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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 140 CE
Delta: 0.15
Vega: 0.06
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 0.9 0 48.34 558 89 1,510
7 Apr 122.42 0.9 0.1 49.82 1,272 -118 1,418
4 Apr 124.84 0.85 -0.55 39.84 843 178 1,537
3 Apr 129.16 1.35 0 36.99 1,087 49 1,343
2 Apr 127.48 1.35 0.35 40.20 1,153 -7 1,295
1 Apr 124.38 1.05 -0.2 41.57 1,095 90 1,302
28 Mar 124.42 1.25 -0.1 41.94 1,062 67 1,212
27 Mar 124.34 1.5 0.4 42.87 722 34 1,152
26 Mar 128.39 1.15 -0.55 32.71 837 294 1,103
25 Mar 129.41 1.75 -0.5 34.27 960 239 797
24 Mar 132.80 2.3 0.75 28.91 1,348 142 556
21 Mar 129.66 1.55 0.1 29.21 224 33 413
20 Mar 128.52 1.4 0 30.35 428 179 379
19 Mar 128.11 1.45 0.7 29.63 195 45 197
18 Mar 121.80 0.75 0.1 32.83 92 12 152
17 Mar 118.77 0.65 0.05 36.24 36 16 140
13 Mar 117.69 0.6 -0.1 35.95 14 4 123
12 Mar 119.20 0.7 -0.15 34.07 14 -2 119
11 Mar 119.30 0.85 -0.1 33.39 31 13 120
10 Mar 119.75 0.9 -0.6 35.07 88 0 106
7 Mar 123.42 1.45 0.5 32.59 116 3 106
6 Mar 120.59 1 0.05 32.77 8 4 104
5 Mar 117.73 0.95 0.1 35.27 24 -3 100
4 Mar 114.59 0.85 -0.2 38.29 198 56 103
3 Mar 111.13 1 0 44.27 17 1 32
28 Feb 112.42 1 -0.4 42.07 6 0 30
27 Feb 120.36 1.35 -0.45 34.34 10 3 30
26 Feb 123.26 1.8 -0.35 32.42 4 4 26
25 Feb 123.26 1.8 -0.35 32.42 4 3 26
24 Feb 123.47 2.15 -0.25 34.30 1 0 22
21 Feb 125.11 2.4 -0.05 32.80 4 -1 23
20 Feb 124.78 2.45 0.65 32.87 2 1 23
19 Feb 124.27 1.8 -0.4 29.21 13 11 21
18 Feb 119.27 2.2 0 0.00 0 1 0
17 Feb 121.78 2.2 0.15 34.58 2 0 9
14 Feb 121.75 2.05 -19.55 33.38 9 8 8
5 Feb 137.93 21.6 0 - 0 0 0
4 Feb 137.84 21.6 0 - 0 0 0
3 Feb 136.84 21.6 0 0.51 0 0 0
1 Feb 141.22 21.6 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 140 expiring on 24APR2025

Delta for 140 CE is 0.15

Historical price for 140 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 48.34, the open interest changed by 89 which increased total open position to 1510


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 49.82, the open interest changed by -118 which decreased total open position to 1418


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 39.84, the open interest changed by 178 which increased total open position to 1537


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 36.99, the open interest changed by 49 which increased total open position to 1343


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 40.20, the open interest changed by -7 which decreased total open position to 1295


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 41.57, the open interest changed by 90 which increased total open position to 1302


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 41.94, the open interest changed by 67 which increased total open position to 1212


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 1.5, which was 0.4 higher than the previous day. The implied volatity was 42.87, the open interest changed by 34 which increased total open position to 1152


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 294 which increased total open position to 1103


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 34.27, the open interest changed by 239 which increased total open position to 797


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 28.91, the open interest changed by 142 which increased total open position to 556


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 29.21, the open interest changed by 33 which increased total open position to 413


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 30.35, the open interest changed by 179 which increased total open position to 379


