IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
04 Feb 2026 11:03 AM IST
| IRFC 24-FEB-2026 117 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.11
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 115.94 | 3.44 | 0.37 | 33.63 | 745 | 44 | 411 | |||||||||
| 3 Feb | 115.12 | 3.12 | -0.23 | 33.23 | 1,287 | 93 | 373 | |||||||||
| 2 Feb | 114.93 | 3.65 | 0.14 | 36.34 | 660 | 33 | 282 | |||||||||
| 1 Feb | 113.54 | 3.35 | -3.94 | 39.25 | 472 | 106 | 248 | |||||||||
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| 30 Jan | 120.10 | 7.16 | 0.07 | 40.09 | 14 | -2 | 142 | |||||||||
| 29 Jan | 120.06 | 7.06 | -0.26 | 40.07 | 56 | -6 | 146 | |||||||||
| 28 Jan | 120.15 | 7.88 | 3.2 | 40.64 | 748 | -57 | 161 | |||||||||
| 27 Jan | 114.61 | 5.07 | 0.75 | 43.54 | 367 | 25 | 218 | |||||||||
| 23 Jan | 114.15 | 4.35 | -1.45 | 38.38 | 297 | 84 | 191 | |||||||||
| 22 Jan | 117.02 | 6.06 | 1.53 | 37.29 | 181 | 44 | 107 | |||||||||
| 21 Jan | 115.14 | 4.53 | -0.56 | 33.12 | 48 | 25 | 62 | |||||||||
| 20 Jan | 116.13 | 5.17 | -2.41 | 34.22 | 66 | 31 | 36 | |||||||||
| 19 Jan | 120.90 | 7.58 | -5.76 | 33.9 | 8 | 2 | 2 | |||||||||
| 16 Jan | 122.19 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 122.01 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 121.33 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 122.63 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 121.25 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 124.27 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 128.04 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 127.22 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 127.60 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 128.48 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 125.79 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 124.62 | 13.34 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 117 expiring on 24FEB2026
Delta for 117 CE is 0.5
Historical price for 117 CE is as follows
On 4 Feb IRFC was trading at 115.94. The strike last trading price was 3.44, which was 0.37 higher than the previous day. The implied volatity was 33.63, the open interest changed by 44 which increased total open position to 411
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 3.12, which was -0.23 lower than the previous day. The implied volatity was 33.23, the open interest changed by 93 which increased total open position to 373
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 3.65, which was 0.14 higher than the previous day. The implied volatity was 36.34, the open interest changed by 33 which increased total open position to 282
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 3.35, which was -3.94 lower than the previous day. The implied volatity was 39.25, the open interest changed by 106 which increased total open position to 248
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 7.16, which was 0.07 higher than the previous day. The implied volatity was 40.09, the open interest changed by -2 which decreased total open position to 142
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 7.06, which was -0.26 lower than the previous day. The implied volatity was 40.07, the open interest changed by -6 which decreased total open position to 146
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 7.88, which was 3.2 higher than the previous day. The implied volatity was 40.64, the open interest changed by -57 which decreased total open position to 161
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 5.07, which was 0.75 higher than the previous day. The implied volatity was 43.54, the open interest changed by 25 which increased total open position to 218
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 4.35, which was -1.45 lower than the previous day. The implied volatity was 38.38, the open interest changed by 84 which increased total open position to 191
On 22 Jan IRFC was trading at 117.02. The strike last trading price was 6.06, which was 1.53 higher than the previous day. The implied volatity was 37.29, the open interest changed by 44 which increased total open position to 107
On 21 Jan IRFC was trading at 115.14. The strike last trading price was 4.53, which was -0.56 lower than the previous day. The implied volatity was 33.12, the open interest changed by 25 which increased total open position to 62
On 20 Jan IRFC was trading at 116.13. The strike last trading price was 5.17, which was -2.41 lower than the previous day. The implied volatity was 34.22, the open interest changed by 31 which increased total open position to 36
On 19 Jan IRFC was trading at 120.90. The strike last trading price was 7.58, which was -5.76 lower than the previous day. The implied volatity was 33.9, the open interest changed by 2 which increased total open position to 2
On 16 Jan IRFC was trading at 122.19. The strike last trading price was 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 13.34, 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 117 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.11
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 115.94 | 4.5 | -0.42 | 39.2 | 119 | -72 | 278 |
| 3 Feb | 115.12 | 4.99 | -0.34 | 39.52 | 522 | 163 | 354 |
| 2 Feb | 114.93 | 5 | -2.61 | 39.64 | 97 | -5 | 192 |
| 1 Feb | 113.54 | 7.78 | 4.03 | 55.77 | 303 | 28 | 199 |
| 30 Jan | 120.10 | 3.81 | -0.15 | 45.08 | 169 | 28 | 168 |
| 29 Jan | 120.06 | 4.03 | 0.1 | 45.12 | 104 | 16 | 140 |
| 28 Jan | 120.15 | 3.64 | -2.76 | 44.13 | 260 | 19 | 125 |
| 27 Jan | 114.61 | 6.3 | -1.4 | 45.3 | 36 | 6 | 106 |
| 23 Jan | 114.15 | 7.77 | 2.27 | 50.2 | 185 | 29 | 101 |
