IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:34 AM IST
| IRFC 26DEC2024 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.07
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 163.39 | 0.85 | -0.30 | 45.07 | 77 | 12 | 51 | |||
| 11 Dec | 164.91 | 1.15 | 1.15 | 45.12 | 49 | 39 | 39 | |||
| 10 Dec | 156.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 159.20 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indian Railway Fin Corp L - strike price 182.5 expiring on 26DEC2024
Delta for 182.5 CE is 0.12
Historical price for 182.5 CE is as follows
On 12 Dec IRFC was trading at 163.39. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 45.07, the open interest changed by 12 which increased total open position to 51
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 1.15, which was 1.15 higher than the previous day. The implied volatity was 45.12, the open interest changed by 39 which increased total open position to 39
On 10 Dec IRFC was trading at 156.85. 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 9 Dec IRFC was trading at 159.20. 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 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 163.39 | 30.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 164.91 | 30.35 | 30.35 | - | 0 | 0 | 0 |
| 10 Dec | 156.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 159.20 | 0 | 0.00 | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 182.5 expiring on 26DEC2024
Delta for 182.5 PE is -
Historical price for 182.5 PE is as follows
On 12 Dec IRFC was trading at 163.39. The strike last trading price was 30.35, 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 11 Dec IRFC was trading at 164.91. The strike last trading price was 30.35, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec IRFC was trading at 156.85. 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 9 Dec IRFC was trading at 159.20. 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
