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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
161.39 -3.52 (-2.13%)

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Historical option data for IRFC

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
IRFC 26DEC2024 175 CE
Delta: 0.19
Vega: 0.09
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 1.3 -1.00 41.41 1,668 91 923
11 Dec 164.91 2.3 1.45 42.77 4,442 335 828
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 0.19

Historical price for 175 CE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 41.41, the open interest changed by 91 which increased total open position to 923


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: -0.83
Vega: 0.08
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 13.8 1.35 38.51 2 0 6
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 -0.83

Historical price for 175 PE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 13.8, which was 1.35 higher than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 6


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