IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
09 Jan 2026 04:13 PM IST
| IRFC 27-JAN-2026 127 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.10
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 121.25 | 2.27 | -0.94 | 39.72 | 346 | -51 | 377 | |||||||||
| 8 Jan | 124.27 | 3.1 | -2.21 | 36.73 | 463 | 23 | 427 | |||||||||
| 7 Jan | 128.04 | 5.3 | 0.31 | 37.08 | 216 | -27 | 407 | |||||||||
| 6 Jan | 127.22 | 4.92 | -0.36 | 37.08 | 540 | 152 | 433 | |||||||||
| 5 Jan | 127.60 | 5.25 | -0.91 | 36.73 | 348 | 26 | 283 | |||||||||
| 2 Jan | 128.48 | 6.06 | 1.22 | 36.28 | 895 | -73 | 256 | |||||||||
| 1 Jan | 125.79 | 5.01 | 0.75 | 37.40 | 445 | -27 | 328 | |||||||||
| 31 Dec | 124.62 | 4.27 | -0.6 | 36.03 | 1,039 | 109 | 354 | |||||||||
| 30 Dec | 124.59 | 4.95 | -0.68 | 39.49 | 321 | 96 | 247 | |||||||||
| 29 Dec | 126.35 | 5.8 | -4.67 | 39.63 | 436 | 130 | 149 | |||||||||
| 26 Dec | 133.64 | 10.45 | 7.72 | 38.41 | 159 | 6 | 22 | |||||||||
| 24 Dec | 121.49 | 2.73 | 0.08 | 30.26 | 9 | 5 | 14 | |||||||||
| 23 Dec | 121.40 | 2.65 | 2.11 | 28.27 | 15 | 6 | 8 | |||||||||
| 22 Dec | 117.00 | 0.54 | -4.36 | - | 0 | 0 | 2 | |||||||||
| 19 Dec | 113.98 | 0.54 | -4.36 | - | 0 | 0 | 2 | |||||||||
| 18 Dec | 110.81 | 0.54 | -4.36 | 29.48 | 2 | 0 | 0 | |||||||||
| 17 Dec | 111.08 | 4.9 | 0 | 10.96 | 0 | 0 | 0 | |||||||||
| 16 Dec | 112.01 | 4.9 | 0 | 10.29 | 0 | 0 | 0 | |||||||||
| 15 Dec | 113.25 | 4.9 | 0 | 9.26 | 0 | 0 | 0 | |||||||||
| 12 Dec | 113.82 | 4.9 | 0 | 8.56 | 0 | 0 | 0 | |||||||||
| 11 Dec | 113.29 | 4.9 | 0 | 8.64 | 0 | 0 | 0 | |||||||||
| 10 Dec | 112.20 | 4.9 | 0 | 9.39 | 0 | 0 | 0 | |||||||||
| 9 Dec | 113.64 | 4.9 | 0 | 8.28 | 0 | 0 | 0 | |||||||||
| 8 Dec | 111.36 | 4.9 | 0 | 9.57 | 0 | 0 | 0 | |||||||||
| 5 Dec | 114.60 | 4.9 | 0 | 7.25 | 0 | 0 | 0 | |||||||||
| 4 Dec | 114.85 | 4.9 | 0 | 7.04 | 0 | 0 | 0 | |||||||||
| 3 Dec | 114.71 | 4.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 116.42 | 4.9 | 0 | 5.86 | 0 | 0 | 0 | |||||||||
| 1 Dec | 117.09 | 4.9 | 0 | 5.42 | 0 | 0 | 0 | |||||||||
| 28 Nov | 117.57 | 4.9 | 0 | 5.08 | 0 | 0 | 0 | |||||||||
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| 27 Nov | 117.96 | 4.9 | 0 | 4.63 | 0 | 0 | 0 | |||||||||
| 26 Nov | 118.08 | 4.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 127 expiring on 27JAN2026
Delta for 127 CE is 0.34
Historical price for 127 CE is as follows
On 9 Jan IRFC was trading at 121.25. The strike last trading price was 2.27, which was -0.94 lower than the previous day. The implied volatity was 39.72, the open interest changed by -51 which decreased total open position to 377
On 8 Jan IRFC was trading at 124.27. The strike last trading price was 3.1, which was -2.21 lower than the previous day. The implied volatity was 36.73, the open interest changed by 23 which increased total open position to 427
On 7 Jan IRFC was trading at 128.04. The strike last trading price was 5.3, which was 0.31 higher than the previous day. The implied volatity was 37.08, the open interest changed by -27 which decreased total open position to 407
On 6 Jan IRFC was trading at 127.22. The strike last trading price was 4.92, which was -0.36 lower than the previous day. The implied volatity was 37.08, the open interest changed by 152 which increased total open position to 433
On 5 Jan IRFC was trading at 127.60. The strike last trading price was 5.25, which was -0.91 lower than the previous day. The implied volatity was 36.73, the open interest changed by 26 which increased total open position to 283
On 2 Jan IRFC was trading at 128.48. The strike last trading price was 6.06, which was 1.22 higher than the previous day. The implied volatity was 36.28, the open interest changed by -73 which decreased total open position to 256
On 1 Jan IRFC was trading at 125.79. The strike last trading price was 5.01, which was 0.75 higher than the previous day. The implied volatity was 37.40, the open interest changed by -27 which decreased total open position to 328
On 31 Dec IRFC was trading at 124.62. The strike last trading price was 4.27, which was -0.6 lower than the previous day. The implied volatity was 36.03, the open interest changed by 109 which increased total open position to 354
On 30 Dec IRFC was trading at 124.59. The strike last trading price was 4.95, which was -0.68 lower than the previous day. The implied volatity was 39.49, the open interest changed by 96 which increased total open position to 247
