IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 10:24 AM IST
| IRFC 26DEC2024 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.06
Theta: -0.10
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 163.60 | 0.75 | -0.15 | 46.77 | 994 | 146 | 1,098 | |||
| 11 Dec | 164.91 | 0.9 | 0.55 | 45.73 | 4,489 | 814 | 955 | |||
| 10 Dec | 156.85 | 0.35 | -0.25 | 46.69 | 114 | 71 | 132 | |||
|
|
||||||||||
| 9 Dec | 159.20 | 0.6 | 47.38 | 92 | 61 | 61 | ||||
For Indian Railway Fin Corp L - strike price 185 expiring on 26DEC2024
Delta for 185 CE is 0.11
Historical price for 185 CE is as follows
On 12 Dec IRFC was trading at 163.60. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 46.77, the open interest changed by 146 which increased total open position to 1098
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.9, which was 0.55 higher than the previous day. The implied volatity was 45.73, the open interest changed by 814 which increased total open position to 955
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 46.69, the open interest changed by 71 which increased total open position to 132
On 9 Dec IRFC was trading at 159.20. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 47.38, the open interest changed by 61 which increased total open position to 61
| IRFC 26DEC2024 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.08
Theta: -0.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 163.60 | 22 | 0.95 | 55.81 | 2 | 1 | 3 |
| 11 Dec | 164.91 | 21.05 | -11.45 | 54.91 | 3 | 1 | 1 |
| 10 Dec | 156.85 | 32.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 159.20 | 32.5 | - | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 185 expiring on 26DEC2024
Delta for 185 PE is -0.85
Historical price for 185 PE is as follows
On 12 Dec IRFC was trading at 163.60. The strike last trading price was 22, which was 0.95 higher than the previous day. The implied volatity was 55.81, the open interest changed by 1 which increased total open position to 3
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 21.05, which was -11.45 lower than the previous day. The implied volatity was 54.91, the open interest changed by 1 which increased total open position to 1
On 10 Dec IRFC was trading at 156.85. The strike last trading price was 32.5, 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 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
