IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.07
Theta: -0.09
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 1.15 | -0.85 | 32.27 | 705 | 107 | 625 | |||
| 12 Mar | 119.20 | 2 | -0.05 | 33.70 | 855 | 54 | 518 | |||
| 11 Mar | 119.30 | 2.1 | 0.1 | 27.59 | 639 | 14 | 472 | |||
| 10 Mar | 119.75 | 1.85 | -2.5 | 28.35 | 1,175 | 161 | 454 | |||
| 7 Mar | 123.42 | 4.2 | 1.7 | 27.73 | 2,332 | -171 | 293 | |||
| 6 Mar | 120.59 | 2.45 | 0.2 | 25.97 | 1,028 | 43 | 469 | |||
| 5 Mar | 117.73 | 2.3 | 0.4 | 32.52 | 656 | 32 | 424 | |||
| 4 Mar | 114.59 | 1.8 | 0.4 | 36.99 | 762 | -34 | 390 | |||
| 3 Mar | 111.13 | 1.45 | 0.5 | 41.46 | 724 | -42 | 422 | |||
| 28 Feb | 112.42 | 1.05 | -0.9 | 32.65 | 718 | 128 | 461 | |||
| 27 Feb | 120.36 | 2 | -0.4 | 20.38 | 499 | 215 | 333 | |||
| 26 Feb | 123.26 | 2.3 | -1.45 | 8.97 | 195 | 68 | 118 | |||
| 25 Feb | 123.26 | 2.3 | -1.45 | 8.97 | 195 | 68 | 118 | |||
| 24 Feb | 123.47 | 3.8 | -0.55 | 19.13 | 85 | 25 | 51 | |||
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| 21 Feb | 125.11 | 4.35 | -0.25 | 15.42 | 36 | 19 | 24 | |||
| 20 Feb | 124.78 | 4.3 | -2.45 | 14.39 | 4 | 1 | 3 | |||
| 19 Feb | 124.27 | 6.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 119.27 | 6.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 121.78 | 6.75 | 0 | 0.00 | 0 | 2 | 0 | |||
| 14 Feb | 121.75 | 6.75 | -23.45 | 40.59 | 2 | 0 | 0 | |||
| 13 Feb | 126.57 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 125.35 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 126.25 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 131.05 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 133.43 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 136.31 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 137.93 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 137.84 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 136.84 | 30.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 141.22 | 30.2 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 122.5 expiring on 27MAR2025
Delta for 122.5 CE is 0.26
Historical price for 122.5 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 32.27, the open interest changed by 107 which increased total open position to 625
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 33.70, the open interest changed by 54 which increased total open position to 518
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 27.59, the open interest changed by 14 which increased total open position to 472
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.85, which was -2.5 lower than the previous day. The implied volatity was 28.35, the open interest changed by 161 which increased total open position to 454
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 4.2, which was 1.7 higher than the previous day. The implied volatity was 27.73, the open interest changed by -171 which decreased total open position to 293
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 2.45, which was 0.2 higher than the previous day. The implied volatity was 25.97, the open interest changed by 43 which increased total open position to 469
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 2.3, which was 0.4 higher than the previous day. The implied volatity was 32.52, the open interest changed by 32 which increased total open position to 424
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.8, which was 0.4 higher than the previous day. The implied volatity was 36.99, the open interest changed by -34 which decreased total open position to 390
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1.45, which was 0.5 higher than the previous day. The implied volatity was 41.46, the open interest changed by -42 which decreased total open position to 422
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 32.65, the open interest changed by 128 which increased total open position to 461
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 20.38, the open interest changed by 215 which increased total open position to 333
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 8.97, the open interest changed by 68 which increased total open position to 118
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 8.97, the open interest changed by 68 which increased total open position to 118
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 19.13, the open interest changed by 25 which increased total open position to 51
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 15.42, the open interest changed by 19 which increased total open position to 24
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 4.3, which was -2.45 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1 which increased total open position to 3
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 6.75, 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 18 Feb IRFC was trading at 119.27. The strike last trading price was 6.75, 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 17 Feb IRFC was trading at 121.78. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 6.75, which was -23.45 lower than the previous day. The implied volatity was 40.59, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 30.2, 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 Feb IRFC was trading at 125.35. The strike last trading price was 30.2, 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 Feb IRFC was trading at 126.25. The strike last trading price was 30.2, 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 Feb IRFC was trading at 131.05. The strike last trading price was 30.2, 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 Feb IRFC was trading at 133.43. The strike last trading price was 30.2, 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 Feb IRFC was trading at 136.31. The strike last trading price was 30.2, 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 30.2, 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 30.2, 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 30.2, 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 30.2, 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 27MAR2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.09
Theta: -0.18
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 8.8 | 2.05 | 63.97 | 73 | -11 | 114 |
| 12 Mar | 119.20 | 6.7 | -0.75 | 51.96 | 102 | 4 | 125 |
| 11 Mar | 119.30 | 7.45 | -0.95 | 65.89 | 159 | -10 | 121 |
| 10 Mar | 119.75 | 8.9 | 4.05 | 72.92 | 586 | 33 | 133 |
| 7 Mar | 123.42 | 4.85 | -2.85 | 50.07 | 637 | -6 | 100 |
