Historical option data for IRFC
29 Jun 2026 10:49 AM IST
| IRFC 28-Jul-2026 (27d) 92 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0
Theta: -0.06
Gamma: 0.0496
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 91.16 | 2.99 | -0.42 (-12.32%) | 31.03 | 235 | 79 | 416 | |||||||||
| 25 Jun | 91.77 | 3.42 | -0.33 (-8.80%) | 30.1 | 597 | 202 | 335 | |||||||||
| 24 Jun | 92.50 | 3.76 | -13.91 (-78.72%) | 31.68 | 225 | 128 | 128 | |||||||||
| 23 Jun | 98.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 103.08 | 0 | 0 | - | 0 | 7.834 | 7.834 | |||||||||
| 6 May | 106.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 105.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 104.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 104.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 92 expiring on 28JUL2026
Delta for 92 CE is 0.49
Historical price for 92 CE is as follows
On 29 Jun IRFC was trading at 91.16. The strike last trading price was 2.99, which was -0.42 lower than the previous day. The implied volatity was 31.03, the open interest changed by 79 which increased total open position to 416
On 25 Jun IRFC was trading at 91.77. The strike last trading price was 3.42, which was -0.33 lower than the previous day. The implied volatity was 30.1, the open interest changed by 202 which increased total open position to 335
On 24 Jun IRFC was trading at 92.50. The strike last trading price was 3.76, which was -13.91 lower than the previous day. The implied volatity was 31.68, the open interest changed by 128 which increased total open position to 128
On 23 Jun IRFC was trading at 98.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May IRFC was trading at 103.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 6 May IRFC was trading at 106.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May IRFC was trading at 105.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May IRFC was trading at 104.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRFC 28-Jul-2026 (27d) 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 0
Theta: -0.05
Gamma: 0.04505
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 91.16 | 3.76 | 0.24 (6.82%) | 34.15 | 28 | 5 | 258 |
| 25 Jun | 91.77 | 3.52 | 0 (0.00%) | 32.6 | 281 | 161 | 253 |
| 24 Jun | 92.50 | 3.63 | 1.78 (96.22%) | 34.13 | 138 | 90 | 91 |
| 23 Jun | 98.67 | 1.85 | -1.36 (-42.37%) | - | 1 | 0 | 0 |
| 11 May | 103.08 | 0 | 0 | - | 0 | 7.834 | 7.834 |
| 6 May | 106.74 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 105.82 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 104.41 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 104.21 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 92 expiring on 28JUL2026
Delta for 92 PE is -0.5
Historical price for 92 PE is as follows
On 29 Jun IRFC was trading at 91.16. The strike last trading price was 3.76, which was 0.24 higher than the previous day. The implied volatity was 34.15, the open interest changed by 5 which increased total open position to 258
On 25 Jun IRFC was trading at 91.77. The strike last trading price was 3.52, which was 0 lower than the previous day. The implied volatity was 32.6, the open interest changed by 161 which increased total open position to 253
On 24 Jun IRFC was trading at 92.50. The strike last trading price was 3.63, which was 1.78 higher than the previous day. The implied volatity was 34.13, the open interest changed by 90 which increased total open position to 91
On 23 Jun IRFC was trading at 98.67. The strike last trading price was 1.85, which was -1.36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May IRFC was trading at 103.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 6 May IRFC was trading at 106.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May IRFC was trading at 105.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May IRFC was trading at 104.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
