IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
11 Apr 2025 04:13 PM IST
| IRFC 24APR2025 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.03
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 124.11 | 0.4 | -0.15 | 48.90 | 77 | 37 | 110 | |||
| 9 Apr | 123.06 | 0.55 | -0.1 | 50.89 | 34 | -3 | 72 | |||
| 8 Apr | 124.41 | 0.65 | -0.05 | 48.66 | 17 | 6 | 76 | |||
| 7 Apr | 122.42 | 0.7 | 0.1 | 50.91 | 23 | -8 | 72 | |||
| 4 Apr | 124.84 | 0.6 | -0.4 | 40.17 | 57 | -4 | 79 | |||
| 3 Apr | 129.16 | 1.05 | 0.05 | 38.40 | 59 | 14 | 83 | |||
| 2 Apr | 127.48 | 1 | 0.2 | 40.42 | 38 | 4 | 69 | |||
| 1 Apr | 124.38 | 0.8 | -0.2 | 42.28 | 53 | 26 | 65 | |||
| 28 Mar | 124.42 | 0.95 | -0.1 | 42.21 | 58 | 2 | 39 | |||
| 27 Mar | 124.34 | 1.2 | 0.25 | 43.60 | 49 | 25 | 37 | |||
| 26 Mar | 128.39 | 0.95 | -3.15 | 34.52 | 31 | 12 | 12 | |||
| 25 Mar | 129.41 | 4.1 | 0 | 9.56 | 0 | 0 | 0 | |||
| 24 Mar | 132.80 | 4.1 | 0 | 6.52 | 0 | 0 | 0 | |||
| 21 Mar | 129.66 | 4.1 | 0 | 8.62 | 0 | 0 | 0 | |||
| 20 Mar | 128.52 | 4.1 | 0 | 9.57 | 0 | 0 | 0 | |||
| 19 Mar | 128.11 | 4.1 | 0 | 9.12 | 0 | 0 | 0 | |||
| 18 Mar | 121.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 118.77 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 117.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 119.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 11 Mar | 119.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 119.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 123.42 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 117.73 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 114.59 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 111.13 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Indian Railway Fin Corp L - strike price 142.5 expiring on 24APR2025
Delta for 142.5 CE is 0.08
Historical price for 142.5 CE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 48.90, the open interest changed by 37 which increased total open position to 110
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 50.89, the open interest changed by -3 which decreased total open position to 72
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 48.66, the open interest changed by 6 which increased total open position to 76
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 50.91, the open interest changed by -8 which decreased total open position to 72
On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 40.17, the open interest changed by -4 which decreased total open position to 79
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 38.40, the open interest changed by 14 which increased total open position to 83
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 40.42, the open interest changed by 4 which increased total open position to 69
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 42.28, the open interest changed by 26 which increased total open position to 65
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 42.21, the open interest changed by 2 which increased total open position to 39
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 43.60, the open interest changed by 25 which increased total open position to 37
On 26 Mar IRFC was trading at 128.39. The strike last trading price was 0.95, which was -3.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by 12 which increased total open position to 12
On 25 Mar IRFC was trading at 129.41. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0
On 24 Mar IRFC was trading at 132.80. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 21 Mar IRFC was trading at 129.66. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
On 20 Mar IRFC was trading at 128.52. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IRFC was trading at 128.11. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 0
On 18 Mar IRFC was trading at 121.80. The strike last trading price was 0, 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 Mar IRFC was trading at 118.77. The strike last trading price was 0, 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 Mar IRFC was trading at 117.69. The strike last trading price was 0, 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 Mar IRFC was trading at 119.20. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 0, 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 0, 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 0, 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
| IRFC 24APR2025 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.06
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 124.11 | 19.45 | 0.05 | 73.82 | 1 | 0 | 18 |
| 9 Apr | 123.06 | 19.4 | 0.45 | 57.71 | 4 | 2 | 17 |
| 8 Apr | 124.41 | 18.95 | 0 | 65.45 | 1 | 0 | 15 |
| 7 Apr | 122.42 | 18.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 124.84 | 18.95 | 4.2 | 69.67 | 3 | 0 | 15 |
| 3 Apr | 129.16 | 14.6 | -2.35 | 51.32 | 4 | 0 | 14 |
| 2 Apr | 127.48 | 16.95 | -3.2 | 60.99 | 16 | 11 | 12 |
| 1 Apr | 124.38 | 20.15 | 0.1 | 70.81 | 1 | 0 | 1 |
| 28 Mar | 124.42 | 20 | -4.7 | 59.96 | 4 | 1 | 1 |
| 27 Mar | 124.34 | 24.7 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 128.39 | 24.7 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 129.41 | 24.7 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 132.80 | 24.7 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 129.66 | 24.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 128.52 | 24.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 128.11 | 24.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 121.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 118.77 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 117.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 119.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 119.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 119.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 123.42 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 117.73 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 114.59 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 111.13 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 142.5 expiring on 24APR2025
Delta for 142.5 PE is -0.81
Historical price for 142.5 PE is as follows
On 11 Apr IRFC was trading at 124.11. The strike last trading price was 19.45, which was 0.05 higher than the previous day. The implied volatity was 73.82, the open interest changed by 0 which decreased total open position to 18
On 9 Apr IRFC was trading at 123.06. The strike last trading price was 19.4, which was 0.45 higher than the previous day. The implied volatity was 57.71, the open interest changed by 2 which increased total open position to 17
On 8 Apr IRFC was trading at 124.41. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 65.45, the open interest changed by 0 which decreased total open position to 15
On 7 Apr IRFC was trading at 122.42. The strike last trading price was 18.95, 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 4 Apr IRFC was trading at 124.84. The strike last trading price was 18.95, which was 4.2 higher than the previous day. The implied volatity was 69.67, the open interest changed by 0 which decreased total open position to 15
On 3 Apr IRFC was trading at 129.16. The strike last trading price was 14.6, which was -2.35 lower than the previous day. The implied volatity was 51.32, the open interest changed by 0 which decreased total open position to 14
On 2 Apr IRFC was trading at 127.48. The strike last trading price was 16.95, which was -3.2 lower than the previous day. The implied volatity was 60.99, the open interest changed by 11 which increased total open position to 12
On 1 Apr IRFC was trading at 124.38. The strike last trading price was 20.15, which was 0.1 higher than the previous day. The implied volatity was 70.81, the open interest changed by 0 which decreased total open position to 1
On 28 Mar IRFC was trading at 124.42. The strike last trading price was 20, which was -4.7 lower than the previous day. The implied volatity was 59.96, the open interest changed by 1 which increased total open position to 1
On 27 Mar IRFC was trading at 124.34. The strike last trading price was 24.7, 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 Mar IRFC was trading at 128.39. The strike last trading price was 24.7, 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 Mar IRFC was trading at 129.41. The strike last trading price was 24.7, 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 Mar IRFC was trading at 132.80. The strike last trading price was 24.7, 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 Mar IRFC was trading at 129.66. The strike last trading price was 24.7, 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 Mar IRFC was trading at 128.52. The strike last trading price was 24.7, 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 Mar IRFC was trading at 128.11. The strike last trading price was 24.7, 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 Mar IRFC was trading at 121.80. The strike last trading price was 0, 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 Mar IRFC was trading at 118.77. The strike last trading price was 0, 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 Mar IRFC was trading at 117.69. The strike last trading price was 0, 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 Mar IRFC was trading at 119.20. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 0, 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 0, 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 0, 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
