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

117.69 -1.51 (-1.27%)

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Historical option data for IRFC

13 Mar 2025 04:14 PM IST
IRFC 27MAR2025 135 CE
Delta: 0.05
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 0.2 -0.15 42.29 711 32 994
12 Mar 119.20 0.35 -0.05 41.54 1,098 174 970
11 Mar 119.30 0.4 -0.05 38.26 1,150 -16 814
10 Mar 119.75 0.4 -0.65 39.31 1,408 157 827
7 Mar 123.42 1 0.35 36.63 1,628 65 670
6 Mar 120.59 0.65 0 37.42 440 27 604
5 Mar 117.73 0.6 0.05 40.51 596 41 584
4 Mar 114.59 0.5 0.05 43.92 468 37 543
3 Mar 111.13 0.5 0.1 49.24 598 -10 508
28 Feb 112.42 0.4 -0.3 42.77 551 -12 511
27 Feb 120.36 0.7 -0.15 33.86 269 13 523
26 Feb 123.26 0.8 -0.6 27.97 350 124 509
25 Feb 123.26 0.8 -0.6 27.97 350 123 509
24 Feb 123.47 1.4 -0.3 33.30 214 85 384
21 Feb 125.11 1.75 0.15 32.01 234 45 299
20 Feb 124.78 1.6 0.05 30.17 83 19 253
19 Feb 124.27 1.5 0.4 29.92 133 25 233
18 Feb 119.27 1.05 -0.4 35.45 45 15 208
17 Feb 121.78 1.4 -0.35 32.36 104 11 181
14 Feb 121.75 1.65 -0.85 33.61 86 30 167
13 Feb 126.57 2.5 -0.15 30.35 36 25 136
12 Feb 125.35 2.65 0 32.85 46 13 111
11 Feb 126.25 2.55 -1.25 30.13 61 29 96
10 Feb 131.05 3.8 -1.05 26.22 57 40 67
7 Feb 133.43 4.85 -0.15 24.45 6 1 25
6 Feb 136.31 5 -0.65 17.38 18 7 24
5 Feb 137.93 5.65 0.4 13.15 17 -4 17
4 Feb 137.84 5.25 0.25 11.75 20 3 21
3 Feb 136.84 5 -19.3 11.35 21 17 17
1 Feb 141.22 24.3 0 - 0 0 0
31 Jan 150.94 24.3 0 - 0 0 0
28 Jan 137.82 24.3 0 - 0 0 0
15 Jan 137.56 24.3 24.30 - 0 0 0
6 Jan 145.42 0 0.00 - 0 0 0
3 Jan 153.70 0 0.00 - 0 0 0
2 Jan 152.04 0 0.00 - 0 0 0
1 Jan 150.35 0 0.00 - 0 0 0
31 Dec 149.04 0 0.00 - 0 0 0
30 Dec 153.35 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 135 expiring on 27MAR2025

Delta for 135 CE is 0.05

Historical price for 135 CE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 42.29, the open interest changed by 32 which increased total open position to 994


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.54, the open interest changed by 174 which increased total open position to 970


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 38.26, the open interest changed by -16 which decreased total open position to 814


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 39.31, the open interest changed by 157 which increased total open position to 827


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 36.63, the open interest changed by 65 which increased total open position to 670


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 37.42, the open interest changed by 27 which increased total open position to 604


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 40.51, the open interest changed by 41 which increased total open position to 584


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 43.92, the open interest changed by 37 which increased total open position to 543


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 49.24, the open interest changed by -10 which decreased total open position to 508


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 42.77, the open interest changed by -12 which decreased total open position to 511


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 33.86, the open interest changed by 13 which increased total open position to 523


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 27.97, the open interest changed by 124 which increased total open position to 509


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 27.97, the open interest changed by 123 which increased total open position to 509


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 33.30, the open interest changed by 85 which increased total open position to 384


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 32.01, the open interest changed by 45 which increased total open position to 299


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 30.17, the open interest changed by 19 which increased total open position to 253


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 29.92, the open interest changed by 25 which increased total open position to 233


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 35.45, the open interest changed by 15 which increased total open position to 208


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 32.36, the open interest changed by 11 which increased total open position to 181