| 6 Mar | 120.59 | 7.7 | -1.65 | 61.15 | 106 | 6 | 106 |
| 5 Mar | 117.73 | 9.35 | -2.7 | 63.32 | 43 | 20 | 102 |
| 4 Mar | 114.59 | 12.05 | -2.2 | 69.46 | 43 | -1 | 83 |
| 3 Mar | 111.13 | 14.25 | -5.5 | 69.15 | 87 | 41 | 84 |
| 28 Feb | 112.42 | 19.75 | 5.7 | 115.86 | 35 | 19 | 43 |
| 27 Feb | 120.36 | 13.8 | 0.65 | 97.66 | 30 | 6 | 24 |
| 26 Feb | 123.26 | 13.05 | 2.75 | 99.62 | 22 | 6 | 17 |
| 25 Feb | 123.26 | 13.05 | 2.75 | 99.62 | 22 | 5 | 17 |
| 24 Feb | 123.47 | 10.3 | -0.55 | 79.15 | 21 | 12 | 13 |
| 21 Feb | 125.11 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 124.78 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 124.27 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 119.27 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 121.78 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 121.75 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 126.57 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 125.35 | 10.85 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 126.25 | 10.85 | 4.3 | 77.68 | 1 | 0 | 1 |
| 10 Feb | 131.05 | 6.55 | 3.45 | 61.61 | 1 | 0 | 0 |
| 7 Feb | 133.43 | 3.1 | 0 | 8.42 | 0 | 0 | 0 |
| 6 Feb | 136.31 | 3.1 | 0 | 9.67 | 0 | 0 | 0 |
| 5 Feb | 137.93 | 3.1 | 0 | 10.61 | 0 | 0 | 0 |
| 4 Feb | 137.84 | 3.1 | 0 | 10.42 | 0 | 0 | 0 |
| 3 Feb | 136.84 | 3.1 | 0 | 10.20 | 0 | 0 | 0 |
| 1 Feb | 141.22 | 3.1 | 0 | 11.84 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 122.5 expiring on 27MAR2025
Delta for 122.5 PE is -0.61
Historical price for 122.5 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 8.8, which was 2.05 higher than the previous day. The implied volatity was 63.97, the open interest changed by -11 which decreased total open position to 114
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 51.96, the open interest changed by 4 which increased total open position to 125
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 7.45, which was -0.95 lower than the previous day. The implied volatity was 65.89, the open interest changed by -10 which decreased total open position to 121
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 8.9, which was 4.05 higher than the previous day. The implied volatity was 72.92, the open interest changed by 33 which increased total open position to 133
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 4.85, which was -2.85 lower than the previous day. The implied volatity was 50.07, the open interest changed by -6 which decreased total open position to 100
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 7.7, which was -1.65 lower than the previous day. The implied volatity was 61.15, the open interest changed by 6 which increased total open position to 106
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 9.35, which was -2.7 lower than the previous day. The implied volatity was 63.32, the open interest changed by 20 which increased total open position to 102
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 12.05, which was -2.2 lower than the previous day. The implied volatity was 69.46, the open interest changed by -1 which decreased total open position to 83
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 14.25, which was -5.5 lower than the previous day. The implied volatity was 69.15, the open interest changed by 41 which increased total open position to 84
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 19.75, which was 5.7 higher than the previous day. The implied volatity was 115.86, the open interest changed by 19 which increased total open position to 43
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 13.8, which was 0.65 higher than the previous day. The implied volatity was 97.66, the open interest changed by 6 which increased total open position to 24
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 13.05, which was 2.75 higher than the previous day. The implied volatity was 99.62, the open interest changed by 6 which increased total open position to 17
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 13.05, which was 2.75 higher than the previous day. The implied volatity was 99.62, the open interest changed by 5 which increased total open position to 17
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 79.15, the open interest changed by 12 which increased total open position to 13
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 10.85, 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 20 Feb IRFC was trading at 124.78. The strike last trading price was 10.85, 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 19 Feb IRFC was trading at 124.27. The strike last trading price was 10.85, 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 18 Feb IRFC was trading at 119.27. The strike last trading price was 10.85, 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 17 Feb IRFC was trading at 121.78. The strike last trading price was 10.85, 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 14 Feb IRFC was trading at 121.75. The strike last trading price was 10.85, 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 13 Feb IRFC was trading at 126.57. The strike last trading price was 10.85, 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 Feb IRFC was trading at 125.35. The strike last trading price was 10.85, 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 11 Feb IRFC was trading at 126.25. The strike last trading price was 10.85, which was 4.3 higher than the previous day. The implied volatity was 77.68, the open interest changed by 0 which decreased total open position to 1
On 10 Feb IRFC was trading at 131.05. The strike last trading price was 6.55, which was 3.45 higher than the previous day. The implied volatity was 61.61, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IRFC was trading at 133.43. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 136.31. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 9.67, 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 3.1, which was 0 lower than the previous day. The implied volatity was 10.61, 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 3.1, which was 0 lower than the previous day. The implied volatity was 10.42, 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 3.1, which was 0 lower than the previous day. The implied volatity was 10.20, 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 3.1, which was 0 lower than the previous day. The implied volatity was 11.84, the open interest changed by 0 which decreased total open position to 0
