IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
19 Sep 2025 09:08 AM IST
| IRFC 30SEP2025 122.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.05
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 129.29 | 7.9 | -0.8 | 30.57 | 18 | -3 | 143 | |||||||||
| 18 Sept | 129.29 | 7.9 | -0.8 | 30.57 | 18 | -1 | 143 | |||||||||
| 17 Sept | 129.33 | 8.7 | 1.2 | 44.06 | 7 | -2 | 145 | |||||||||
| 16 Sept | 128.96 | 7.5 | 0.3 | 28.94 | 30 | -2 | 148 | |||||||||
| 15 Sept | 128.18 | 7.2 | 1.7 | 28.42 | 89 | 10 | 150 | |||||||||
| 12 Sept | 126.23 | 5.5 | 0.4 | 25.91 | 80 | -3 | 140 | |||||||||
| 11 Sept | 125.53 | 5.1 | -0.65 | 24.59 | 30 | 1 | 143 | |||||||||
| 10 Sept | 126.18 | 5.8 | 0.9 | 26.79 | 112 | -33 | 142 | |||||||||
| 9 Sept | 124.82 | 4.95 | 0.35 | 27.19 | 262 | -5 | 176 | |||||||||
| 8 Sept | 124.57 | 4.85 | 0.7 | 25.37 | 357 | -53 | 182 | |||||||||
| 5 Sept | 123.46 | 4.3 | 0.9 | 24.87 | 452 | 51 | 236 | |||||||||
| 4 Sept | 121.63 | 3.5 | -1.05 | 25.54 | 385 | 43 | 186 | |||||||||
| 3 Sept | 123.58 | 4.6 | 0.15 | 26.00 | 219 | 9 | 143 | |||||||||
| 2 Sept | 122.99 | 4.4 | 1.15 | 26.93 | 1,001 | 2 | 132 | |||||||||
| 1 Sept | 120.54 | 3.3 | 0.9 | 26.57 | 329 | -22 | 129 | |||||||||
| 29 Aug | 118.11 | 2.35 | -0.5 | 26.53 | 349 | 46 | 152 | |||||||||
| 28 Aug | 118.58 | 2.85 | -0.95 | 28.33 | 150 | 49 | 101 | |||||||||
| 26 Aug | 121.20 | 3.75 | -2.1 | 23.38 | 98 | 46 | 49 | |||||||||
| 25 Aug | 124.36 | 5.85 | -8.3 | 27.21 | 3 | 2 | 2 | |||||||||
| 22 Aug | 124.98 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Aug | 125.44 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Aug | 126.73 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Aug | 126.80 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Aug | 124.77 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Aug | 124.50 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Aug | 125.65 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Aug | 125.03 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Aug | 125.28 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Aug | 127.25 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Aug | 127.52 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Aug | 128.36 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 CE is 0.86
Historical price for 122.5 CE is as follows
On 19 Sept IRFC was trading at 129.29. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 30.57, the open interest changed by -3 which decreased total open position to 143
On 18 Sept IRFC was trading at 129.29. The strike last trading price was 7.9, which was -0.8 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 143
On 17 Sept IRFC was trading at 129.33. The strike last trading price was 8.7, which was 1.2 higher than the previous day. The implied volatity was 44.06, the open interest changed by -2 which decreased total open position to 145
On 16 Sept IRFC was trading at 128.96. The strike last trading price was 7.5, which was 0.3 higher than the previous day. The implied volatity was 28.94, the open interest changed by -2 which decreased total open position to 148
On 15 Sept IRFC was trading at 128.18. The strike last trading price was 7.2, which was 1.7 higher than the previous day. The implied volatity was 28.42, the open interest changed by 10 which increased total open position to 150
On 12 Sept IRFC was trading at 126.23. The strike last trading price was 5.5, which was 0.4 higher than the previous day. The implied volatity was 25.91, the open interest changed by -3 which decreased total open position to 140
On 11 Sept IRFC was trading at 125.53. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 143
On 10 Sept IRFC was trading at 126.18. The strike last trading price was 5.8, which was 0.9 higher than the previous day. The implied volatity was 26.79, the open interest changed by -33 which decreased total open position to 142
On 9 Sept IRFC was trading at 124.82. The strike last trading price was 4.95, which was 0.35 higher than the previous day. The implied volatity was 27.19, the open interest changed by -5 which decreased total open position to 176
On 8 Sept IRFC was trading at 124.57. The strike last trading price was 4.85, which was 0.7 higher than the previous day. The implied volatity was 25.37, the open interest changed by -53 which decreased total open position to 182
On 5 Sept IRFC was trading at 123.46. The strike last trading price was 4.3, which was 0.9 higher than the previous day. The implied volatity was 24.87, the open interest changed by 51 which increased total open position to 236
On 4 Sept IRFC was trading at 121.63. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 25.54, the open interest changed by 43 which increased total open position to 186
