IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.05
Theta: -0.07
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 0.55 | -0.4 | 36.57 | 162 | -4 | 557 | |||
| 12 Mar | 119.20 | 0.95 | -0.1 | 36.47 | 374 | 33 | 561 | |||
| 11 Mar | 119.30 | 1.1 | 0 | 32.98 | 263 | 31 | 528 | |||
| 10 Mar | 119.75 | 1 | -1.45 | 33.64 | 742 | 172 | 497 | |||
| 7 Mar | 123.42 | 2.4 | 0.95 | 32.07 | 1,288 | 12 | 325 | |||
| 6 Mar | 120.59 | 1.4 | 0.05 | 31.22 | 418 | 59 | 312 | |||
| 5 Mar | 117.73 | 1.35 | 0.2 | 36.28 | 282 | 17 | 253 | |||
| 4 Mar | 114.59 | 1.1 | 0.2 | 40.40 | 403 | -66 | 239 | |||
| 3 Mar | 111.13 | 0.95 | 0.35 | 45.08 | 252 | -13 | 308 | |||
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| 28 Feb | 112.42 | 0.6 | -0.6 | 35.56 | 445 | 89 | 327 | |||
| 27 Feb | 120.36 | 1.25 | -0.3 | 26.59 | 218 | 61 | 238 | |||
| 26 Feb | 123.26 | 1.5 | -1.1 | 19.81 | 154 | 92 | 170 | |||
| 25 Feb | 123.26 | 1.5 | -1.1 | 19.81 | 154 | 85 | 170 | |||
| 24 Feb | 123.47 | 2.6 | -0.5 | 27.05 | 90 | 28 | 86 | |||
| 21 Feb | 125.11 | 3.1 | 0.15 | 25.23 | 88 | 36 | 58 | |||
| 20 Feb | 124.78 | 2.85 | -0.05 | 23.14 | 30 | 16 | 21 | |||
| 19 Feb | 124.27 | 2.9 | -23.55 | 24.49 | 5 | 4 | 4 | |||
| 18 Feb | 119.27 | 26.45 | 0 | 6.31 | 0 | 0 | 0 | |||
| 17 Feb | 121.78 | 26.45 | 0 | 3.53 | 0 | 0 | 0 | |||
| 14 Feb | 121.75 | 26.45 | 0 | 3.69 | 0 | 0 | 0 | |||
| 13 Feb | 126.57 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 125.35 | 26.45 | 0 | 0.59 | 0 | 0 | 0 | |||
| 11 Feb | 126.25 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 131.05 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 133.43 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 136.31 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 137.93 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 137.84 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 136.84 | 26.45 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 141.22 | 26.45 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 127.5 expiring on 27MAR2025
Delta for 127.5 CE is 0.13
Historical price for 127.5 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 36.57, the open interest changed by -4 which decreased total open position to 557
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 36.47, the open interest changed by 33 which increased total open position to 561
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 32.98, the open interest changed by 31 which increased total open position to 528
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 33.64, the open interest changed by 172 which increased total open position to 497
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 2.4, which was 0.95 higher than the previous day. The implied volatity was 32.07, the open interest changed by 12 which increased total open position to 325
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 31.22, the open interest changed by 59 which increased total open position to 312
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.35, which was 0.2 higher than the previous day. The implied volatity was 36.28, the open interest changed by 17 which increased total open position to 253
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 40.40, the open interest changed by -66 which decreased total open position to 239
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 45.08, the open interest changed by -13 which decreased total open position to 308
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.6, which was -0.6 lower than the previous day. The implied volatity was 35.56, the open interest changed by 89 which increased total open position to 327
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 26.59, the open interest changed by 61 which increased total open position to 238
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 1.5, which was -1.1 lower than the previous day. The implied volatity was 19.81, the open interest changed by 92 which increased total open position to 170
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 1.5, which was -1.1 lower than the previous day. The implied volatity was 19.81, the open interest changed by 85 which increased total open position to 170
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by 28 which increased total open position to 86
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 25.23, the open interest changed by 36 which increased total open position to 58
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 23.14, the open interest changed by 16 which increased total open position to 21
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 2.9, which was -23.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 4 which increased total open position to 4
On 18 Feb IRFC was trading at 119.27. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 6.31, 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 26.45, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 26.45, 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 Feb IRFC was trading at 125.35. The strike last trading price was 26.45, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IRFC was trading at 126.25. The strike last trading price was 26.45, 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 Feb IRFC was trading at 131.05. The strike last trading price was 26.45, 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 Feb IRFC was trading at 133.43. The strike last trading price was 26.45, 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 Feb IRFC was trading at 136.31. The strike last trading price was 26.45, 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 26.45, 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 26.45, 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 26.45, 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 26.45, 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 27MAR2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.08
