IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
18 Sep 2025 05:43 PM IST
| IRFC 30SEP2025 132.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 18 Sept | 129.29 | 1.65 | 0 | 29.09 | 1,344 | -42 | 408 | |||||||||
| 17 Sept | 129.33 | 1.65 | 0 | 28.77 | 1,215 | -22 | 454 | |||||||||
| 16 Sept | 128.96 | 1.6 | 0.05 | 28.34 | 811 | -87 | 477 | |||||||||
| 15 Sept | 128.18 | 1.65 | 0.55 | 29.30 | 4,843 | 341 | 565 | |||||||||
| 12 Sept | 126.23 | 1.1 | 0.1 | 27.58 | 189 | -9 | 224 | |||||||||
| 11 Sept | 125.53 | 1.05 | -0.2 | 27.54 | 341 | -71 | 233 | |||||||||
| 10 Sept | 126.18 | 1.35 | 0.35 | 28.46 | 516 | 96 | 274 | |||||||||
| 9 Sept | 124.82 | 1 | 0.1 | 27.65 | 154 | 6 | 179 | |||||||||
| 8 Sept | 124.57 | 0.9 | 0.05 | 25.77 | 105 | 0 | 173 | |||||||||
| 5 Sept | 123.46 | 0.9 | 0.15 | 26.51 | 145 | 12 | 170 | |||||||||
| 4 Sept | 121.63 | 0.75 | -0.4 | 27.70 | 140 | 30 | 155 | |||||||||
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| 3 Sept | 123.58 | 1.2 | 0.05 | 28.48 | 60 | 12 | 125 | |||||||||
| 2 Sept | 122.99 | 1.15 | 0.35 | 28.88 | 261 | 5 | 114 | |||||||||
| 1 Sept | 120.54 | 0.8 | 0.2 | 28.82 | 115 | -16 | 103 | |||||||||
| 29 Aug | 118.11 | 0.6 | -0.15 | 29.52 | 124 | -27 | 118 | |||||||||
| 28 Aug | 118.58 | 0.75 | -0.3 | 30.17 | 98 | 61 | 146 | |||||||||
| 26 Aug | 121.20 | 1.1 | -0.85 | 27.23 | 96 | 40 | 85 | |||||||||
| 25 Aug | 124.36 | 1.95 | -0.3 | 28.78 | 31 | 22 | 45 | |||||||||
| 22 Aug | 124.98 | 2.25 | -0.5 | 27.92 | 16 | 7 | 24 | |||||||||
| 21 Aug | 125.44 | 2.75 | -0.55 | 30.00 | 28 | 13 | 16 | |||||||||
| 20 Aug | 126.73 | 3.3 | -0.5 | 29.67 | 1 | 0 | 2 | |||||||||
| 19 Aug | 126.80 | 3.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Aug | 124.77 | 3.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Aug | 124.50 | 3.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 13 Aug | 125.65 | 3.8 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 12 Aug | 125.03 | 3.8 | -2.5 | 33.46 | 1 | 0 | 1 | |||||||||
| 11 Aug | 126.82 | 6.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 8 Aug | 125.28 | 6.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 7 Aug | 127.25 | 6.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 6 Aug | 127.52 | 6.3 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 5 Aug | 128.36 | 6.3 | -3 | 35.85 | 1 | 0 | 0 | |||||||||
| 4 Aug | 129.74 | 9.3 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 1 Aug | 126.89 | 9.3 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 CE is 0.36
Historical price for 132.5 CE is as follows
On 18 Sept IRFC was trading at 129.29. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 29.09, the open interest changed by -42 which decreased total open position to 408
On 17 Sept IRFC was trading at 129.33. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 28.77, the open interest changed by -22 which decreased total open position to 454
On 16 Sept IRFC was trading at 128.96. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 28.34, the open interest changed by -87 which decreased total open position to 477
On 15 Sept IRFC was trading at 128.18. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 29.30, the open interest changed by 341 which increased total open position to 565
On 12 Sept IRFC was trading at 126.23. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 27.58, the open interest changed by -9 which decreased total open position to 224
On 11 Sept IRFC was trading at 125.53. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 27.54, the open interest changed by -71 which decreased total open position to 233
On 10 Sept IRFC was trading at 126.18. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 28.46, the open interest changed by 96 which increased total open position to 274
On 9 Sept IRFC was trading at 124.82. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 27.65, the open interest changed by 6 which increased total open position to 179
On 8 Sept IRFC was trading at 124.57. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 173
On 5 Sept IRFC was trading at 123.46. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 26.51, the open interest changed by 12 which increased total open position to 170
On 4 Sept IRFC was trading at 121.63. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 27.70, the open interest changed by 30 which increased total open position to 155
On 3 Sept IRFC was trading at 123.58. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 28.48, the open interest changed by 12 which increased total open position to 125
On 2 Sept IRFC was trading at 122.99. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 28.88, the open interest changed by 5 which increased total open position to 114
On 1 Sept IRFC was trading at 120.54. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 28.82, the open interest changed by -16 which decreased total open position to 103
