IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:24 AM IST
| IRFC 26DEC2024 150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 163.60 | 13.6 | -2.30 | - | 68 | 11 | 316 | |||
| 11 Dec | 164.91 | 15.9 | 7.25 | 36.24 | 847 | -120 | 304 | |||
| 10 Dec | 156.85 | 8.65 | -2.35 | 29.12 | 282 | 34 | 430 | |||
| 9 Dec | 159.20 | 11 | -0.35 | 33.95 | 421 | -5 | 394 | |||
| 6 Dec | 158.00 | 11.35 | 5.85 | 40.85 | 2,614 | -397 | 399 | |||
| 5 Dec | 150.84 | 5.5 | -0.50 | 32.34 | 1,128 | -7 | 801 | |||
| 4 Dec | 151.05 | 6 | 1.80 | 34.92 | 3,404 | 97 | 818 | |||
| 3 Dec | 148.20 | 4.2 | -0.10 | 31.09 | 1,158 | 124 | 701 | |||
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| 2 Dec | 147.28 | 4.3 | -1.55 | 33.44 | 1,446 | 352 | 578 | |||
| 29 Nov | 149.34 | 5.85 | 34.54 | 801 | 221 | 221 | ||||
For Indian Railway Fin Corp L - strike price 150 expiring on 26DEC2024
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 12 Dec IRFC was trading at 163.60. The strike last trading price was 13.6, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 316
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 15.9, which was 7.25 higher than the previous day. The implied volatity was 36.24, the open interest changed by -120 which decreased total open position to 304
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 8.65, which was -2.35 lower than the previous day. The implied volatity was 29.12, the open interest changed by 34 which increased total open position to 430
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 11, which was -0.35 lower than the previous day. The implied volatity was 33.95, the open interest changed by -5 which decreased total open position to 394
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 11.35, which was 5.85 higher than the previous day. The implied volatity was 40.85, the open interest changed by -397 which decreased total open position to 399
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 32.34, the open interest changed by -7 which decreased total open position to 801
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 6, which was 1.80 higher than the previous day. The implied volatity was 34.92, the open interest changed by 97 which increased total open position to 818
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 31.09, the open interest changed by 124 which increased total open position to 701
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 4.3, which was -1.55 lower than the previous day. The implied volatity was 33.44, the open interest changed by 352 which increased total open position to 578
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was 34.54, the open interest changed by 221 which increased total open position to 221
| IRFC 26DEC2024 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.06
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 163.60 | 0.8 | -0.25 | 40.50 | 477 | 49 | 835 |
| 11 Dec | 164.91 | 1.05 | -1.50 | 45.32 | 2,421 | 125 | 786 |
| 10 Dec | 156.85 | 2.55 | 0.35 | 43.21 | 1,122 | 316 | 660 |
| 9 Dec | 159.20 | 2.2 | -0.35 | 43.99 | 303 | 6 | 346 |
| 6 Dec | 158.00 | 2.55 | -2.75 | 41.68 | 1,160 | -44 | 338 |
| 5 Dec | 150.84 | 5.3 | -0.10 | 42.39 | 202 | 54 | 383 |
| 4 Dec | 151.05 | 5.4 | -2.35 | 42.21 | 611 | 138 | 328 |
| 3 Dec | 148.20 | 7.75 | -0.80 | 49.10 | 97 | 65 | 189 |
| 2 Dec | 147.28 | 8.55 | 1.40 | 50.92 | 133 | 43 | 124 |
| 29 Nov | 149.34 | 7.15 | 45.78 | 201 | 78 | 78 | |
For Indian Railway Fin Corp L - strike price 150 expiring on 26DEC2024
Delta for 150 PE is -0.12
Historical price for 150 PE is as follows
On 12 Dec IRFC was trading at 163.60. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 40.50, the open interest changed by 49 which increased total open position to 835
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 1.05, which was -1.50 lower than the previous day. The implied volatity was 45.32, the open interest changed by 125 which increased total open position to 786
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 2.55, which was 0.35 higher than the previous day. The implied volatity was 43.21, the open interest changed by 316 which increased total open position to 660
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 43.99, the open interest changed by 6 which increased total open position to 346
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 2.55, which was -2.75 lower than the previous day. The implied volatity was 41.68, the open interest changed by -44 which decreased total open position to 338
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 5.3, which was -0.10 lower than the previous day. The implied volatity was 42.39, the open interest changed by 54 which increased total open position to 383
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 5.4, which was -2.35 lower than the previous day. The implied volatity was 42.21, the open interest changed by 138 which increased total open position to 328
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 7.75, which was -0.80 lower than the previous day. The implied volatity was 49.10, the open interest changed by 65 which increased total open position to 189
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 8.55, which was 1.40 higher than the previous day. The implied volatity was 50.92, the open interest changed by 43 which increased total open position to 124
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was 45.78, the open interest changed by 78 which increased total open position to 78
