IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 11:54 AM IST
IRFC 26DEC2024 152.5 CE | ||||||||||
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Delta: 0.80
Vega: 0.09
Theta: -0.16
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 161.98 | 11.55 | -2.05 | 40.39 | 7 | 0 | 109 | |||
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 | |||
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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 0.80
Historical price for 152.5 CE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 11.55, which was -2.05 lower than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 109
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 | |||||||
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Delta: -0.20
Vega: 0.09
Theta: -0.12
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 161.98 | 1.45 | 0.10 | 39.98 | 238 | 37 | 141 |
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 -0.20
Historical price for 152.5 PE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 39.98, the open interest changed by 37 which increased total open position to 141
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