On 29 Aug IRFC was trading at 118.11. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 29.52, the open interest changed by -27 which decreased total open position to 118
On 28 Aug IRFC was trading at 118.58. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 30.17, the open interest changed by 61 which increased total open position to 146
On 26 Aug IRFC was trading at 121.20. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 27.23, the open interest changed by 40 which increased total open position to 85
On 25 Aug IRFC was trading at 124.36. The strike last trading price was 1.95, which was -0.3 lower than the previous day. The implied volatity was 28.78, the open interest changed by 22 which increased total open position to 45
On 22 Aug IRFC was trading at 124.98. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 27.92, the open interest changed by 7 which increased total open position to 24
On 21 Aug IRFC was trading at 125.44. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by 13 which increased total open position to 16
On 20 Aug IRFC was trading at 126.73. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 2
On 19 Aug IRFC was trading at 126.80. The strike last trading price was 3.8, 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 18 Aug IRFC was trading at 124.77. The strike last trading price was 3.8, 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 14 Aug IRFC was trading at 124.50. The strike last trading price was 3.8, 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 13 Aug IRFC was trading at 125.65. The strike last trading price was 3.8, 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 12 Aug IRFC was trading at 125.03. The strike last trading price was 3.8, which was -2.5 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 1
On 11 Aug IRFC was trading at 126.82. The strike last trading price was 6.3, 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 8 Aug IRFC was trading at 125.28. The strike last trading price was 6.3, 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 7 Aug IRFC was trading at 127.25. The strike last trading price was 6.3, 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 6 Aug IRFC was trading at 127.52. The strike last trading price was 6.3, 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 5 Aug IRFC was trading at 128.36. The strike last trading price was 6.3, which was -3 lower than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 0
On 4 Aug IRFC was trading at 129.74. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 1 Aug IRFC was trading at 126.89. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
| IRFC 30SEP2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.09
Theta: -0.06
Gamma: 0.06
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Sept | 129.29 | 3.85 | -0.3 | 24.67 | 108 | -6 | 68 |
| 17 Sept | 129.33 | 4.15 | -0.3 | 25.56 | 120 | 10 | 74 |
| 16 Sept | 128.96 | 4.5 | -0.65 | 26.24 | 88 | 6 | 63 |
| 15 Sept | 128.18 | 5.1 | -1.65 | 28.92 | 204 | 37 | 57 |
| 12 Sept | 126.23 | 6.75 | -0.6 | 27.60 | 10 | 0 | 21 |
| 11 Sept | 125.53 | 7.35 | 0.6 | 29.63 | 7 | 0 | 22 |
| 10 Sept | 126.18 | 6.7 | -0.8 | 26.64 | 5 | 1 | 22 |
| 9 Sept | 124.82 | 7.5 | -0.5 | 22.67 | 18 | 6 | 21 |
| 8 Sept | 124.57 | 8 | -1.15 | 28.47 | 2 | -1 | 14 |
| 5 Sept | 123.46 | 9.15 | -1.85 | 30.18 | 6 | -1 | 15 |
| 4 Sept | 121.63 | 11 | 1.3 | 35.39 | 9 | 2 | 16 |
| 3 Sept | 123.58 | 9.7 | -0.1 | 34.63 | 8 | 2 | 13 |
| 2 Sept | 122.99 | 10.05 | -4 | 32.87 | 18 | 8 | 11 |
| 1 Sept | 120.54 | 14.05 | -0.2 | 53.79 | 2 | 1 | 4 |
| 29 Aug | 118.11 | 14.25 | 1.55 | 35.58 | 1 | 0 | 2 |
| 28 Aug | 118.58 | 12.7 | 3.1 | 16.27 | 1 | 0 | 1 |
| 26 Aug | 121.20 | 9.6 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Aug | 124.36 | 9.6 | -2.5 | 34.17 | 1 | 0 | 0 |
| 22 Aug | 124.98 | 12.1 | 0 | - | 0 | 0 | 0 |
| 21 Aug | 125.44 | 12.1 | 0 | - | 0 | 0 | 0 |
| 20 Aug | 126.73 | 12.1 | 0 | - | 0 | 0 | 0 |
| 19 Aug | 126.80 | 12.1 | 0 | - | 0 | 0 | 0 |
| 18 Aug | 124.77 | 12.1 | 0 | - | 0 | 0 | 0 |
| 14 Aug | 124.50 | 12.1 | 0 | - | 0 | 0 | 0 |
| 13 Aug | 125.65 | 12.1 | 0 | - | 0 | 0 | 0 |
| 12 Aug | 125.03 | 12.1 | 0 | - | 0 | 0 | 0 |
| 11 Aug | 126.82 | 12.1 | 0 | - | 0 | 0 | 0 |
| 8 Aug | 125.28 | 12.1 | 0 | - | 0 | 0 | 0 |
| 7 Aug | 127.25 | 12.1 | 0 | - | 0 | 0 | 0 |
| 6 Aug | 127.52 | 12.1 | 0 | - | 0 | 0 | 0 |
| 5 Aug | 128.36 | 12.1 | 0 | - | 0 | 0 | 0 |
| 4 Aug | 129.74 | 12.1 | 0 | - | 0 | 0 | 0 |
| 1 Aug | 126.89 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 PE is -0.66
Historical price for 132.5 PE is as follows
On 18 Sept IRFC was trading at 129.29. The strike last trading price was 3.85, which was -0.3 lower than the previous day. The implied volatity was 24.67, the open interest changed by -6 which decreased total open position to 68
On 17 Sept IRFC was trading at 129.33. The strike last trading price was 4.15, which was -0.3 lower than the previous day. The implied volatity was 25.56, the open interest changed by 10 which increased total open position to 74
