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Related Pages for IRFC
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IRFC
Indian Railway Fin Corp L
163.57 -1.34 (-0.81%)

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Historical option data for IRFC

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 162.5 CE
Delta: 0.56
Vega: 0.13
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 5.1 -1.60 35.11 617 118 464
11 Dec 164.91 6.7 3.90 38.47 5,049 -15 348
10 Dec 156.85 2.8 -1.25 36.54 421 109 363
9 Dec 159.20 4.05 -0.30 38.15 574 66 258
6 Dec 158.00 4.35 2.80 39.88 892 159 196
5 Dec 150.84 1.55 -0.25 35.39 61 -7 37
4 Dec 151.05 1.8 0.40 36.75 153 -11 44
3 Dec 148.20 1.4 -0.10 37.24 24 -5 54
2 Dec 147.28 1.5 -0.60 38.79 95 53 58
29 Nov 149.34 2.1 37.72 9 4 4

For Indian Railway Fin Corp L - strike price 162.5 expiring on 26DEC2024

Delta for 162.5 CE is 0.56

Historical price for 162.5 CE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 5.1, which was -1.60 lower than the previous day. The implied volatity was 35.11, the open interest changed by 118 which increased total open position to 464


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 6.7, which was 3.90 higher than the previous day. The implied volatity was 38.47, the open interest changed by -15 which decreased total open position to 348


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 36.54, the open interest changed by 109 which increased total open position to 363


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 4.05, which was -0.30 lower than the previous day. The implied volatity was 38.15, the open interest changed by 66 which increased total open position to 258


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 4.35, which was 2.80 higher than the previous day. The implied volatity was 39.88, the open interest changed by 159 which increased total open position to 196


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 35.39, the open interest changed by -7 which decreased total open position to 37


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 1.8, which was 0.40 higher than the previous day. The implied volatity was 36.75, the open interest changed by -11 which decreased total open position to 44


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 37.24, the open interest changed by -5 which decreased total open position to 54


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 38.79, the open interest changed by 53 which increased total open position to 58


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 37.72, the open interest changed by 4 which increased total open position to 4


IRFC 26DEC2024 162.5 PE
Delta: -0.45
Vega: 0.13
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 4.8 0.65 41.96 763 -12 216
11 Dec 164.91 4.15 -5.15 41.70 1,754 214 230
10 Dec 156.85 9.3 1.85 49.33 1 0 16
9 Dec 159.20 7.45 -1.30 43.72 13 3 16
6 Dec 158.00 8.75 -6.25 45.84 38 13 13
5 Dec 150.84 15 0.00 - 0 0 0
4 Dec 151.05 15 0.00 - 0 0 0
3 Dec 148.20 15 0.00 - 0 0 0
2 Dec 147.28 15 0.00 - 0 0 0
29 Nov 149.34 15 - 0 0 0

For Indian Railway Fin Corp L - strike price 162.5 expiring on 26DEC2024

Delta for 162.5 PE is -0.45

Historical price for 162.5 PE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was 41.96, the open interest changed by -12 which decreased total open position to 216


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 4.15, which was -5.15 lower than the previous day. The implied volatity was 41.70, the open interest changed by 214 which increased total open position to 230


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 9.3, which was 1.85 higher than the previous day. The implied volatity was 49.33, the open interest changed by 0 which decreased total open position to 16


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 7.45, which was -1.30 lower than the previous day. The implied volatity was 43.72, the open interest changed by 3 which increased total open position to 16


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 8.75, which was -6.25 lower than the previous day. The implied volatity was 45.84, the open interest changed by 13 which increased total open position to 13


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 15, 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 4 Dec IRFC was trading at 151.05. The strike last trading price was 15, 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 3 Dec IRFC was trading at 148.20. The strike last trading price was 15, 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 15, 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 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0