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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

124.41 1.99 (1.63%)

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Historical option data for IRFC

08 Apr 2025 05:54 PM IST
IRFC 24APR2025 120 CE
Delta: 0.70
Vega: 0.09
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 7.35 0.5 42.32 304 11 327
7 Apr 122.42 7.35 0.55 49.55 1,405 38 318
4 Apr 124.84 7.15 -2.85 25.83 137 53 280
3 Apr 129.16 10 0.5 15.20 98 -29 227
2 Apr 127.48 9.6 2.2 35.65 431 2 258
1 Apr 124.38 7.4 0.05 33.33 475 5 256
28 Mar 124.42 7.3 0.2 33.60 528 -7 251
27 Mar 124.34 7.65 2.65 32.89 399 -33 260
26 Mar 128.39 4.9 -2.9 - 295 116 292
25 Mar 129.41 7.7 -2.2 - 78 -7 176
24 Mar 132.80 9.95 2.3 - 163 -37 184
21 Mar 129.66 7.65 0.65 - 57 15 223
20 Mar 128.52 6.9 -0.4 - 174 4 207
19 Mar 128.11 7.4 3.1 - 304 9 206
18 Mar 121.80 4.35 1.15 14.96 189 -27 198
17 Mar 118.77 3.15 0.25 20.80 248 9 226
13 Mar 117.69 2.9 -1 22.85 101 59 216
12 Mar 119.20 3.85 0 22.40 89 38 157
11 Mar 119.30 3.9 0.3 17.26 80 14 121
10 Mar 119.75 3.35 -2.4 17.37 93 29 106
7 Mar 123.42 5.7 2.25 11.94 128 -3 77
6 Mar 120.59 3.4 0.15 12.14 55 12 80
5 Mar 117.73 3.25 0.5 19.08 67 13 68
4 Mar 114.59 2.7 -31.75 24.02 101 55 55
3 Mar 111.13 34.45 0 5.05 0 0 0
28 Feb 112.42 34.45 0 4.39 0 0 0
27 Feb 120.36 34.45 0 - 0 0 0
26 Feb 123.26 34.45 0 - 0 0 0
25 Feb 123.26 34.45 0 - 0 0 0
19 Feb 124.27 34.45 0 - 0 0 0
18 Feb 119.27 34.45 0 - 0 0 0
17 Feb 121.78 34.45 0 - 0 0 0
5 Feb 137.93 34.45 0 - 0 0 0
4 Feb 137.84 34.45 0 - 0 0 0
3 Feb 136.84 34.45 0 - 0 0 0
1 Feb 141.22 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 120 expiring on 24APR2025

Delta for 120 CE is 0.70

Historical price for 120 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 7.35, which was 0.5 higher than the previous day. The implied volatity was 42.32, the open interest changed by 11 which increased total open position to 327


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 7.35, which was 0.55 higher than the previous day. The implied volatity was 49.55, the open interest changed by 38 which increased total open position to 318


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 7.15, which was -2.85 lower than the previous day. The implied volatity was 25.83, the open interest changed by 53 which increased total open position to 280


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 10, which was 0.5 higher than the previous day. The implied volatity was 15.20, the open interest changed by -29 which decreased total open position to 227


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 9.6, which was 2.2 higher than the previous day. The implied volatity was 35.65, the open interest changed by 2 which increased total open position to 258


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 7.4, which was 0.05 higher than the previous day. The implied volatity was 33.33, the open interest changed by 5 which increased total open position to 256


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 7.3, which was 0.2 higher than the previous day. The implied volatity was 33.60, the open interest changed by -7 which decreased total open position to 251


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 7.65, which was 2.65 higher than the previous day. The implied volatity was 32.89, the open interest changed by -33 which decreased total open position to 260


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 4.9, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 292


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 7.7, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 176


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 9.95, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 184


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 7.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 223


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 6.9, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 207


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 7.4, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 206


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 4.35, which was 1.15 higher than the previous day. The implied volatity was 14.96, the open interest changed by -27 which decreased total open position to 198


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 3.15, which was 0.25 higher than the previous day. The implied volatity was 20.80, the open interest changed by 9 which increased total open position to 226


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 2.9, which was -1 lower than the previous day. The implied volatity was 22.85, the open interest changed by 59 which increased total open position to 216


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 22.40, the open interest changed by 38 which increased total open position to 157


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 17.26, the open interest changed by 14 which increased total open position to 121


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 3.35, which was -2.4 lower than the previous day. The implied volatity was 17.37, the open interest changed by 29 which increased total open position to 106


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 5.7, which was 2.25 higher than the previous day. The implied volatity was 11.94, the open interest changed by -3 which decreased total open position to 77


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was 12.14, the open interest changed by 12 which increased total open position to 80


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 3.25, which was 0.5 higher than the previous day. The implied volatity was 19.08, the open interest changed by 13 which increased total open position to 68


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 2.7, which was -31.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 55 which increased total open position to 55


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 34.45, which was 0 lower than the previous day. The implied volatity was 5.05, 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 34.45, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 34.45, 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 Feb IRFC was trading at 123.26. The strike last trading price was 34.45, 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 25 Feb IRFC was trading at 123.26. The strike last trading price was 34.45, 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 19 Feb IRFC was trading at 124.27. The strike last trading price was 34.45, 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 18 Feb IRFC was trading at 119.27. The strike last trading price was 34.45, 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 Feb IRFC was trading at 121.78. The strike last trading price was 34.45, 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 Feb IRFC was trading at 137.93. The strike last trading price was 34.45, 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 Feb IRFC was trading at 137.84. The strike last trading price was 34.45, 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 Feb IRFC was trading at 136.84. The strike last trading price was 34.45, 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 Feb IRFC was trading at 141.22. The strike last trading price was 0, 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


