IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.06
Theta: -0.11
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 8 | 0 | 36.19 | 26 | -2 | 89 | |||
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| 9 Apr | 123.06 | 8 | -1.3 | 41.58 | 8 | 0 | 91 | |||
| 8 Apr | 124.41 | 9.3 | 0.95 | 44.70 | 55 | -19 | 91 | |||
| 7 Apr | 122.42 | 8.75 | -0.15 | 47.58 | 393 | 54 | 108 | |||
| 4 Apr | 124.84 | 8.9 | -3 | 17.20 | 8 | 0 | 58 | |||
| 3 Apr | 129.16 | 11.9 | 0.45 | - | 72 | 8 | 57 | |||
| 2 Apr | 127.48 | 11.45 | 2.5 | 32.71 | 64 | 9 | 47 | |||
| 1 Apr | 124.38 | 9.05 | 0.25 | 31.36 | 112 | 20 | 40 | |||
| 28 Mar | 124.42 | 8.75 | 0.6 | 30.93 | 88 | 10 | 20 | |||
| 27 Mar | 124.34 | 8.05 | 2.1 | 15.74 | 19 | -8 | 11 | |||
| 26 Mar | 128.39 | 5.85 | -0.6 | - | 14 | 7 | 15 | |||
| 25 Mar | 129.41 | 6.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 132.80 | 6.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 129.66 | 6.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 128.52 | 6.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 128.11 | 6.45 | 1.4 | - | 2 | 0 | 8 | |||
| 18 Mar | 121.80 | 5.05 | 0.5 | - | 15 | 5 | 7 | |||
| 17 Mar | 118.77 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 117.69 | 4.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 119.20 | 4.55 | 0.5 | 17.02 | 3 | -1 | 1 | |||
| 11 Mar | 119.30 | 4.05 | 0 | - | 1 | 0 | 1 | |||
| 10 Mar | 119.75 | 4.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 123.42 | 4.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 120.59 | 4.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 4.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 114.59 | 4.05 | -8.65 | 26.04 | 1 | 0 | 0 | |||
| 3 Mar | 111.13 | 12.7 | 0 | 3.30 | 0 | 0 | 0 | |||
| 28 Feb | 112.42 | 12.7 | 0 | 2.67 | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 117.5 expiring on 24APR2025
Delta for 117.5 CE is 0.82
Historical price for 117.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 36.19, the open interest changed by -2 which decreased total open position to 89
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 8, which was -1.3 lower than the previous day. The implied volatity was 41.58, the open interest changed by 0 which decreased total open position to 91
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 9.3, which was 0.95 higher than the previous day. The implied volatity was 44.70, the open interest changed by -19 which decreased total open position to 91
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 8.75, which was -0.15 lower than the previous day. The implied volatity was 47.58, the open interest changed by 54 which increased total open position to 108
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 8.9, which was -3 lower than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 58
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 11.9, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 57
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 11.45, which was 2.5 higher than the previous day. The implied volatity was 32.71, the open interest changed by 9 which increased total open position to 47
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 9.05, which was 0.25 higher than the previous day. The implied volatity was 31.36, the open interest changed by 20 which increased total open position to 40
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 8.75, which was 0.6 higher than the previous day. The implied volatity was 30.93, the open interest changed by 10 which increased total open position to 20
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 8.05, which was 2.1 higher than the previous day. The implied volatity was 15.74, the open interest changed by -8 which decreased total open position to 11
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 5.85, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 15
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 6.45, 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 24 Mar IRFC was trading at 132.80. The strike last trading price was 6.45, 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 21 Mar IRFC was trading at 129.66. The strike last trading price was 6.45, 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 20 Mar IRFC was trading at 128.52. The strike last trading price was 6.45, 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 19 Mar IRFC was trading at 128.11. The strike last trading price was 6.45, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 5.05, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 4.55, 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 13 Mar IRFC was trading at 117.69. The strike last trading price was 4.55, 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 12 Mar IRFC was trading at 119.20. The strike last trading price was 4.55, which was 0.5 higher than the previous day. The implied volatity was 17.02, the open interest changed by -1 which decreased total open position to 1