On 16 Sept IRFC was trading at 128.96. The strike last trading price was 4.5, which was -0.65 lower than the previous day. The implied volatity was 26.24, the open interest changed by 6 which increased total open position to 63
On 15 Sept IRFC was trading at 128.18. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was 28.92, the open interest changed by 37 which increased total open position to 57
On 12 Sept IRFC was trading at 126.23. The strike last trading price was 6.75, which was -0.6 lower than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 21
On 11 Sept IRFC was trading at 125.53. The strike last trading price was 7.35, which was 0.6 higher than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 22
On 10 Sept IRFC was trading at 126.18. The strike last trading price was 6.7, which was -0.8 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 22
On 9 Sept IRFC was trading at 124.82. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 22.67, the open interest changed by 6 which increased total open position to 21
On 8 Sept IRFC was trading at 124.57. The strike last trading price was 8, which was -1.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by -1 which decreased total open position to 14
On 5 Sept IRFC was trading at 123.46. The strike last trading price was 9.15, which was -1.85 lower than the previous day. The implied volatity was 30.18, the open interest changed by -1 which decreased total open position to 15
On 4 Sept IRFC was trading at 121.63. The strike last trading price was 11, which was 1.3 higher than the previous day. The implied volatity was 35.39, the open interest changed by 2 which increased total open position to 16
On 3 Sept IRFC was trading at 123.58. The strike last trading price was 9.7, which was -0.1 lower than the previous day. The implied volatity was 34.63, the open interest changed by 2 which increased total open position to 13
On 2 Sept IRFC was trading at 122.99. The strike last trading price was 10.05, which was -4 lower than the previous day. The implied volatity was 32.87, the open interest changed by 8 which increased total open position to 11
On 1 Sept IRFC was trading at 120.54. The strike last trading price was 14.05, which was -0.2 lower than the previous day. The implied volatity was 53.79, the open interest changed by 1 which increased total open position to 4
On 29 Aug IRFC was trading at 118.11. The strike last trading price was 14.25, which was 1.55 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 2
On 28 Aug IRFC was trading at 118.58. The strike last trading price was 12.7, which was 3.1 higher than the previous day. The implied volatity was 16.27, the open interest changed by 0 which decreased total open position to 1
On 26 Aug IRFC was trading at 121.20. The strike last trading price was 9.6, 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 25 Aug IRFC was trading at 124.36. The strike last trading price was 9.6, which was -2.5 lower than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 0
On 22 Aug IRFC was trading at 124.98. The strike last trading price was 12.1, 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 Aug IRFC was trading at 125.44. The strike last trading price was 12.1, 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 Aug IRFC was trading at 126.73. The strike last trading price was 12.1, 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 Aug IRFC was trading at 126.80. The strike last trading price was 12.1, 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 Aug IRFC was trading at 124.77. The strike last trading price was 12.1, 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 Aug IRFC was trading at 124.50. The strike last trading price was 12.1, 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 Aug IRFC was trading at 125.65. The strike last trading price was 12.1, 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 Aug IRFC was trading at 125.03. The strike last trading price was 12.1, 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 Aug IRFC was trading at 126.82. The strike last trading price was 12.1, 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 Aug IRFC was trading at 125.28. The strike last trading price was 12.1, 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 Aug IRFC was trading at 127.25. The strike last trading price was 12.1, 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 Aug IRFC was trading at 127.52. The strike last trading price was 12.1, 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 Aug IRFC was trading at 128.36. The strike last trading price was 12.1, 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 Aug IRFC was trading at 129.74. The strike last trading price was 12.1, 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 Aug IRFC was trading at 126.89. 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
