IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 0.09
Theta: -0.15
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 2.5 | -0.4 | 39.69 | 560 | 34 | 412 | |||
| 9 Apr | 123.06 | 3.1 | -0.35 | 46.21 | 279 | 46 | 378 | |||
| 8 Apr | 124.41 | 3.5 | 0.1 | 43.58 | 433 | 48 | 330 | |||
| 7 Apr | 122.42 | 3.55 | 0.35 | 47.76 | 467 | -75 | 277 | |||
| 4 Apr | 124.84 | 3.45 | -1.85 | 33.79 | 580 | 32 | 354 | |||
| 3 Apr | 129.16 | 5.3 | 0.3 | 31.93 | 2,567 | 36 | 322 | |||
| 2 Apr | 127.48 | 5.1 | 1.35 | 37.52 | 663 | 30 | 288 | |||
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| 1 Apr | 124.38 | 3.8 | -0.1 | 37.43 | 453 | -21 | 259 | |||
| 28 Mar | 124.42 | 3.9 | 0.05 | 37.34 | 823 | 136 | 280 | |||
| 27 Mar | 124.34 | 4.1 | 1.3 | 36.42 | 426 | 25 | 146 | |||
| 26 Mar | 128.39 | 2.8 | -1.65 | 16.23 | 304 | 24 | 119 | |||
| 25 Mar | 129.41 | 4.3 | -1.4 | 19.03 | 34 | -1 | 95 | |||
| 24 Mar | 132.80 | 5.7 | 1.45 | - | 118 | 29 | 94 | |||
| 21 Mar | 129.66 | 4.3 | 0.2 | 13.90 | 53 | 8 | 65 | |||
| 20 Mar | 128.52 | 4 | -0.1 | 19.01 | 84 | 42 | 57 | |||
| 19 Mar | 128.11 | 4.15 | 2.65 | 18.13 | 39 | 10 | 14 | |||
| 18 Mar | 121.80 | 1.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 118.77 | 1.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 117.69 | 1.5 | 0.05 | 28.55 | 5 | 1 | 5 | |||
| 12 Mar | 119.20 | 1.45 | 0 | 0.00 | 0 | 3 | 0 | |||
| 11 Mar | 119.30 | 1.45 | -0.5 | 21.10 | 3 | 0 | 1 | |||
| 10 Mar | 119.75 | 1.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 123.42 | 1.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 120.59 | 1.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 1.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 114.59 | 1.95 | -6.35 | 32.54 | 1 | 0 | 0 | |||
| 3 Mar | 111.13 | 8.3 | 0 | 9.57 | 0 | 0 | 0 | |||
| 28 Feb | 112.42 | 8.3 | 0 | 8.91 | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 127.5 expiring on 24APR2025
Delta for 127.5 CE is 0.40
Historical price for 127.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 39.69, the open interest changed by 34 which increased total open position to 412
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 46.21, the open interest changed by 46 which increased total open position to 378
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 43.58, the open interest changed by 48 which increased total open position to 330
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 3.55, which was 0.35 higher than the previous day. The implied volatity was 47.76, the open interest changed by -75 which decreased total open position to 277
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 33.79, the open interest changed by 32 which increased total open position to 354
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 31.93, the open interest changed by 36 which increased total open position to 322
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 5.1, which was 1.35 higher than the previous day. The implied volatity was 37.52, the open interest changed by 30 which increased total open position to 288
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 3.8, which was -0.1 lower than the previous day. The implied volatity was 37.43, the open interest changed by -21 which decreased total open position to 259
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 37.34, the open interest changed by 136 which increased total open position to 280
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 4.1, which was 1.3 higher than the previous day. The implied volatity was 36.42, the open interest changed by 25 which increased total open position to 146
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 2.8, which was -1.65 lower than the previous day. The implied volatity was 16.23, the open interest changed by 24 which increased total open position to 119
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 4.3, which was -1.4 lower than the previous day. The implied volatity was 19.03, the open interest changed by -1 which decreased total open position to 95
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 5.7, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 94
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 4.3, which was 0.2 higher than the previous day. The implied volatity was 13.90, the open interest changed by 8 which increased total open position to 65
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 4, which was -0.1 lower than the previous day. The implied volatity was 19.01, the open interest changed by 42 which increased total open position to 57
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 4.15, which was 2.65 higher than the previous day. The implied volatity was 18.13, the open interest changed by 10 which increased total open position to 14
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 1.5, 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 Mar IRFC was trading at 118.77. The strike last trading price was 1.5, 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 Mar IRFC was trading at 117.69. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 28.55, the open interest changed by 1 which increased total open position to 5
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 1.45, 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 11 Mar IRFC was trading at 119.30. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 21.10, the open interest changed by 0 which decreased total open position to 1
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.95, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 1.95, 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 6 Mar IRFC was trading at 120.59. The strike last trading price was 1.95, 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 Mar IRFC was trading at 117.73. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.95, which was -6.35 lower than the previous day. The implied volatity was 32.54, 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 8.3, which was 0 lower than the previous day. The implied volatity was 9.57, 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 8.3, which was 0 lower than the previous day. The implied volatity was 8.91, the open interest changed by 0 which decreased total open position to 0
