IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:14 AM IST
IRFC 26DEC2024 172.5 CE | ||||||||||
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Delta: 0.27
Vega: 0.11
Theta: -0.16
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 163.15 | 2.05 | -0.80 | 40.47 | 401 | 62 | 231 | |||
11 Dec | 164.91 | 2.85 | 1.80 | 41.71 | 1,234 | 129 | 166 | |||
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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 0.27
Historical price for 172.5 CE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 40.47, the open interest changed by 62 which increased total open position to 231
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 | |||||||
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Delta: -0.70
Vega: 0.11
Theta: -0.15
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 163.15 | 11.5 | 1.15 | 46.51 | 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 -0.70
Historical price for 172.5 PE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 11.5, which was 1.15 higher than the previous day. The implied volatity was 46.51, 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