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

124.41 1.99 (1.63%)

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Historical option data for IRFC

08 Apr 2025 05:54 PM IST
IRFC 24APR2025 135 CE
Delta: 0.23
Vega: 0.08
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 1.55 0.05 46.22 849 73 1,092
7 Apr 122.42 1.65 0.25 49.58 772 85 1,019
4 Apr 124.84 1.5 -0.9 37.60 879 153 932
3 Apr 129.16 2.4 0.05 35.21 1,193 25 782
2 Apr 127.48 2.35 0.6 39.06 906 -104 752
1 Apr 124.38 1.75 -0.25 39.69 921 61 857
28 Mar 124.42 2 -0.1 40.37 1,496 -40 796
27 Mar 124.34 2.25 0.65 40.63 1,160 -22 834
26 Mar 128.39 1.6 -0.9 27.62 823 287 856
25 Mar 129.41 2.5 -0.85 29.91 818 44 551
24 Mar 132.80 3.35 1 23.64 1,050 253 507
21 Mar 129.66 2.25 0.05 24.72 273 86 254
20 Mar 128.52 2.2 -0.05 27.49 265 91 168
19 Mar 128.11 2.25 1.1 26.68 96 52 77
18 Mar 121.80 1.1 0.1 29.66 15 5 19
17 Mar 118.77 1 0 0.00 0 1 0
13 Mar 117.69 1 -0.15 34.96 3 0 13
12 Mar 119.20 1.15 -0.2 32.85 15 0 11
11 Mar 119.30 1.35 -0.05 31.77 1 0 10
10 Mar 119.75 1.4 0.25 33.83 3 11 11
7 Mar 123.42 1.15 0 0.00 0 0 0
6 Mar 120.59 1.15 0 0.00 0 0 0
5 Mar 117.73 1.15 0 0.00 0 11 0
4 Mar 114.59 1.15 -23.3 35.96 12 1 1
3 Mar 111.13 24.45 0 14.20 0 0 0
28 Feb 112.42 24.45 0 12.50 0 0 0
27 Feb 120.36 24.45 0 8.37 0 0 0
26 Feb 123.26 24.45 0 6.23 0 0 0
25 Feb 123.26 24.45 0 6.23 0 0 0
19 Feb 124.27 24.45 0 5.14 0 0 0
18 Feb 119.27 24.45 0 8.13 0 0 0
17 Feb 121.78 24.45 0 6.34 0 0 0
5 Feb 137.93 24.45 0 - 0 0 0
4 Feb 137.84 24.45 0 - 0 0 0
3 Feb 136.84 24.45 0 - 0 0 0
1 Feb 141.22 24.45 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 135 expiring on 24APR2025

Delta for 135 CE is 0.23

Historical price for 135 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 46.22, the open interest changed by 73 which increased total open position to 1092


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 49.58, the open interest changed by 85 which increased total open position to 1019


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 1.5, which was -0.9 lower than the previous day. The implied volatity was 37.60, the open interest changed by 153 which increased total open position to 932


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 35.21, the open interest changed by 25 which increased total open position to 782


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 39.06, the open interest changed by -104 which decreased total open position to 752


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 39.69, the open interest changed by 61 which increased total open position to 857


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 40.37, the open interest changed by -40 which decreased total open position to 796


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 2.25, which was 0.65 higher than the previous day. The implied volatity was 40.63, the open interest changed by -22 which decreased total open position to 834


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 1.6, which was -0.9 lower than the previous day. The implied volatity was 27.62, the open interest changed by 287 which increased total open position to 856


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 29.91, the open interest changed by 44 which increased total open position to 551


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 3.35, which was 1 higher than the previous day. The implied volatity was 23.64, the open interest changed by 253 which increased total open position to 507


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 24.72, the open interest changed by 86 which increased total open position to 254


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 27.49, the open interest changed by 91 which increased total open position to 168


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 2.25, which was 1.1 higher than the previous day. The implied volatity was 26.68, the open interest changed by 52 which increased total open position to 77


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 29.66, the open interest changed by 5 which increased total open position to 19


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 1, 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 13 Mar IRFC was trading at 117.69. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 13


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 11


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 31.77, the open interest changed by 0 which decreased total open position to 10


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 33.83, the open interest changed by 11 which increased total open position to 11


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 1.15, 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 Mar IRFC was trading at 120.59. The strike last trading price was 1.15, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 1.15, which was -23.3 lower than the previous day. The implied volatity was 35.96, the open interest changed by 1 which increased total open position to 1


