IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:14 AM IST
| IRFC 26DEC2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.09
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 163.15 | 1.6 | -0.70 | 41.34 | 1,183 | 54 | 886 | |||
| 11 Dec | 164.91 | 2.3 | 1.45 | 42.77 | 4,442 | 335 | 828 | |||
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| 10 Dec | 156.85 | 0.85 | -0.50 | 42.33 | 473 | 76 | 493 | |||
| 9 Dec | 159.20 | 1.35 | -0.15 | 43.05 | 528 | 84 | 419 | |||
| 6 Dec | 158.00 | 1.5 | 1.10 | 42.89 | 1,345 | 201 | 336 | |||
| 5 Dec | 150.84 | 0.4 | -0.05 | 38.74 | 178 | 66 | 141 | |||
| 4 Dec | 151.05 | 0.45 | 0.00 | 38.81 | 214 | 40 | 75 | |||
| 3 Dec | 148.20 | 0.45 | -0.10 | 41.44 | 11 | 6 | 34 | |||
| 2 Dec | 147.28 | 0.55 | -0.25 | 43.55 | 10 | 4 | 27 | |||
| 29 Nov | 149.34 | 0.8 | 41.95 | 27 | 22 | 22 | ||||
For Indian Railway Fin Corp L - strike price 175 expiring on 26DEC2024
Delta for 175 CE is 0.22
Historical price for 175 CE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 41.34, the open interest changed by 54 which increased total open position to 886
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 2.3, which was 1.45 higher than the previous day. The implied volatity was 42.77, the open interest changed by 335 which increased total open position to 828
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 42.33, the open interest changed by 76 which increased total open position to 493
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 43.05, the open interest changed by 84 which increased total open position to 419
On 6 Dec IRFC was trading at 158.00. The strike last trading price was 1.5, which was 1.10 higher than the previous day. The implied volatity was 42.89, the open interest changed by 201 which increased total open position to 336
On 5 Dec IRFC was trading at 150.84. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 38.74, the open interest changed by 66 which increased total open position to 141
On 4 Dec IRFC was trading at 151.05. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.81, the open interest changed by 40 which increased total open position to 75
On 3 Dec IRFC was trading at 148.20. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 41.44, the open interest changed by 6 which increased total open position to 34
On 2 Dec IRFC was trading at 147.28. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 43.55, the open interest changed by 4 which increased total open position to 27
On 29 Nov IRFC was trading at 149.34. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 41.95, the open interest changed by 22 which increased total open position to 22
| IRFC 26DEC2024 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 12 Dec | 163.15 | 12.45 | 0.00 | 0.00 | 0 | 6 | 0 |
| 11 Dec | 164.91 | 12.45 | -11.65 | 48.63 | 8 | 2 | 2 |
| 10 Dec | 156.85 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 159.20 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 158.00 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 150.84 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 151.05 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 148.20 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 147.28 | 24.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 149.34 | 24.1 | - | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 175 expiring on 26DEC2024
Delta for 175 PE is 0.00
Historical price for 175 PE is as follows
On 12 Dec IRFC was trading at 163.15. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 12.45, which was -11.65 lower than the previous day. The implied volatity was 48.63, the open interest changed by 2 which increased total open position to 2
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
