IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
12 Dec 2024 11:54 AM IST
IRFC 26DEC2024 190 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.06
Vega: 0.04
Theta: -0.06
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
12 Dec | 161.98 | 0.35 | 48.17 | 251 | 117 | 117 |
For Indian Railway Fin Corp L - strike price 190 expiring on 26DEC2024
Delta for 190 CE is 0.06
Historical price for 190 CE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 48.17, the open interest changed by 117 which increased total open position to 117
IRFC 26DEC2024 190 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 161.98 | 36.95 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 190 expiring on 26DEC2024
Delta for 190 PE is -
Historical price for 190 PE is as follows
On 12 Dec IRFC was trading at 161.98. The strike last trading price was 36.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0