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 33.61, the open interest changed by 30 which increased total open position to 167


On 13 Feb IRFC was trading at 126.57. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 30.35, the open interest changed by 25 which increased total open position to 136


On 12 Feb IRFC was trading at 125.35. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 32.85, the open interest changed by 13 which increased total open position to 111


On 11 Feb IRFC was trading at 126.25. The strike last trading price was 2.55, which was -1.25 lower than the previous day. The implied volatity was 30.13, the open interest changed by 29 which increased total open position to 96


On 10 Feb IRFC was trading at 131.05. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 40 which increased total open position to 67


On 7 Feb IRFC was trading at 133.43. The strike last trading price was 4.85, which was -0.15 lower than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 25


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 17.38, the open interest changed by 7 which increased total open position to 24


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 5.65, which was 0.4 higher than the previous day. The implied volatity was 13.15, the open interest changed by -4 which decreased total open position to 17


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 5.25, which was 0.25 higher than the previous day. The implied volatity was 11.75, the open interest changed by 3 which increased total open position to 21


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 5, which was -19.3 lower than the previous day. The implied volatity was 11.35, the open interest changed by 17 which increased total open position to 17


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 24.3, 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 31 Jan IRFC was trading at 150.94. The strike last trading price was 24.3, 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 Jan IRFC was trading at 137.82. The strike last trading price was 24.3, 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 15 Jan IRFC was trading at 137.56. The strike last trading price was 24.3, which was 24.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan IRFC was trading at 145.42. The strike last trading price was 0, 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 Jan IRFC was trading at 153.70. The strike last trading price was 0, 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 Jan IRFC was trading at 152.04. The strike last trading price was 0, 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 1 Jan IRFC was trading at 150.35. The strike last trading price was 0, 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 31 Dec IRFC was trading at 149.04. The strike last trading price was 0, 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 30 Dec IRFC was trading at 153.35. The strike last trading price was 0, 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 27MAR2025 135 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 17.5 0 0.00 0 -2 0
12 Mar 119.20 17.5 -1.75 71.66 4 -2 102
11 Mar 119.30 19.25 1.45 102.47 33 27 104
10 Mar 119.75 17.8 3.6 75.58 25 10 77
7 Mar 123.42 14.2 -4 64.93 69 46 67
6 Mar 120.59 18.2 -4.25 81.71 7 1 20
5 Mar 117.73 22.45 0 0.00 0 0 0
4 Mar 114.59 22.45 -1.05 81.01 2 0 19
3 Mar 111.13 23.5 0 0.00 0 0 0
28 Feb 112.42 23.5 0 0.00 0 0 0
27 Feb 120.36 23.5 0 111.12 1 0 18
26 Feb 123.26 23.5 4 120.15 13 12 17
25 Feb 123.26 23.5 4 120.15 13 11 17
24 Feb 123.47 19.5 0 0.00 0 1 0
21 Feb 125.11 19.5 -4.15 92.69 1 0 5
20 Feb 124.78 23.65 0 0.00 0 0 0
19 Feb 124.27 23.65 0 0.00 0 0 0
18 Feb 119.27 23.65 0 0.00 0 0 0
17 Feb 121.78 23.65 0 0.00 0 -1 0
14 Feb 121.75 23.65 8.65 100.68 1 0 6
13 Feb 126.57 15 0 0.00 0 0 0
12 Feb 125.35 15 0 0.00 0 0 0
11 Feb 126.25 15 0 0.00 0 0 0
10 Feb 131.05 15 0 0.00 0 1 0
7 Feb 133.43 15 1.05 78.69 1 0 5
6 Feb 136.31 13.95 0 0.00 0 3 0
5 Feb 137.93 13.95 3.95 81.31 3 2 4
4 Feb 137.84 10 0 0.00 0 0 0
3 Feb 136.84 10 0 0.00 0 1 0
1 Feb 141.22 10 0.9 65.68 1 0 1
31 Jan 150.94 9.1 -0.9 75.75 2 1 1
28 Jan 137.82 10 0 3.21 0 0 0
15 Jan 137.56 10 0.00 2.60 0 0 0
6 Jan 145.42 10 0.00 6.06 0 0 0
3 Jan 153.70 10 0.00 9.71 0 0 0
2 Jan 152.04 10 0.00 8.94 0 0 0
1 Jan 150.35 10 10.00 8.69 0 0 0
31 Dec 149.04 0 0.00 7.32 0 0 0
30 Dec 153.35 0 7.45 0 0 0