On 3 Sept IRFC was trading at 123.58. The strike last trading price was 4.6, which was 0.15 higher than the previous day. The implied volatity was 26.00, the open interest changed by 9 which increased total open position to 143
On 2 Sept IRFC was trading at 122.99. The strike last trading price was 4.4, which was 1.15 higher than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 132
On 1 Sept IRFC was trading at 120.54. The strike last trading price was 3.3, which was 0.9 higher than the previous day. The implied volatity was 26.57, the open interest changed by -22 which decreased total open position to 129
On 29 Aug IRFC was trading at 118.11. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 26.53, the open interest changed by 46 which increased total open position to 152
On 28 Aug IRFC was trading at 118.58. The strike last trading price was 2.85, which was -0.95 lower than the previous day. The implied volatity was 28.33, the open interest changed by 49 which increased total open position to 101
On 26 Aug IRFC was trading at 121.20. The strike last trading price was 3.75, which was -2.1 lower than the previous day. The implied volatity was 23.38, the open interest changed by 46 which increased total open position to 49
On 25 Aug IRFC was trading at 124.36. The strike last trading price was 5.85, which was -8.3 lower than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 2
On 22 Aug IRFC was trading at 124.98. The strike last trading price was 14.15, 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 21 Aug IRFC was trading at 125.44. The strike last trading price was 14.15, 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 20 Aug IRFC was trading at 126.73. The strike last trading price was 14.15, 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 19 Aug IRFC was trading at 126.80. The strike last trading price was 14.15, 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 18 Aug IRFC was trading at 124.77. The strike last trading price was 14.15, 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 14 Aug IRFC was trading at 124.50. The strike last trading price was 14.15, 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 Aug IRFC was trading at 125.65. The strike last trading price was 14.15, 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 Aug IRFC was trading at 125.03. The strike last trading price was 14.15, 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 8 Aug IRFC was trading at 125.28. The strike last trading price was 14.15, 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 Aug IRFC was trading at 127.25. The strike last trading price was 14.15, 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 6 Aug IRFC was trading at 127.52. The strike last trading price was 14.15, 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 Aug IRFC was trading at 128.36. The strike last trading price was 14.15, 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
| IRFC 30SEP2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.04
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 129.29 | 0.35 | -0.1 | 27.09 | 198 | 64 | 425 |
| 18 Sept | 129.29 | 0.35 | -0.1 | 27.09 | 198 | 64 | 425 |
| 17 Sept | 129.33 | 0.45 | -0.1 | 27.57 | 162 | 57 | 364 |
| 16 Sept | 128.96 | 0.5 | -0.25 | 26.72 | 134 | -11 | 308 |
| 15 Sept | 128.18 | 0.7 | -0.5 | 28.01 | 856 | 110 | 320 |
| 12 Sept | 126.23 | 1.2 | -0.25 | 25.93 | 291 | -7 | 210 |
| 11 Sept | 125.53 | 1.35 | 0 | 25.47 | 231 | -7 | 217 |
| 10 Sept | 126.18 | 1.3 | -0.6 | 25.97 | 389 | 40 | 224 |
| 9 Sept | 124.82 | 1.9 | -0.05 | 27.04 | 333 | -22 | 184 |
| 8 Sept | 124.57 | 1.8 | -0.75 | 25.69 | 380 | 50 | 207 |
| 5 Sept | 123.46 | 2.4 | -1.35 | 25.89 | 411 | 34 | 156 |
| 4 Sept | 121.63 | 3.6 | 0.6 | 29.17 | 442 | 11 | 127 |
| 3 Sept | 123.58 | 2.9 | -0.35 | 28.96 | 216 | 17 | 115 |
| 2 Sept | 122.99 | 3.25 | -1.15 | 29.07 | 772 | 52 | 98 |
| 1 Sept | 120.54 | 4.35 | -2.45 | 29.44 | 46 | -2 | 46 |
| 29 Aug | 118.11 | 6.75 | 0.75 | 35.04 | 70 | -4 | 49 |
| 28 Aug | 118.58 | 6.05 | 1 | 31.58 | 48 | 17 | 55 |
| 26 Aug | 121.20 | 5.1 | 1.3 | 35.52 | 62 | 25 | 39 |
| 25 Aug | 124.36 | 3.85 | 0.15 | 33.88 | 11 | 4 | 13 |
| 22 Aug | 124.98 | 3.7 | -3.4 | 33.71 | 14 | 10 | 10 |
| 21 Aug | 125.44 | 7.1 | 0 | 3.50 | 0 | 0 | 0 |
| 20 Aug | 126.73 | 7.1 | 0 | 4.56 | 0 | 0 | 0 |
| 19 Aug | 126.80 | 7.1 | 0 | 4.51 | 0 | 0 | 0 |
| 18 Aug | 124.77 | 7.1 | 0 | 3.23 | 0 | 0 | 0 |
| 14 Aug | 124.50 | 7.1 | 0 | 2.68 | 0 | 0 | 0 |
| 13 Aug | 125.65 | 7.1 | 0 | 3.51 | 0 | 0 | 0 |
| 12 Aug | 125.03 | 7.1 | 0 | 3.07 | 0 | 0 | 0 |
| 8 Aug | 125.28 | 7.1 | 0 | 3.32 | 0 | 0 | 0 |
| 7 Aug | 127.25 | 7.1 | 0 | 4.86 | 0 | 0 | 0 |
| 6 Aug | 127.52 | 7.1 | 0 | 4.78 | 0 | 0 | 0 |
| 5 Aug | 128.36 | 7.1 | 0 | 5.25 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 PE is -0.11