| 22 Jan | 117.02 | 5.32 | -0.51 | 43.5 | 98 | 68 | 71 |
| 21 Jan | 115.14 | 5.83 | 0 | 39.57 | 1 | 0 | 3 |
| 20 Jan | 116.13 | 5.83 | 1.16 | 42.44 | 5 | 3 | 3 |
| 19 Jan | 120.90 | 4.67 | 0 | 4.02 | 0 | 0 | 0 |
| 16 Jan | 122.19 | 4.67 | 0 | 5.4 | 0 | 0 | 0 |
| 14 Jan | 122.01 | 4.67 | 0 | 5.37 | 0 | 0 | 0 |
| 13 Jan | 121.33 | 4.67 | 0 | 5.12 | 0 | 0 | 0 |
| 12 Jan | 122.63 | 4.67 | 0 | 5.73 | 0 | 0 | 0 |
| 9 Jan | 121.25 | 4.67 | 0 | 4.49 | 0 | 0 | 0 |
| 8 Jan | 124.27 | 4.67 | 0 | 6.32 | 0 | 0 | 0 |
| 7 Jan | 128.04 | 4.67 | 0 | 8.78 | 0 | 0 | 0 |
| 6 Jan | 127.22 | 4.67 | 0 | 8.18 | 0 | 0 | 0 |
| 5 Jan | 127.60 | 4.67 | 0 | 8.38 | 0 | 0 | 0 |
| 2 Jan | 128.48 | 4.67 | 0 | 8.73 | 0 | 0 | 0 |
| 1 Jan | 125.79 | 4.67 | 0 | 7.36 | 0 | 0 | 0 |
| 31 Dec | 124.62 | 4.67 | 0 | 6.52 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 117 expiring on 24FEB2026
Delta for 117 PE is -0.5
Historical price for 117 PE is as follows
On 4 Feb IRFC was trading at 115.94. The strike last trading price was 4.5, which was -0.42 lower than the previous day. The implied volatity was 39.2, the open interest changed by -72 which decreased total open position to 278
On 3 Feb IRFC was trading at 115.12. The strike last trading price was 4.99, which was -0.34 lower than the previous day. The implied volatity was 39.52, the open interest changed by 163 which increased total open position to 354
On 2 Feb IRFC was trading at 114.93. The strike last trading price was 5, which was -2.61 lower than the previous day. The implied volatity was 39.64, the open interest changed by -5 which decreased total open position to 192
On 1 Feb IRFC was trading at 113.54. The strike last trading price was 7.78, which was 4.03 higher than the previous day. The implied volatity was 55.77, the open interest changed by 28 which increased total open position to 199
On 30 Jan IRFC was trading at 120.10. The strike last trading price was 3.81, which was -0.15 lower than the previous day. The implied volatity was 45.08, the open interest changed by 28 which increased total open position to 168
On 29 Jan IRFC was trading at 120.06. The strike last trading price was 4.03, which was 0.1 higher than the previous day. The implied volatity was 45.12, the open interest changed by 16 which increased total open position to 140
On 28 Jan IRFC was trading at 120.15. The strike last trading price was 3.64, which was -2.76 lower than the previous day. The implied volatity was 44.13, the open interest changed by 19 which increased total open position to 125
On 27 Jan IRFC was trading at 114.61. The strike last trading price was 6.3, which was -1.4 lower than the previous day. The implied volatity was 45.3, the open interest changed by 6 which increased total open position to 106
On 23 Jan IRFC was trading at 114.15. The strike last trading price was 7.77, which was 2.27 higher than the previous day. The implied volatity was 50.2, the open interest changed by 29 which increased total open position to 101
On 22 Jan IRFC was trading at 117.02. The strike last trading price was 5.32, which was -0.51 lower than the previous day. The implied volatity was 43.5, the open interest changed by 68 which increased total open position to 71
On 21 Jan IRFC was trading at 115.14. The strike last trading price was 5.83, which was 0 lower than the previous day. The implied volatity was 39.57, the open interest changed by 0 which decreased total open position to 3
On 20 Jan IRFC was trading at 116.13. The strike last trading price was 5.83, which was 1.16 higher than the previous day. The implied volatity was 42.44, the open interest changed by 3 which increased total open position to 3
On 19 Jan IRFC was trading at 120.90. The strike last trading price was 4.67, which was 0 lower than the previous day. The implied volatity was 4.02, 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 4.67, which was 0 lower than the previous day. The implied volatity was 5.4, 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 4.67, which was 0 lower than the previous day. The implied volatity was 5.37, 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 4.67, which was 0 lower than the previous day. The implied volatity was 5.12, 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 4.67, which was 0 lower than the previous day. The implied volatity was 5.73, 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 4.67, which was 0 lower than the previous day. The implied volatity was 4.49, 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 4.67, which was 0 lower than the previous day. The implied volatity was 6.32, 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 4.67, which was 0 lower than the previous day. The implied volatity was 8.78, 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 4.67, which was 0 lower than the previous day. The implied volatity was 8.18, 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 4.67, which was 0 lower than the previous day. The implied volatity was 8.38, 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 4.67, which was 0 lower than the previous day. The implied volatity was 8.73, 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 4.67, which was 0 lower than the previous day. The implied volatity was 7.36, 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 4.67, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0






























































































































































































