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 4.05, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 4.05, 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 6 Mar IRFC was trading at 120.59. The strike last trading price was 4.05, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 4.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 4.05, which was -8.65 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 0
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
| IRFC 24APR2025 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.07
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 1.55 | -1.15 | 46.05 | 144 | 43 | 256 |
| 9 Apr | 123.06 | 2.8 | 0.35 | 55.57 | 109 | -4 | 212 |
| 8 Apr | 124.41 | 2.35 | -1.4 | 52.69 | 272 | 28 | 213 |
| 7 Apr | 122.42 | 3.4 | 1.55 | 58.66 | 564 | 67 | 186 |
| 4 Apr | 124.84 | 1.8 | 0.75 | 44.45 | 74 | -2 | 120 |
| 3 Apr | 129.16 | 0.95 | -0.65 | 41.02 | 93 | -16 | 122 |
| 2 Apr | 127.48 | 1.6 | -1.05 | 44.74 | 120 | 6 | 139 |
| 1 Apr | 124.38 | 2.65 | -0.55 | 47.91 | 103 | 24 | 124 |
| 28 Mar | 124.42 | 3.2 | -0.9 | 47.57 | 156 | 34 | 100 |
| 27 Mar | 124.34 | 3.75 | -2.1 | 52.63 | 43 | 11 | 66 |
| 26 Mar | 128.39 | 6 | 1.95 | 77.05 | 27 | 9 | 55 |
| 25 Mar | 129.41 | 4.05 | 1.1 | 63.97 | 25 | 16 | 45 |
| 24 Mar | 132.80 | 2.95 | -1.8 | 61.62 | 27 | -11 | 30 |
| 21 Mar | 129.66 | 4.75 | 0 | 0.00 | 0 | 41 | 0 |
| 20 Mar | 128.52 | 4.75 | -3.8 | 62.99 | 52 | 23 | 23 |
| 19 Mar | 128.11 | 8.55 | 0 | 9.61 | 0 | 0 | 0 |
| 18 Mar | 121.80 | 8.55 | 0 | 5.02 | 0 | 0 | 0 |
| 17 Mar | 118.77 | 8.55 | 0 | 2.16 | 0 | 0 | 0 |
| 13 Mar | 117.69 | 8.55 | 0 | 1.42 | 0 | 0 | 0 |
| 12 Mar | 119.20 | 8.55 | 0 | 2.50 | 0 | 0 | 0 |
| 11 Mar | 119.30 | 8.55 | 0 | 3.42 | 0 | 0 | 0 |
| 10 Mar | 119.75 | 8.55 | 0 | 2.76 | 0 | 0 | 0 |
| 7 Mar | 123.42 | 8.55 | 0 | 5.58 | 0 | 0 | 0 |
| 6 Mar | 120.59 | 8.55 | 0 | 3.59 | 0 | 0 | 0 |
| 5 Mar | 117.73 | 8.55 | 0 | 1.80 | 0 | 0 | 0 |
| 4 Mar | 114.59 | 8.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 111.13 | 8.55 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 112.42 | 8.55 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 117.5 expiring on 24APR2025
Delta for 117.5 PE is -0.23
Historical price for 117.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 1.55, which was -1.15 lower than the previous day. The implied volatity was 46.05, the open interest changed by 43 which increased total open position to 256
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 55.57, the open interest changed by -4 which decreased total open position to 212
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 2.35, which was -1.4 lower than the previous day. The implied volatity was 52.69, the open interest changed by 28 which increased total open position to 213
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 3.4, which was 1.55 higher than the previous day. The implied volatity was 58.66, the open interest changed by 67 which increased total open position to 186
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 44.45, the open interest changed by -2 which decreased total open position to 120
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 41.02, the open interest changed by -16 which decreased total open position to 122
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 1.6, which was -1.05 lower than the previous day. The implied volatity was 44.74, the open interest changed by 6 which increased total open position to 139
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 47.91, the open interest changed by 24 which increased total open position to 124
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 3.2, which was -0.9 lower than the previous day. The implied volatity was 47.57, the open interest changed by 34 which increased total open position to 100
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 3.75, which was -2.1 lower than the previous day. The implied volatity was 52.63, the open interest changed by 11 which increased total open position to 66
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 6, which was 1.95 higher than the previous day. The implied volatity was 77.05, the open interest changed by 9 which increased total open position to 55
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 4.05, which was 1.1 higher than the previous day. The implied volatity was 63.97, the open interest changed by 16 which increased total open position to 45
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 2.95, which was -1.8 lower than the previous day. The implied volatity was 61.62, the open interest changed by -11 which decreased total open position to 30
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 4.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 4.75, which was -3.8 lower than the previous day. The implied volatity was 62.99, the open interest changed by 23 which increased total open position to 23
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 8.55, 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 Mar IRFC was trading at 111.13. The strike last trading price was 8.55, 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 Feb IRFC was trading at 112.42. The strike last trading price was 8.55, 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
