IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:05 AM IST
| IRFC 26DEC2024 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.13
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 163.72 | 3.5 | -0.85 | 37.44 | 1,359 | 304 | 651 | |||
| 11 Dec | 164.91 | 4.35 | 2.65 | 39.50 | 3,333 | 295 | 351 | |||
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| 10 Dec | 156.85 | 1.7 | -0.95 | 38.63 | 71 | 12 | 57 | |||
| 9 Dec | 159.20 | 2.65 | 0.15 | 40.40 | 122 | 43 | 45 | |||
| 6 Dec | 158.00 | 2.5 | -2.75 | 38.18 | 2 | 1 | 1 | |||
| 5 Dec | 150.84 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 151.05 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 148.20 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 147.28 | 5.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 149.34 | 5.25 | 11.48 | 0 | 0 | 0 | ||||
For Indian Railway Fin Corp L - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 CE is 0.42
Historical price for 167.5 CE is as follows
On 12 Dec IRFC was trading at 163.72. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 37.44, the open interest changed by 304 which increased total open position to 651
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 4.35, which was 2.65 higher than the previous day. The implied volatity was 39.50, the open interest changed by 295 which increased total open position to 351
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 38.63, the open interest changed by 12 which increased total open position to 57
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 40.40, the open interest changed by 43 which increased total open position to 45
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 2.5, which was -2.75 lower than the previous day. The implied volatity was 38.18, the open interest changed by 1 which increased total open position to 1
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 5.25, 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 4 Dec IRFC was trading at 151.05. The strike last trading price was 5.25, 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 3 Dec IRFC was trading at 148.20. The strike last trading price was 5.25, 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 5.25, 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 29 Nov IRFC was trading at 149.34. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
| IRFC 26DEC2024 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
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 | 7.5 | 0.55 | 45.16 | 154 | 28 | 101 |
| 11 Dec | 164.91 | 6.95 | -11.45 | 43.93 | 336 | 73 | 73 |
| 10 Dec | 156.85 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 159.20 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 158.00 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 150.84 | 18.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 151.05 | 18.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 148.20 | 18.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 147.28 | 18.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 149.34 | 18.4 | - | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 PE is -0.56
Historical price for 167.5 PE is as follows
On 12 Dec IRFC was trading at 163.72. The strike last trading price was 7.5, which was 0.55 higher than the previous day. The implied volatity was 45.16, the open interest changed by 28 which increased total open position to 101
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 6.95, which was -11.45 lower than the previous day. The implied volatity was 43.93, the open interest changed by 73 which increased total open position to 73
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 18.4, 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 9 Dec IRFC was trading at 159.20. The strike last trading price was 18.4, 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 6 Dec IRFC was trading at 158.00. The strike last trading price was 18.4, 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 5 Dec IRFC was trading at 150.84. The strike last trading price was 18.4, 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 4 Dec IRFC was trading at 151.05. The strike last trading price was 18.4, 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 3 Dec IRFC was trading at 148.20. The strike last trading price was 18.4, 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 18.4, 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 29 Nov IRFC was trading at 149.34. The strike last trading price was 18.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
