IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 11:54 AM IST
| IRFC 26DEC2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 0.11
Theta: -0.16
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 161.98 | 2.2 | -1.30 | 38.83 | 3,774 | 645 | 2,920 | |||
|
|
||||||||||
| 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 0.29
Historical price for 170 CE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 2.2, which was -1.30 lower than the previous day. The implied volatity was 38.83, the open interest changed by 645 which increased total open position to 2920
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: -0.66
Vega: 0.12
Theta: -0.17
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 161.98 | 10.6 | 2.30 | 48.04 | 134 | -14 | 473 |
| 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 -0.66
Historical price for 170 PE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 10.6, which was 2.30 higher than the previous day. The implied volatity was 48.04, the open interest changed by -14 which decreased total open position to 473
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