IRFC 24APR2025 120 PE
Delta: -0.33
Vega: 0.09
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 3.05 -1.65 51.22 593 12 687
7 Apr 122.42 4.55 1.9 60.37 1,349 -26 677
4 Apr 124.84 2.35 0.9 42.69 715 22 703
3 Apr 129.16 1.45 -0.75 41.30 638 49 684
2 Apr 127.48 2.15 -1.4 43.64 779 26 636
1 Apr 124.38 3.45 -0.65 47.43 585 -3 609
28 Mar 124.42 4.1 -1.05 47.38 819 123 612
27 Mar 124.34 4.7 -2.7 52.68 335 59 490
26 Mar 128.39 7.5 2.4 80.91 368 91 429
25 Mar 129.41 5.15 1.25 65.95 479 22 334
24 Mar 132.80 3.9 -1.15 63.85 394 67 312
21 Mar 129.66 5.05 -0.75 62.78 140 54 245
20 Mar 128.52 6 0.55 65.41 191 82 190
19 Mar 128.11 5.25 -2.8 60.01 122 51 108
18 Mar 121.80 7.9 -3.75 62.10 55 -4 57
17 Mar 118.77 11.65 0.15 76.23 59 31 60
13 Mar 117.69 11.5 0 0.00 0 0 0
12 Mar 119.20 11.5 0 72.12 1 0 29
11 Mar 119.30 11.5 0 75.25 4 0 29
10 Mar 119.75 11.5 2.2 71.78 6 1 29
7 Mar 123.42 9.3 -4.3 67.24 38 23 28
6 Mar 120.59 13.6 9.35 84.32 6 4 4
5 Mar 117.73 4.25 0 - 0 0 0
4 Mar 114.59 4.25 0 - 0 0 0
3 Mar 111.13 4.25 0 - 0 0 0
28 Feb 112.42 4.25 0 - 0 0 0
27 Feb 120.36 4.25 0 1.47 0 0 0
26 Feb 123.26 4.25 0 3.54 0 0 0
25 Feb 123.26 4.25 0 3.54 0 0 0
19 Feb 124.27 4.25 0 4.10 0 0 0
18 Feb 119.27 4.25 0 0.75 0 0 0
17 Feb 121.78 4.25 0 2.70 0 0 0
5 Feb 137.93 4.25 0 10.77 0 0 0
4 Feb 137.84 4.25 0 10.04 0 0 0
3 Feb 136.84 4.25 0 8.97 0 0 0
1 Feb 141.22 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 120 expiring on 24APR2025

Delta for 120 PE is -0.33

Historical price for 120 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 3.05, which was -1.65 lower than the previous day. The implied volatity was 51.22, the open interest changed by 12 which increased total open position to 687


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 4.55, which was 1.9 higher than the previous day. The implied volatity was 60.37, the open interest changed by -26 which decreased total open position to 677


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 2.35, which was 0.9 higher than the previous day. The implied volatity was 42.69, the open interest changed by 22 which increased total open position to 703


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 41.30, the open interest changed by 49 which increased total open position to 684


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 2.15, which was -1.4 lower than the previous day. The implied volatity was 43.64, the open interest changed by 26 which increased total open position to 636


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 47.43, the open interest changed by -3 which decreased total open position to 609


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 4.1, which was -1.05 lower than the previous day. The implied volatity was 47.38, the open interest changed by 123 which increased total open position to 612


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 4.7, which was -2.7 lower than the previous day. The implied volatity was 52.68, the open interest changed by 59 which increased total open position to 490


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 7.5, which was 2.4 higher than the previous day. The implied volatity was 80.91, the open interest changed by 91 which increased total open position to 429


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 5.15, which was 1.25 higher than the previous day. The implied volatity was 65.95, the open interest changed by 22 which increased total open position to 334


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 3.9, which was -1.15 lower than the previous day. The implied volatity was 63.85, the open interest changed by 67 which increased total open position to 312


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 5.05, which was -0.75 lower than the previous day. The implied volatity was 62.78, the open interest changed by 54 which increased total open position to 245


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 6, which was 0.55 higher than the previous day. The implied volatity was 65.41, the open interest changed by 82 which increased total open position to 190


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 5.25, which was -2.8 lower than the previous day. The implied volatity was 60.01, the open interest changed by 51 which increased total open position to 108


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 7.9, which was -3.75 lower than the previous day. The implied volatity was 62.10, the open interest changed by -4 which decreased total open position to 57


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 11.65, which was 0.15 higher than the previous day. The implied volatity was 76.23, the open interest changed by 31 which increased total open position to 60


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 11.5, 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 11.5, which was 0 lower than the previous day. The implied volatity was 72.12, the open interest changed by 0 which decreased total open position to 29


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 75.25, the open interest changed by 0 which decreased total open position to 29


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 11.5, which was 2.2 higher than the previous day. The implied volatity was 71.78, the open interest changed by 1 which increased total open position to 29


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 9.3, which was -4.3 lower than the previous day. The implied volatity was 67.24, the open interest changed by 23 which increased total open position to 28


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 13.6, which was 9.35 higher than the previous day. The implied volatity was 84.32, the open interest changed by 4 which increased total open position to 4


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 4.25, 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 Mar IRFC was trading at 114.59. The strike last trading price was 4.25, 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 4.25, 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 4.25, 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 Feb IRFC was trading at 120.36. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 10.77, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 10.04, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 0, 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