 | 329 | -43 | 399 |
| 25 Nov | 116.74 | 2.35 | -0.17 | 25.38 | 663 | 83 | 461 |
| 24 Nov | 116.90 | 2.46 | 0.55 | 26.49 | 665 | 239 | 377 |
| 21 Nov | 119.09 | 1.92 | 0.28 | 26.69 | 72 | 14 | 138 |
| 20 Nov | 120.08 | 1.65 | 0.1 | 26.51 | 20 | 6 | 123 |
| 19 Nov | 120.85 | 1.55 | -0.12 | 26.80 | 28 | 20 | 116 |
| 18 Nov | 120.82 | 1.65 | 0.31 | 27.37 | 33 | 22 | 96 |
| 17 Nov | 122.50 | 1.3 | -0.47 | 27.40 | 46 | 20 | 75 |
| 14 Nov | 121.01 | 1.77 | 0.02 | 27.52 | 11 | 6 | 55 |
| 13 Nov | 120.75 | 1.75 | 0.07 | 26.71 | 4 | 3 | 48 |
| 12 Nov | 121.59 | 1.68 | 0.09 | 27.29 | 20 | 14 | 45 |
| 11 Nov | 121.61 | 1.59 | -0.3 | 26.61 | 7 | 3 | 29 |
| 10 Nov | 120.77 | 1.91 | -0.02 | 27.31 | 10 | 5 | 26 |
| 7 Nov | 121.36 | 1.93 | -0.22 | 28.10 | 13 | 11 | 21 |
| 6 Nov | 120.25 | 2.15 | 0.27 | 27.09 | 3 | 2 | 9 |
| 4 Nov | 122.24 | 1.89 | 0.29 | 28.35 | 3 | 1 | 6 |
| 3 Nov | 123.10 | 1.6 | -0.1 | 27.47 | 1 | 0 | 4 |
| 31 Oct | 123.31 | 1.7 | 0 | - | 1 | 0 | 3 |
| 30 Oct | 123.95 | 1.7 | 0.1 | 28.60 | 1 | 0 | 2 |
| 29 Oct | 125.09 | 1.6 | -3.4 | 29.47 | 2 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 115 expiring on 30DEC2025
Delta for 115 PE is -0.62
Historical price for 115 PE is as follows
On 15 Dec IRFC was trading at 113.25. The strike last trading price was 2.52, which was 0.14 higher than the previous day. The implied volatity was 18.74, the open interest changed by -16 which decreased total open position to 386
On 12 Dec IRFC was trading at 113.82. The strike last trading price was 2.32, which was -0.64 lower than the previous day. The implied volatity was 18.72, the open interest changed by 5 which increased total open position to 402
On 11 Dec IRFC was trading at 113.29. The strike last trading price was 2.96, which was -0.76 lower than the previous day. The implied volatity was 23.51, the open interest changed by -4 which decreased total open position to 398
On 10 Dec IRFC was trading at 112.20. The strike last trading price was 3.79, which was 0.99 higher than the previous day. The implied volatity was 23.31, the open interest changed by 11 which increased total open position to 403
On 9 Dec IRFC was trading at 113.64. The strike last trading price was 2.83, which was -1.66 lower than the previous day. The implied volatity was 22.39, the open interest changed by -15 which decreased total open position to 392
On 8 Dec IRFC was trading at 111.36. The strike last trading price was 4.43, which was 2.19 higher than the previous day. The implied volatity was 25.37, the open interest changed by -25 which decreased total open position to 407
On 5 Dec IRFC was trading at 114.60. The strike last trading price was 2.19, which was -0.18 lower than the previous day. The implied volatity was 20.68, the open interest changed by 17 which increased total open position to 428
On 4 Dec IRFC was trading at 114.85. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was 21.79, the open interest changed by -35 which decreased total open position to 409
On 3 Dec IRFC was trading at 114.71. The strike last trading price was 2.65, which was 0.67 higher than the previous day. The implied volatity was 23.67, the open interest changed by 60 which increased total open position to 444
On 2 Dec IRFC was trading at 116.42. The strike last trading price was 1.96, which was 0.17 higher than the previous day. The implied volatity was 23.85, the open interest changed by 25 which increased total open position to 383
On 1 Dec IRFC was trading at 117.09. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 23.34, the open interest changed by -17 which decreased total open position to 359
On 28 Nov IRFC was trading at 117.57. The strike last trading price was 1.69, which was 0.06 higher than the previous day. The implied volatity was 22.42, the open interest changed by -5 which decreased total open position to 376
On 27 Nov IRFC was trading at 117.96. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 23.34, the open interest changed by -18 which decreased total open position to 380
