`
Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.2 -1.71 (-1.04%)

Back to Option Chain

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 152.5 CE
Delta: 0.85
Vega: 0.07
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 12.05 -1.55 35.71 6 -1 108
11 Dec 164.91 13.6 6.55 34.69 109 -12 110
10 Dec 156.85 7.05 -2.35 31.24 37 -1 123
9 Dec 159.20 9.4 -0.05 36.66 48 -9 125
6 Dec 158.00 9.45 5.10 39.27 735 -163 135
5 Dec 150.84 4.35 -0.45 32.95 406 76 296
4 Dec 151.05 4.8 1.50 35.14 1,031 141 221
3 Dec 148.20 3.3 -0.05 31.96 121 24 79
2 Dec 147.28 3.35 -1.30 33.65 145 25 52
29 Nov 149.34 4.65 34.20 74 26 26

For Indian Railway Fin Corp L - strike price 152.5 expiring on 26DEC2024

Delta for 152.5 CE is 0.85

Historical price for 152.5 CE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 12.05, which was -1.55 lower than the previous day. The implied volatity was 35.71, the open interest changed by -1 which decreased total open position to 108


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 13.6, which was 6.55 higher than the previous day. The implied volatity was 34.69, the open interest changed by -12 which decreased total open position to 110


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 7.05, which was -2.35 lower than the previous day. The implied volatity was 31.24, the open interest changed by -1 which decreased total open position to 123


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 9.4, which was -0.05 lower than the previous day. The implied volatity was 36.66, the open interest changed by -9 which decreased total open position to 125


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 9.45, which was 5.10 higher than the previous day. The implied volatity was 39.27, the open interest changed by -163 which decreased total open position to 135


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 4.35, which was -0.45 lower than the previous day. The implied volatity was 32.95, the open interest changed by 76 which increased total open position to 296


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 4.8, which was 1.50 higher than the previous day. The implied volatity was 35.14, the open interest changed by 141 which increased total open position to 221


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by 24 which increased total open position to 79


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 3.35, which was -1.30 lower than the previous day. The implied volatity was 33.65, the open interest changed by 25 which increased total open position to 52


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 34.20, the open interest changed by 26 which increased total open position to 26


IRFC 26DEC2024 152.5 PE
Delta: -0.18
Vega: 0.08
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 1.3 -0.05 40.52 173 26 130
11 Dec 164.91 1.35 -2.05 43.69 639 14 106
10 Dec 156.85 3.4 0.50 43.20 130 30 91
9 Dec 159.20 2.9 -0.35 43.67 100 4 61
6 Dec 158.00 3.25 -3.50 40.90 237 21 57
5 Dec 150.84 6.75 0.05 43.65 67 28 35
4 Dec 151.05 6.7 -2.50 42.44 11 6 6
3 Dec 148.20 9.2 0.00 - 0 0 0
2 Dec 147.28 9.2 0.00 - 0 0 0
29 Nov 149.34 9.2 - 0 0 0

For Indian Railway Fin Corp L - strike price 152.5 expiring on 26DEC2024

Delta for 152.5 PE is -0.18

Historical price for 152.5 PE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 40.52, the open interest changed by 26 which increased total open position to 130


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 1.35, which was -2.05 lower than the previous day. The implied volatity was 43.69, the open interest changed by 14 which increased total open position to 106


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 43.20, the open interest changed by 30 which increased total open position to 91


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 43.67, the open interest changed by 4 which increased total open position to 61


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 3.25, which was -3.50 lower than the previous day. The implied volatity was 40.90, the open interest changed by 21 which increased total open position to 57


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 6.75, which was 0.05 higher than the previous day. The implied volatity was 43.65, the open interest changed by 28 which increased total open position to 35


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 6.7, which was -2.50 lower than the previous day. The implied volatity was 42.44, the open interest changed by 6 which increased total open position to 6


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 9.2, 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 9.2, 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 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0