IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 11:54 AM IST
IRFC 26DEC2024 142.5 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 161.98 | 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 | |||
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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 161.98. 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 | |||||||
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Delta: -0.06
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 161.98 | 0.35 | -0.10 | 43.61 | 88 | 37 | 96 |
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 161.98. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.61, the open interest changed by 37 which increased total open position to 96
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