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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.2 -1.71 (-1.04%)

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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 165 CE
Delta: 0.47
Vega: 0.13
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 4.1 -1.30 36.34 3,319 657 2,413
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
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 0.47

Historical price for 165 CE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 4.1, which was -1.30 lower than the previous day. The implied volatity was 36.34, the open interest changed by 657 which increased total open position to 2413


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
Delta: -0.52
Vega: 0.13
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.15 6.2 0.85 42.80 1,145 38 661
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 -0.52

Historical price for 165 PE is as follows

On 12 Dec IRFC was trading at 163.15. The strike last trading price was 6.2, which was 0.85 higher than the previous day. The implied volatity was 42.80, the open interest changed by 38 which increased total open position to 661


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