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 24.45, which was 0 lower than the previous day. The implied volatity was 14.20, 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 24.45, which was 0 lower than the previous day. The implied volatity was 12.50, 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 24.45, which was 0 lower than the previous day. The implied volatity was 8.37, 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 24.45, which was 0 lower than the previous day. The implied volatity was 6.23, 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 24.45, which was 0 lower than the previous day. The implied volatity was 6.23, 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 24.45, which was 0 lower than the previous day. The implied volatity was 5.14, 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 24.45, which was 0 lower than the previous day. The implied volatity was 8.13, 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 24.45, which was 0 lower than the previous day. The implied volatity was 6.34, 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 24.45, 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 24.45, 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 24.45, 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 24.45, 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 135 PE
Delta: -0.74
Vega: 0.08
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 11.8 -2.5 51.59 15 2 191
7 Apr 122.42 14.15 1.8 66.32 17 -4 192
4 Apr 124.84 12.35 3.85 60.00 18 -2 191
3 Apr 129.16 8.35 -1.5 43.93 88 32 192
2 Apr 127.48 9.7 -2.95 44.82 47 29 159
1 Apr 124.38 12.6 -1.2 53.32 82 29 130
28 Mar 124.42 13.8 -0.15 55.84 114 52 101
27 Mar 124.34 13.95 -1.7 58.77 6 1 48
26 Mar 128.39 15.65 2.75 82.59 10 -3 46
25 Mar 129.41 12.9 0.7 68.81 7 1 50
24 Mar 132.80 12.2 -2.8 76.61 23 12 48
21 Mar 129.66 15 -0.7 80.64 2 1 35
20 Mar 128.52 15.7 -1.9 78.82 3 1 34
19 Mar 128.11 17.6 -2 90.17 1 0 33
18 Mar 121.80 19.6 -2.2 80.67 35 30 32
17 Mar 118.77 21.8 0 0.00 0 0 0
13 Mar 117.69 21.8 0 0.00 0 0 0
12 Mar 119.20 21.8 0 0.00 0 0 0
11 Mar 119.30 21.8 0 0.00 0 2 0
10 Mar 119.75 21.8 12.85 77.98 2 1 1
7 Mar 123.42 8.95 0 - 0 0 0
6 Mar 120.59 8.95 0 - 0 0 0
5 Mar 117.73 8.95 0 - 0 0 0
4 Mar 114.59 8.95 0 - 0 0 0
3 Mar 111.13 8.95 0 - 0 0 0
28 Feb 112.42 8.95 0 - 0 0 0
27 Feb 120.36 8.95 0 - 0 0 0
26 Feb 123.26 8.95 0 - 0 0 0
25 Feb 123.26 8.95 0 - 0 0 0
19 Feb 124.27 8.95 0 - 0 0 0
18 Feb 119.27 8.95 0 - 0 0 0
17 Feb 121.78 8.95 0 - 0 0 0
5 Feb 137.93 8.95 0 3.08 0 0 0
4 Feb 137.84 8.95 0 2.94 0 0 0
3 Feb 136.84 8.95 0 1.60 0 0 0
1 Feb 141.22 8.95 0 4.69 0 0 0


For Indian Railway Fin Corp L - strike price 135 expiring on 24APR2025

Delta for 135 PE is -0.74

Historical price for 135 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 11.8, which was -2.5 lower than the previous day. The implied volatity was 51.59, the open interest changed by 2 which increased total open position to 191


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 14.15, which was 1.8 higher than the previous day. The implied volatity was 66.32, the open interest changed by -4 which decreased total open position to 192


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 12.35, which was 3.85 higher than the previous day. The implied volatity was 60.00, the open interest changed by -2 which decreased total open position to 191


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 8.35, which was -1.5 lower than the previous day. The implied volatity was 43.93, the open interest changed by 32 which increased total open position to 192


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 9.7, which was -2.95 lower than the previous day. The implied volatity was 44.82, the open interest changed by 29 which increased total open position to 159


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 12.6, which was -1.2 lower than the previous day. The implied volatity was 53.32, the open interest changed by 29 which increased total open position to 130


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 13.8, which was -0.15 lower than the previous day. The implied volatity was 55.84, the open interest changed by 52 which increased total open position to 101


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 13.95, which was -1.7 lower than the previous day. The implied volatity was 58.77, the open interest changed by 1 which increased total open position to 48


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 15.65, which was 2.75 higher than the previous day. The implied volatity was 82.59, the open interest changed by -3 which decreased total open position to 46


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 12.9, which was 0.7 higher than the previous day. The implied volatity was 68.81, the open interest changed by 1 which increased total open position to 50


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 12.2, which was -2.8 lower than the previous day. The implied volatity was 76.61, the open interest changed by 12 which increased total open position to 48


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 15, which was -0.7 lower than the previous day. The implied volatity was 80.64, the open interest changed by 1 which increased total open position to 35


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 15.7, which was -1.9 lower than the previous day. The implied volatity was 78.82, the open interest changed by 1 which increased total open position to 34


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 17.6, which was -2 lower than the previous day. The implied volatity was 90.17, the open interest changed by 0 which decreased total open position to 33


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 19.6, which was -2.2 lower than the previous day. The implied volatity was 80.67, the open interest changed by 30 which increased total open position to 32


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 21.8, 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 Mar IRFC was trading at 117.69. The strike last trading price was 21.8, 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 12 Mar IRFC was trading at 119.20. The strike last trading price was 21.8, 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 11 Mar IRFC was trading at 119.30. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 21.8, which was 12.85 higher than the previous day. The implied volatity was 77.98, the open interest changed by 1 which increased total open position to 1


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, 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 8.95, which was 0 lower than the previous day. The implied volatity was 3.08, 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 8.95, which was 0 lower than the previous day. The implied volatity was 2.94, 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 8.95, which was 0 lower than the previous day. The implied volatity was 1.60, 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 8.95, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0