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 12.7 | 2.1 | 68.60 | 2 | 1 | 29 |
| 12 Mar | 119.20 | 10.6 | -0.75 | 57.89 | 1 | 0 | 28 |
| 11 Mar | 119.30 | 11.2 | 0.3 | 72.79 | 9 | 0 | 30 |
| 10 Mar | 119.75 | 10.9 | 3.25 | 61.03 | 26 | 2 | 16 |
| 7 Mar | 123.42 | 7.65 | -6.7 | 51.08 | 58 | 6 | 14 |
| 6 Mar | 120.59 | 14.35 | 0 | 0.00 | 0 | 2 | 0 |
| 5 Mar | 117.73 | 14.35 | -2.45 | 79.18 | 3 | 2 | 8 |
| 4 Mar | 114.59 | 16.8 | -1.65 | 81.43 | 24 | 3 | 6 |
| 3 Mar | 111.13 | 18.45 | -3.45 | 73.88 | 1 | 0 | 4 |
| 28 Feb | 112.42 | 21.9 | 17.6 | 105.41 | 9 | 2 | 2 |
| 27 Feb | 120.36 | 4.3 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 123.26 | 4.3 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 123.26 | 4.3 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 123.47 | 4.3 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 125.11 | 4.3 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 124.78 | 4.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 124.27 | 4.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 119.27 | 4.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 121.78 | 4.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 121.75 | 4.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 126.57 | 4.3 | 0 | 0.27 | 0 | 0 | 0 |
| 12 Feb | 125.35 | 4.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 126.25 | 4.3 | 0 | 0.18 | 0 | 0 | 0 |
| 10 Feb | 131.05 | 4.3 | 0 | 3.69 | 0 | 0 | 0 |
| 7 Feb | 133.43 | 4.3 | 0 | 5.22 | 0 | 0 | 0 |
| 6 Feb | 136.31 | 4.3 | 0 | 6.78 | 0 | 0 | 0 |
| 5 Feb | 137.93 | 4.3 | 0 | 7.82 | 0 | 0 | 0 |
| 4 Feb | 137.84 | 4.3 | 0 | 7.59 | 0 | 0 | 0 |
| 3 Feb | 136.84 | 4.3 | 0 | 7.62 | 0 | 0 | 0 |
| 1 Feb | 141.22 | 4.3 | 0 | 9.28 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 127.5 expiring on 27MAR2025
Delta for 127.5 PE is -0.71
Historical price for 127.5 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 12.7, which was 2.1 higher than the previous day. The implied volatity was 68.60, the open interest changed by 1 which increased total open position to 29
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 10.6, which was -0.75 lower than the previous day. The implied volatity was 57.89, the open interest changed by 0 which decreased total open position to 28
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 11.2, which was 0.3 higher than the previous day. The implied volatity was 72.79, the open interest changed by 0 which decreased total open position to 30
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 10.9, which was 3.25 higher than the previous day. The implied volatity was 61.03, the open interest changed by 2 which increased total open position to 16
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 7.65, which was -6.7 lower than the previous day. The implied volatity was 51.08, the open interest changed by 6 which increased total open position to 14
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 14.35, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 14.35, which was -2.45 lower than the previous day. The implied volatity was 79.18, the open interest changed by 2 which increased total open position to 8
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 16.8, which was -1.65 lower than the previous day. The implied volatity was 81.43, the open interest changed by 3 which increased total open position to 6
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 18.45, which was -3.45 lower than the previous day. The implied volatity was 73.88, the open interest changed by 0 which decreased total open position to 4
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 21.9, which was 17.6 higher than the previous day. The implied volatity was 105.41, the open interest changed by 2 which increased total open position to 2
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 4.3, 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 4.3, 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 25 Feb IRFC was trading at 123.26. The strike last trading price was 4.3, 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 24 Feb IRFC was trading at 123.47. The strike last trading price was 4.3, 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 Feb IRFC was trading at 125.11. The strike last trading price was 4.3, 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 Feb IRFC was trading at 124.78. The strike last trading price was 4.3, 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 Feb IRFC was trading at 124.27. The strike last trading price was 4.3, 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 4.3, 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 4.3, 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 Feb IRFC was trading at 121.75. The strike last trading price was 4.3, 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 Feb IRFC was trading at 126.57. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 4.3, 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 Feb IRFC was trading at 126.25. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRFC was trading at 131.05. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IRFC was trading at 133.43. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 136.31. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 6.78, 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 4.3, which was 0 lower than the previous day. The implied volatity was 7.82, 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 4.3, 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 3 Feb IRFC was trading at 136.84. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 7.62, 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 4.3, which was 0 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 0
