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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 140 CE
Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 0.15 -0.1 48.28 282 22 1,044
12 Mar 119.20 0.2 -0.05 45.16 440 -32 1,022
11 Mar 119.30 0.25 0 42.75 640 -82 1,053
10 Mar 119.75 0.25 -0.35 43.43 2,226 238 1,134
7 Mar 123.42 0.6 0.25 39.93 4,453 -116 896
6 Mar 120.59 0.4 0 40.76 1,304 82 1,009
5 Mar 117.73 0.4 0.05 44.12 664 8 925
4 Mar 114.59 0.35 0 47.51 1,312 -85 917
3 Mar 111.13 0.3 0 50.70 441 -18 999
28 Feb 112.42 0.3 -0.15 46.52 751 90 1,016
27 Feb 120.36 0.45 -0.1 36.95 228 54 926
26 Feb 123.26 0.55 -0.4 32.10 380 156 871
25 Feb 123.26 0.55 -0.4 32.10 380 155 871
24 Feb 123.47 0.95 -0.2 36.60 270 30 715
21 Feb 125.11 1.2 0.05 35.14 522 113 689
20 Feb 124.78 1.1 0 33.57 155 22 574
19 Feb 124.27 1.1 0.3 33.97 217 53 553
18 Feb 119.27 0.75 -0.3 38.43 72 9 501
17 Feb 121.78 1.05 -0.25 36.15 175 70 493
14 Feb 121.75 1.25 -0.6 37.15 102 17 422
13 Feb 126.57 1.8 -0.05 33.59 105 25 405
12 Feb 125.35 1.95 -0.05 35.69 123 31 381
11 Feb 126.25 1.95 -0.7 34.07 105 43 350
10 Feb 131.05 2.65 -0.8 29.30 170 94 304
7 Feb 133.43 3.4 -0.55 27.59 55 11 210
6 Feb 136.31 3.9 -0.2 24.43 74 30 196
5 Feb 137.93 4.1 0.1 20.60 85 34 166
4 Feb 137.84 3.95 0.3 20.31 125 30 133
3 Feb 136.84 3.55 -1.4 18.82 126 58 103
1 Feb 141.22 5.15 -5.05 14.57 71 31 45
31 Jan 150.94 10.2 1.5 - 29 6 15
30 Jan 148.23 8.7 1.75 - 13 2 8
29 Jan 141.73 6.95 0.9 21.02 6 0 6
28 Jan 137.82 6.05 -0.9 27.01 1 0 7
27 Jan 137.05 6.95 -0.7 33.60 3 2 6
24 Jan 140.68 7.65 -1.15 25.55 3 2 3
23 Jan 141.37 8.8 -12.75 29.95 1 0 2
15 Jan 137.56 21.55 21.55 - 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 140 expiring on 27MAR2025

Delta for 140 CE is 0.04

Historical price for 140 CE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 48.28, the open interest changed by 22 which increased total open position to 1044


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.16, the open interest changed by -32 which decreased total open position to 1022


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 42.75, the open interest changed by -82 which decreased total open position to 1053


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 43.43, the open interest changed by 238 which increased total open position to 1134


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 39.93, the open interest changed by -116 which decreased total open position to 896


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 40.76, the open interest changed by 82 which increased total open position to 1009


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 44.12, the open interest changed by 8 which increased total open position to 925


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 47.51, the open interest changed by -85 which decreased total open position to 917


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 50.70, the open interest changed by -18 which decreased total open position to 999


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 46.52, the open interest changed by 90 which increased total open position to 1016


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 36.95, the open interest changed by 54 which increased total open position to 926


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 32.10, the open interest changed by 156 which increased total open position to 871


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 32.10, the open interest changed by 155 which increased total open position to 871


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 36.60, the open interest changed by 30 which increased total open position to 715


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 35.14, the open interest changed by 113 which increased total open position to 689


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 33.57, the open interest changed by 22 which increased total open position to 574


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 33.97, the open interest changed by 53 which increased total open position to 553


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 38.43, the open interest changed by 9 which increased total open position to 501


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 36.15, the open interest changed by 70 which increased total open position to 493


On 14 Feb IRFC was trading at 121.75. The strike last trading price was 1.25, which was -0.6 lower than the previous day. The implied volatity was 37.15, the open interest changed by 17 which increased total open position to 422


On 13 Feb IRFC was trading at 126.57. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was 33.59, the open interest changed by 25 which increased total open position to 405


On 12 Feb IRFC was trading at 125.35. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 35.69, the open interest changed by 31 which increased total open position to 381


On 11 Feb IRFC was trading at 126.25. The strike last trading price was 1.95, which was -0.7 lower than the previous day. The implied volatity was 34.07, the open interest changed by 43 which increased total open position to 350


On 10 Feb IRFC was trading at 131.05. The strike last trading price was 2.65, which was -0.8 lower than the previous day. The implied volatity was 29.30, the open interest changed by 94 which increased total open position to 304


