IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 12:04 PM IST
| IRFC 26DEC2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 161.64 | 0.45 | -0.30 | 48.20 | 196 | 35 | 119 | |||
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| 11 Dec | 164.91 | 0.75 | 47.13 | 259 | 74 | 74 | ||||
For Indian Railway Fin Corp L - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 CE is 0.07
Historical price for 187.5 CE is as follows
On 12 Dec IRFC was trading at 161.64. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 48.20, the open interest changed by 35 which increased total open position to 119
On 11 Dec IRFC was trading at 164.91. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 47.13, the open interest changed by 74 which increased total open position to 74
| IRFC 26DEC2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 161.64 | 34.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 164.91 | 34.75 | - | 0 | 0 | 0 | |
For Indian Railway Fin Corp L - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 PE is -
Historical price for 187.5 PE is as follows
On 12 Dec IRFC was trading at 161.64. The strike last trading price was 34.75, 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 34.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
