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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.62 -1.29 (-0.78%)

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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 145 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 18.45 -1.85 - 3 -1 133
11 Dec 164.91 20.3 7.95 - 46 9 134
10 Dec 156.85 12.35 -2.45 - 14 -5 126
9 Dec 159.20 14.8 -0.10 19.92 29 2 131
6 Dec 158.00 14.9 6.85 37.72 250 13 157
5 Dec 150.84 8.05 -0.50 27.58 20 7 140
4 Dec 151.05 8.55 2.25 31.00 177 58 133
3 Dec 148.20 6.3 0.00 26.79 132 42 75
2 Dec 147.28 6.3 -8.80 29.69 65 31 31
29 Nov 149.34 15.1 - 0 0 0

For Indian Railway Fin Corp L - strike price 145 expiring on 26DEC2024

Delta for 145 CE is -

Historical price for 145 CE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 18.45, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 133


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 20.3, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 134


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 12.35, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 126


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 14.8, which was -0.10 lower than the previous day. The implied volatity was 19.92, the open interest changed by 2 which increased total open position to 131


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 14.9, which was 6.85 higher than the previous day. The implied volatity was 37.72, the open interest changed by 13 which increased total open position to 157


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 8.05, which was -0.50 lower than the previous day. The implied volatity was 27.58, the open interest changed by 7 which increased total open position to 140


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 8.55, which was 2.25 higher than the previous day. The implied volatity was 31.00, the open interest changed by 58 which increased total open position to 133


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 26.79, the open interest changed by 42 which increased total open position to 75


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 6.3, which was -8.80 lower than the previous day. The implied volatity was 29.69, the open interest changed by 31 which increased total open position to 31


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 15.1, 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 145 PE
Delta: -0.08
Vega: 0.05
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 0.5 -0.05 44.17 293 10 499
11 Dec 164.91 0.55 -0.70 46.90 1,308 183 493
10 Dec 156.85 1.25 0.00 42.38 493 95 310
9 Dec 159.20 1.25 -0.20 45.42 157 -11 215
6 Dec 158.00 1.45 -1.75 42.56 837 99 226
5 Dec 150.84 3.2 0.00 42.01 92 3 126
4 Dec 151.05 3.2 -1.95 41.13 207 -8 123
3 Dec 148.20 5.15 -0.35 47.91 197 107 129
2 Dec 147.28 5.5 0.85 47.32 34 3 21
29 Nov 149.34 4.65 44.35 47 17 17

For Indian Railway Fin Corp L - strike price 145 expiring on 26DEC2024

Delta for 145 PE is -0.08

Historical price for 145 PE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 44.17, the open interest changed by 10 which increased total open position to 499


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.55, which was -0.70 lower than the previous day. The implied volatity was 46.90, the open interest changed by 183 which increased total open position to 493


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 42.38, the open interest changed by 95 which increased total open position to 310


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 45.42, the open interest changed by -11 which decreased total open position to 215


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 1.45, which was -1.75 lower than the previous day. The implied volatity was 42.56, the open interest changed by 99 which increased total open position to 226


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by 3 which increased total open position to 126


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 3.2, which was -1.95 lower than the previous day. The implied volatity was 41.13, the open interest changed by -8 which decreased total open position to 123


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 47.91, the open interest changed by 107 which increased total open position to 129


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 5.5, which was 0.85 higher than the previous day. The implied volatity was 47.32, the open interest changed by 3 which increased total open position to 21


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was 44.35, the open interest changed by 17 which increased total open position to 17