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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 125 CE
Delta: 0.52
Vega: 0.10
Theta: -0.15
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 4.45 0.1 42.09 1,277 -25 815
7 Apr 122.42 4.55 0.35 47.62 1,695 66 831
4 Apr 124.84 4.5 -2.25 32.34 1,191 212 767
3 Apr 129.16 6.75 0.45 30.70 929 -26 562
2 Apr 127.48 6.35 1.55 36.90 1,835 -67 592
1 Apr 124.38 4.9 0.05 37.13 1,218 5 661
28 Mar 124.42 4.85 0.15 36.30 1,191 44 656
27 Mar 124.34 5.2 1.85 36.20 874 71 607
26 Mar 128.39 3.3 -2.1 - 376 95 531
25 Mar 129.41 5.35 -1.55 11.59 200 28 435
24 Mar 132.80 6.9 1.7 - 309 -30 408
21 Mar 129.66 5.2 0.3 - 349 -7 445
20 Mar 128.52 4.75 -0.2 11.77 372 50 451
19 Mar 128.11 5 2.2 10.70 541 51 401
18 Mar 121.80 2.8 0.7 22.66 198 23 349
17 Mar 118.77 2.05 0.2 26.12 76 11 326
13 Mar 117.69 1.85 -0.8 26.81 117 27 314
12 Mar 119.20 2.65 -0.05 27.50 51 5 288
11 Mar 119.30 2.7 0.15 23.94 52 14 277
10 Mar 119.75 2.45 -1.6 24.54 168 61 263
7 Mar 123.42 3.95 1.35 21.16 256 198 202
6 Mar 120.59 2.45 0.25 20.51 6 2 4
5 Mar 117.73 2.2 0 0.00 0 2 0
4 Mar 114.59 2.2 -28.7 30.32 3 2 2
3 Mar 111.13 30.9 0 8.18 0 0 0
28 Feb 112.42 30.9 0 7.52 0 0 0
27 Feb 120.36 30.9 0 2.47 0 0 0
26 Feb 123.26 30.9 0 0.05 0 0 0
25 Feb 123.26 30.9 0 0.05 0 0 0
19 Feb 124.27 30.9 0 - 0 0 0
18 Feb 119.27 30.9 0 2.64 0 0 0
17 Feb 121.78 30.9 0 0.64 0 0 0
5 Feb 137.93 30.9 0 - 0 0 0
4 Feb 137.84 30.9 0 - 0 0 0
3 Feb 136.84 30.9 0 - 0 0 0
1 Feb 141.22 0 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 125 expiring on 24APR2025

Delta for 125 CE is 0.52

Historical price for 125 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 4.45, which was 0.1 higher than the previous day. The implied volatity was 42.09, the open interest changed by -25 which decreased total open position to 815


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 47.62, the open interest changed by 66 which increased total open position to 831


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 4.5, which was -2.25 lower than the previous day. The implied volatity was 32.34, the open interest changed by 212 which increased total open position to 767


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 6.75, which was 0.45 higher than the previous day. The implied volatity was 30.70, the open interest changed by -26 which decreased total open position to 562


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 6.35, which was 1.55 higher than the previous day. The implied volatity was 36.90, the open interest changed by -67 which decreased total open position to 592


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 37.13, the open interest changed by 5 which increased total open position to 661


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 36.30, the open interest changed by 44 which increased total open position to 656


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 5.2, which was 1.85 higher than the previous day. The implied volatity was 36.20, the open interest changed by 71 which increased total open position to 607


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 3.3, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 531


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 5.35, which was -1.55 lower than the previous day. The implied volatity was 11.59, the open interest changed by 28 which increased total open position to 435


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 6.9, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 408


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 5.2, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 445


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 4.75, which was -0.2 lower than the previous day. The implied volatity was 11.77, the open interest changed by 50 which increased total open position to 451


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 5, which was 2.2 higher than the previous day. The implied volatity was 10.70, the open interest changed by 51 which increased total open position to 401


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 2.8, which was 0.7 higher than the previous day. The implied volatity was 22.66, the open interest changed by 23 which increased total open position to 349


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 2.05, which was 0.2 higher than the previous day. The implied volatity was 26.12, the open interest changed by 11 which increased total open position to 326


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 26.81, the open interest changed by 27 which increased total open position to 314


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 5 which increased total open position to 288


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was 23.94, the open interest changed by 14 which increased total open position to 277


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 2.45, which was -1.6 lower than the previous day. The implied volatity was 24.54, the open interest changed by 61 which increased total open position to 263


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 3.95, which was 1.35 higher than the previous day. The implied volatity was 21.16, the open interest changed by 198 which increased total open position to 202


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 4


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 2.2, 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 4 Mar IRFC was trading at 114.59. The strike last trading price was 2.2, which was -28.7 lower than the previous day. The implied volatity was 30.32, the open interest changed by 2 which increased total open position to 2


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 8.18, 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 30.9, which was 0 lower than the previous day. The implied volatity was 7.52, 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 30.9, which was 0 lower than the previous day. The implied volatity was 2.47, 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 30.9, which was 0 lower than the previous day. The implied volatity was 0.05, 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 30.9, which was 0 lower than the previous day. The implied volatity was 0.05, 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 30.9, 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 30.9, which was 0 lower than the previous day. The implied volatity was 2.64, 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 30.9, which was 0 lower than the previous day. The implied volatity was 0.64, 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 30.9, 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 30.9, 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 30.9, 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 -, the open interest changed by 0 which decreased total open position to 0


