IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
08 Apr 2025 05:54 PM IST
IRFC 24APR2025 120 CE | ||||||||||
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Delta: 0.70
Vega: 0.09
Theta: -0.14
Gamma: 0.03
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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 | |||
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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 | |||||||
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Delta: -0.33
Vega: 0.09
Theta: -0.14
Gamma: 0.03
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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