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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

124.41 1.99 (1.63%)

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Historical option data for IRFC

08 Apr 2025 05:54 PM IST
IRFC 24APR2025 145 CE
Delta: 0.09
Vega: 0.04
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 0.55 0 51.01 246 43 536
7 Apr 122.42 0.55 0.05 52.06 207 -94 494
4 Apr 124.84 0.5 -0.25 42.27 261 -20 586
3 Apr 129.16 0.75 0 38.70 305 1 606
2 Apr 127.48 0.75 0.15 41.22 299 -23 602
1 Apr 124.38 0.6 -0.2 42.81 736 52 624
28 Mar 124.42 0.8 -0.1 43.75 451 103 572
27 Mar 124.34 0.9 0.15 43.50 113 48 469
26 Mar 128.39 0.7 -0.45 34.98 243 102 422
25 Mar 129.41 1.15 -0.35 36.85 316 124 318
24 Mar 132.80 1.55 0.5 32.44 266 144 193
21 Mar 129.66 1.05 0.15 32.28 27 8 50
20 Mar 128.52 0.85 -0.1 32.21 42 34 38
19 Mar 128.11 0.95 0.6 32.25 10 3 4
18 Mar 121.80 0.35 -18.65 32.50 2 1 1
17 Mar 118.77 19 0 16.65 0 0 0
13 Mar 117.69 19 0 16.77 0 0 0
12 Mar 119.20 19 0 15.75 0 0 0
11 Mar 119.30 19 0 14.89 0 0 0
10 Mar 119.75 19 0 15.35 0 0 0
7 Mar 123.42 19 0 11.75 0 0 0
5 Mar 117.73 19 0 0.00 0 0 0
4 Mar 114.59 19 0 0.00 0 0 0
3 Mar 111.13 19 0 0.00 0 0 0
27 Feb 120.36 19 0 12.83 0 0 0
26 Feb 123.26 19 0 11.02 0 0 0
25 Feb 123.26 19 0 11.02 0 0 0
24 Feb 123.47 19 0 10.76 0 0 0
21 Feb 125.11 19 0 9.80 0 0 0
20 Feb 124.78 19 0 9.76 0 0 0
17 Feb 121.78 19 0 10.84 0 0 0
14 Feb 121.75 19 0 10.79 0 0 0
5 Feb 137.93 19 0 2.12 0 0 0
4 Feb 137.84 19 0 2.23 0 0 0
3 Feb 136.84 19 0 3.74 0 0 0
1 Feb 141.22 0 0 - 0 0 0


For Indian Railway Fin Corp L - strike price 145 expiring on 24APR2025

Delta for 145 CE is 0.09

Historical price for 145 CE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 51.01, the open interest changed by 43 which increased total open position to 536


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 52.06, the open interest changed by -94 which decreased total open position to 494


On 4 Apr IRFC was trading at 124.84. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 42.27, the open interest changed by -20 which decreased total open position to 586


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 38.70, the open interest changed by 1 which increased total open position to 606


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 41.22, the open interest changed by -23 which decreased total open position to 602


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 42.81, the open interest changed by 52 which increased total open position to 624


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 43.75, the open interest changed by 103 which increased total open position to 572


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 43.50, the open interest changed by 48 which increased total open position to 469


On 26 Mar IRFC was trading at 128.39. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 34.98, the open interest changed by 102 which increased total open position to 422


On 25 Mar IRFC was trading at 129.41. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 36.85, the open interest changed by 124 which increased total open position to 318


On 24 Mar IRFC was trading at 132.80. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 32.44, the open interest changed by 144 which increased total open position to 193


On 21 Mar IRFC was trading at 129.66. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 32.28, the open interest changed by 8 which increased total open position to 50


On 20 Mar IRFC was trading at 128.52. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 32.21, the open interest changed by 34 which increased total open position to 38


On 19 Mar IRFC was trading at 128.11. The strike last trading price was 0.95, which was 0.6 higher than the previous day. The implied volatity was 32.25, the open interest changed by 3 which increased total open position to 4


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 0.35, which was -18.65 lower than the previous day. The implied volatity was 32.50, the open interest changed by 1 which increased total open position to 1


On 17 Mar IRFC was trading at 118.77. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 16.65, 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 19, which was 0 lower than the previous day. The implied volatity was 16.77, 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 19, which was 0 lower than the previous day. The implied volatity was 15.75, 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 19, which was 0 lower than the previous day. The implied volatity was 14.89, 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 19, which was 0 lower than the previous day. The implied volatity was 15.35, 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 19, which was 0 lower than the previous day. The implied volatity was 11.75, 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 19, 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 19, 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 19, 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 Feb IRFC was trading at 120.36. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 12.83, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 11.02, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 11.02, the open interest changed by 0 which decreased total open position to 0


On 24 Feb IRFC was trading at 123.47. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0


On 21 Feb IRFC was trading at 125.11. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 9.80, the open interest changed by 0 which decreased total open position to 0


On 20 Feb IRFC was trading at 124.78. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 0


On 17 Feb IRFC was trading at 121.78. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 10.84, 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 19, which was 0 lower than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 0


On 5 Feb IRFC was trading at 137.93. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


On 4 Feb IRFC was trading at 137.84. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 3 Feb IRFC was trading at 136.84. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


On 1 Feb IRFC was trading at 141.22. The strike last trading price was 0, 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


