IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.03
Theta: -0.06
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 0.35 | -0.15 | 42.71 | 72 | 6 | 222 | |||
| 12 Mar | 119.20 | 0.5 | -0.05 | 40.27 | 86 | -9 | 216 | |||
| 11 Mar | 119.30 | 0.55 | -0.05 | 36.48 | 125 | 49 | 226 | |||
| 10 Mar | 119.75 | 0.55 | -0.85 | 37.76 | 231 | 52 | 176 | |||
| 7 Mar | 123.42 | 1.3 | 0.45 | 34.77 | 496 | 12 | 124 | |||
| 6 Mar | 120.59 | 0.85 | 0.05 | 35.77 | 100 | 28 | 111 | |||
| 5 Mar | 117.73 | 0.8 | 0.1 | 39.43 | 84 | 9 | 83 | |||
| 4 Mar | 114.59 | 0.7 | 0.2 | 43.71 | 44 | -5 | 76 | |||
| 3 Mar | 111.13 | 0.5 | 0.05 | 45.36 | 42 | 5 | 79 | |||
| 28 Feb | 112.42 | 0.45 | -0.35 | 40.43 | 37 | 6 | 71 | |||
| 27 Feb | 120.36 | 0.85 | -0.1 | 31.76 | 33 | 5 | 65 | |||
| 26 Feb | 123.26 | 1.05 | -0.75 | 26.33 | 34 | 15 | 61 | |||
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| 25 Feb | 123.26 | 1.05 | -0.75 | 26.33 | 34 | 16 | 61 | |||
| 24 Feb | 123.47 | 1.8 | -0.3 | 32.19 | 20 | 15 | 45 | |||
| 21 Feb | 125.11 | 2.1 | 0.1 | 29.97 | 37 | 25 | 29 | |||
| 20 Feb | 124.78 | 2 | 0 | 29.04 | 4 | 2 | 3 | |||
| 19 Feb | 124.27 | 2 | -21 | 29.37 | 1 | 0 | 0 | |||
| 18 Feb | 119.27 | 23 | 0 | 9.64 | 0 | 0 | 0 | |||
| 17 Feb | 121.78 | 23 | 0 | 7.13 | 0 | 0 | 0 | |||
| 14 Feb | 121.75 | 23 | 0 | 7.15 | 0 | 0 | 0 | |||
| 13 Feb | 126.57 | 23 | 0 | 3.63 | 0 | 0 | 0 | |||
| 12 Feb | 125.35 | 23 | 0 | 4.20 | 0 | 0 | 0 | |||
| 11 Feb | 126.25 | 23 | 0 | 3.53 | 0 | 0 | 0 | |||
| 10 Feb | 131.05 | 23 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 133.43 | 23 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 136.31 | 23 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 137.93 | 23 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 137.84 | 23 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 136.84 | 23 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 141.22 | 23 | 0 | - | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 132.5 expiring on 27MAR2025
Delta for 132.5 CE is 0.08
Historical price for 132.5 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 42.71, the open interest changed by 6 which increased total open position to 222
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 40.27, the open interest changed by -9 which decreased total open position to 216
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by 49 which increased total open position to 226
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.55, which was -0.85 lower than the previous day. The implied volatity was 37.76, the open interest changed by 52 which increased total open position to 176
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 1.3, which was 0.45 higher than the previous day. The implied volatity was 34.77, the open interest changed by 12 which increased total open position to 124
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 35.77, the open interest changed by 28 which increased total open position to 111
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 39.43, the open interest changed by 9 which increased total open position to 83
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 43.71, the open interest changed by -5 which decreased total open position to 76
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 45.36, the open interest changed by 5 which increased total open position to 79
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 40.43, the open interest changed by 6 which increased total open position to 71
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 31.76, the open interest changed by 5 which increased total open position to 65
On 26 Feb IRFC was trading at 123.26. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 26.33, the open interest changed by 15 which increased total open position to 61
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 26.33, the open interest changed by 16 which increased total open position to 61
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 1.8, which was -0.3 lower than the previous day. The implied volatity was 32.19, the open interest changed by 15 which increased total open position to 45
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 29.97, the open interest changed by 25 which increased total open position to 29
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 29.04, the open interest changed by 2 which increased total open position to 3
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 2, which was -21 lower than the previous day. The implied volatity was 29.37, 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 23, which was 0 lower than the previous day. The implied volatity was 9.64, 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 23, which was 0 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IRFC was trading at 126.25. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 3.53, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRFC was trading at 131.05. The strike last trading price was 23, 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 Feb IRFC was trading at 133.43. The strike last trading price was 23, 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 Feb IRFC was trading at 136.31. The strike last trading price was 23, 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 23, 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 23, 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 23, 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 23, 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 27MAR2025 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.07
Theta: -0.16
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 17.2 | 1.9 | 76.71 | 9 | -1 | 28 |
| 12 Mar | 119.20 | 15.3 | -0.7 | 69.04 | 5 | 1 | 28 |
| 11 Mar | 119.30 | 16 | 2.1 | 86.93 | 6 | -1 | 29 |
