[--[65.84.65.76]--]

IRFC

Indian Railway Fin Corp L
113.85 -1.00 (-0.87%)
L: 113.75 H: 115.19

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Historical option data for IRFC

05 Dec 2025 02:48 PM IST
IRFC 30-DEC-2025 117 CE
Delta: 0.35
Vega: 0.11
Theta: -0.05
Gamma: 0.06
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 113.79 1.36 -0.58 19.76 122 22 297
4 Dec 114.85 1.95 -0.04 21.28 203 -27 281
3 Dec 114.71 2.11 -0.75 21.94 717 153 308
2 Dec 116.42 2.84 -0.64 20.12 134 55 156
1 Dec 117.09 3.43 -0.44 21.86 76 23 100
28 Nov 117.57 3.75 -0.39 22.10 65 -2 77
27 Nov 117.96 4.18 -0.09 22.15 67 2 79
26 Nov 118.08 4.23 0.44 20.96 88 -13 77
25 Nov 116.74 3.82 -0.19 23.26 147 45 89
24 Nov 116.90 3.98 -1.12 23.06 71 40 41
21 Nov 119.09 5.1 -1.8 20.43 1 0 2
20 Nov 120.08 6.9 0.3 27.59 1 0 1
19 Nov 120.85 6.6 -6.2 21.07 1 0 0
18 Nov 120.82 12.8 0 - 0 0 0
17 Nov 122.50 12.8 0 - 0 0 0
14 Nov 121.01 12.8 0 - 0 0 0
13 Nov 120.75 12.8 0 - 0 0 0
12 Nov 121.59 12.8 0 - 0 0 0
11 Nov 121.61 12.8 0 - 0 0 0
10 Nov 120.77 12.8 0 - 0 0 0
7 Nov 121.36 12.8 0 - 0 0 0
6 Nov 120.25 12.8 0 - 0 0 0
4 Nov 122.24 12.8 0 - 0 0 0
3 Nov 123.10 12.8 0 - 0 0 0
31 Oct 123.31 12.8 0 - 0 0 0
30 Oct 123.95 12.8 0 - 0 0 0
29 Oct 125.09 12.8 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 117 expiring on 30DEC2025

Delta for 117 CE is 0.35

Historical price for 117 CE is as follows

On 5 Dec IRFC was trading at 113.79. The strike last trading price was 1.36, which was -0.58 lower than the previous day. The implied volatity was 19.76, the open interest changed by 22 which increased total open position to 297


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 1.95, which was -0.04 lower than the previous day. The implied volatity was 21.28, the open interest changed by -27 which decreased total open position to 281


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 2.11, which was -0.75 lower than the previous day. The implied volatity was 21.94, the open interest changed by 153 which increased total open position to 308


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 2.84, which was -0.64 lower than the previous day. The implied volatity was 20.12, the open interest changed by 55 which increased total open position to 156


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 3.43, which was -0.44 lower than the previous day. The implied volatity was 21.86, the open interest changed by 23 which increased total open position to 100


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 3.75, which was -0.39 lower than the previous day. The implied volatity was 22.10, the open interest changed by -2 which decreased total open position to 77


On 27 Nov IRFC was trading at 117.96. The strike last trading price was 4.18, which was -0.09 lower than the previous day. The implied volatity was 22.15, the open interest changed by 2 which increased total open position to 79


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 4.23, which was 0.44 higher than the previous day. The implied volatity was 20.96, the open interest changed by -13 which decreased total open position to 77


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 3.82, which was -0.19 lower than the previous day. The implied volatity was 23.26, the open interest changed by 45 which increased total open position to 89


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 3.98, which was -1.12 lower than the previous day. The implied volatity was 23.06, the open interest changed by 40 which increased total open position to 41


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 5.1, which was -1.8 lower than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 2


On 20 Nov IRFC was trading at 120.08. The strike last trading price was 6.9, which was 0.3 higher than the previous day. The implied volatity was 27.59, the open interest changed by 0 which decreased total open position to 1


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 6.6, which was -6.2 lower than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 0


On 18 Nov IRFC was trading at 120.82. The strike last trading price was 12.8, 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 17 Nov IRFC was trading at 122.50. The strike last trading price was 12.8, 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 Nov IRFC was trading at 121.01. The strike last trading price was 12.8, 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 Nov IRFC was trading at 120.75. The strike last trading price was 12.8, 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 Nov IRFC was trading at 121.59. The strike last trading price was 12.8, 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 11 Nov IRFC was trading at 121.61. The strike last trading price was 12.8, 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 10 Nov IRFC was trading at 120.77. The strike last trading price was 12.8, 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 Nov IRFC was trading at 121.36. The strike last trading price was 12.8, 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 Nov IRFC was trading at 120.25. The strike last trading price was 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 12.8, 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 117 PE
Delta: -0.66
Vega: 0.11
Theta: -0.02
Gamma: 0.07
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 113.79 3.6 0.24 18.20 1 0 128
4 Dec 114.85 3.36 -0.59 20.87 12 -2 129
3 Dec 114.71 3.67 0.81 23.35 74 8 131
2 Dec 116.42 2.88 0.33 24.28 28 2 123
1 Dec 117.09 2.55 0.15 23.29 30 -2 121
28 Nov 117.57 2.44 0.09 22.18 53 10 122
27 Nov 117.96 2.37 0.04 23.20 61 1 111
26 Nov 118.08 2.35 -1.04 23.48 33 12 109
25 Nov 116.74 3.21 -0.24 25.40 94 35 97
24 Nov 116.90 3.32 0.85 26.58 86 37 60
21 Nov 119.09 2.7 0.41 27.30 3 2 23
20 Nov 120.08 2.28 -0.12 26.58 6 4 21
19 Nov 120.85 2.4 0.61 28.70 4 0 14
18 Nov 120.82 1.79 -0.57 - 0 0 0
17 Nov 122.50 1.79 -0.57 27.36 3 0 14
14 Nov 121.01 2.36 0.26 27.46 13 5 11
13 Nov 120.75 2.1 -0.68 - 0 2 0
12 Nov 121.59 2.1 -0.68 26.36 2 1 5
11 Nov 121.61 2.78 0.38 30.78 2 0 2
10 Nov 120.77 2.4 -3.4 26.50 2 0 0
7 Nov 121.36 5.8 0 4.58 0 0 0
6 Nov 120.25 5.8 0 3.60 0 0 0
4 Nov 122.24 5.8 0 4.98 0 0 0
3 Nov 123.10 5.8 0 5.46 0 0 0
31 Oct 123.31 5.8 0 - 0 0 0
30 Oct 123.95 5.8 0 5.91 0 0 0
29 Oct 125.09 5.8 0 6.62 0 0 0


