`
Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
117.69 -1.51 (-1.27%)

Back to Option Chain

Historical option data for IRFC

13 Mar 2025 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 27MAR2025 125 CE
Delta: 0.19
Vega: 0.06
Theta: -0.08
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 0.8 -0.6 34.63 1,757 455 2,110
12 Mar 119.20 1.35 -0.15 34.70 2,048 133 1,640
11 Mar 119.30 1.55 0.05 30.87 1,470 17 1,508
10 Mar 119.75 1.35 -1.95 31.12 2,391 437 1,491
7 Mar 123.42 3.25 1.35 30.66 6,770 -192 1,054
6 Mar 120.59 1.9 0.15 29.30 1,334 83 1,245
5 Mar 117.73 1.7 0.25 33.89 1,044 -39 1,162
4 Mar 114.59 1.5 0.35 39.85 1,804 -186 1,203
3 Mar 111.13 1.15 0.35 43.05 1,997 -98 1,387
28 Feb 112.42 0.85 -0.7 34.96 1,731 211 1,484
27 Feb 120.36 1.65 -0.25 24.42 1,013 312 1,273
26 Feb 123.26 1.95 -1.15 16.33 1,105 404 960
25 Feb 123.26 1.95 -1.15 16.33 1,105 403 960
24 Feb 123.47 3.1 -0.6 23.40 532 132 552
21 Feb 125.11 3.75 0.15 21.65 808 93 409
20 Feb 124.78 3.5 0.1 19.76 359 29 315
19 Feb 124.27 3.4 1.15 20.49 690 59 286
18 Feb 119.27 2.05 -0.95 26.90 175 61 226
17 Feb 121.78 2.95 -0.3 23.83 204 25 165
14 Feb 121.75 3.2 -1.25 25.03 188 75 140
13 Feb 126.57 4.2 -0.55 15.45 37 -1 65
12 Feb 125.35 4.75 -0.2 21.62 45 20 65
11 Feb 126.25 4.85 -3.05 19.41 82 26 42
10 Feb 131.05 8.45 0.4 18.91 12 4 16
7 Feb 133.43 8.05 -0.3 - 1 0 11
6 Feb 136.31 8.35 0 0.00 0 0 0
5 Feb 137.93 8.35 0 0.00 0 5 0
4 Feb 137.84 8.35 1.65 - 7 5 11
3 Feb 136.84 6.7 -23.8 - 6 0 0
1 Feb 141.22 30.5 0 - 0 0 0
31 Jan 150.94 30.5 0 - 0 0 0
28 Jan 137.82 30.5 0 - 0 0 0
15 Jan 137.56 30.5 30.50 - 0 0 0
6 Jan 145.42 0 0.00 - 0 0 0
31 Dec 149.04 0 0.00 0 0 0

For Indian Railway Fin Corp L - strike price 125 expiring on 27MAR2025

Delta for 125 CE is 0.19

Historical price for 125 CE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 34.63, the open interest changed by 455 which increased total open position to 2110


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 34.70, the open interest changed by 133 which increased total open position to 1640


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 30.87, the open interest changed by 17 which increased total open position to 1508


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.35, which was -1.95 lower than the previous day. The implied volatity was 31.12, the open interest changed by 437 which increased total open position to 1491


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 3.25, which was 1.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by -192 which decreased total open position to 1054


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 29.30, the open interest changed by 83 which increased total open position to 1245


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 33.89, the open interest changed by -39 which decreased total open position to 1162


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 39.85, the open interest changed by -186 which decreased total open position to 1203


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 43.05, the open interest changed by -98 which decreased total open position to 1387


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 34.96, the open interest changed by 211 which increased total open position to 1484


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 24.42, the open interest changed by 312 which increased total open position to 1273


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 16.33, the open interest changed by 404 which increased total open position to 960


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 16.33, the open interest changed by 403 which increased total open position to 960


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 3.1, which was -0.6 lower than the previous day. The implied volatity was 23.40, the open interest changed by 132 which increased total open position to 552


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 3.75, which was 0.15 higher than the previous day. The implied volatity was 21.65, the open interest changed by 93 which increased total open position to 409


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 19.76, the open interest changed by 29 which increased total open position to 315


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 3.4, which was 1.15 higher than the previous day. The implied volatity was 20.49, the open interest changed by 59 which increased total open position to 286


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 26.90, the open interest changed by 61 which increased total open position to 226


