IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.08
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 1.9 | -0.35 | 42.08 | 1,086 | 139 | 1,367 | |||
| 9 Apr | 123.06 | 2.35 | -0.3 | 46.82 | 883 | 34 | 1,226 | |||
| 8 Apr | 124.41 | 2.65 | 0 | 44.08 | 1,261 | 25 | 1,193 | |||
| 7 Apr | 122.42 | 2.7 | 0.2 | 47.63 | 1,803 | -70 | 1,172 | |||
| 4 Apr | 124.84 | 2.65 | -1.5 | 35.35 | 1,744 | 336 | 1,265 | |||
| 3 Apr | 129.16 | 4.15 | 0.2 | 33.41 | 2,722 | 21 | 932 | |||
| 2 Apr | 127.48 | 4 | 1 | 38.32 | 1,998 | -311 | 913 | |||
| 1 Apr | 124.38 | 3.05 | -0.1 | 38.98 | 1,092 | 51 | 1,232 | |||
| 28 Mar | 124.42 | 3.2 | 0.05 | 38.94 | 2,556 | 213 | 1,181 | |||
| 27 Mar | 124.34 | 3.4 | 1.1 | 38.25 | 1,568 | -54 | 972 | |||
| 26 Mar | 128.39 | 2.25 | -1.4 | 20.61 | 1,239 | 350 | 1,026 | |||
| 25 Mar | 129.41 | 3.65 | -1.15 | 24.18 | 870 | 24 | 672 | |||
| 24 Mar | 132.80 | 4.9 | 1.35 | 13.66 | 899 | -70 | 647 | |||
| 21 Mar | 129.66 | 3.55 | 0.2 | 19.69 | 539 | 126 | 718 | |||
| 20 Mar | 128.52 | 3.3 | -0.05 | 22.73 | 904 | 365 | 590 | |||
| 19 Mar | 128.11 | 3.4 | 1.65 | 21.82 | 469 | -24 | 222 | |||
| 18 Mar | 121.80 | 1.75 | 0.45 | 26.64 | 181 | 71 | 246 | |||
| 17 Mar | 118.77 | 1.35 | 0.1 | 29.93 | 45 | 7 | 175 | |||
| 13 Mar | 117.69 | 1.25 | -0.55 | 30.39 | 56 | 17 | 168 | |||
| 12 Mar | 119.20 | 1.8 | -0.05 | 30.89 | 48 | 8 | 151 | |||
| 11 Mar | 119.30 | 1.75 | 0 | 27.32 | 36 | 11 | 144 | |||
| 10 Mar | 119.75 | 1.65 | -1.25 | 28.20 | 70 | 41 | 131 | |||
| 7 Mar | 123.42 | 2.85 | 1.1 | 26.37 | 142 | 7 | 90 | |||
| 6 Mar | 120.59 | 1.75 | 0.05 | 25.32 | 71 | 34 | 82 | |||
| 5 Mar | 117.73 | 1.7 | 0.2 | 28.96 | 63 | -16 | 48 | |||
| 4 Mar | 114.59 | 1.45 | -0.1 | 32.29 | 84 | 34 | 64 | |||
| 3 Mar | 111.13 | 1.55 | 0.4 | 38.22 | 28 | 23 | 30 | |||
| 28 Feb | 112.42 | 1.15 | -0.95 | 32.47 | 6 | 6 | 6 | |||
| 27 Feb | 120.36 | 2.1 | -25.45 | 27.26 | 1 | 0 | 0 | |||
| 26 Feb | 123.26 | 27.55 | 0 | 3.31 | 0 | 0 | 0 | |||
| 25 Feb | 123.26 | 27.55 | 0 | 3.31 | 0 | 0 | 0 | |||
| 19 Feb | 124.27 | 27.55 | 0 | 2.27 | 0 | 0 | 0 | |||
| 18 Feb | 119.27 | 27.55 | 0 | 5.56 | 0 | 0 | 0 | |||
| 17 Feb | 121.78 | 27.55 | 0 | 3.62 | 0 | 0 | 0 | |||
| 5 Feb | 137.93 | 27.55 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 137.84 | 27.55 | 0 | - | 0 | 0 | 0 | |||
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| 3 Feb | 136.84 | 27.55 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 141.22 | 0 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 130 expiring on 24APR2025
Delta for 130 CE is 0.31
Historical price for 130 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 42.08, the open interest changed by 139 which increased total open position to 1367
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 46.82, the open interest changed by 34 which increased total open position to 1226
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 44.08, the open interest changed by 25 which increased total open position to 1193
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 47.63, the open interest changed by -70 which decreased total open position to 1172
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 2.65, which was -1.5 lower than the previous day. The implied volatity was 35.35, the open interest changed by 336 which increased total open position to 1265
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 4.15, which was 0.2 higher than the previous day. The implied volatity was 33.41, the open interest changed by 21 which increased total open position to 932
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 38.32, the open interest changed by -311 which decreased total open position to 913
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 3.05, which was -0.1 lower than the previous day. The implied volatity was 38.98, the open interest changed by 51 which increased total open position to 1232
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 3.2, which was 0.05 higher than the previous day. The implied volatity was 38.94, the open interest changed by 213 which increased total open position to 1181
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 3.4, which was 1.1 higher than the previous day. The implied volatity was 38.25, the open interest changed by -54 which decreased total open position to 972
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 2.25, which was -1.4 lower than the previous day. The implied volatity was 20.61, the open interest changed by 350 which increased total open position to 1026
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by 24 which increased total open position to 672
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 4.9, which was 1.35 higher than the previous day. The implied volatity was 13.66, the open interest changed by -70 which decreased total open position to 647
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 3.55, which was 0.2 higher than the previous day. The implied volatity was 19.69, the open interest changed by 126 which increased total open position to 718
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 22.73, the open interest changed by 365 which increased total open position to 590
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 3.4, which was 1.65 higher than the previous day. The implied volatity was 21.82, the open interest changed by -24 which decreased total open position to 222
