IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:34 AM IST
| IRFC 26DEC2024 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 0.07
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 163.39 | 1 | -0.50 | 43.08 | 988 | 142 | 1,279 | |||
| 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 | |||
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| 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 0.15
Historical price for 180 CE is as follows
On 12 Dec IRFC was trading at 163.39. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 43.08, the open interest changed by 142 which increased total open position to 1279
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
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 163.39 | 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 163.39. 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
