IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 11:54 AM IST
| IRFC 26DEC2024 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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| 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 | |||
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| 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
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| 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