On 26 Nov IRFC was trading at 118.08. The strike last trading price was 1.62, which was -0.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by -43 which decreased total open position to 399
On 25 Nov IRFC was trading at 116.74. The strike last trading price was 2.35, which was -0.17 lower than the previous day. The implied volatity was 25.38, the open interest changed by 83 which increased total open position to 461
On 24 Nov IRFC was trading at 116.90. The strike last trading price was 2.46, which was 0.55 higher than the previous day. The implied volatity was 26.49, the open interest changed by 239 which increased total open position to 377
On 21 Nov IRFC was trading at 119.09. The strike last trading price was 1.92, which was 0.28 higher than the previous day. The implied volatity was 26.69, the open interest changed by 14 which increased total open position to 138
On 20 Nov IRFC was trading at 120.08. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 26.51, the open interest changed by 6 which increased total open position to 123
On 19 Nov IRFC was trading at 120.85. The strike last trading price was 1.55, which was -0.12 lower than the previous day. The implied volatity was 26.80, the open interest changed by 20 which increased total open position to 116
On 18 Nov IRFC was trading at 120.82. The strike last trading price was 1.65, which was 0.31 higher than the previous day. The implied volatity was 27.37, the open interest changed by 22 which increased total open position to 96
On 17 Nov IRFC was trading at 122.50. The strike last trading price was 1.3, which was -0.47 lower than the previous day. The implied volatity was 27.40, the open interest changed by 20 which increased total open position to 75
On 14 Nov IRFC was trading at 121.01. The strike last trading price was 1.77, which was 0.02 higher than the previous day. The implied volatity was 27.52, the open interest changed by 6 which increased total open position to 55
On 13 Nov IRFC was trading at 120.75. The strike last trading price was 1.75, which was 0.07 higher than the previous day. The implied volatity was 26.71, the open interest changed by 3 which increased total open position to 48
On 12 Nov IRFC was trading at 121.59. The strike last trading price was 1.68, which was 0.09 higher than the previous day. The implied volatity was 27.29, the open interest changed by 14 which increased total open position to 45
On 11 Nov IRFC was trading at 121.61. The strike last trading price was 1.59, which was -0.3 lower than the previous day. The implied volatity was 26.61, the open interest changed by 3 which increased total open position to 29
On 10 Nov IRFC was trading at 120.77. The strike last trading price was 1.91, which was -0.02 lower than the previous day. The implied volatity was 27.31, the open interest changed by 5 which increased total open position to 26
On 7 Nov IRFC was trading at 121.36. The strike last trading price was 1.93, which was -0.22 lower than the previous day. The implied volatity was 28.10, the open interest changed by 11 which increased total open position to 21
On 6 Nov IRFC was trading at 120.25. The strike last trading price was 2.15, which was 0.27 higher than the previous day. The implied volatity was 27.09, the open interest changed by 2 which increased total open position to 9
On 4 Nov IRFC was trading at 122.24. The strike last trading price was 1.89, which was 0.29 higher than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 6
On 3 Nov IRFC was trading at 123.10. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 4
On 31 Oct IRFC was trading at 123.31. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Oct IRFC was trading at 123.95. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 2
On 29 Oct IRFC was trading at 125.09. The strike last trading price was 1.6, which was -3.4 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 0































































































































































































































