IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.07
Theta: -0.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 124.11 | 1.4 | -0.3 | 43.62 | 280 | 5 | 529 | |||
| 9 Apr | 123.06 | 1.7 | -0.35 | 46.72 | 174 | 27 | 524 | |||
| 8 Apr | 124.41 | 2.05 | 0 | 45.37 | 566 | 36 | 494 | |||
| 7 Apr | 122.42 | 2.1 | 0.2 | 48.45 | 598 | -48 | 459 | |||
| 4 Apr | 124.84 | 2 | -1.15 | 36.52 | 606 | 181 | 510 | |||
| 3 Apr | 129.16 | 3.15 | 0.05 | 34.15 | 803 | -24 | 330 | |||
| 2 Apr | 127.48 | 3.05 | 0.75 | 38.12 | 410 | -62 | 352 | |||
| 1 Apr | 124.38 | 2.3 | -0.2 | 39.11 | 345 | 54 | 415 | |||
| 28 Mar | 124.42 | 2.55 | -0.05 | 39.79 | 632 | 83 | 361 | |||
| 27 Mar | 124.34 | 2.8 | 0.85 | 39.74 | 414 | -60 | 282 | |||
| 26 Mar | 128.39 | 1.95 | -1.1 | 24.89 | 430 | 196 | 341 | |||
| 25 Mar | 129.41 | 2.95 | -1.05 | 26.87 | 164 | 32 | 145 | |||
| 24 Mar | 132.80 | 4.05 | 1.05 | 19.86 | 270 | 36 | 113 | |||
| 21 Mar | 129.66 | 2.9 | 0.1 | 22.72 | 91 | 34 | 77 | |||
| 20 Mar | 128.52 | 2.7 | -0.05 | 25.38 | 65 | 34 | 43 | |||
| 19 Mar | 128.11 | 2.85 | -3.8 | 24.98 | 41 | 8 | 8 | |||
| 18 Mar | 121.80 | 6.65 | 0 | 7.09 | 0 | 0 | 0 | |||
| 17 Mar | 118.77 | 6.65 | 0 | 9.41 | 0 | 0 | 0 | |||
| 13 Mar | 117.69 | 6.65 | 0 | 9.99 | 0 | 0 | 0 | |||
| 12 Mar | 119.20 | 6.65 | 0 | 8.48 | 0 | 0 | 0 | |||
| 11 Mar | 119.30 | 6.65 | 0 | 7.92 | 0 | 0 | 0 | |||
| 10 Mar | 119.75 | 6.65 | 0 | 8.14 | 0 | 0 | 0 | |||
| 7 Mar | 123.42 | 6.65 | 0 | 5.10 | 0 | 0 | 0 | |||
| 6 Mar | 120.59 | 6.65 | 0 | 6.99 | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 6.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 114.59 | 6.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 111.13 | 6.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 112.42 | 6.65 | 0 | 11.40 | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 132.5 expiring on 24APR2025
Delta for 132.5 CE is 0.24
Historical price for 132.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 43.62, the open interest changed by 5 which increased total open position to 529
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 46.72, the open interest changed by 27 which increased total open position to 524
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 45.37, the open interest changed by 36 which increased total open position to 494
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 2.1, which was 0.2 higher than the previous day. The implied volatity was 48.45, the open interest changed by -48 which decreased total open position to 459
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 36.52, the open interest changed by 181 which increased total open position to 510
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 3.15, which was 0.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by -24 which decreased total open position to 330
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 3.05, which was 0.75 higher than the previous day. The implied volatity was 38.12, the open interest changed by -62 which decreased total open position to 352
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 39.11, the open interest changed by 54 which increased total open position to 415
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 39.79, the open interest changed by 83 which increased total open position to 361
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 2.8, which was 0.85 higher than the previous day. The implied volatity was 39.74, the open interest changed by -60 which decreased total open position to 282
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 1.95, which was -1.1 lower than the previous day. The implied volatity was 24.89, the open interest changed by 196 which increased total open position to 341
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 2.95, which was -1.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 32 which increased total open position to 145
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 4.05, which was 1.05 higher than the previous day. The implied volatity was 19.86, the open interest changed by 36 which increased total open position to 113
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 2.9, which was 0.1 higher than the previous day. The implied volatity was 22.72, the open interest changed by 34 which increased total open position to 77
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 25.38, the open interest changed by 34 which increased total open position to 43
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 2.85, which was -3.8 lower than the previous day. The implied volatity was 24.98, the open interest changed by 8 which increased total open position to 8
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 7.09, 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 6.65, which was 0 lower than the previous day. The implied volatity was 9.41, 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 6.65, which was 0 lower than the previous day. The implied volatity was 9.99, 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 6.65, which was 0 lower than the previous day. The implied volatity was 8.48, 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 6.65, which was 0 lower than the previous day. The implied volatity was 7.92, 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 6.65, which was 0 lower than the previous day. The implied volatity was 8.14, 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 6.65, which was 0 lower than the previous day. The implied volatity was 5.10, 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 6.65, which was 0 lower than the previous day. The implied volatity was 6.99, 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 6.65, 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 4 Mar IRFC was trading at 114.59. The strike last trading price was 6.65, 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 3 Mar IRFC was trading at 111.13. The strike last trading price was 6.65, 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 28 Feb IRFC was trading at 112.42. The strike last trading price was 6.65, which was 0 lower than the previous day. The implied volatity was 11.40, the open interest changed by 0 which decreased total open position to 0
| IRFC 24APR2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.08
