IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
09 Jan 2026 04:13 PM IST
| IRFC 27-JAN-2026 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.10
Theta: -0.13
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 121.25 | 2.87 | -1.17 | 39.04 | 1,974 | 525 | 1,457 | |||||||||
| 8 Jan | 124.27 | 3.92 | -2.58 | 36.40 | 969 | 138 | 926 | |||||||||
| 7 Jan | 128.04 | 6.46 | 0.42 | 37.14 | 219 | -24 | 791 | |||||||||
| 6 Jan | 127.22 | 6.02 | -0.41 | 37.19 | 351 | -41 | 815 | |||||||||
| 5 Jan | 127.60 | 6.37 | -0.95 | 36.75 | 347 | 14 | 857 | |||||||||
| 2 Jan | 128.48 | 7.18 | 1.37 | 35.86 | 1,407 | -288 | 846 | |||||||||
| 1 Jan | 125.79 | 6 | 0.84 | 37.21 | 1,386 | 45 | 1,147 | |||||||||
| 31 Dec | 124.62 | 5.25 | -0.52 | 36.37 | 1,994 | 358 | 1,102 | |||||||||
| 30 Dec | 124.59 | 5.86 | -0.77 | 39.25 | 1,569 | 330 | 741 | |||||||||
| 29 Dec | 126.35 | 6.75 | -5.15 | 39.10 | 508 | -1 | 419 | |||||||||
| 26 Dec | 133.64 | 11.75 | 8.29 | 37.03 | 2,440 | -307 | 421 | |||||||||
| 24 Dec | 121.49 | 3.46 | 0.1 | 30.25 | 1,019 | 304 | 731 | |||||||||
| 23 Dec | 121.40 | 3.45 | 1.73 | 30.07 | 1,425 | 345 | 408 | |||||||||
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| 22 Dec | 117.00 | 1.73 | -3.81 | 28.53 | 102 | 63 | 63 | |||||||||
| 19 Dec | 113.98 | 5.54 | 0 | 7.59 | 0 | 0 | 0 | |||||||||
| 18 Dec | 110.81 | 5.54 | 0 | 9.98 | 0 | 0 | 0 | |||||||||
| 17 Dec | 111.08 | 5.54 | 0 | 9.78 | 0 | 0 | 0 | |||||||||
| 16 Dec | 112.01 | 5.54 | 0 | 9.09 | 0 | 0 | 0 | |||||||||
| 15 Dec | 113.25 | 5.54 | 0 | 8.03 | 0 | 0 | 0 | |||||||||
| 12 Dec | 113.82 | 5.54 | 0 | 7.33 | 0 | 0 | 0 | |||||||||
| 11 Dec | 113.29 | 5.54 | 0 | 7.40 | 0 | 0 | 0 | |||||||||
| 10 Dec | 112.20 | 5.54 | 0 | 8.22 | 0 | 0 | 0 | |||||||||
| 9 Dec | 113.64 | 5.54 | 0 | 7.07 | 0 | 0 | 0 | |||||||||
| 8 Dec | 111.36 | 5.54 | 0 | 8.46 | 0 | 0 | 0 | |||||||||
| 5 Dec | 114.60 | 5.54 | 0 | 5.97 | 0 | 0 | 0 | |||||||||
| 4 Dec | 114.85 | 5.54 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 3 Dec | 114.71 | 5.54 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 116.42 | 5.54 | 0 | 4.63 | 0 | 0 | 0 | |||||||||
| 1 Dec | 117.09 | 5.54 | 0 | 4.19 | 0 | 0 | 0 | |||||||||
| 28 Nov | 117.57 | 5.54 | 0 | 3.86 | 0 | 0 | 0 | |||||||||
| 27 Nov | 117.96 | 5.54 | 0 | 3.41 | 0 | 0 | 0 | |||||||||
| 26 Nov | 118.08 | 5.54 | 0 | 3.20 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 125 expiring on 27JAN2026
Delta for 125 CE is 0.40
Historical price for 125 CE is as follows
On 9 Jan IRFC was trading at 121.25. The strike last trading price was 2.87, which was -1.17 lower than the previous day. The implied volatity was 39.04, the open interest changed by 525 which increased total open position to 1457
On 8 Jan IRFC was trading at 124.27. The strike last trading price was 3.92, which was -2.58 lower than the previous day. The implied volatity was 36.40, the open interest changed by 138 which increased total open position to 926
On 7 Jan IRFC was trading at 128.04. The strike last trading price was 6.46, which was 0.42 higher than the previous day. The implied volatity was 37.14, the open interest changed by -24 which decreased total open position to 791
On 6 Jan IRFC was trading at 127.22. The strike last trading price was 6.02, which was -0.41 lower than the previous day. The implied volatity was 37.19, the open interest changed by -41 which decreased total open position to 815
On 5 Jan IRFC was trading at 127.60. The strike last trading price was 6.37, which was -0.95 lower than the previous day. The implied volatity was 36.75, the open interest changed by 14 which increased total open position to 857
On 2 Jan IRFC was trading at 128.48. The strike last trading price was 7.18, which was 1.37 higher than the previous day. The implied volatity was 35.86, the open interest changed by -288 which decreased total open position to 846
On 1 Jan IRFC was trading at 125.79. The strike last trading price was 6, which was 0.84 higher than the previous day. The implied volatity was 37.21, the open interest changed by 45 which increased total open position to 1147
On 31 Dec IRFC was trading at 124.62. The strike last trading price was 5.25, which was -0.52 lower than the previous day. The implied volatity was 36.37, the open interest changed by 358 which increased total open position to 1102
On 30 Dec IRFC was trading at 124.59. The strike last trading price was 5.86, which was -0.77 lower than the previous day. The implied volatity was 39.25, the open interest changed by 330 which increased total open position to 741
On 29 Dec IRFC was trading at 126.35. The strike last trading price was 6.75, which was -5.15 lower than the previous day. The implied volatity was 39.10, the open interest changed by -1 which decreased total open position to 419
On 26 Dec IRFC was trading at 133.64. The strike last trading price was 11.75, which was 8.29 higher than the previous day. The implied volatity was 37.03, the open interest changed by -307 which decreased total open position to 421
On 24 Dec IRFC was trading at 121.49. The strike last trading price was 3.46, which was 0.1 higher than the previous day. The implied volatity was 30.25, the open interest changed by 304 which increased total open position to 731