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 2.95, which was -0.3 lower than the previous day. The implied volatity was 23.83, the open interest changed by 25 which increased total open position to 165


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by 75 which increased total open position to 140


On 13 Feb IRFC was trading at 126.57. The strike last trading price was 4.2, which was -0.55 lower than the previous day. The implied volatity was 15.45, the open interest changed by -1 which decreased total open position to 65


On 12 Feb IRFC was trading at 125.35. The strike last trading price was 4.75, which was -0.2 lower than the previous day. The implied volatity was 21.62, the open interest changed by 20 which increased total open position to 65


On 11 Feb IRFC was trading at 126.25. The strike last trading price was 4.85, which was -3.05 lower than the previous day. The implied volatity was 19.41, the open interest changed by 26 which increased total open position to 42


On 10 Feb IRFC was trading at 131.05. The strike last trading price was 8.45, which was 0.4 higher than the previous day. The implied volatity was 18.91, the open interest changed by 4 which increased total open position to 16


On 7 Feb IRFC was trading at 133.43. The strike last trading price was 8.05, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 8.35, 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 Feb IRFC was trading at 137.93. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 8.35, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 11


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 6.7, which was -23.8 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 30.5, 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 31 Jan IRFC was trading at 150.94. The strike last trading price was 30.5, 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 Jan IRFC was trading at 137.82. The strike last trading price was 30.5, 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 Jan IRFC was trading at 137.56. The strike last trading price was 30.5, which was 30.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan IRFC was trading at 145.42. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec IRFC was trading at 149.04. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


IRFC 27MAR2025 125 PE
Delta: -0.67
Vega: 0.08
Theta: -0.17
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 10.5 1.9 63.94 47 -22 282
12 Mar 119.20 8.65 -0.65 55.64 88 -1 304
11 Mar 119.30 8.9 -1.3 65.66 123 6 306
10 Mar 119.75 10.95 4.75 78.20 452 14 306
7 Mar 123.42 6.3 -3.35 51.73 688 129 292
6 Mar 120.59 9.7 -1.85 65.96 205 1 164
5 Mar 117.73 11.55 -2.15 68.92 46 5 163
4 Mar 114.59 13.75 -2.55 69.50 116 -4 158
3 Mar 111.13 16.25 -5.25 70.84 74 15 162
28 Feb 112.42 21.5 5 116.57 43 15 145
27 Feb 120.36 16.5 1.15 107.04 47 3 130
26 Feb 123.26 15.4 3.2 106.66 80 32 131
25 Feb 123.26 15.4 3.2 106.66 80 36 131
24 Feb 123.47 12.35 1.15 84.20 65 31 95
21 Feb 125.11 11.7 0.45 80.48 69 17 62
20 Feb 124.78 11.1 -0.85 75.36 20 6 45
19 Feb 124.27 11.95 -4 78.49 19 12 40
18 Feb 119.27 16.15 0.6 87.35 24 -1 28
17 Feb 121.78 15.55 3.05 93.01 5 -2 29
14 Feb 121.75 12.5 0 0.00 0 7 0
13 Feb 126.57 12.5 -2.55 82.02 11 4 28
12 Feb 125.35 15.05 2.05 94.33 8 4 23
11 Feb 126.25 13 4 82.91 9 5 17
10 Feb 131.05 9 1.35 69.94 1 0 12
7 Feb 133.43 7.65 -1.15 64.82 1 0 13
6 Feb 136.31 8.8 0.75 75.47 8 4 13
5 Feb 137.93 8.05 -1.4 73.79 2 0 10
4 Feb 137.84 9.45 -3.8 80.48 2 1 9
3 Feb 136.84 13.25 4.25 100.00 6 5 7
1 Feb 141.22 9 2.6 81.95 2 1 1
31 Jan 150.94 6.4 0 15.44 0 0 0
28 Jan 137.82 0 0 8.68 0 0 0
15 Jan 137.56 0 0.00 7.87 0 0 0
6 Jan 145.42 0 0.00 10.97 0 0 0
31 Dec 149.04 0 0.00 0 0 0

For Indian Railway Fin Corp L - strike price 125 expiring on 27MAR2025

Delta for 125 PE is -0.67

Historical price for 125 PE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 10.5, which was 1.9 higher than the previous day. The implied volatity was 63.94, the open interest changed by -22 which decreased total open position to 282


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 8.65, which was -0.65 lower than the previous day. The implied volatity was 55.64, the open interest changed by -1 which decreased total open position to 304