On 7 Feb IRFC was trading at 133.43. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 27.59, the open interest changed by 11 which increased total open position to 210


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 3.9, which was -0.2 lower than the previous day. The implied volatity was 24.43, the open interest changed by 30 which increased total open position to 196


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 20.60, the open interest changed by 34 which increased total open position to 166


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 3.95, which was 0.3 higher than the previous day. The implied volatity was 20.31, the open interest changed by 30 which increased total open position to 133


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 18.82, the open interest changed by 58 which increased total open position to 103


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 5.15, which was -5.05 lower than the previous day. The implied volatity was 14.57, the open interest changed by 31 which increased total open position to 45


On 31 Jan IRFC was trading at 150.94. The strike last trading price was 10.2, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15


On 30 Jan IRFC was trading at 148.23. The strike last trading price was 8.7, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8


On 29 Jan IRFC was trading at 141.73. The strike last trading price was 6.95, which was 0.9 higher than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 6


On 28 Jan IRFC was trading at 137.82. The strike last trading price was 6.05, which was -0.9 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 7


On 27 Jan IRFC was trading at 137.05. The strike last trading price was 6.95, which was -0.7 lower than the previous day. The implied volatity was 33.60, the open interest changed by 2 which increased total open position to 6


On 24 Jan IRFC was trading at 140.68. The strike last trading price was 7.65, which was -1.15 lower than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 3


On 23 Jan IRFC was trading at 141.37. The strike last trading price was 8.8, which was -12.75 lower than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 2


On 15 Jan IRFC was trading at 137.56. The strike last trading price was 21.55, which was 21.55 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 140 PE
Delta: -0.90
Vega: 0.04
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 23.1 0.55 66.04 7 -3 166
12 Mar 119.20 22.55 -0.65 84.67 3 0 170
11 Mar 119.30 23.15 1.95 103.89 6 1 170
10 Mar 119.75 21.2 2.6 65.25 32 20 164
7 Mar 123.42 18.6 -4.35 71.17 53 -14 144
6 Mar 120.59 22.95 -2.5 91.24 15 -2 159
5 Mar 117.73 25.45 -2.55 97.37 2 -1 162
4 Mar 114.59 28 -3.05 97.00 1 0 164
3 Mar 111.13 31.05 -4.75 - 1 0 165
28 Feb 112.42 35.85 5.25 - 8 -3 167
27 Feb 120.36 30 1.35 134.14 16 7 170
26 Feb 123.26 29 4.9 135.99 30 13 163
25 Feb 123.26 29 4.9 135.99 30 13 163
24 Feb 123.47 24.1 0.75 99.93 18 16 149
21 Feb 125.11 23.75 0.75 98.81 33 20 131
20 Feb 124.78 23 -1 92.74 80 56 105
19 Feb 124.27 24.15 -6.25 97.09 18 8 41
18 Feb 119.27 30.4 6.45 115.38 8 3 29
17 Feb 121.78 23.95 0 0.00 0 0 0
14 Feb 121.75 23.95 0 0.00 0 0 0
13 Feb 126.57 23.95 0 0.00 0 0 0
12 Feb 125.35 23.95 0 0.00 0 2 0
11 Feb 126.25 23.95 4.7 94.32 2 0 24
10 Feb 131.05 19.25 1.25 81.79 4 0 0
7 Feb 133.43 18 0.1 79.30 4 -1 24
6 Feb 136.31 17.9 0.6 84.25 1 0 25
5 Feb 137.93 17.3 -2.35 84.77 5 -2 26
4 Feb 137.84 19.65 -2.95 94.98 6 3 28
3 Feb 136.84 22.6 6.1 108.03 4 3 24
1 Feb 141.22 16.5 3.95 85.19 21 12 20
31 Jan 150.94 12.3 2.4 81.28 14 7 8
30 Jan 148.23 9.9 0 0.00 0 0 0
29 Jan 141.73 9.9 0 0.00 0 0 0
28 Jan 137.82 9.9 0 0.00 0 0 0
27 Jan 137.05 9.9 0 0.00 0 0 0
24 Jan 140.68 9.9 0 0.00 0 0 0
23 Jan 141.37 9.9 0.00 0.00 0 0 0
15 Jan 137.56 9.9 -2.25 0.00 0 0 0
6 Jan 145.42 12.15 0.00 6.40 0 0 0
3 Jan 153.70 12.15 0.00 7.07 0 0 0
2 Jan 152.04 12.15 0.00 6.29 0 0 0
1 Jan 150.35 12.15 0.00 0.00 0 0 0
31 Dec 149.04 12.15 0.00 5.31 0 0 0
30 Dec 153.35 12.15 4.25 0 0 0


