IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 0.09
Theta: -0.15
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 4.6 | -0.45 | 36.97 | 342 | 44 | 203 | |||
| 9 Apr | 123.06 | 5.1 | -0.65 | 44.04 | 151 | 29 | 158 | |||
| 8 Apr | 124.41 | 5.8 | 0.3 | 42.32 | 305 | 19 | 128 | |||
| 7 Apr | 122.42 | 5.65 | 0.3 | 46.61 | 617 | -14 | 108 | |||
| 4 Apr | 124.84 | 5.6 | -2.85 | 28.74 | 156 | 44 | 123 | |||
| 3 Apr | 129.16 | 8.55 | 0.75 | 30.33 | 102 | -20 | 80 | |||
| 2 Apr | 127.48 | 7.85 | 1.85 | 35.59 | 280 | -9 | 103 | |||
| 1 Apr | 124.38 | 6 | 0 | 35.04 | 252 | 17 | 109 | |||
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| 28 Mar | 124.42 | 6 | 0.3 | 35.25 | 199 | 18 | 92 | |||
| 27 Mar | 124.34 | 6.8 | 2.75 | 38.28 | 66 | 11 | 73 | |||
| 26 Mar | 128.39 | 4 | -3.75 | - | 25 | 18 | 62 | |||
| 25 Mar | 129.41 | 7.75 | -0.55 | 13.21 | 2 | 0 | 46 | |||
| 24 Mar | 132.80 | 8.3 | 2.15 | - | 12 | 0 | 47 | |||
| 21 Mar | 129.66 | 6.15 | 0.1 | - | 27 | 6 | 47 | |||
| 20 Mar | 128.52 | 6.05 | 0.05 | - | 26 | 4 | 38 | |||
| 19 Mar | 128.11 | 5.9 | 2.5 | - | 26 | 6 | 34 | |||
| 18 Mar | 121.80 | 3.5 | 0.9 | 19.65 | 31 | -6 | 28 | |||
| 17 Mar | 118.77 | 2.6 | -0.4 | 24.16 | 3 | 0 | 33 | |||
| 13 Mar | 117.69 | 3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 119.20 | 3 | 0 | 23.45 | 1 | 0 | 33 | |||
| 11 Mar | 119.30 | 3.1 | -0.15 | 20.23 | 6 | 1 | 34 | |||
| 10 Mar | 119.75 | 3.25 | -1.25 | 23.76 | 28 | -8 | 30 | |||
| 7 Mar | 123.42 | 4.5 | 1.95 | 16.32 | 9 | -2 | 38 | |||
| 6 Mar | 120.59 | 2.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 2.55 | 0 | 0.00 | 0 | 40 | 0 | |||
| 4 Mar | 114.59 | 2.55 | -7.8 | 28.08 | 58 | 36 | 36 | |||
| 3 Mar | 111.13 | 10.35 | 0 | 6.67 | 0 | 0 | 0 | |||
| 28 Feb | 112.42 | 10.35 | 0 | 6.02 | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 122.5 expiring on 24APR2025
Delta for 122.5 CE is 0.61
Historical price for 122.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 36.97, the open interest changed by 44 which increased total open position to 203
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 44.04, the open interest changed by 29 which increased total open position to 158
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was 42.32, the open interest changed by 19 which increased total open position to 128
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 5.65, which was 0.3 higher than the previous day. The implied volatity was 46.61, the open interest changed by -14 which decreased total open position to 108
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 5.6, which was -2.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 44 which increased total open position to 123
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 8.55, which was 0.75 higher than the previous day. The implied volatity was 30.33, the open interest changed by -20 which decreased total open position to 80
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 7.85, which was 1.85 higher than the previous day. The implied volatity was 35.59, the open interest changed by -9 which decreased total open position to 103
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 35.04, the open interest changed by 17 which increased total open position to 109
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 6, which was 0.3 higher than the previous day. The implied volatity was 35.25, the open interest changed by 18 which increased total open position to 92
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 6.8, which was 2.75 higher than the previous day. The implied volatity was 38.28, the open interest changed by 11 which increased total open position to 73
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 4, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 62
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 7.75, which was -0.55 lower than the previous day. The implied volatity was 13.21, the open interest changed by 0 which decreased total open position to 46
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 8.3, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 6.15, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 47
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 38
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 5.9, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 34
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 3.5, which was 0.9 higher than the previous day. The implied volatity was 19.65, the open interest changed by -6 which decreased total open position to 28
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 24.16, the open interest changed by 0 which decreased total open position to 33
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 3, 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 3, which was 0 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 33
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 34
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 3.25, which was -1.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by -8 which decreased total open position to 30
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 4.5, which was 1.95 higher than the previous day. The implied volatity was 16.32, the open interest changed by -2 which decreased total open position to 38
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 2.55, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 2.55, which was -7.8 lower than the previous day. The implied volatity was 28.08, the open interest changed by 36 which increased total open position to 36
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 6.67, 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 10.35, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
| IRFC 24APR2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.09
Theta: -0.14
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 3.2 | -1.45 | 45.12 | 500 | 68 | 375 |
| 9 Apr | 123.06 | 4.5 | 0.35 | 52.09 | 280 | 27 | 307 |
