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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
161.6 -3.31 (-2.01%)

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Historical option data for IRFC

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 157.5 CE
Delta: 0.69
Vega: 0.11
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 6.8 -3.10 32.23 101 6 202
11 Dec 164.91 9.9 5.30 38.03 1,223 -222 196
10 Dec 156.85 4.6 -1.65 34.82 646 84 420
9 Dec 159.20 6.25 -0.35 36.77 550 84 334
6 Dec 158.00 6.6 3.95 39.83 2,131 179 252
5 Dec 150.84 2.65 -0.30 34.26 63 11 73
4 Dec 151.05 2.95 0.75 35.60 161 57 63
3 Dec 148.20 2.2 -0.60 35.27 7 2 6
2 Dec 147.28 2.8 0.00 0.00 0 4 0
29 Nov 149.34 2.8 33.68 11 4 4

For Indian Railway Fin Corp L - strike price 157.5 expiring on 26DEC2024

Delta for 157.5 CE is 0.69

Historical price for 157.5 CE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 6.8, which was -3.10 lower than the previous day. The implied volatity was 32.23, the open interest changed by 6 which increased total open position to 202


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 9.9, which was 5.30 higher than the previous day. The implied volatity was 38.03, the open interest changed by -222 which decreased total open position to 196


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 4.6, which was -1.65 lower than the previous day. The implied volatity was 34.82, the open interest changed by 84 which increased total open position to 420


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 6.25, which was -0.35 lower than the previous day. The implied volatity was 36.77, the open interest changed by 84 which increased total open position to 334


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 6.6, which was 3.95 higher than the previous day. The implied volatity was 39.83, the open interest changed by 179 which increased total open position to 252


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 2.65, which was -0.30 lower than the previous day. The implied volatity was 34.26, the open interest changed by 11 which increased total open position to 73


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 2.95, which was 0.75 higher than the previous day. The implied volatity was 35.60, the open interest changed by 57 which increased total open position to 63


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 35.27, the open interest changed by 2 which increased total open position to 6


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was 33.68, the open interest changed by 4 which increased total open position to 4


IRFC 26DEC2024 157.5 PE
Delta: -0.34
Vega: 0.12
Theta: -0.15
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 3.05 0.70 40.47 542 79 278
11 Dec 164.91 2.35 -3.55 41.71 1,225 57 201
10 Dec 156.85 5.9 0.70 45.35 186 20 144
9 Dec 159.20 5.2 -0.05 46.33 237 43 123
6 Dec 158.00 5.25 -4.95 40.45 429 77 80
5 Dec 150.84 10.2 0.90 46.94 4 2 3
4 Dec 151.05 9.3 -2.60 39.63 1 0 0
3 Dec 148.20 11.9 0.00 - 0 0 0
2 Dec 147.28 11.9 0.00 - 0 0 0
29 Nov 149.34 11.9 - 0 0 0

For Indian Railway Fin Corp L - strike price 157.5 expiring on 26DEC2024

Delta for 157.5 PE is -0.34

Historical price for 157.5 PE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 3.05, which was 0.70 higher than the previous day. The implied volatity was 40.47, the open interest changed by 79 which increased total open position to 278


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 2.35, which was -3.55 lower than the previous day. The implied volatity was 41.71, the open interest changed by 57 which increased total open position to 201


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 5.9, which was 0.70 higher than the previous day. The implied volatity was 45.35, the open interest changed by 20 which increased total open position to 144


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 46.33, the open interest changed by 43 which increased total open position to 123


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 5.25, which was -4.95 lower than the previous day. The implied volatity was 40.45, the open interest changed by 77 which increased total open position to 80


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 10.2, which was 0.90 higher than the previous day. The implied volatity was 46.94, the open interest changed by 2 which increased total open position to 3


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 9.3, which was -2.60 lower than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 0


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 11.9, 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 11.9, 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 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0