IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
13 Mar 2025 04:14 PM IST
| IRFC 27MAR2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 117.69 | 0.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 119.30 | 0.05 | 0 | - | 1 | 0 | 23 | |||
| 10 Mar | 119.75 | 0.05 | 0 | - | 2 | 0 | 23 | |||
| 7 Mar | 123.42 | 0.05 | 0 | - | 36 | 5 | 23 | |||
| 6 Mar | 120.59 | 0.05 | -0.05 | - | 3 | 1 | 20 | |||
| 5 Mar | 117.73 | 0.05 | 0 | - | 6 | 1 | 21 | |||
| 4 Mar | 114.59 | 0.05 | 0 | - | 11 | 6 | 20 | |||
| 3 Mar | 111.13 | 0.05 | -0.1 | - | 14 | 0 | 10 | |||
| 28 Feb | 112.42 | 0.15 | 0.05 | - | 4 | 1 | 10 | |||
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| 27 Feb | 120.36 | 0.1 | -0.1 | - | 1 | 0 | 9 | |||
| 24 Feb | 123.47 | 0.15 | 0 | - | 10 | 2 | 9 | |||
| 21 Feb | 125.11 | 0.15 | -0.15 | 47.74 | 2 | 1 | 6 | |||
| 20 Feb | 124.78 | 0.3 | 0.05 | 51.90 | 1 | 0 | 4 | |||
| 19 Feb | 124.27 | 0.25 | 0 | 50.20 | 2 | -1 | 3 | |||
| 14 Feb | 121.75 | 0.25 | -0.05 | 50.43 | 1 | 0 | 4 | |||
| 13 Feb | 126.57 | 0.3 | 0 | 46.11 | 1 | 0 | 3 | |||
| 12 Feb | 125.35 | 0.3 | -0.2 | 46.31 | 1 | 0 | 3 | |||
| 11 Feb | 126.25 | 0.5 | -1.15 | 49.26 | 3 | 1 | 3 | |||
| 1 Feb | 141.22 | 1.65 | -8.2 | 40.14 | 2 | 1 | 1 | |||
| 6 Jan | 145.42 | 9.85 | 0.00 | 5.66 | 0 | 0 | 0 | |||
| 3 Jan | 153.70 | 9.85 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 2 Jan | 152.04 | 9.85 | 0.00 | 5.55 | 0 | 0 | 0 | |||
| 1 Jan | 150.35 | 9.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 149.04 | 9.85 | 0.00 | 6.39 | 0 | 0 | 0 | |||
| 30 Dec | 153.35 | 9.85 | 7.53 | 0 | 0 | 0 | ||||
For Indian Railway Fin Corp L - strike price 170 expiring on 27MAR2025
Delta for 170 CE is 0.00
Historical price for 170 CE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.05, which was 0 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 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 23
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 20
On 3 Mar IRFC was trading at 111.13. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Feb IRFC was trading at 112.42. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Feb IRFC was trading at 123.47. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 47.74, the open interest changed by 1 which increased total open position to 6
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 51.90, the open interest changed by 0 which decreased total open position to 4
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 50.20, the open interest changed by -1 which decreased total open position to 3
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 50.43, the open interest changed by 0 which decreased total open position to 4
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 46.11, the open interest changed by 0 which decreased total open position to 3
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 46.31, the open interest changed by 0 which decreased total open position to 3
On 11 Feb IRFC was trading at 126.25. The strike last trading price was 0.5, which was -1.15 lower than the previous day. The implied volatity was 49.26, the open interest changed by 1 which increased total open position to 3
On 1 Feb IRFC was trading at 141.22. The strike last trading price was 1.65, which was -8.2 lower than the previous day. The implied volatity was 40.14, the open interest changed by 1 which increased total open position to 1
On 6 Jan IRFC was trading at 145.42. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 3 Jan IRFC was trading at 153.70. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 2 Jan IRFC was trading at 152.04. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 1 Jan IRFC was trading at 150.35. The strike last trading price was 9.85, 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 31 Dec IRFC was trading at 149.04. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
On 30 Dec IRFC was trading at 153.35. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
| IRFC 27MAR2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 117.69 | 52.45 | 0.15 | - | 1 | 0 | 6 |
| 11 Mar | 119.30 | 52.3 | 2.25 | - | 1 | 0 | 5 |
| 10 Mar | 119.75 | 50.05 | 0 | 0.00 | 0 | -1 | 0 |
| 7 Mar | 123.42 | 50.05 | -5.1 | - | 1 | 0 | 6 |
| 6 Mar | 120.59 | 55.15 | 0 | 0.00 | 0 | 2 | 0 |
| 5 Mar | 117.73 | 55.15 | 1.15 | - | 3 | 2 | 6 |
| 4 Mar | 114.59 | 54 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 111.13 | 54 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 112.42 | 54 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 120.36 | 54 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 123.47 | 54 | 2.05 | - | 2 | 1 | 3 |
| 21 Feb | 125.11 | 51.95 | 22.1 | - | 2 | 1 | 1 |
| 20 Feb | 124.78 | 29.85 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 124.27 | 29.85 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 121.75 | 29.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 126.57 | 29.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 125.35 | 29.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 126.25 | 29.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 141.22 | 29.85 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 145.42 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 153.70 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 152.04 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Jan | 150.35 | 29.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 149.04 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 153.35 | 29.85 | - | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 170 expiring on 27MAR2025
Delta for 170 PE is -
Historical price for 170 PE is as follows
On 13 Mar IRFC was trading at 117.69. The strike last trading price was 52.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Mar IRFC was trading at 119.30. The strike last trading price was 52.3, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar IRFC was trading at 119.75. The strike last trading price was 50.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Mar IRFC was trading at 123.42. The strike last trading price was 50.05, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Mar IRFC was trading at 120.59. The strike last trading price was 55.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Mar IRFC was trading at 117.73. The strike last trading price was 55.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 4 Mar IRFC was trading at 114.59. The strike last trading price was 54, which was 0 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 Mar IRFC was trading at 111.13. The strike last trading price was 54, which was 0 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 28 Feb IRFC was trading at 112.42. The strike last trading price was 54, which was 0 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 27 Feb IRFC was trading at 120.36. The strike last trading price was 54, which was 0 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 24 Feb IRFC was trading at 123.47. The strike last trading price was 54, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 21 Feb IRFC was trading at 125.11. The strike last trading price was 51.95, which was 22.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 20 Feb IRFC was trading at 124.78. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb IRFC was trading at 124.27. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb IRFC was trading at 121.75. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRFC was trading at 126.57. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRFC was trading at 125.35. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IRFC was trading at 126.25. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRFC was trading at 141.22. The strike last trading price was 29.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan IRFC was trading at 145.42. The strike last trading price was 29.85, 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 Jan IRFC was trading at 153.70. The strike last trading price was 29.85, 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 Jan IRFC was trading at 152.04. The strike last trading price was 29.85, 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 1 Jan IRFC was trading at 150.35. The strike last trading price was 29.85, 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 31 Dec IRFC was trading at 149.04. The strike last trading price was 29.85, 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 30 Dec IRFC was trading at 153.35. The strike last trading price was 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