On 23 Dec IRFC was trading at 121.40. The strike last trading price was 3.45, which was 1.73 higher than the previous day. The implied volatity was 30.07, the open interest changed by 345 which increased total open position to 408
On 22 Dec IRFC was trading at 117.00. The strike last trading price was 1.73, which was -3.81 lower than the previous day. The implied volatity was 28.53, the open interest changed by 63 which increased total open position to 63
On 19 Dec IRFC was trading at 113.98. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 18 Dec IRFC was trading at 110.81. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 9.98, the open interest changed by 0 which decreased total open position to 0
On 17 Dec IRFC was trading at 111.08. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 9.78, the open interest changed by 0 which decreased total open position to 0
On 16 Dec IRFC was trading at 112.01. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0
On 15 Dec IRFC was trading at 113.25. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
On 12 Dec IRFC was trading at 113.82. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
On 11 Dec IRFC was trading at 113.29. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 7.40, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IRFC was trading at 112.20. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 9 Dec IRFC was trading at 113.64. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 7.07, the open interest changed by 0 which decreased total open position to 0
On 8 Dec IRFC was trading at 111.36. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 5 Dec IRFC was trading at 114.60. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 4 Dec IRFC was trading at 114.85. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IRFC was trading at 114.71. The strike last trading price was 5.54, 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 2 Dec IRFC was trading at 116.42. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 1 Dec IRFC was trading at 117.09. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 28 Nov IRFC was trading at 117.57. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 27 Nov IRFC was trading at 117.96. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 26 Nov IRFC was trading at 118.08. The strike last trading price was 5.54, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
| IRFC 27JAN2026 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.10
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 121.25 | 5.99 | 1.53 | 39.09 | 542 | -146 | 894 |
| 8 Jan | 124.27 | 4.66 | 1.84 | 39.50 | 386 | -41 | 1,045 |
| 7 Jan | 128.04 | 2.8 | -0.36 | 37.35 | 322 | 124 | 1,085 |
| 6 Jan | 127.22 | 3.2 | 0.1 | 37.16 | 475 | -18 | 960 |
| 5 Jan | 127.60 | 3.12 | 0.14 | 37.18 | 342 | -13 | 983 |
| 2 Jan | 128.48 | 3.06 | -1.15 | 37.26 | 792 | 98 | 997 |
| 1 Jan | 125.79 | 4.05 | -1.17 | 37.34 | 551 | -25 | 895 |
| 31 Dec | 124.62 | 5.14 | -0.05 | 40.54 | 990 | 205 | 920 |
| 30 Dec | 124.59 | 5.16 | 0.11 | 40.74 | 1,042 | 276 | 712 |
| 29 Dec | 126.35 | 5.05 | 2.72 | 43.71 | 1,149 | 140 | 440 |
| 26 Dec | 133.64 | 2.4 | -3.39 | 39.83 | 1,241 | 179 | 302 |
| 24 Dec | 121.49 | 5.88 | -0.26 | 31.07 | 118 | 65 | 123 |
| 23 Dec | 121.40 | 6.3 | -4.8 | 34.85 | 94 | 57 | 58 |
| 22 Dec | 117.00 | 11.1 | -1.39 | - | 0 | 0 | 1 |
| 19 Dec | 113.98 | 11.1 | -1.39 | 32.86 | 1 | 0 | 0 |
| 18 Dec | 110.81 | 12.49 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 111.08 | 12.49 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 112.01 | 12.49 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 113.25 | 12.49 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 113.82 | 12.49 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 113.29 | 12.49 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 112.20 | 12.49 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 113.64 | 12.49 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 111.36 | 12.49 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 114.60 | 12.49 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 114.85 | 12.49 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 114.71 | 12.49 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 116.42 | 12.49 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 117.09 | 12.49 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 117.57 | 12.49 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 117.96 | 12.49 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 118.08 | 12.49 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 125 expiring on 27JAN2026
Delta for 125 PE is -0.60
Historical price for 125 PE is as follows
On 9 Jan IRFC was trading at 121.25. The strike last trading price was 5.99, which was 1.53 higher than the previous day. The implied volatity was 39.09, the open interest changed by -146 which decreased total open position to 894
On 8 Jan IRFC was trading at 124.27. The strike last trading price was 4.66, which was 1.84 higher than the previous day. The implied volatity was 39.50, the open interest changed by -41 which decreased total open position to 1045