On 29 Dec IRFC was trading at 126.35. The strike last trading price was 5.8, which was -4.67 lower than the previous day. The implied volatity was 39.63, the open interest changed by 130 which increased total open position to 149
On 26 Dec IRFC was trading at 133.64. The strike last trading price was 10.45, which was 7.72 higher than the previous day. The implied volatity was 38.41, the open interest changed by 6 which increased total open position to 22
On 24 Dec IRFC was trading at 121.49. The strike last trading price was 2.73, which was 0.08 higher than the previous day. The implied volatity was 30.26, the open interest changed by 5 which increased total open position to 14
On 23 Dec IRFC was trading at 121.40. The strike last trading price was 2.65, which was 2.11 higher than the previous day. The implied volatity was 28.27, the open interest changed by 6 which increased total open position to 8
On 22 Dec IRFC was trading at 117.00. The strike last trading price was 0.54, which was -4.36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec IRFC was trading at 113.98. The strike last trading price was 0.54, which was -4.36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec IRFC was trading at 110.81. The strike last trading price was 0.54, which was -4.36 lower than the previous day. The implied volatity was 29.48, 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 4.9, which was 0 lower than the previous day. The implied volatity was 10.96, 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 4.9, which was 0 lower than the previous day. The implied volatity was 10.29, 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 4.9, which was 0 lower than the previous day. The implied volatity was 9.26, 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 4.9, which was 0 lower than the previous day. The implied volatity was 8.56, 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 4.9, which was 0 lower than the previous day. The implied volatity was 8.64, 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 4.9, which was 0 lower than the previous day. The implied volatity was 9.39, 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 4.9, which was 0 lower than the previous day. The implied volatity was 8.28, 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 4.9, 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 5 Dec IRFC was trading at 114.60. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 7.25, 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 4.9, which was 0 lower than the previous day. The implied volatity was 7.04, 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 4.9, 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 2 Dec IRFC was trading at 116.42. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 5.86, 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 4.9, which was 0 lower than the previous day. The implied volatity was 5.42, 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 4.9, which was 0 lower than the previous day. The implied volatity was 5.08, 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 4.9, 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 26 Nov IRFC was trading at 118.08. The strike last trading price was 4.9, 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
| IRFC 27JAN2026 127 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.10
Theta: -0.09
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 121.25 | 7.52 | 2 | 41.19 | 68 | -20 | 204 |
| 8 Jan | 124.27 | 5.7 | 2.06 | 38.71 | 114 | -21 | 224 |
| 7 Jan | 128.04 | 3.6 | -0.48 | 37.03 | 144 | 10 | 248 |
| 6 Jan | 127.22 | 4.16 | 0.17 | 37.65 | 265 | 8 | 241 |
| 5 Jan | 127.60 | 4.03 | 0.23 | 37.49 | 386 | 18 | 232 |
| 2 Jan | 128.48 | 3.83 | -1.39 | 36.87 | 169 | 31 | 215 |
| 1 Jan | 125.79 | 5.07 | -1.34 | 37.71 | 65 | 15 | 182 |
| 31 Dec | 124.62 | 6.45 | 0.14 | 42.42 | 117 | 15 | 157 |
| 30 Dec | 124.59 | 6.13 | -0.02 | 40.22 | 277 | 8 | 143 |
| 29 Dec | 126.35 | 6.14 | 3.17 | 44.54 | 596 | 53 | 134 |
| 26 Dec | 133.64 | 3 | -10.83 | 39.80 | 221 | 65 | 65 |