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 26.64, the open interest changed by 71 which increased total open position to 246
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 29.93, the open interest changed by 7 which increased total open position to 175
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 30.39, the open interest changed by 17 which increased total open position to 168
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 30.89, the open interest changed by 8 which increased total open position to 151
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 27.32, the open interest changed by 11 which increased total open position to 144
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.65, which was -1.25 lower than the previous day. The implied volatity was 28.20, the open interest changed by 41 which increased total open position to 131
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 2.85, which was 1.1 higher than the previous day. The implied volatity was 26.37, the open interest changed by 7 which increased total open position to 90
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 25.32, the open interest changed by 34 which increased total open position to 82
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 28.96, the open interest changed by -16 which decreased total open position to 48
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 32.29, the open interest changed by 34 which increased total open position to 64
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1.55, which was 0.4 higher than the previous day. The implied volatity was 38.22, the open interest changed by 23 which increased total open position to 30
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 32.47, the open interest changed by 6 which increased total open position to 6
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 2.1, which was -25.45 lower than the previous day. The implied volatity was 27.26, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.31, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.31, 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 27.55, which was 0 lower than the previous day. The implied volatity was 2.27, 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 27.55, which was 0 lower than the previous day. The implied volatity was 5.56, 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 27.55, which was 0 lower than the previous day. The implied volatity was 3.62, 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 27.55, 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 27.55, 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 27.55, 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 0, 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 24APR2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.09
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 7.95 | -1.3 | 50.48 | 65 | -6 | 336 |
| 9 Apr | 123.06 | 9.35 | 0.8 | 56.97 | 29 | -4 | 342 |
| 8 Apr | 124.41 | 8.5 | -1.95 | 54.38 | 162 | 5 | 346 |
| 7 Apr | 122.42 | 9.75 | 1.6 | 57.54 | 133 | -35 | 341 |
| 4 Apr | 124.84 | 7.85 | 2.6 | 49.38 | 345 | 8 | 375 |
| 3 Apr | 129.16 | 5.15 | -1.35 | 41.79 | 828 | 156 | 368 |
| 2 Apr | 127.48 | 6.5 | -2.5 | 44.51 | 187 | 12 | 212 |
| 1 Apr | 124.38 | 8.9 | -1 | 50.70 | 202 | 66 | 202 |
| 28 Mar | 124.42 | 9.8 | -1.6 | 51.02 | 264 | 36 | 136 |
| 27 Mar | 124.34 | 10.8 | -4 | 59.72 | 62 | 14 | 104 |
| 26 Mar | 128.39 | 14.7 | 3.9 | 96.73 | 127 | 3 | 89 |
| 25 Mar | 129.41 | 10.9 | 2.1 | 74.56 | 97 | 10 | 86 |
| 24 Mar | 132.80 | 8.8 | -1.95 | 71.11 | 158 | 14 | 75 |
| 21 Mar | 129.66 | 10.7 | -0.85 | 71.11 | 35 | 9 | 55 |
| 20 Mar | 128.52 | 11.55 | 0.05 | 70.93 | 54 | 22 | 45 |
| 19 Mar | 128.11 | 11.5 | -5.1 | 70.64 | 14 | -1 | 23 |
| 18 Mar | 121.80 | 16.6 | -2.15 | 82.31 | 1 | 0 | 24 |
| 17 Mar | 118.77 | 18.75 | -0.85 | 83.12 | 2 | 1 | 24 |
| 13 Mar | 117.69 | 19.6 | 0.85 | 79.52 | 1 | 0 | 22 |
| 12 Mar | 119.20 | 18.75 | 0.9 | 79.94 | 2 | 1 | 21 |
| 11 Mar | 119.30 | 17.85 | 0 | 0.00 | 0 | 3 | 0 |
| 10 Mar | 119.75 | 17.85 | 1.85 | 74.26 | 3 | 3 | 19 |
| 7 Mar | 123.42 | 16 | -5.35 | 74.71 | 16 | 15 | 16 |
| 6 Mar | 120.59 | 21.35 | 14.2 | 95.30 | 1 | 0 | 0 |
| 5 Mar | 117.73 | 7.15 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 114.59 | 7.15 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 111.13 | 7.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 112.42 | 7.15 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 120.36 | 7.15 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 123.26 | 7.15 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 123.26 | 7.15 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 124.27 | 7.15 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 119.27 | 7.15 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 121.78 | 7.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 137.93 | 7.15 | 0 | 5.96 | 0 | 0 | 0 |
| 4 Feb | 137.84 | 7.15 | 0 | 5.98 | 0 | 0 | 0 |
| 3 Feb | 136.84 | 7.15 | 0 | 3.71 | 0 | 0 | 0 |
| 1 Feb | 141.22 | 7.15 | 0 | 7.35 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 130 expiring on 24APR2025
Delta for 130 PE is -0.65
Historical price for 130 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 7.95, which was -1.3 lower than the previous day. The implied volatity was 50.48, the open interest changed by -6 which decreased total open position to 336