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 1.45, which was 0.7 higher than the previous day. The implied volatity was 29.63, the open interest changed by 45 which increased total open position to 197


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 32.83, the open interest changed by 12 which increased total open position to 152


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 36.24, the open interest changed by 16 which increased total open position to 140


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 35.95, the open interest changed by 4 which increased total open position to 123


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 34.07, the open interest changed by -2 which decreased total open position to 119


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 33.39, the open interest changed by 13 which increased total open position to 120


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 106


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 1.45, which was 0.5 higher than the previous day. The implied volatity was 32.59, the open interest changed by 3 which increased total open position to 106


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 32.77, the open interest changed by 4 which increased total open position to 104


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 35.27, the open interest changed by -3 which decreased total open position to 100


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 38.29, the open interest changed by 56 which increased total open position to 103


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 44.27, the open interest changed by 1 which increased total open position to 32


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 42.07, the open interest changed by 0 which decreased total open position to 30


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 34.34, the open interest changed by 3 which increased total open position to 30


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 32.42, the open interest changed by 4 which increased total open position to 26


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 32.42, the open interest changed by 3 which increased total open position to 26


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 34.30, the open interest changed by 0 which decreased total open position to 22


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 32.80, the open interest changed by -1 which decreased total open position to 23


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 23


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 29.21, the open interest changed by 11 which increased total open position to 21


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 2.2, 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 17 Feb IRFC was trading at 121.78. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 34.58, the open interest changed by 0 which decreased total open position to 9


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 2.05, which was -19.55 lower than the previous day. The implied volatity was 33.38, the open interest changed by 8 which increased total open position to 8


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 21.6, 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 21.6, 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 21.6, which was 0 lower than the previous day. The implied volatity was 0.51, 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 21.6, 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 140 PE
Delta: -0.78
Vega: 0.08
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 16.75 -2.1 63.70 2 0 169
7 Apr 122.42 18.5 1.9 71.70 44 -22 168
4 Apr 124.84 16.55 3.9 64.99 44 -22 191
3 Apr 129.16 12.65 -1.15 50.94 46 23 213
2 Apr 127.48 13.75 -2.9 48.00 38 3 189
1 Apr 124.38 16.65 -0.35 55.59 60 19 185
28 Mar 124.42 17 -2.9 50.37 101 42 166
27 Mar 124.34 19.9 -3.4 77.47 7 4 124
26 Mar 128.39 23.3 5.75 113.68 16 6 119
25 Mar 129.41 17.55 1.4 78.84 21 16 112
24 Mar 132.80 16.2 -2 83.71 20 10 93
21 Mar 129.66 18.25 -1.25 81.60 7 5 83
20 Mar 128.52 19.5 -0.1 82.72 5 4 78
19 Mar 128.11 19.6 -5.1 83.47 55 29 77
18 Mar 121.80 24.7 -3.2 91.49 24 23 47
17 Mar 118.77 27.9 -0.35 97.65 18 15 24
13 Mar 117.69 28.25 2.05 91.47 8 7 8
12 Mar 119.20 26.2 0 0.00 0 0 0
11 Mar 119.30 26.2 0 0.00 0 0 0
10 Mar 119.75 26.2 0 0.00 0 0 0
7 Mar 123.42 26.2 -5.55 93.91 1 0 1
6 Mar 120.59 31.75 0 0.00 0 1 0
5 Mar 117.73 31.75 20.7 107.88 1 0 0
4 Mar 114.59 11.05 0 0.00 0 0 0
3 Mar 111.13 11.05 0 0.00 0 0 0
28 Feb 112.42 11.05 0 - 0 0 0
27 Feb 120.36 11.05 0 - 0 0 0
26 Feb 123.26 11.05 0 - 0 0 0
25 Feb 123.26 11.05 0 - 0 0 0
24 Feb 123.47 11.05 0 - 0 0 0
21 Feb 125.11 11.05 0 - 0 0 0
20 Feb 124.78 11.05 0 - 0 0 0
19 Feb 124.27 11.05 0 - 0 0 0
18 Feb 119.27 11.05 0 - 0 0 0
17 Feb 121.78 11.05 0 - 0 0 0
14 Feb 121.75 11.05 0 - 0 0 0
5 Feb 137.93 11.05 0 0.95 0 0 0
4 Feb 137.84 11.05 0 1.17 0 0 0
3 Feb 136.84 11.05 0 - 0 0 0
1 Feb 141.22 11.05 0 3.50 0 0 0