For Indian Railway Fin Corp L - strike price 140 expiring on 27MAR2025

Delta for 140 PE is -0.90

Historical price for 140 PE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 23.1, which was 0.55 higher than the previous day. The implied volatity was 66.04, the open interest changed by -3 which decreased total open position to 166


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 22.55, which was -0.65 lower than the previous day. The implied volatity was 84.67, the open interest changed by 0 which decreased total open position to 170


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 23.15, which was 1.95 higher than the previous day. The implied volatity was 103.89, the open interest changed by 1 which increased total open position to 170


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 21.2, which was 2.6 higher than the previous day. The implied volatity was 65.25, the open interest changed by 20 which increased total open position to 164


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 18.6, which was -4.35 lower than the previous day. The implied volatity was 71.17, the open interest changed by -14 which decreased total open position to 144


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 22.95, which was -2.5 lower than the previous day. The implied volatity was 91.24, the open interest changed by -2 which decreased total open position to 159


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 25.45, which was -2.55 lower than the previous day. The implied volatity was 97.37, the open interest changed by -1 which decreased total open position to 162


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 28, which was -3.05 lower than the previous day. The implied volatity was 97.00, the open interest changed by 0 which decreased total open position to 164


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 31.05, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 35.85, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 167


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 30, which was 1.35 higher than the previous day. The implied volatity was 134.14, the open interest changed by 7 which increased total open position to 170


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 29, which was 4.9 higher than the previous day. The implied volatity was 135.99, the open interest changed by 13 which increased total open position to 163


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 29, which was 4.9 higher than the previous day. The implied volatity was 135.99, the open interest changed by 13 which increased total open position to 163


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 24.1, which was 0.75 higher than the previous day. The implied volatity was 99.93, the open interest changed by 16 which increased total open position to 149


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 23.75, which was 0.75 higher than the previous day. The implied volatity was 98.81, the open interest changed by 20 which increased total open position to 131


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 23, which was -1 lower than the previous day. The implied volatity was 92.74, the open interest changed by 56 which increased total open position to 105


On 19 Feb IRFC was trading at 124.27. The strike last trading price was 24.15, which was -6.25 lower than the previous day. The implied volatity was 97.09, the open interest changed by 8 which increased total open position to 41


On 18 Feb IRFC was trading at 119.27. The strike last trading price was 30.4, which was 6.45 higher than the previous day. The implied volatity was 115.38, the open interest changed by 3 which increased total open position to 29


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 23.95, 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 14 Feb IRFC was trading at 121.75. The strike last trading price was 23.95, 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 Feb IRFC was trading at 126.57. The strike last trading price was 23.95, 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 23.95, 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 11 Feb IRFC was trading at 126.25. The strike last trading price was 23.95, which was 4.7 higher than the previous day. The implied volatity was 94.32, the open interest changed by 0 which decreased total open position to 24


On 10 Feb IRFC was trading at 131.05. The strike last trading price was 19.25, which was 1.25 higher than the previous day. The implied volatity was 81.79, the open interest changed by 0 which decreased total open position to 0


On 7 Feb IRFC was trading at 133.43. The strike last trading price was 18, which was 0.1 higher than the previous day. The implied volatity was 79.30, the open interest changed by -1 which decreased total open position to 24


On 6 Feb IRFC was trading at 136.31. The strike last trading price was 17.9, which was 0.6 higher than the previous day. The implied volatity was 84.25, the open interest changed by 0 which decreased total open position to 25


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 17.3, which was -2.35 lower than the previous day. The implied volatity was 84.77, the open interest changed by -2 which decreased total open position to 26


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 19.65, which was -2.95 lower than the previous day. The implied volatity was 94.98, the open interest changed by 3 which increased total open position to 28


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 22.6, which was 6.1 higher than the previous day. The implied volatity was 108.03, the open interest changed by 3 which increased total open position to 24


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 16.5, which was 3.95 higher than the previous day. The implied volatity was 85.19, the open interest changed by 12 which increased total open position to 20


On 31 Jan IRFC was trading at 150.94. The strike last trading price was 12.3, which was 2.4 higher than the previous day. The implied volatity was 81.28, the open interest changed by 7 which increased total open position to 8


On 30 Jan IRFC was trading at 148.23. The strike last trading price was 9.9, 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 29 Jan IRFC was trading at 141.73. The strike last trading price was 9.9, 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 Jan IRFC was trading at 137.82. The strike last trading price was 9.9, 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 Jan IRFC was trading at 137.05. The strike last trading price was 9.9, 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 24 Jan IRFC was trading at 140.68. The strike last trading price was 9.9, 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 23 Jan IRFC was trading at 141.37. The strike last trading price was 9.9, 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 15 Jan IRFC was trading at 137.56. The strike last trading price was 9.9, which was -2.25 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 Jan IRFC was trading at 145.42. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 6.29, 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 12.15, 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 31 Dec IRFC was trading at 149.04. The strike last trading price was 12.15, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 12.15, which was lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0