IRFC 24APR2025 145 PE
Delta: -0.88
Vega: 0.05
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 124.41 20.55 0.2 55.99 3 -2 18
7 Apr 122.42 20.35 0 0.00 0 0 0
4 Apr 124.84 20.35 3.3 62.45 8 -1 19
3 Apr 129.16 17.05 -3.4 56.14 2 0 19
2 Apr 127.48 20.45 -0.95 75.43 4 -1 19
1 Apr 124.38 21.35 0.6 62.19 6 -1 20
28 Mar 124.42 20.75 -9.65 44.18 27 20 21
27 Mar 124.34 30.4 0 0.00 0 0 0
26 Mar 128.39 30.4 0 0.00 0 0 0
25 Mar 129.41 30.4 0 0.00 0 0 0
24 Mar 132.80 30.4 0 0.00 0 0 0
21 Mar 129.66 30.4 0 0.00 0 0 0
20 Mar 128.52 30.4 0 0.00 0 0 0
19 Mar 128.11 30.4 0 0.00 0 1 0
18 Mar 121.80 30.4 17 105.55 1 0 0
17 Mar 118.77 13.4 0 - 0 0 0
13 Mar 117.69 13.4 0 - 0 0 0
12 Mar 119.20 13.4 0 - 0 0 0
11 Mar 119.30 13.4 0 - 0 0 0
10 Mar 119.75 13.4 0 - 0 0 0
7 Mar 123.42 13.4 0 - 0 0 0
5 Mar 117.73 13.4 0 0.00 0 0 0
4 Mar 114.59 13.4 0 0.00 0 0 0
3 Mar 111.13 13.4 0 0.00 0 0 0
27 Feb 120.36 13.4 0 - 0 0 0
26 Feb 123.26 13.4 0 - 0 0 0
25 Feb 123.26 13.4 0 - 0 0 0
24 Feb 123.47 13.4 0 - 0 0 0
21 Feb 125.11 13.4 0 - 0 0 0
20 Feb 124.78 13.4 0 - 0 0 0
17 Feb 121.78 13.4 0 - 0 0 0
14 Feb 121.75 13.4 0 - 0 0 0
5 Feb 137.93 13.4 0 - 0 0 0
4 Feb 137.84 13.4 0 - 0 0 0
3 Feb 136.84 13.4 0 - 0 0 0
1 Feb 141.22 0 0 0.27 0 0 0


For Indian Railway Fin Corp L - strike price 145 expiring on 24APR2025

Delta for 145 PE is -0.88

Historical price for 145 PE is as follows

On 8 Apr IRFC was trading at 124.41. The strike last trading price was 20.55, which was 0.2 higher than the previous day. The implied volatity was 55.99, the open interest changed by -2 which decreased total open position to 18


On 7 Apr IRFC was trading at 122.42. The strike last trading price was 20.35, 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 20.35, which was 3.3 higher than the previous day. The implied volatity was 62.45, the open interest changed by -1 which decreased total open position to 19


On 3 Apr IRFC was trading at 129.16. The strike last trading price was 17.05, which was -3.4 lower than the previous day. The implied volatity was 56.14, the open interest changed by 0 which decreased total open position to 19


On 2 Apr IRFC was trading at 127.48. The strike last trading price was 20.45, which was -0.95 lower than the previous day. The implied volatity was 75.43, the open interest changed by -1 which decreased total open position to 19


On 1 Apr IRFC was trading at 124.38. The strike last trading price was 21.35, which was 0.6 higher than the previous day. The implied volatity was 62.19, the open interest changed by -1 which decreased total open position to 20


On 28 Mar IRFC was trading at 124.42. The strike last trading price was 20.75, which was -9.65 lower than the previous day. The implied volatity was 44.18, the open interest changed by 20 which increased total open position to 21


On 27 Mar IRFC was trading at 124.34. The strike last trading price was 30.4, 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 26 Mar IRFC was trading at 128.39. The strike last trading price was 30.4, 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 25 Mar IRFC was trading at 129.41. The strike last trading price was 30.4, 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 Mar IRFC was trading at 132.80. The strike last trading price was 30.4, 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 21 Mar IRFC was trading at 129.66. The strike last trading price was 30.4, 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 20 Mar IRFC was trading at 128.52. The strike last trading price was 30.4, 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 19 Mar IRFC was trading at 128.11. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Mar IRFC was trading at 121.80. The strike last trading price was 30.4, which was 17 higher than the previous day. The implied volatity was 105.55, 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 13.4, 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 13 Mar IRFC was trading at 117.69. The strike last trading price was 13.4, 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 12 Mar IRFC was trading at 119.20. The strike last trading price was 13.4, 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 11 Mar IRFC was trading at 119.30. The strike last trading price was 13.4, 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 10 Mar IRFC was trading at 119.75. The strike last trading price was 13.4, 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 7 Mar IRFC was trading at 123.42. The strike last trading price was 13.4, 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 5 Mar IRFC was trading at 117.73. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 Feb IRFC was trading at 120.36. The strike last trading price was 13.4, 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 Feb IRFC was trading at 123.26. The strike last trading price was 13.4, 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 Feb IRFC was trading at 123.26. The strike last trading price was 13.4, 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 Feb IRFC was trading at 123.47. The strike last trading price was 13.4, 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 Feb IRFC was trading at 125.11. The strike last trading price was 13.4, 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 Feb IRFC was trading at 124.78. The strike last trading price was 13.4, 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 17 Feb IRFC was trading at 121.78. The strike last trading price was 13.4, 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 14 Feb IRFC was trading at 121.75. The strike last trading price was 13.4, 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 5 Feb IRFC was trading at 137.93. The strike last trading price was 13.4, 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 4 Feb IRFC was trading at 137.84. The strike last trading price was 13.4, 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 3 Feb IRFC was trading at 136.84. The strike last trading price was 13.4, 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 1 Feb IRFC was trading at 141.22. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0