`
Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
161.6 -3.31 (-2.01%)

Back to Option Chain

Historical option data for IRFC

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 172.5 CE
Delta: 0.24
Vega: 0.10
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.98 1.75 -1.10 40.24 482 72 241
11 Dec 164.91 2.85 1.80 41.71 1,234 129 166
10 Dec 156.85 1.05 -0.60 40.90 65 16 38
9 Dec 159.20 1.65 -2.35 41.76 47 22 22
6 Dec 158.00 4 4.00 10.49 0 0 0
5 Dec 150.84 0 0.00 0.00 0 0 0
4 Dec 151.05 0 0.00 0.00 0 0 0
3 Dec 148.20 0 0.00 0.00 0 0 0
2 Dec 147.28 0 0.00 0.00 0 0 0
29 Nov 149.34 0 0.00 0 0 0

For Indian Railway Fin Corp L - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 CE is 0.24

Historical price for 172.5 CE is as follows

On 12 Dec IRFC was trading at 161.98. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 40.24, the open interest changed by 72 which increased total open position to 241


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 2.85, which was 1.80 higher than the previous day. The implied volatity was 41.71, the open interest changed by 129 which increased total open position to 166


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 40.90, the open interest changed by 16 which increased total open position to 38


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 1.65, which was -2.35 lower than the previous day. The implied volatity was 41.76, the open interest changed by 22 which increased total open position to 22


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 4, which was 4.00 higher than the previous day. The implied volatity was 10.49, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


IRFC 26DEC2024 172.5 PE
Delta: -0.77
Vega: 0.10
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.98 11.5 1.15 39.32 4 1 7
11 Dec 164.91 10.35 -11.80 45.88 9 1 1
10 Dec 156.85 22.15 0.00 - 0 0 0
9 Dec 159.20 22.15 0.00 - 0 0 0
6 Dec 158.00 22.15 22.15 - 0 0 0
5 Dec 150.84 0 0.00 0.00 0 0 0
4 Dec 151.05 0 0.00 0.00 0 0 0
3 Dec 148.20 0 0.00 0.00 0 0 0
2 Dec 147.28 0 0.00 0.00 0 0 0
29 Nov 149.34 0 0.00 0 0 0

For Indian Railway Fin Corp L - strike price 172.5 expiring on 26DEC2024

Delta for 172.5 PE is -0.77

Historical price for 172.5 PE is as follows

On 12 Dec IRFC was trading at 161.98. The strike last trading price was 11.5, which was 1.15 higher than the previous day. The implied volatity was 39.32, the open interest changed by 1 which increased total open position to 7


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 10.35, which was -11.80 lower than the previous day. The implied volatity was 45.88, the open interest changed by 1 which increased total open position to 1


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 22.15, 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 22.15, 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 22.15, which was 22.15 higher 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0