IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:14 AM IST
IRFC 26DEC2024 140 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.88
Vega: 0.06
Theta: -0.19
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 163.15 | 25 | 0.40 | 71.17 | 1 | 0 | 48 | |||
11 Dec | 164.91 | 24.6 | 8.20 | - | 47 | 9 | 49 | |||
10 Dec | 156.85 | 16.4 | -2.70 | - | 9 | 0 | 40 | |||
9 Dec | 159.20 | 19.1 | 0.85 | - | 16 | -2 | 40 | |||
6 Dec | 158.00 | 18.25 | 6.65 | - | 12 | -2 | 43 | |||
5 Dec | 150.84 | 11.6 | -0.75 | 15.25 | 12 | 2 | 45 | |||
4 Dec | 151.05 | 12.35 | 2.95 | 29.98 | 48 | 10 | 42 | |||
3 Dec | 148.20 | 9.4 | 0.35 | 19.71 | 30 | 7 | 30 | |||
2 Dec | 147.28 | 9.05 | -1.80 | 23.10 | 29 | 14 | 22 | |||
|
||||||||||
29 Nov | 149.34 | 10.85 | 21.11 | 8 | 7 | 7 |
For Indian Railway Fin Corp L - strike price 140 expiring on 26DEC2024
Delta for 140 CE is 0.88
Historical price for 140 CE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 25, which was 0.40 higher than the previous day. The implied volatity was 71.17, the open interest changed by 0 which decreased total open position to 48
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 24.6, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 49
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 16.4, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 19.1, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 40
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 18.25, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 43
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 11.6, which was -0.75 lower than the previous day. The implied volatity was 15.25, the open interest changed by 2 which increased total open position to 45
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 12.35, which was 2.95 higher than the previous day. The implied volatity was 29.98, the open interest changed by 10 which increased total open position to 42
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 9.4, which was 0.35 higher than the previous day. The implied volatity was 19.71, the open interest changed by 7 which increased total open position to 30
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 9.05, which was -1.80 lower than the previous day. The implied volatity was 23.10, the open interest changed by 14 which increased total open position to 22
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was 21.11, the open interest changed by 7 which increased total open position to 7
IRFC 26DEC2024 140 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.05
Vega: 0.03
Theta: -0.05
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 163.15 | 0.3 | -0.05 | 48.16 | 118 | -20 | 664 |
11 Dec | 164.91 | 0.35 | -0.25 | 51.03 | 654 | -32 | 684 |
10 Dec | 156.85 | 0.6 | 0.00 | 43.23 | 351 | 118 | 710 |
9 Dec | 159.20 | 0.6 | -0.15 | 45.55 | 239 | 74 | 593 |
6 Dec | 158.00 | 0.75 | -0.90 | 43.22 | 1,244 | 136 | 520 |
5 Dec | 150.84 | 1.65 | -0.20 | 40.75 | 185 | 54 | 378 |
4 Dec | 151.05 | 1.85 | -1.10 | 41.82 | 337 | 67 | 323 |
3 Dec | 148.20 | 2.95 | -0.65 | 45.22 | 236 | 59 | 253 |
2 Dec | 147.28 | 3.6 | 0.60 | 47.71 | 433 | 98 | 188 |
29 Nov | 149.34 | 3 | 44.92 | 148 | 85 | 85 |
For Indian Railway Fin Corp L - strike price 140 expiring on 26DEC2024
Delta for 140 PE is -0.05
Historical price for 140 PE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 48.16, the open interest changed by -20 which decreased total open position to 664
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 51.03, the open interest changed by -32 which decreased total open position to 684
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 43.23, the open interest changed by 118 which increased total open position to 710
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 45.55, the open interest changed by 74 which increased total open position to 593
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 0.75, which was -0.90 lower than the previous day. The implied volatity was 43.22, the open interest changed by 136 which increased total open position to 520
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 40.75, the open interest changed by 54 which increased total open position to 378
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 1.85, which was -1.10 lower than the previous day. The implied volatity was 41.82, the open interest changed by 67 which increased total open position to 323
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 45.22, the open interest changed by 59 which increased total open position to 253
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 47.71, the open interest changed by 98 which increased total open position to 188
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 3, which was lower than the previous day. The implied volatity was 44.92, the open interest changed by 85 which increased total open position to 85