IRFC 24APR2025 125 PE
Delta: -0.47
Vega: 0.10
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 5.25 -2 51.19 399 -12 455
7 Apr 122.42 6.85 1.95 59.02 600 -141 470
4 Apr 124.84 4.75 1.9 46.36 1,059 -55 611
3 Apr 129.16 2.8 -1.15 40.43 2,383 244 668
2 Apr 127.48 3.9 -2 43.55 674 50 421
1 Apr 124.38 5.7 -0.85 47.87 711 -7 372
28 Mar 124.42 6.55 -1.35 48.44 958 84 379
27 Mar 124.34 7.2 -3.6 54.13 175 17 295
26 Mar 128.39 10.85 3.25 88.46 220 -27 271
25 Mar 129.41 7.65 1.7 69.24 326 120 297
24 Mar 132.80 5.85 -1.95 65.62 185 75 178
21 Mar 129.66 7.8 -0.85 67.87 35 21 102
20 Mar 128.52 8.75 0.75 69.37 80 44 82
19 Mar 128.11 7.9 -3.95 63.92 42 26 37
18 Mar 121.80 11.85 -2.85 70.83 6 3 11
17 Mar 118.77 14.7 -2 77.33 3 1 9
13 Mar 117.69 16.7 0 0.00 0 0 0
12 Mar 119.20 16.7 0 0.00 0 0 0
11 Mar 119.30 16.7 0 0.00 0 2 0
10 Mar 119.75 16.7 4.3 86.02 5 3 8
7 Mar 123.42 12.4 -5.65 70.50 7 -2 5
6 Mar 120.59 18.05 0 0.00 0 3 0
5 Mar 117.73 18.05 -1.1 86.09 3 2 6
4 Mar 114.59 19.15 13.6 82.66 4 0 0
3 Mar 111.13 5.55 0 - 0 0 0
28 Feb 112.42 5.55 0 - 0 0 0
27 Feb 120.36 5.55 0 - 0 0 0
26 Feb 123.26 5.55 0 0.02 0 0 0
25 Feb 123.26 5.55 0 0.02 0 0 0
19 Feb 124.27 5.55 0 1.36 0 0 0
18 Feb 119.27 5.55 0 - 0 0 0
17 Feb 121.78 5.55 0 - 0 0 0
5 Feb 137.93 5.55 0 8.06 0 0 0
4 Feb 137.84 5.55 0 7.92 0 0 0
3 Feb 136.84 5.55 0 7.45 0 0 0
1 Feb 141.22 0 0 9.68 0 0 0


For Indian Railway Fin Corp L - strike price 125 expiring on 24APR2025

Delta for 125 PE is -0.47

Historical price for 125 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 5.25, which was -2 lower than the previous day. The implied volatity was 51.19, the open interest changed by -12 which decreased total open position to 455


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 6.85, which was 1.95 higher than the previous day. The implied volatity was 59.02, the open interest changed by -141 which decreased total open position to 470


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 4.75, which was 1.9 higher than the previous day. The implied volatity was 46.36, the open interest changed by -55 which decreased total open position to 611


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 40.43, the open interest changed by 244 which increased total open position to 668


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 3.9, which was -2 lower than the previous day. The implied volatity was 43.55, the open interest changed by 50 which increased total open position to 421


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 5.7, which was -0.85 lower than the previous day. The implied volatity was 47.87, the open interest changed by -7 which decreased total open position to 372


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 6.55, which was -1.35 lower than the previous day. The implied volatity was 48.44, the open interest changed by 84 which increased total open position to 379


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 7.2, which was -3.6 lower than the previous day. The implied volatity was 54.13, the open interest changed by 17 which increased total open position to 295


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 10.85, which was 3.25 higher than the previous day. The implied volatity was 88.46, the open interest changed by -27 which decreased total open position to 271


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 7.65, which was 1.7 higher than the previous day. The implied volatity was 69.24, the open interest changed by 120 which increased total open position to 297


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 5.85, which was -1.95 lower than the previous day. The implied volatity was 65.62, the open interest changed by 75 which increased total open position to 178


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 7.8, which was -0.85 lower than the previous day. The implied volatity was 67.87, the open interest changed by 21 which increased total open position to 102


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 69.37, the open interest changed by 44 which increased total open position to 82


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 7.9, which was -3.95 lower than the previous day. The implied volatity was 63.92, the open interest changed by 26 which increased total open position to 37


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 11.85, which was -2.85 lower than the previous day. The implied volatity was 70.83, the open interest changed by 3 which increased total open position to 11


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 14.7, which was -2 lower than the previous day. The implied volatity was 77.33, the open interest changed by 1 which increased total open position to 9


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 16.7, 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 16.7, 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 Mar IRFC was trading at 119.30. The strike last trading price was 16.7, 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 10 Mar IRFC was trading at 119.75. The strike last trading price was 16.7, which was 4.3 higher than the previous day. The implied volatity was 86.02, the open interest changed by 3 which increased total open position to 8


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 12.4, which was -5.65 lower than the previous day. The implied volatity was 70.50, the open interest changed by -2 which decreased total open position to 5


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 18.05, which was -1.1 lower than the previous day. The implied volatity was 86.09, the open interest changed by 2 which increased total open position to 6


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 19.15, which was 13.6 higher than the previous day. The implied volatity was 82.66, 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 5.55, 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 5.55, 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 5.55, 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 5.55, which was 0 lower than the previous day. The implied volatity was 0.02, 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 5.55, which was 0 lower than the previous day. The implied volatity was 0.02, 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 5.55, which was 0 lower than the previous day. The implied volatity was 1.36, 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 5.55, 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 5.55, 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 5.55, which was 0 lower than the previous day. The implied volatity was 8.06, 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 5.55, which was 0 lower than the previous day. The implied volatity was 7.92, 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 5.55, which was 0 lower than the previous day. The implied volatity was 7.45, 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 9.68, the open interest changed by 0 which decreased total open position to 0