For Indian Railway Fin Corp L - strike price 140 expiring on 24APR2025

Delta for 140 PE is -0.78

Historical price for 140 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 16.75, which was -2.1 lower than the previous day. The implied volatity was 63.70, the open interest changed by 0 which decreased total open position to 169


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 18.5, which was 1.9 higher than the previous day. The implied volatity was 71.70, the open interest changed by -22 which decreased total open position to 168


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 16.55, which was 3.9 higher than the previous day. The implied volatity was 64.99, the open interest changed by -22 which decreased total open position to 191


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 12.65, which was -1.15 lower than the previous day. The implied volatity was 50.94, the open interest changed by 23 which increased total open position to 213


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 13.75, which was -2.9 lower than the previous day. The implied volatity was 48.00, the open interest changed by 3 which increased total open position to 189


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 16.65, which was -0.35 lower than the previous day. The implied volatity was 55.59, the open interest changed by 19 which increased total open position to 185


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 17, which was -2.9 lower than the previous day. The implied volatity was 50.37, the open interest changed by 42 which increased total open position to 166


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 19.9, which was -3.4 lower than the previous day. The implied volatity was 77.47, the open interest changed by 4 which increased total open position to 124


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 23.3, which was 5.75 higher than the previous day. The implied volatity was 113.68, the open interest changed by 6 which increased total open position to 119


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 17.55, which was 1.4 higher than the previous day. The implied volatity was 78.84, the open interest changed by 16 which increased total open position to 112


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 16.2, which was -2 lower than the previous day. The implied volatity was 83.71, the open interest changed by 10 which increased total open position to 93


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 18.25, which was -1.25 lower than the previous day. The implied volatity was 81.60, the open interest changed by 5 which increased total open position to 83


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 19.5, which was -0.1 lower than the previous day. The implied volatity was 82.72, the open interest changed by 4 which increased total open position to 78


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 19.6, which was -5.1 lower than the previous day. The implied volatity was 83.47, the open interest changed by 29 which increased total open position to 77


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 24.7, which was -3.2 lower than the previous day. The implied volatity was 91.49, the open interest changed by 23 which increased total open position to 47


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 27.9, which was -0.35 lower than the previous day. The implied volatity was 97.65, the open interest changed by 15 which increased total open position to 24


On 13 Mar IRFC was trading at 117.69. The strike last trading price was 28.25, which was 2.05 higher than the previous day. The implied volatity was 91.47, the open interest changed by 7 which increased total open position to 8


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 26.2, 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 26.2, 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 Mar IRFC was trading at 119.75. The strike last trading price was 26.2, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 26.2, which was -5.55 lower than the previous day. The implied volatity was 93.91, the open interest changed by 0 which decreased total open position to 1


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 31.75, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 31.75, which was 20.7 higher than the previous day. The implied volatity was 107.88, 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 11.05, 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 Mar IRFC was trading at 111.13. The strike last trading price was 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 24 Feb IRFC was trading at 123.47. The strike last trading price was 11.05, 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 21 Feb IRFC was trading at 125.11. The strike last trading price was 11.05, 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 20 Feb IRFC was trading at 124.78. The strike last trading price was 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, which was 0 lower than the previous day. The implied volatity was 0.95, 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 11.05, which was 0 lower than the previous day. The implied volatity was 1.17, 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 11.05, 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 11.05, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0