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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.35 -1.56 (-0.95%)

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Historical option data for IRFC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 147.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.60 18.4 0.00 0.00 0 -3 0
11 Dec 164.91 18.4 7.95 41.10 20 -2 118
10 Dec 156.85 10.45 -2.55 25.41 37 -3 118
9 Dec 159.20 13 -0.10 33.13 3 -1 121
6 Dec 158.00 13.1 6.45 39.96 51 -12 122
5 Dec 150.84 6.65 -0.60 30.09 47 4 134
4 Dec 151.05 7.25 2.05 33.66 163 1 133
3 Dec 148.20 5.2 -0.10 29.48 300 49 133
2 Dec 147.28 5.3 -1.75 32.30 194 75 84
29 Nov 149.34 7.05 33.79 28 9 9

For Indian Railway Fin Corp L - strike price 147.5 expiring on 26DEC2024

Delta for 147.5 CE is 0.00

Historical price for 147.5 CE is as follows

On 12 Dec IRFC was trading at 163.60. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 18.4, which was 7.95 higher than the previous day. The implied volatity was 41.10, the open interest changed by -2 which decreased total open position to 118


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 10.45, which was -2.55 lower than the previous day. The implied volatity was 25.41, the open interest changed by -3 which decreased total open position to 118


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 13, which was -0.10 lower than the previous day. The implied volatity was 33.13, the open interest changed by -1 which decreased total open position to 121


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 13.1, which was 6.45 higher than the previous day. The implied volatity was 39.96, the open interest changed by -12 which decreased total open position to 122


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 6.65, which was -0.60 lower than the previous day. The implied volatity was 30.09, the open interest changed by 4 which increased total open position to 134


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 7.25, which was 2.05 higher than the previous day. The implied volatity was 33.66, the open interest changed by 1 which increased total open position to 133


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 5.2, which was -0.10 lower than the previous day. The implied volatity was 29.48, the open interest changed by 49 which increased total open position to 133


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 5.3, which was -1.75 lower than the previous day. The implied volatity was 32.30, the open interest changed by 75 which increased total open position to 84


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was 33.79, the open interest changed by 9 which increased total open position to 9


IRFC 26DEC2024 147.5 PE
Delta: -0.10
Vega: 0.05
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.60 0.65 -0.15 43.16 73 -10 133
11 Dec 164.91 0.8 -1.00 46.69 422 12 143
10 Dec 156.85 1.8 0.20 42.58 86 13 132
9 Dec 159.20 1.6 -0.35 43.94 64 9 120
6 Dec 158.00 1.95 -2.20 42.21 228 36 110
5 Dec 150.84 4.15 -0.40 42.07 24 1 74
4 Dec 151.05 4.55 -1.65 44.05 101 21 73
3 Dec 148.20 6.2 -1.20 47.28 83 30 53
2 Dec 147.28 7.4 1.60 52.09 41 9 17
29 Nov 149.34 5.8 44.99 17 7 7

For Indian Railway Fin Corp L - strike price 147.5 expiring on 26DEC2024

Delta for 147.5 PE is -0.10

Historical price for 147.5 PE is as follows

On 12 Dec IRFC was trading at 163.60. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 43.16, the open interest changed by -10 which decreased total open position to 133


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.8, which was -1.00 lower than the previous day. The implied volatity was 46.69, the open interest changed by 12 which increased total open position to 143


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 42.58, the open interest changed by 13 which increased total open position to 132


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 43.94, the open interest changed by 9 which increased total open position to 120


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 1.95, which was -2.20 lower than the previous day. The implied volatity was 42.21, the open interest changed by 36 which increased total open position to 110


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 4.15, which was -0.40 lower than the previous day. The implied volatity was 42.07, the open interest changed by 1 which increased total open position to 74


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 4.55, which was -1.65 lower than the previous day. The implied volatity was 44.05, the open interest changed by 21 which increased total open position to 73


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 6.2, which was -1.20 lower than the previous day. The implied volatity was 47.28, the open interest changed by 30 which increased total open position to 53


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 7.4, which was 1.60 higher than the previous day. The implied volatity was 52.09, the open interest changed by 9 which increased total open position to 17


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was 44.99, the open interest changed by 7 which increased total open position to 7