For Indian Railway Fin Corp L - strike price 117 expiring on 30DEC2025

Delta for 117 PE is -0.66

Historical price for 117 PE is as follows

On 5 Dec IRFC was trading at 113.79. The strike last trading price was 3.6, which was 0.24 higher than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 128


On 4 Dec IRFC was trading at 114.85. The strike last trading price was 3.36, which was -0.59 lower than the previous day. The implied volatity was 20.87, the open interest changed by -2 which decreased total open position to 129


On 3 Dec IRFC was trading at 114.71. The strike last trading price was 3.67, which was 0.81 higher than the previous day. The implied volatity was 23.35, the open interest changed by 8 which increased total open position to 131


On 2 Dec IRFC was trading at 116.42. The strike last trading price was 2.88, which was 0.33 higher than the previous day. The implied volatity was 24.28, the open interest changed by 2 which increased total open position to 123


On 1 Dec IRFC was trading at 117.09. The strike last trading price was 2.55, which was 0.15 higher than the previous day. The implied volatity was 23.29, the open interest changed by -2 which decreased total open position to 121


On 28 Nov IRFC was trading at 117.57. The strike last trading price was 2.44, which was 0.09 higher than the previous day. The implied volatity was 22.18, the open interest changed by 10 which increased total open position to 122


On 27 Nov IRFC was trading at 117.96. The strike last trading price was 2.37, which was 0.04 higher than the previous day. The implied volatity was 23.20, the open interest changed by 1 which increased total open position to 111


On 26 Nov IRFC was trading at 118.08. The strike last trading price was 2.35, which was -1.04 lower than the previous day. The implied volatity was 23.48, the open interest changed by 12 which increased total open position to 109


On 25 Nov IRFC was trading at 116.74. The strike last trading price was 3.21, which was -0.24 lower than the previous day. The implied volatity was 25.40, the open interest changed by 35 which increased total open position to 97


On 24 Nov IRFC was trading at 116.90. The strike last trading price was 3.32, which was 0.85 higher than the previous day. The implied volatity was 26.58, the open interest changed by 37 which increased total open position to 60


On 21 Nov IRFC was trading at 119.09. The strike last trading price was 2.7, which was 0.41 higher than the previous day. The implied volatity was 27.30, the open interest changed by 2 which increased total open position to 23


On 20 Nov IRFC was trading at 120.08. The strike last trading price was 2.28, which was -0.12 lower than the previous day. The implied volatity was 26.58, the open interest changed by 4 which increased total open position to 21


On 19 Nov IRFC was trading at 120.85. The strike last trading price was 2.4, which was 0.61 higher than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 14


On 18 Nov IRFC was trading at 120.82. The strike last trading price was 1.79, which was -0.57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov IRFC was trading at 122.50. The strike last trading price was 1.79, which was -0.57 lower than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 14


On 14 Nov IRFC was trading at 121.01. The strike last trading price was 2.36, which was 0.26 higher than the previous day. The implied volatity was 27.46, the open interest changed by 5 which increased total open position to 11


On 13 Nov IRFC was trading at 120.75. The strike last trading price was 2.1, which was -0.68 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov IRFC was trading at 121.59. The strike last trading price was 2.1, which was -0.68 lower than the previous day. The implied volatity was 26.36, the open interest changed by 1 which increased total open position to 5


On 11 Nov IRFC was trading at 121.61. The strike last trading price was 2.78, which was 0.38 higher than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 2


On 10 Nov IRFC was trading at 120.77. The strike last trading price was 2.4, which was -3.4 lower than the previous day. The implied volatity was 26.50, the open interest changed by 0 which decreased total open position to 0


On 7 Nov IRFC was trading at 121.36. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 4.58, 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 5.8, which was 0 lower than the previous day. The implied volatity was 3.60, 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 5.8, which was 0 lower than the previous day. The implied volatity was 4.98, 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 5.8, which was 0 lower than the previous day. The implied volatity was 5.46, 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 5.8, 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 5.8, which was 0 lower than the previous day. The implied volatity was 5.91, 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 5.8, which was 0 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0