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 8.9, which was -1.3 lower than the previous day. The implied volatity was 65.66, the open interest changed by 6 which increased total open position to 306


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 10.95, which was 4.75 higher than the previous day. The implied volatity was 78.20, the open interest changed by 14 which increased total open position to 306


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 6.3, which was -3.35 lower than the previous day. The implied volatity was 51.73, the open interest changed by 129 which increased total open position to 292


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 9.7, which was -1.85 lower than the previous day. The implied volatity was 65.96, the open interest changed by 1 which increased total open position to 164


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 11.55, which was -2.15 lower than the previous day. The implied volatity was 68.92, the open interest changed by 5 which increased total open position to 163


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 13.75, which was -2.55 lower than the previous day. The implied volatity was 69.50, the open interest changed by -4 which decreased total open position to 158


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 16.25, which was -5.25 lower than the previous day. The implied volatity was 70.84, the open interest changed by 15 which increased total open position to 162


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 21.5, which was 5 higher than the previous day. The implied volatity was 116.57, the open interest changed by 15 which increased total open position to 145


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 16.5, which was 1.15 higher than the previous day. The implied volatity was 107.04, the open interest changed by 3 which increased total open position to 130


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 15.4, which was 3.2 higher than the previous day. The implied volatity was 106.66, the open interest changed by 32 which increased total open position to 131


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 15.4, which was 3.2 higher than the previous day. The implied volatity was 106.66, the open interest changed by 36 which increased total open position to 131


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 12.35, which was 1.15 higher than the previous day. The implied volatity was 84.20, the open interest changed by 31 which increased total open position to 95


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 11.7, which was 0.45 higher than the previous day. The implied volatity was 80.48, the open interest changed by 17 which increased total open position to 62


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 11.1, which was -0.85 lower than the previous day. The implied volatity was 75.36, the open interest changed by 6 which increased total open position to 45


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 11.95, which was -4 lower than the previous day. The implied volatity was 78.49, the open interest changed by 12 which increased total open position to 40


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 16.15, which was 0.6 higher than the previous day. The implied volatity was 87.35, the open interest changed by -1 which decreased total open position to 28


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 15.55, which was 3.05 higher than the previous day. The implied volatity was 93.01, the open interest changed by -2 which decreased total open position to 29


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 13 Feb IRFC was trading at 126.57. The strike last trading price was 12.5, which was -2.55 lower than the previous day. The implied volatity was 82.02, the open interest changed by 4 which increased total open position to 28


On 12 Feb IRFC was trading at 125.35. The strike last trading price was 15.05, which was 2.05 higher than the previous day. The implied volatity was 94.33, the open interest changed by 4 which increased total open position to 23


On 11 Feb IRFC was trading at 126.25. The strike last trading price was 13, which was 4 higher than the previous day. The implied volatity was 82.91, the open interest changed by 5 which increased total open position to 17


On 10 Feb IRFC was trading at 131.05. The strike last trading price was 9, which was 1.35 higher than the previous day. The implied volatity was 69.94, the open interest changed by 0 which decreased total open position to 12


On 7 Feb IRFC was trading at 133.43. The strike last trading price was 7.65, which was -1.15 lower than the previous day. The implied volatity was 64.82, the open interest changed by 0 which decreased total open position to 13


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 8.8, which was 0.75 higher than the previous day. The implied volatity was 75.47, the open interest changed by 4 which increased total open position to 13


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 8.05, which was -1.4 lower than the previous day. The implied volatity was 73.79, the open interest changed by 0 which decreased total open position to 10


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 9.45, which was -3.8 lower than the previous day. The implied volatity was 80.48, the open interest changed by 1 which increased total open position to 9


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 13.25, which was 4.25 higher than the previous day. The implied volatity was 100.00, the open interest changed by 5 which increased total open position to 7


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 9, which was 2.6 higher than the previous day. The implied volatity was 81.95, the open interest changed by 1 which increased total open position to 1


On 31 Jan IRFC was trading at 150.94. The strike last trading price was 6.4, which was 0 lower than the previous day. The implied volatity was 15.44, the open interest changed by 0 which decreased total open position to 0


On 28 Jan IRFC was trading at 137.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0


On 15 Jan IRFC was trading at 137.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0


On 6 Jan IRFC was trading at 145.42. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0


On 31 Dec IRFC was trading at 149.04. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0