| IRFC 24APR2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.09
Theta: -0.14
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 6 | -1.4 | 46.88 | 121 | -8 | 207 |
| 9 Apr | 123.06 | 7.4 | 0.5 | 53.55 | 67 | 4 | 215 |
| 8 Apr | 124.41 | 6.75 | -1.5 | 52.38 | 207 | -18 | 211 |
| 7 Apr | 122.42 | 8.4 | 1.95 | 59.96 | 105 | -15 | 225 |
| 4 Apr | 124.84 | 6.25 | 2.3 | 48.17 | 475 | 31 | 243 |
| 3 Apr | 129.16 | 3.9 | -1.2 | 41.33 | 634 | 47 | 213 |
| 2 Apr | 127.48 | 4.95 | -2.4 | 43.04 | 188 | 56 | 166 |
| 1 Apr | 124.38 | 7.35 | -0.8 | 50.29 | 227 | 20 | 111 |
| 28 Mar | 124.42 | 8.1 | -1.05 | 49.68 | 205 | 74 | 91 |
| 27 Mar | 124.34 | 9.05 | -3.6 | 57.72 | 16 | 7 | 17 |
| 26 Mar | 128.39 | 13.05 | 6.25 | 94.85 | 10 | 2 | 9 |
| 25 Mar | 129.41 | 6.8 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 132.80 | 6.8 | -2.7 | 65.18 | 1 | 0 | 7 |
| 21 Mar | 129.66 | 9.5 | 1.5 | 71.55 | 10 | 4 | 6 |
| 20 Mar | 128.52 | 8 | -6.05 | 56.83 | 3 | 0 | 0 |
| 19 Mar | 128.11 | 14.05 | 0 | 1.91 | 0 | 0 | 0 |
| 18 Mar | 121.80 | 14.05 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 118.77 | 14.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 117.69 | 14.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 119.20 | 14.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 119.30 | 14.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 119.75 | 14.05 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 123.42 | 14.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 120.59 | 14.05 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 117.73 | 14.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 114.59 | 14.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 111.13 | 14.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 112.42 | 14.05 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 127.5 expiring on 24APR2025
Delta for 127.5 PE is -0.58
Historical price for 127.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 6, which was -1.4 lower than the previous day. The implied volatity was 46.88, the open interest changed by -8 which decreased total open position to 207
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 7.4, which was 0.5 higher than the previous day. The implied volatity was 53.55, the open interest changed by 4 which increased total open position to 215
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 6.75, which was -1.5 lower than the previous day. The implied volatity was 52.38, the open interest changed by -18 which decreased total open position to 211
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 8.4, which was 1.95 higher than the previous day. The implied volatity was 59.96, the open interest changed by -15 which decreased total open position to 225
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 6.25, which was 2.3 higher than the previous day. The implied volatity was 48.17, the open interest changed by 31 which increased total open position to 243
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 3.9, which was -1.2 lower than the previous day. The implied volatity was 41.33, the open interest changed by 47 which increased total open position to 213
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 4.95, which was -2.4 lower than the previous day. The implied volatity was 43.04, the open interest changed by 56 which increased total open position to 166
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 7.35, which was -0.8 lower than the previous day. The implied volatity was 50.29, the open interest changed by 20 which increased total open position to 111
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was 49.68, the open interest changed by 74 which increased total open position to 91
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 9.05, which was -3.6 lower than the previous day. The implied volatity was 57.72, the open interest changed by 7 which increased total open position to 17
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 13.05, which was 6.25 higher than the previous day. The implied volatity was 94.85, the open interest changed by 2 which increased total open position to 9
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 6.8, 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 24 Mar IRFC was trading at 132.80. The strike last trading price was 6.8, which was -2.7 lower than the previous day. The implied volatity was 65.18, the open interest changed by 0 which decreased total open position to 7
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 9.5, which was 1.5 higher than the previous day. The implied volatity was 71.55, the open interest changed by 4 which increased total open position to 6
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 8, which was -6.05 lower than the previous day. The implied volatity was 56.83, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 14.05, 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 Mar IRFC was trading at 118.77. The strike last trading price was 14.05, 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 Mar IRFC was trading at 117.69. The strike last trading price was 14.05, 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 Mar IRFC was trading at 119.20. The strike last trading price was 14.05, 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 Mar IRFC was trading at 119.30. The strike last trading price was 14.05, 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 Mar IRFC was trading at 119.75. The strike last trading price was 14.05, 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 Mar IRFC was trading at 123.42. The strike last trading price was 14.05, 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 Mar IRFC was trading at 120.59. The strike last trading price was 14.05, 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 Mar IRFC was trading at 117.73. The strike last trading price was 14.05, 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 Mar IRFC was trading at 114.59. The strike last trading price was 14.05, 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 Mar IRFC was trading at 111.13. The strike last trading price was 14.05, 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 14.05, 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
