`
Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.07 -1.84 (-1.12%)

Back to Option Chain

Historical option data for IRFC

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 142.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 9.6 0.00 0.00 0 0 0
11 Dec 164.91 9.6 0.00 0.00 0 0 0
10 Dec 156.85 9.6 0.00 0.00 0 0 0
9 Dec 159.20 9.6 0.00 0.00 0 0 0
6 Dec 158.00 9.6 0.00 0.00 0 8 0
5 Dec 150.84 9.6 -7.05 22.84 13 3 3
4 Dec 151.05 16.65 0.00 - 0 0 0
3 Dec 148.20 16.65 0.00 - 0 0 0
2 Dec 147.28 16.65 0.00 - 0 0 0
29 Nov 149.34 16.65 - 0 0 0

For Indian Railway Fin Corp L - strike price 142.5 expiring on 26DEC2024

Delta for 142.5 CE is 0.00

Historical price for 142.5 CE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 9.6, 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 11 Dec IRFC was trading at 164.91. The strike last trading price was 9.6, 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 10 Dec IRFC was trading at 156.85. The strike last trading price was 9.6, 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 9 Dec IRFC was trading at 159.20. The strike last trading price was 9.6, 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 6 Dec IRFC was trading at 158.00. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 9.6, which was -7.05 lower than the previous day. The implied volatity was 22.84, the open interest changed by 3 which increased total open position to 3


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 16.65, 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 Dec IRFC was trading at 148.20. The strike last trading price was 16.65, 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 Dec IRFC was trading at 147.28. The strike last trading price was 16.65, 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 29 Nov IRFC was trading at 149.34. The strike last trading price was 16.65, 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 26DEC2024 142.5 PE
Delta: -0.06
Vega: 0.04
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 0.4 -0.05 46.52 66 9 68
11 Dec 164.91 0.45 -0.45 49.26 271 -49 45
10 Dec 156.85 0.9 0.00 43.15 107 44 80
9 Dec 159.20 0.9 -0.20 45.81 38 6 35
6 Dec 158.00 1.1 -1.20 43.47 163 -4 31
5 Dec 150.84 2.3 -0.45 41.02 27 4 35
4 Dec 151.05 2.75 -2.25 43.92 40 24 24
3 Dec 148.20 5 0.00 5.84 0 0 0
2 Dec 147.28 5 0.00 5.14 0 0 0
29 Nov 149.34 5 6.44 0 0 0

For Indian Railway Fin Corp L - strike price 142.5 expiring on 26DEC2024

Delta for 142.5 PE is -0.06

Historical price for 142.5 PE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 46.52, the open interest changed by 9 which increased total open position to 68


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 49.26, the open interest changed by -49 which decreased total open position to 45


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 43.15, the open interest changed by 44 which increased total open position to 80


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 45.81, the open interest changed by 6 which increased total open position to 35


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 1.1, which was -1.20 lower than the previous day. The implied volatity was 43.47, the open interest changed by -4 which decreased total open position to 31


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 41.02, the open interest changed by 4 which increased total open position to 35


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was 43.92, the open interest changed by 24 which increased total open position to 24


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0