IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:05 AM IST
IRFC 26DEC2024 165 CE | ||||||||||
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Delta: 0.49
Vega: 0.13
Theta: -0.19
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 163.72 | 4.4 | -1.00 | 36.25 | 3,187 | 644 | 2,400 | |||
11 Dec | 164.91 | 5.4 | 3.20 | 38.77 | 18,192 | 783 | 1,750 | |||
10 Dec | 156.85 | 2.2 | -1.10 | 37.73 | 814 | -7 | 972 | |||
9 Dec | 159.20 | 3.3 | -0.20 | 39.45 | 1,434 | 345 | 979 | |||
6 Dec | 158.00 | 3.5 | 2.35 | 40.16 | 3,104 | 404 | 638 | |||
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5 Dec | 150.84 | 1.15 | -0.20 | 35.69 | 232 | 90 | 234 | |||
4 Dec | 151.05 | 1.35 | 0.40 | 36.87 | 357 | -1 | 145 | |||
3 Dec | 148.20 | 0.95 | -0.20 | 36.26 | 241 | 22 | 135 | |||
2 Dec | 147.28 | 1.15 | -0.55 | 39.02 | 155 | 74 | 113 | |||
29 Nov | 149.34 | 1.7 | 38.38 | 77 | 39 | 39 |
For Indian Railway Fin Corp L - strike price 165 expiring on 26DEC2024
Delta for 165 CE is 0.49
Historical price for 165 CE is as follows
On 12 Dec IRFC was trading at 163.72. The strike last trading price was 4.4, which was -1.00 lower than the previous day. The implied volatity was 36.25, the open interest changed by 644 which increased total open position to 2400
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 5.4, which was 3.20 higher than the previous day. The implied volatity was 38.77, the open interest changed by 783 which increased total open position to 1750
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 2.2, which was -1.10 lower than the previous day. The implied volatity was 37.73, the open interest changed by -7 which decreased total open position to 972
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 39.45, the open interest changed by 345 which increased total open position to 979
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 3.5, which was 2.35 higher than the previous day. The implied volatity was 40.16, the open interest changed by 404 which increased total open position to 638
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 35.69, the open interest changed by 90 which increased total open position to 234
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 36.87, the open interest changed by -1 which decreased total open position to 145
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 36.26, the open interest changed by 22 which increased total open position to 135
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 39.02, the open interest changed by 74 which increased total open position to 113
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was 38.38, the open interest changed by 39 which increased total open position to 39
IRFC 26DEC2024 165 PE | |||||||
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Delta: -0.50
Vega: 0.13
Theta: -0.17
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 163.72 | 5.85 | 0.50 | 43.13 | 1,094 | 39 | 662 |
11 Dec | 164.91 | 5.35 | -3.70 | 41.98 | 3,372 | 605 | 623 |
10 Dec | 156.85 | 9.05 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 159.20 | 9.05 | -0.75 | 44.17 | 11 | 2 | 20 |
6 Dec | 158.00 | 9.8 | -6.85 | 42.18 | 28 | 15 | 15 |
5 Dec | 150.84 | 16.65 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 151.05 | 16.65 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 148.20 | 16.65 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 147.28 | 16.65 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 149.34 | 16.65 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 165 expiring on 26DEC2024
Delta for 165 PE is -0.50
Historical price for 165 PE is as follows
On 12 Dec IRFC was trading at 163.72. The strike last trading price was 5.85, which was 0.50 higher than the previous day. The implied volatity was 43.13, the open interest changed by 39 which increased total open position to 662
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 5.35, which was -3.70 lower than the previous day. The implied volatity was 41.98, the open interest changed by 605 which increased total open position to 623
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 9.05, 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 9 Dec IRFC was trading at 159.20. The strike last trading price was 9.05, which was -0.75 lower than the previous day. The implied volatity was 44.17, the open interest changed by 2 which increased total open position to 20
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 9.8, which was -6.85 lower than the previous day. The implied volatity was 42.18, the open interest changed by 15 which increased total open position to 15
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0