IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
08 Apr 2025 05:54 PM IST
IRFC 24APR2025 135 CE | ||||||||||
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Delta: 0.23
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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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 | |||
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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 | |||||||
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Delta: -0.74
Vega: 0.08
Theta: -0.11
Gamma: 0.02
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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