Historical price for 122.5 PE is as follows
On 19 Sept IRFC was trading at 129.29. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 27.09, the open interest changed by 64 which increased total open position to 425
On 18 Sept IRFC was trading at 129.29. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 27.09, the open interest changed by 64 which increased total open position to 425
On 17 Sept IRFC was trading at 129.33. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 27.57, the open interest changed by 57 which increased total open position to 364
On 16 Sept IRFC was trading at 128.96. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 26.72, the open interest changed by -11 which decreased total open position to 308
On 15 Sept IRFC was trading at 128.18. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 28.01, the open interest changed by 110 which increased total open position to 320
On 12 Sept IRFC was trading at 126.23. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 25.93, the open interest changed by -7 which decreased total open position to 210
On 11 Sept IRFC was trading at 125.53. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 25.47, the open interest changed by -7 which decreased total open position to 217
On 10 Sept IRFC was trading at 126.18. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 25.97, the open interest changed by 40 which increased total open position to 224
On 9 Sept IRFC was trading at 124.82. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by -22 which decreased total open position to 184
On 8 Sept IRFC was trading at 124.57. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 25.69, the open interest changed by 50 which increased total open position to 207
On 5 Sept IRFC was trading at 123.46. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 25.89, the open interest changed by 34 which increased total open position to 156
On 4 Sept IRFC was trading at 121.63. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 29.17, the open interest changed by 11 which increased total open position to 127
On 3 Sept IRFC was trading at 123.58. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 28.96, the open interest changed by 17 which increased total open position to 115
On 2 Sept IRFC was trading at 122.99. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 29.07, the open interest changed by 52 which increased total open position to 98
On 1 Sept IRFC was trading at 120.54. The strike last trading price was 4.35, which was -2.45 lower than the previous day. The implied volatity was 29.44, the open interest changed by -2 which decreased total open position to 46
On 29 Aug IRFC was trading at 118.11. The strike last trading price was 6.75, which was 0.75 higher than the previous day. The implied volatity was 35.04, the open interest changed by -4 which decreased total open position to 49
On 28 Aug IRFC was trading at 118.58. The strike last trading price was 6.05, which was 1 higher than the previous day. The implied volatity was 31.58, the open interest changed by 17 which increased total open position to 55
On 26 Aug IRFC was trading at 121.20. The strike last trading price was 5.1, which was 1.3 higher than the previous day. The implied volatity was 35.52, the open interest changed by 25 which increased total open position to 39
On 25 Aug IRFC was trading at 124.36. The strike last trading price was 3.85, which was 0.15 higher than the previous day. The implied volatity was 33.88, the open interest changed by 4 which increased total open position to 13
On 22 Aug IRFC was trading at 124.98. The strike last trading price was 3.7, which was -3.4 lower than the previous day. The implied volatity was 33.71, the open interest changed by 10 which increased total open position to 10
On 21 Aug IRFC was trading at 125.44. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 20 Aug IRFC was trading at 126.73. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 19 Aug IRFC was trading at 126.80. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 18 Aug IRFC was trading at 124.77. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 14 Aug IRFC was trading at 124.50. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 13 Aug IRFC was trading at 125.65. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 12 Aug IRFC was trading at 125.03. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 8 Aug IRFC was trading at 125.28. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 7 Aug IRFC was trading at 127.25. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 6 Aug IRFC was trading at 127.52. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 5 Aug IRFC was trading at 128.36. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0
