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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
163.22 -1.69 (-1.02%)

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Historical option data for IRFC

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 170 CE
Delta: 0.34
Vega: 0.12
Theta: -0.17
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.60 2.65 -0.85 38.12 2,953 576 2,851
11 Dec 164.91 3.5 2.15 40.42 13,231 1,206 2,278
10 Dec 156.85 1.35 -0.75 39.94 943 144 1,066
9 Dec 159.20 2.1 -0.15 41.12 1,415 180 923
6 Dec 158.00 2.25 1.60 41.09 3,700 483 791
5 Dec 150.84 0.65 -0.15 36.83 302 57 309
4 Dec 151.05 0.8 0.20 38.05 855 76 248
3 Dec 148.20 0.6 -0.15 38.24 244 14 171
2 Dec 147.28 0.75 -0.40 40.81 338 92 157
29 Nov 149.34 1.15 40.10 119 63 63

For Indian Railway Fin Corp L - strike price 170 expiring on 26DEC2024

Delta for 170 CE is 0.34

Historical price for 170 CE is as follows

On 12 Dec IRFC was trading at 163.60. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 38.12, the open interest changed by 576 which increased total open position to 2851


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 3.5, which was 2.15 higher than the previous day. The implied volatity was 40.42, the open interest changed by 1206 which increased total open position to 2278


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 39.94, the open interest changed by 144 which increased total open position to 1066


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 41.12, the open interest changed by 180 which increased total open position to 923


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 2.25, which was 1.60 higher than the previous day. The implied volatity was 41.09, the open interest changed by 483 which increased total open position to 791


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by 57 which increased total open position to 309


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 38.05, the open interest changed by 76 which increased total open position to 248


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 38.24, the open interest changed by 14 which increased total open position to 171


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 40.81, the open interest changed by 92 which increased total open position to 157


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was 40.10, the open interest changed by 63 which increased total open position to 63


IRFC 26DEC2024 170 PE
Delta: -0.62
Vega: 0.12
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 163.60 9.65 1.35 48.91 76 8 495
11 Dec 164.91 8.3 -11.95 42.73 887 490 490
10 Dec 156.85 20.25 0.00 - 0 0 0
9 Dec 159.20 20.25 0.00 - 0 0 0
6 Dec 158.00 20.25 0.00 - 0 0 0
5 Dec 150.84 20.25 0.00 - 0 0 0
4 Dec 151.05 20.25 0.00 - 0 0 0
3 Dec 148.20 20.25 0.00 - 0 0 0
2 Dec 147.28 20.25 0.00 - 0 0 0
29 Nov 149.34 20.25 - 0 0 0

For Indian Railway Fin Corp L - strike price 170 expiring on 26DEC2024

Delta for 170 PE is -0.62

Historical price for 170 PE is as follows

On 12 Dec IRFC was trading at 163.60. The strike last trading price was 9.65, which was 1.35 higher than the previous day. The implied volatity was 48.91, the open interest changed by 8 which increased total open position to 495


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 8.3, which was -11.95 lower than the previous day. The implied volatity was 42.73, the open interest changed by 490 which increased total open position to 490


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, 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 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0