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Related Pages for IRFC
[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L
161.51 -3.40 (-2.06%)

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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 180 CE
Delta: 0.13
Vega: 0.07
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 0.85 -0.65 44.46 1,273 207 1,344
11 Dec 164.91 1.5 0.90 44.88 6,032 334 1,135
10 Dec 156.85 0.6 -0.30 45.69 561 15 801
9 Dec 159.20 0.9 -0.15 45.34 1,252 191 778
6 Dec 158.00 1.05 0.75 45.22 2,720 318 589
5 Dec 150.84 0.3 -0.05 41.98 76 23 271
4 Dec 151.05 0.35 0.05 42.24 580 86 247
3 Dec 148.20 0.3 -0.10 43.33 69 32 159
2 Dec 147.28 0.4 -0.20 45.86 94 42 124
29 Nov 149.34 0.6 44.36 122 83 83

For Indian Railway Fin Corp L - strike price 180 expiring on 26DEC2024

Delta for 180 CE is 0.13

Historical price for 180 CE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 44.46, the open interest changed by 207 which increased total open position to 1344


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 1.5, which was 0.90 higher than the previous day. The implied volatity was 44.88, the open interest changed by 334 which increased total open position to 1135


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 45.69, the open interest changed by 15 which increased total open position to 801


On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 45.34, the open interest changed by 191 which increased total open position to 778


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 1.05, which was 0.75 higher than the previous day. The implied volatity was 45.22, the open interest changed by 318 which increased total open position to 589


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.98, the open interest changed by 23 which increased total open position to 271


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 42.24, the open interest changed by 86 which increased total open position to 247


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.33, the open interest changed by 32 which increased total open position to 159


On 2 Dec IRFC was trading at 147.28. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 45.86, the open interest changed by 42 which increased total open position to 124


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 44.36, the open interest changed by 83 which increased total open position to 83


IRFC 26DEC2024 180 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 161.64 16.8 0.00 0.00 0 1 0
11 Dec 164.91 16.8 -4.80 53.51 3 0 3
10 Dec 156.85 21.6 0.00 0.00 0 0 0
9 Dec 159.20 21.6 -0.60 53.51 3 1 4
6 Dec 158.00 22.2 -6.30 47.83 1 0 2
5 Dec 150.84 28.5 0.00 0.00 0 1 0
4 Dec 151.05 28.5 -0.60 42.04 1 0 1
3 Dec 148.20 29.1 0.00 0.00 0 0 0
2 Dec 147.28 29.1 0.00 0.00 0 1 0
29 Nov 149.34 29.1 - 1 0 0

For Indian Railway Fin Corp L - strike price 180 expiring on 26DEC2024

Delta for 180 PE is 0.00

Historical price for 180 PE is as follows

On 12 Dec IRFC was trading at 161.64. The strike last trading price was 16.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Dec IRFC was trading at 164.91. The strike last trading price was 16.8, which was -4.80 lower than the previous day. The implied volatity was 53.51, the open interest changed by 0 which decreased total open position to 3


On 10 Dec IRFC was trading at 156.85. The strike last trading price was 21.6, 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 9 Dec IRFC was trading at 159.20. The strike last trading price was 21.6, which was -0.60 lower than the previous day. The implied volatity was 53.51, the open interest changed by 1 which increased total open position to 4


On 6 Dec IRFC was trading at 158.00. The strike last trading price was 22.2, which was -6.30 lower than the previous day. The implied volatity was 47.83, the open interest changed by 0 which decreased total open position to 2


On 5 Dec IRFC was trading at 150.84. The strike last trading price was 28.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec IRFC was trading at 151.05. The strike last trading price was 28.5, which was -0.60 lower than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 1


On 3 Dec IRFC was trading at 148.20. The strike last trading price was 29.1, 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 29.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 29 Nov IRFC was trading at 149.34. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0