For Indian Railway Fin Corp L - strike price 135 expiring on 27MAR2025

Delta for 135 PE is 0.00

Historical price for 135 PE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 17.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 17.5, which was -1.75 lower than the previous day. The implied volatity was 71.66, the open interest changed by -2 which decreased total open position to 102


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 19.25, which was 1.45 higher than the previous day. The implied volatity was 102.47, the open interest changed by 27 which increased total open position to 104


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 17.8, which was 3.6 higher than the previous day. The implied volatity was 75.58, the open interest changed by 10 which increased total open position to 77


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 14.2, which was -4 lower than the previous day. The implied volatity was 64.93, the open interest changed by 46 which increased total open position to 67


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 18.2, which was -4.25 lower than the previous day. The implied volatity was 81.71, the open interest changed by 1 which increased total open position to 20


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 22.45, 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 4 Mar IRFC was trading at 114.59. The strike last trading price was 22.45, which was -1.05 lower than the previous day. The implied volatity was 81.01, the open interest changed by 0 which decreased total open position to 19


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 23.5, 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 28 Feb IRFC was trading at 112.42. The strike last trading price was 23.5, 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 27 Feb IRFC was trading at 120.36. The strike last trading price was 23.5, which was 0 lower than the previous day. The implied volatity was 111.12, the open interest changed by 0 which decreased total open position to 18


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 23.5, which was 4 higher than the previous day. The implied volatity was 120.15, the open interest changed by 12 which increased total open position to 17


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 23.5, which was 4 higher than the previous day. The implied volatity was 120.15, the open interest changed by 11 which increased total open position to 17


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 19.5, 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 19.5, which was -4.15 lower than the previous day. The implied volatity was 92.69, the open interest changed by 0 which decreased total open position to 5


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 23.65, 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 19 Feb IRFC was trading at 124.27. The strike last trading price was 23.65, 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 Feb IRFC was trading at 119.27. The strike last trading price was 23.65, 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 17 Feb IRFC was trading at 121.78. The strike last trading price was 23.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 23.65, which was 8.65 higher than the previous day. The implied volatity was 100.68, the open interest changed by 0 which decreased total open position to 6


On 13 Feb IRFC was trading at 126.57. The strike last trading price was 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 12 Feb IRFC was trading at 125.35. The strike last trading price was 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 11 Feb IRFC was trading at 126.25. The strike last trading price was 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 10 Feb IRFC was trading at 131.05. The strike last trading price was 15, 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 7 Feb IRFC was trading at 133.43. The strike last trading price was 15, which was 1.05 higher than the previous day. The implied volatity was 78.69, the open interest changed by 0 which decreased total open position to 5


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 13.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 13.95, which was 3.95 higher than the previous day. The implied volatity was 81.31, the open interest changed by 2 which increased total open position to 4


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 10, 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 3 Feb IRFC was trading at 136.84. The strike last trading price was 10, 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 1 Feb IRFC was trading at 141.22. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 65.68, the open interest changed by 0 which decreased total open position to 1


On 31 Jan IRFC was trading at 150.94. The strike last trading price was 9.1, which was -0.9 lower than the previous day. The implied volatity was 75.75, the open interest changed by 1 which increased total open position to 1


On 28 Jan IRFC was trading at 137.82. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 15 Jan IRFC was trading at 137.56. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 6 Jan IRFC was trading at 145.42. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0


On 3 Jan IRFC was trading at 153.70. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 9.71, the open interest changed by 0 which decreased total open position to 0


On 2 Jan IRFC was trading at 152.04. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 8.94, the open interest changed by 0 which decreased total open position to 0


On 1 Jan IRFC was trading at 150.35. The strike last trading price was 10, which was 10.00 higher than the previous day. The implied volatity was 8.69, the open interest changed by 0 which decreased total open position to 0


On 31 Dec IRFC was trading at 149.04. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0


On 30 Dec IRFC was trading at 153.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0