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 9.35, which was 0.8 higher than the previous day. The implied volatity was 56.97, the open interest changed by -4 which decreased total open position to 342
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 8.5, which was -1.95 lower than the previous day. The implied volatity was 54.38, the open interest changed by 5 which increased total open position to 346
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 9.75, which was 1.6 higher than the previous day. The implied volatity was 57.54, the open interest changed by -35 which decreased total open position to 341
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 7.85, which was 2.6 higher than the previous day. The implied volatity was 49.38, the open interest changed by 8 which increased total open position to 375
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 5.15, which was -1.35 lower than the previous day. The implied volatity was 41.79, the open interest changed by 156 which increased total open position to 368
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 6.5, which was -2.5 lower than the previous day. The implied volatity was 44.51, the open interest changed by 12 which increased total open position to 212
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 8.9, which was -1 lower than the previous day. The implied volatity was 50.70, the open interest changed by 66 which increased total open position to 202
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 9.8, which was -1.6 lower than the previous day. The implied volatity was 51.02, the open interest changed by 36 which increased total open position to 136
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 10.8, which was -4 lower than the previous day. The implied volatity was 59.72, the open interest changed by 14 which increased total open position to 104
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 14.7, which was 3.9 higher than the previous day. The implied volatity was 96.73, the open interest changed by 3 which increased total open position to 89
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 10.9, which was 2.1 higher than the previous day. The implied volatity was 74.56, the open interest changed by 10 which increased total open position to 86
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 8.8, which was -1.95 lower than the previous day. The implied volatity was 71.11, the open interest changed by 14 which increased total open position to 75
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 10.7, which was -0.85 lower than the previous day. The implied volatity was 71.11, the open interest changed by 9 which increased total open position to 55
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 11.55, which was 0.05 higher than the previous day. The implied volatity was 70.93, the open interest changed by 22 which increased total open position to 45
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 11.5, which was -5.1 lower than the previous day. The implied volatity was 70.64, the open interest changed by -1 which decreased total open position to 23
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 16.6, which was -2.15 lower than the previous day. The implied volatity was 82.31, the open interest changed by 0 which decreased total open position to 24
On 17 Mar IRFC was trading at 118.77. The strike last trading price was 18.75, which was -0.85 lower than the previous day. The implied volatity was 83.12, the open interest changed by 1 which increased total open position to 24
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 19.6, which was 0.85 higher than the previous day. The implied volatity was 79.52, the open interest changed by 0 which decreased total open position to 22
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 18.75, which was 0.9 higher than the previous day. The implied volatity was 79.94, the open interest changed by 1 which increased total open position to 21
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 17.85, 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 10 Mar IRFC was trading at 119.75. The strike last trading price was 17.85, which was 1.85 higher than the previous day. The implied volatity was 74.26, the open interest changed by 3 which increased total open position to 19
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 16, which was -5.35 lower than the previous day. The implied volatity was 74.71, the open interest changed by 15 which increased total open position to 16
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 21.35, which was 14.2 higher than the previous day. The implied volatity was 95.30, 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 Feb IRFC was trading at 120.36. The strike last trading price was 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, which was 0 lower than the previous day. The implied volatity was 5.96, 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 7.15, which was 0 lower than the previous day. The implied volatity was 5.98, 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 7.15, which was 0 lower than the previous day. The implied volatity was 3.71, 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 7.15, which was 0 lower than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 0
