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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

161.97 -2.94 (-1.78%)

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Historical option data for IRFC

12 Dec 2024 11:54 AM IST
IRFC 26DEC2024 155 CE
Delta: 0.82
Vega: 0.08
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.98 8.5 -3.25 27.84 337 5 492
11 Dec 164.91 11.75 6.05 37.58 2,743 -330 489
10 Dec 156.85 5.7 -1.95 33.05 1,165 229 823
9 Dec 159.20 7.65 -0.25 36.07 1,465 130 594
6 Dec 158.00 7.9 4.40 39.27 3,841 -66 473
5 Dec 150.84 3.5 -0.30 34.24 645 6 549
4 Dec 151.05 3.8 1.25 35.45 1,812 177 545
3 Dec 148.20 2.55 -0.15 32.60 521 34 365
2 Dec 147.28 2.7 -1.10 34.79 662 186 333
29 Nov 149.34 3.8 34.98 518 146 146


For Indian Railway Fin Corp L - strike price 155 expiring on 26DEC2024

Delta for 155 CE is 0.82

Historical price for 155 CE is as follows

On 12 Dec IRFC was trading at 161.98. The strike last trading price was 8.5, which was -3.25 lower than the previous day. The implied volatity was 27.84, the open interest changed by 5 which increased total open position to 492


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 11.75, which was 6.05 higher than the previous day. The implied volatity was 37.58, the open interest changed by -330 which decreased total open position to 489


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 5.7, which was -1.95 lower than the previous day. The implied volatity was 33.05, the open interest changed by 229 which increased total open position to 823


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 36.07, the open interest changed by 130 which increased total open position to 594


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 7.9, which was 4.40 higher than the previous day. The implied volatity was 39.27, the open interest changed by -66 which decreased total open position to 473


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 34.24, the open interest changed by 6 which increased total open position to 549


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 3.8, which was 1.25 higher than the previous day. The implied volatity was 35.45, the open interest changed by 177 which increased total open position to 545


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 32.60, the open interest changed by 34 which increased total open position to 365


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 34.79, the open interest changed by 186 which increased total open position to 333


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 34.98, the open interest changed by 146 which increased total open position to 146


IRFC 26DEC2024 155 PE
Delta: -0.26
Vega: 0.10
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.98 2.05 0.25 39.82 818 55 531
11 Dec 164.91 1.8 -2.75 42.78 2,456 189 476
10 Dec 156.85 4.55 0.60 44.20 554 44 287
9 Dec 159.20 3.95 -0.25 44.92 773 22 242
6 Dec 158.00 4.2 -4.30 40.89 1,136 203 218
5 Dec 150.84 8.5 -0.45 45.94 10 -3 14
4 Dec 151.05 8.95 -1.55 48.09 22 11 17
3 Dec 148.20 10.5 0.00 0.00 0 0 0
2 Dec 147.28 10.5 0.00 0.00 0 6 0
29 Nov 149.34 10.5 49.16 7 6 6


For Indian Railway Fin Corp L - strike price 155 expiring on 26DEC2024

Delta for 155 PE is -0.26

Historical price for 155 PE is as follows

On 12 Dec IRFC was trading at 161.98. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 39.82, the open interest changed by 55 which increased total open position to 531


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 1.8, which was -2.75 lower than the previous day. The implied volatity was 42.78, the open interest changed by 189 which increased total open position to 476


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 4.55, which was 0.60 higher than the previous day. The implied volatity was 44.20, the open interest changed by 44 which increased total open position to 287


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 44.92, the open interest changed by 22 which increased total open position to 242


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 4.2, which was -4.30 lower than the previous day. The implied volatity was 40.89, the open interest changed by 203 which increased total open position to 218


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 8.5, which was -0.45 lower than the previous day. The implied volatity was 45.94, the open interest changed by -3 which decreased total open position to 14


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 8.95, which was -1.55 lower than the previous day. The implied volatity was 48.09, the open interest changed by 11 which increased total open position to 17


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 10.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was 49.16, the open interest changed by 6 which increased total open position to 6