IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 12:04 PM IST
| IRFC 26DEC2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.12
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 161.64 | 5.35 | -3.00 | 33.01 | 1,549 | 192 | 1,412 | |||
| 11 Dec | 164.91 | 8.35 | 4.75 | 39.46 | 10,744 | -749 | 1,223 | |||
| 10 Dec | 156.85 | 3.6 | -1.45 | 35.66 | 2,397 | 279 | 1,979 | |||
| 9 Dec | 159.20 | 5.05 | -0.25 | 37.43 | 3,457 | 550 | 1,704 | |||
| 6 Dec | 158.00 | 5.3 | 3.30 | 39.23 | 8,455 | 621 | 1,167 | |||
| 5 Dec | 150.84 | 2 | -0.30 | 34.54 | 742 | 63 | 547 | |||
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| 4 Dec | 151.05 | 2.3 | 0.70 | 36.09 | 1,771 | 123 | 480 | |||
| 3 Dec | 148.20 | 1.6 | -0.10 | 34.87 | 317 | 55 | 357 | |||
| 2 Dec | 147.28 | 1.7 | -0.75 | 36.48 | 774 | 73 | 304 | |||
| 29 Nov | 149.34 | 2.45 | 36.04 | 633 | 222 | 222 | ||||
For Indian Railway Fin Corp L - strike price 160 expiring on 26DEC2024
Delta for 160 CE is 0.60
Historical price for 160 CE is as follows
On 12 Dec IRFC was trading at 161.64. The strike last trading price was 5.35, which was -3.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by 192 which increased total open position to 1412
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 8.35, which was 4.75 higher than the previous day. The implied volatity was 39.46, the open interest changed by -749 which decreased total open position to 1223
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 3.6, which was -1.45 lower than the previous day. The implied volatity was 35.66, the open interest changed by 279 which increased total open position to 1979
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by 550 which increased total open position to 1704
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 5.3, which was 3.30 higher than the previous day. The implied volatity was 39.23, the open interest changed by 621 which increased total open position to 1167
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 34.54, the open interest changed by 63 which increased total open position to 547
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 2.3, which was 0.70 higher than the previous day. The implied volatity was 36.09, the open interest changed by 123 which increased total open position to 480
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 34.87, the open interest changed by 55 which increased total open position to 357
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 36.48, the open interest changed by 73 which increased total open position to 304
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was 36.04, the open interest changed by 222 which increased total open position to 222
| IRFC 26DEC2024 160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.12
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 161.64 | 4.15 | 1.00 | 40.94 | 2,254 | 44 | 988 |
| 11 Dec | 164.91 | 3.15 | -4.25 | 41.59 | 4,511 | 718 | 957 |
| 10 Dec | 156.85 | 7.4 | 0.95 | 46.36 | 228 | -9 | 237 |
| 9 Dec | 159.20 | 6.45 | -0.05 | 46.51 | 373 | 40 | 245 |
| 6 Dec | 158.00 | 6.5 | -4.10 | 40.27 | 656 | 201 | 206 |
| 5 Dec | 150.84 | 10.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 151.05 | 10.6 | -2.90 | 36.26 | 1 | 0 | 4 |
| 3 Dec | 148.20 | 13.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 147.28 | 13.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 149.34 | 13.5 | 47.42 | 4 | 3 | 3 | |
For Indian Railway Fin Corp L - strike price 160 expiring on 26DEC2024
Delta for 160 PE is -0.42
Historical price for 160 PE is as follows
On 12 Dec IRFC was trading at 161.64. The strike last trading price was 4.15, which was 1.00 higher than the previous day. The implied volatity was 40.94, the open interest changed by 44 which increased total open position to 988
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 3.15, which was -4.25 lower than the previous day. The implied volatity was 41.59, the open interest changed by 718 which increased total open position to 957
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 7.4, which was 0.95 higher than the previous day. The implied volatity was 46.36, the open interest changed by -9 which decreased total open position to 237
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 6.45, which was -0.05 lower than the previous day. The implied volatity was 46.51, the open interest changed by 40 which increased total open position to 245
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 6.5, which was -4.10 lower than the previous day. The implied volatity was 40.27, the open interest changed by 201 which increased total open position to 206
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 10.6, which was -2.90 lower than the previous day. The implied volatity was 36.26, the open interest changed by 0 which decreased total open position to 4
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 13.5, 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 13.5, 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 13.5, which was lower than the previous day. The implied volatity was 47.42, the open interest changed by 3 which increased total open position to 3
