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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

161.39 -3.52 (-2.13%)

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Historical option data for IRFC

12 Dec 2024 12:04 PM IST
IRFC 26DEC2024 130 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 25.95 0.00 - 0 0 0
11 Dec 164.91 25.95 0.00 - 0 0 0
10 Dec 156.85 25.95 0.00 - 0 0 0
9 Dec 159.20 25.95 0.00 - 0 0 0
6 Dec 158.00 25.95 0.00 - 0 0 0
5 Dec 150.84 25.95 0.00 - 0 0 0
4 Dec 151.05 25.95 0.00 - 0 0 0
3 Dec 148.20 25.95 0.00 - 0 0 0
2 Dec 147.28 25.95 0.00 - 0 0 0
29 Nov 149.34 25.95 - 0 0 0


For Indian Railway Fin Corp L - strike price 130 expiring on 26DEC2024

Delta for 130 CE is -

Historical price for 130 CE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 25.95, 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 11 Dec IRFC was trading at 164.91. The strike last trading price was 25.95, 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 10 Dec IRFC was trading at 156.85. The strike last trading price was 25.95, 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 9 Dec IRFC was trading at 159.20. The strike last trading price was 25.95, 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 6 Dec IRFC was trading at 158.00. The strike last trading price was 25.95, 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 5 Dec IRFC was trading at 150.84. The strike last trading price was 25.95, 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 4 Dec IRFC was trading at 151.05. The strike last trading price was 25.95, 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 3 Dec IRFC was trading at 148.20. The strike last trading price was 25.95, 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 2 Dec IRFC was trading at 147.28. The strike last trading price was 25.95, 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 29 Nov IRFC was trading at 149.34. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IRFC 26DEC2024 130 PE
Delta: -0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 0.1 0.00 53.69 24 -2 194
11 Dec 164.91 0.1 -0.10 - 82 2 196
10 Dec 156.85 0.2 0.05 50.30 84 -30 194
9 Dec 159.20 0.15 -0.05 49.26 32 -6 224
6 Dec 158.00 0.2 -0.20 46.65 323 -54 231
5 Dec 150.84 0.4 -0.10 42.34 126 -8 285
4 Dec 151.05 0.5 -0.35 43.59 169 -3 301
3 Dec 148.20 0.85 -0.35 45.00 223 87 293
2 Dec 147.28 1.2 0.10 47.68 370 164 203
29 Nov 149.34 1.1 46.89 52 31 31


For Indian Railway Fin Corp L - strike price 130 expiring on 26DEC2024

Delta for 130 PE is -0.02

Historical price for 130 PE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 53.69, the open interest changed by -2 which decreased total open position to 194


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 196


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 50.30, the open interest changed by -30 which decreased total open position to 194


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 49.26, the open interest changed by -6 which decreased total open position to 224


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 46.65, the open interest changed by -54 which decreased total open position to 231


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 42.34, the open interest changed by -8 which decreased total open position to 285


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 43.59, the open interest changed by -3 which decreased total open position to 301


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 45.00, the open interest changed by 87 which increased total open position to 293


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 47.68, the open interest changed by 164 which increased total open position to 203


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was 46.89, the open interest changed by 31 which increased total open position to 31