| 8 Apr | 124.41 | 4.05 | -1.75 | 51.14 | 383 | 33 | 280 |
| 7 Apr | 122.42 | 5.55 | 1.9 | 59.00 | 425 | -6 | 247 |
| 4 Apr | 124.84 | 3.4 | 1.35 | 44.14 | 278 | -4 | 254 |
| 3 Apr | 129.16 | 2 | -1 | 40.44 | 250 | 21 | 260 |
| 2 Apr | 127.48 | 2.9 | -1.65 | 43.48 | 399 | 63 | 239 |
| 1 Apr | 124.38 | 4.45 | -0.8 | 47.32 | 349 | 49 | 174 |
| 28 Mar | 124.42 | 5.25 | -1.45 | 47.95 | 225 | 57 | 125 |
| 27 Mar | 124.34 | 6.45 | -2.65 | 57.67 | 3 | 0 | 66 |
| 26 Mar | 128.39 | 9.25 | 2.6 | 85.65 | 18 | 3 | 66 |
| 25 Mar | 129.41 | 6.2 | 1.4 | 66.57 | 12 | 5 | 62 |
| 24 Mar | 132.80 | 4.8 | -1.7 | 64.60 | 11 | 0 | 52 |
| 21 Mar | 129.66 | 6.5 | -0.3 | 66.51 | 3 | 0 | 52 |
| 20 Mar | 128.52 | 6.8 | -4.35 | 63.90 | 54 | 4 | 4 |
| 19 Mar | 128.11 | 11.15 | 0 | 5.92 | 0 | 0 | 0 |
| 18 Mar | 121.80 | 11.15 | 0 | 0.88 | 0 | 0 | 0 |
| 17 Mar | 118.77 | 11.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 117.69 | 11.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 119.20 | 11.15 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 119.30 | 11.15 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 119.75 | 11.15 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 123.42 | 11.15 | 0 | 2.14 | 0 | 0 | 0 |
| 6 Mar | 120.59 | 11.15 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 117.73 | 11.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 114.59 | 11.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 111.13 | 11.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 112.42 | 11.15 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 122.5 expiring on 24APR2025
Delta for 122.5 PE is -0.40
Historical price for 122.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 3.2, which was -1.45 lower than the previous day. The implied volatity was 45.12, the open interest changed by 68 which increased total open position to 375
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 52.09, the open interest changed by 27 which increased total open position to 307
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 4.05, which was -1.75 lower than the previous day. The implied volatity was 51.14, the open interest changed by 33 which increased total open position to 280
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 5.55, which was 1.9 higher than the previous day. The implied volatity was 59.00, the open interest changed by -6 which decreased total open position to 247
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 3.4, which was 1.35 higher than the previous day. The implied volatity was 44.14, the open interest changed by -4 which decreased total open position to 254
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 40.44, the open interest changed by 21 which increased total open position to 260
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 2.9, which was -1.65 lower than the previous day. The implied volatity was 43.48, the open interest changed by 63 which increased total open position to 239
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 4.45, which was -0.8 lower than the previous day. The implied volatity was 47.32, the open interest changed by 49 which increased total open position to 174
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 5.25, which was -1.45 lower than the previous day. The implied volatity was 47.95, the open interest changed by 57 which increased total open position to 125
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 6.45, which was -2.65 lower than the previous day. The implied volatity was 57.67, the open interest changed by 0 which decreased total open position to 66
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 9.25, which was 2.6 higher than the previous day. The implied volatity was 85.65, the open interest changed by 3 which increased total open position to 66
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 6.2, which was 1.4 higher than the previous day. The implied volatity was 66.57, the open interest changed by 5 which increased total open position to 62
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 4.8, which was -1.7 lower than the previous day. The implied volatity was 64.60, the open interest changed by 0 which decreased total open position to 52
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 6.5, which was -0.3 lower than the previous day. The implied volatity was 66.51, the open interest changed by 0 which decreased total open position to 52
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 6.8, which was -4.35 lower than the previous day. The implied volatity was 63.90, the open interest changed by 4 which increased total open position to 4
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 5.92, 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 11.15, which was 0 lower than the previous day. The implied volatity was 0.88, 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 11.15, 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 Mar IRFC was trading at 117.69. The strike last trading price was 11.15, 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 Mar IRFC was trading at 119.20. The strike last trading price was 11.15, 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 Mar IRFC was trading at 119.30. The strike last trading price was 11.15, 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 Mar IRFC was trading at 119.75. The strike last trading price was 11.15, 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 Mar IRFC was trading at 123.42. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 2.14, 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 11.15, 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 Mar IRFC was trading at 117.73. The strike last trading price was 11.15, 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 11.15, 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 11.15, 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 11.15, 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