On 7 Jan IRFC was trading at 128.04. The strike last trading price was 2.8, which was -0.36 lower than the previous day. The implied volatity was 37.35, the open interest changed by 124 which increased total open position to 1085
On 6 Jan IRFC was trading at 127.22. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 37.16, the open interest changed by -18 which decreased total open position to 960
On 5 Jan IRFC was trading at 127.60. The strike last trading price was 3.12, which was 0.14 higher than the previous day. The implied volatity was 37.18, the open interest changed by -13 which decreased total open position to 983
On 2 Jan IRFC was trading at 128.48. The strike last trading price was 3.06, which was -1.15 lower than the previous day. The implied volatity was 37.26, the open interest changed by 98 which increased total open position to 997
On 1 Jan IRFC was trading at 125.79. The strike last trading price was 4.05, which was -1.17 lower than the previous day. The implied volatity was 37.34, the open interest changed by -25 which decreased total open position to 895
On 31 Dec IRFC was trading at 124.62. The strike last trading price was 5.14, which was -0.05 lower than the previous day. The implied volatity was 40.54, the open interest changed by 205 which increased total open position to 920
On 30 Dec IRFC was trading at 124.59. The strike last trading price was 5.16, which was 0.11 higher than the previous day. The implied volatity was 40.74, the open interest changed by 276 which increased total open position to 712
On 29 Dec IRFC was trading at 126.35. The strike last trading price was 5.05, which was 2.72 higher than the previous day. The implied volatity was 43.71, the open interest changed by 140 which increased total open position to 440
On 26 Dec IRFC was trading at 133.64. The strike last trading price was 2.4, which was -3.39 lower than the previous day. The implied volatity was 39.83, the open interest changed by 179 which increased total open position to 302
On 24 Dec IRFC was trading at 121.49. The strike last trading price was 5.88, which was -0.26 lower than the previous day. The implied volatity was 31.07, the open interest changed by 65 which increased total open position to 123
On 23 Dec IRFC was trading at 121.40. The strike last trading price was 6.3, which was -4.8 lower than the previous day. The implied volatity was 34.85, the open interest changed by 57 which increased total open position to 58
On 22 Dec IRFC was trading at 117.00. The strike last trading price was 11.1, which was -1.39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec IRFC was trading at 113.98. The strike last trading price was 11.1, which was -1.39 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 0
On 18 Dec IRFC was trading at 110.81. The strike last trading price was 12.49, 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 Dec IRFC was trading at 111.08. The strike last trading price was 12.49, 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 16 Dec IRFC was trading at 112.01. The strike last trading price was 12.49, 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 15 Dec IRFC was trading at 113.25. The strike last trading price was 12.49, 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 Dec IRFC was trading at 113.82. The strike last trading price was 12.49, 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 Dec IRFC was trading at 113.29. The strike last trading price was 12.49, 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 Dec IRFC was trading at 112.20. The strike last trading price was 12.49, 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 9 Dec IRFC was trading at 113.64. The strike last trading price was 12.49, 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 Dec IRFC was trading at 111.36. The strike last trading price was 12.49, 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 Dec IRFC was trading at 114.60. The strike last trading price was 12.49, 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 Dec IRFC was trading at 114.85. The strike last trading price was 12.49, 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 Dec IRFC was trading at 114.71. The strike last trading price was 12.49, 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 2 Dec IRFC was trading at 116.42. The strike last trading price was 12.49, 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 Dec IRFC was trading at 117.09. The strike last trading price was 12.49, 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 Nov IRFC was trading at 117.57. The strike last trading price was 12.49, 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 Nov IRFC was trading at 117.96. The strike last trading price was 12.49, 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 Nov IRFC was trading at 118.08. The strike last trading price was 12.49, 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































































































































































































