| 24 Dec | 121.49 | 13.83 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 121.40 | 13.83 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 117.00 | 13.83 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 113.98 | 13.83 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 110.81 | 13.83 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 111.08 | 13.83 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 112.01 | 13.83 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 113.25 | 13.83 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 113.82 | 13.83 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 113.29 | 13.83 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 112.20 | 13.83 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 113.64 | 13.83 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 111.36 | 13.83 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 114.60 | 13.83 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 114.85 | 13.83 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 114.71 | 13.83 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 116.42 | 13.83 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 117.09 | 13.83 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 117.57 | 13.83 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 117.96 | 13.83 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 118.08 | 13.83 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 127 expiring on 27JAN2026
Delta for 127 PE is -0.66
Historical price for 127 PE is as follows
On 9 Jan IRFC was trading at 121.25. The strike last trading price was 7.52, which was 2 higher than the previous day. The implied volatity was 41.19, the open interest changed by -20 which decreased total open position to 204
On 8 Jan IRFC was trading at 124.27. The strike last trading price was 5.7, which was 2.06 higher than the previous day. The implied volatity was 38.71, the open interest changed by -21 which decreased total open position to 224
On 7 Jan IRFC was trading at 128.04. The strike last trading price was 3.6, which was -0.48 lower than the previous day. The implied volatity was 37.03, the open interest changed by 10 which increased total open position to 248
On 6 Jan IRFC was trading at 127.22. The strike last trading price was 4.16, which was 0.17 higher than the previous day. The implied volatity was 37.65, the open interest changed by 8 which increased total open position to 241
On 5 Jan IRFC was trading at 127.60. The strike last trading price was 4.03, which was 0.23 higher than the previous day. The implied volatity was 37.49, the open interest changed by 18 which increased total open position to 232
On 2 Jan IRFC was trading at 128.48. The strike last trading price was 3.83, which was -1.39 lower than the previous day. The implied volatity was 36.87, the open interest changed by 31 which increased total open position to 215
On 1 Jan IRFC was trading at 125.79. The strike last trading price was 5.07, which was -1.34 lower than the previous day. The implied volatity was 37.71, the open interest changed by 15 which increased total open position to 182
On 31 Dec IRFC was trading at 124.62. The strike last trading price was 6.45, which was 0.14 higher than the previous day. The implied volatity was 42.42, the open interest changed by 15 which increased total open position to 157
On 30 Dec IRFC was trading at 124.59. The strike last trading price was 6.13, which was -0.02 lower than the previous day. The implied volatity was 40.22, the open interest changed by 8 which increased total open position to 143
On 29 Dec IRFC was trading at 126.35. The strike last trading price was 6.14, which was 3.17 higher than the previous day. The implied volatity was 44.54, the open interest changed by 53 which increased total open position to 134
On 26 Dec IRFC was trading at 133.64. The strike last trading price was 3, which was -10.83 lower than the previous day. The implied volatity was 39.80, the open interest changed by 65 which increased total open position to 65
On 24 Dec IRFC was trading at 121.49. The strike last trading price was 13.83, 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 23 Dec IRFC was trading at 121.40. The strike last trading price was 13.83, 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 22 Dec IRFC was trading at 117.00. The strike last trading price was 13.83, 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 Dec IRFC was trading at 113.98. The strike last trading price was 13.83, 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 Dec IRFC was trading at 110.81. The strike last trading price was 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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 13.83, 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































































































































































































