Theta: -0.12
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 9.65 | -1.25 | 49.20 | 2 | -1 | 48 |
| 9 Apr | 123.06 | 10.9 | 1.05 | 54.34 | 10 | -1 | 50 |
| 8 Apr | 124.41 | 9.85 | -2.65 | 50.65 | 17 | 3 | 51 |
| 7 Apr | 122.42 | 12.15 | 2.7 | 64.37 | 14 | -1 | 48 |
| 4 Apr | 124.84 | 9.45 | 2.65 | 49.25 | 24 | 0 | 50 |
| 3 Apr | 129.16 | 6.7 | -2.75 | 43.15 | 73 | 25 | 49 |
| 2 Apr | 127.48 | 9.45 | -1.3 | 56.72 | 14 | 3 | 24 |
| 1 Apr | 124.38 | 10.75 | -1.05 | 52.49 | 3 | 2 | 20 |
| 28 Mar | 124.42 | 11.7 | -2.25 | 53.00 | 31 | 16 | 18 |
| 27 Mar | 124.34 | 13.95 | 0.55 | 71.15 | 1 | 0 | 2 |
| 26 Mar | 128.39 | 13.4 | 4.05 | 77.87 | 1 | 0 | 1 |
| 25 Mar | 129.41 | 9.35 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 132.80 | 9.35 | -7.95 | 66.65 | 1 | 0 | 0 |
| 21 Mar | 129.66 | 17.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 128.52 | 17.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 128.11 | 17.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 121.80 | 17.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 118.77 | 17.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 117.69 | 17.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 119.20 | 17.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 119.30 | 17.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 119.75 | 17.3 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 123.42 | 17.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 120.59 | 17.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 117.73 | 17.3 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 114.59 | 17.3 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 111.13 | 17.3 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 112.42 | 17.3 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 132.5 expiring on 24APR2025
Delta for 132.5 PE is -0.73
Historical price for 132.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 9.65, which was -1.25 lower than the previous day. The implied volatity was 49.20, the open interest changed by -1 which decreased total open position to 48
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 10.9, which was 1.05 higher than the previous day. The implied volatity was 54.34, the open interest changed by -1 which decreased total open position to 50
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 9.85, which was -2.65 lower than the previous day. The implied volatity was 50.65, the open interest changed by 3 which increased total open position to 51
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 12.15, which was 2.7 higher than the previous day. The implied volatity was 64.37, the open interest changed by -1 which decreased total open position to 48
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 9.45, which was 2.65 higher than the previous day. The implied volatity was 49.25, the open interest changed by 0 which decreased total open position to 50
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 6.7, which was -2.75 lower than the previous day. The implied volatity was 43.15, the open interest changed by 25 which increased total open position to 49
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 9.45, which was -1.3 lower than the previous day. The implied volatity was 56.72, the open interest changed by 3 which increased total open position to 24
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 10.75, which was -1.05 lower than the previous day. The implied volatity was 52.49, the open interest changed by 2 which increased total open position to 20
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 11.7, which was -2.25 lower than the previous day. The implied volatity was 53.00, the open interest changed by 16 which increased total open position to 18
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 13.95, which was 0.55 higher than the previous day. The implied volatity was 71.15, the open interest changed by 0 which decreased total open position to 2
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 13.4, which was 4.05 higher than the previous day. The implied volatity was 77.87, the open interest changed by 0 which decreased total open position to 1
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 9.35, 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 24 Mar IRFC was trading at 132.80. The strike last trading price was 9.35, which was -7.95 lower than the previous day. The implied volatity was 66.65, the open interest changed by 0 which decreased total open position to 0
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 17.3, 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 Mar IRFC was trading at 128.52. The strike last trading price was 17.3, 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 Mar IRFC was trading at 128.11. The strike last trading price was 17.3, 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 Mar IRFC was trading at 121.80. The strike last trading price was 17.3, 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 Mar IRFC was trading at 118.77. The strike last trading price was 17.3, 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 Mar IRFC was trading at 117.69. The strike last trading price was 17.3, 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 12 Mar IRFC was trading at 119.20. The strike last trading price was 17.3, 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 Mar IRFC was trading at 119.30. The strike last trading price was 17.3, 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 10 Mar IRFC was trading at 119.75. The strike last trading price was 17.3, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 17.3, 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 6 Mar IRFC was trading at 120.59. The strike last trading price was 17.3, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 17.3, 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 4 Mar IRFC was trading at 114.59. The strike last trading price was 17.3, 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 3 Mar IRFC was trading at 111.13. The strike last trading price was 17.3, 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 28 Feb IRFC was trading at 112.42. The strike last trading price was 17.3, 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