| 10 Mar | 119.75 | 13.9 | 1.85 | 51.55 | 1 | 7 | 31 |
| 7 Mar | 123.42 | 12.1 | -8.4 | 61.85 | 21 | -4 | 24 |
| 6 Mar | 120.59 | 20.4 | -0.1 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 117.73 | 20.4 | -0.1 | 0.00 | 0 | 13 | 0 |
| 4 Mar | 114.59 | 20.4 | -3.3 | 80.18 | 23 | 12 | 27 |
| 3 Mar | 111.13 | 23.7 | 0 | 0.00 | 0 | 13 | 0 |
| 28 Feb | 112.42 | 23.7 | 2.7 | 88.48 | 26 | 15 | 15 |
| 27 Feb | 120.36 | 21 | 0 | 0.00 | 0 | 1 | 0 |
| 26 Feb | 123.26 | 21 | 5.45 | 113.87 | 1 | 1 | 1 |
| 25 Feb | 123.26 | 21 | 5.45 | 113.87 | 1 | 0 | 1 |
| 24 Feb | 123.47 | 15.55 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Feb | 125.11 | 15.55 | 9.75 | 77.24 | 1 | 0 | 0 |
| 20 Feb | 124.78 | 5.8 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 124.27 | 5.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 119.27 | 5.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 121.78 | 5.8 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 121.75 | 5.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 126.57 | 5.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 125.35 | 5.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 126.25 | 5.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 131.05 | 5.8 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 133.43 | 5.8 | 0 | 1.93 | 0 | 0 | 0 |
| 6 Feb | 136.31 | 5.8 | 0 | 3.59 | 0 | 0 | 0 |
| 5 Feb | 137.93 | 5.8 | 0 | 4.75 | 0 | 0 | 0 |
| 4 Feb | 137.84 | 5.8 | 0 | 4.52 | 0 | 0 | 0 |
| 3 Feb | 136.84 | 5.8 | 0 | 4.35 | 0 | 0 | 0 |
| 1 Feb | 141.22 | 5.8 | 0 | 6.52 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 132.5 expiring on 27MAR2025
Delta for 132.5 PE is -0.77
Historical price for 132.5 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 17.2, which was 1.9 higher than the previous day. The implied volatity was 76.71, the open interest changed by -1 which decreased total open position to 28
On 12 Mar IRFC was trading at 119.20. The strike last trading price was 15.3, which was -0.7 lower than the previous day. The implied volatity was 69.04, the open interest changed by 1 which increased total open position to 28
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 16, which was 2.1 higher than the previous day. The implied volatity was 86.93, the open interest changed by -1 which decreased total open position to 29
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 13.9, which was 1.85 higher than the previous day. The implied volatity was 51.55, the open interest changed by 7 which increased total open position to 31
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 12.1, which was -8.4 lower than the previous day. The implied volatity was 61.85, the open interest changed by -4 which decreased total open position to 24
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 20.4, which was -0.1 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 20.4, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 20.4, which was -3.3 lower than the previous day. The implied volatity was 80.18, the open interest changed by 12 which increased total open position to 27
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 23.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 23.7, which was 2.7 higher than the previous day. The implied volatity was 88.48, the open interest changed by 15 which increased total open position to 15
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 21, 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 26 Feb IRFC was trading at 123.26. The strike last trading price was 21, which was 5.45 higher than the previous day. The implied volatity was 113.87, the open interest changed by 1 which increased total open position to 1
On 25 Feb IRFC was trading at 123.26. The strike last trading price was 21, which was 5.45 higher than the previous day. The implied volatity was 113.87, the open interest changed by 0 which decreased total open position to 1
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 15.55, 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 21 Feb IRFC was trading at 125.11. The strike last trading price was 15.55, which was 9.75 higher than the previous day. The implied volatity was 77.24, the open interest changed by 0 which decreased total open position to 0
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 5.8, 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 5.8, 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 5.8, 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 5.8, 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 Feb IRFC was trading at 121.75. The strike last trading price was 5.8, 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 Feb IRFC was trading at 126.57. The strike last trading price was 5.8, 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 Feb IRFC was trading at 125.35. The strike last trading price was 5.8, 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 Feb IRFC was trading at 126.25. The strike last trading price was 5.8, 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 Feb IRFC was trading at 131.05. The strike last trading price was 5.8, 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 Feb IRFC was trading at 133.43. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRFC was trading at 136.31. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 3.59, 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 5.8, which was 0 lower than the previous day. The implied volatity was 4.75, 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 5.8, which was 0 lower than the previous day. The implied volatity was 4.52, 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 5.8, which was 0 lower than the previous day. The implied volatity was 4.35, 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 5.8, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
