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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.35 -1.56 (-0.95%)

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Historical option data for IRFC

12 Dec 2024 10:34 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 135 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.39 21 0.00 0.00 0 0 0
11 Dec 164.91 21 0.00 0.00 0 1 0
10 Dec 156.85 21 -0.95 - 1 0 0
9 Dec 159.20 21.95 0.00 - 0 0 0
6 Dec 158.00 21.95 0.00 - 0 0 0
5 Dec 150.84 21.95 0.00 - 0 0 0
4 Dec 151.05 21.95 0.00 - 0 0 0
3 Dec 148.20 21.95 0.00 - 0 0 0
2 Dec 147.28 21.95 0.00 - 0 0 0
29 Nov 149.34 21.95 - 0 0 0

For Indian Railway Fin Corp L - strike price 135 expiring on 26DEC2024

Delta for 135 CE is 0.00

Historical price for 135 CE is as follows

On 12 Dec IRFC was trading at 163.39. The strike last trading price was 21, which was 0.00 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 Dec IRFC was trading at 164.91. The strike last trading price was 21, which was 0.00 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 10 Dec IRFC was trading at 156.85. The strike last trading price was 21, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


IRFC 26DEC2024 135 PE
Delta: -0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.39 0.15 0.00 50.91 23 -9 289
11 Dec 164.91 0.15 -0.15 51.47 54 8 298
10 Dec 156.85 0.3 0.00 45.38 77 32 297
9 Dec 159.20 0.3 -0.10 47.17 78 -11 265
6 Dec 158.00 0.4 -0.45 45.01 516 28 277
5 Dec 150.84 0.85 -0.15 41.53 157 56 251
4 Dec 151.05 1 -0.65 42.69 338 106 193
3 Dec 148.20 1.65 -0.40 44.94 134 37 83
2 Dec 147.28 2.05 -0.80 46.58 68 46 46
29 Nov 149.34 2.85 11.66 0 0 0

For Indian Railway Fin Corp L - strike price 135 expiring on 26DEC2024

Delta for 135 PE is -0.02

Historical price for 135 PE is as follows

On 12 Dec IRFC was trading at 163.39. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 50.91, the open interest changed by -9 which decreased total open position to 289


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 51.47, the open interest changed by 8 which increased total open position to 298


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.38, the open interest changed by 32 which increased total open position to 297


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 47.17, the open interest changed by -11 which decreased total open position to 265


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 45.01, the open interest changed by 28 which increased total open position to 277


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 41.53, the open interest changed by 56 which increased total open position to 251


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 42.69, the open interest changed by 106 which increased total open position to 193


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 44.94, the open interest changed by 37 which increased total open position to 83


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 46.58, the open interest changed by 46 which increased total open position to 46


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 11.66, the open interest changed by 0 which decreased total open position to 0