IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
30 Mar 2026 04:13 PM IST
| IRFC 28-Apr-2026 (28d) 95 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.08
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 87.23 | 1.73 | -0.85 | 42.5 | 485 | 90 | 516 | |||||||||
| 27 Mar | 92.45 | 2.51 | -1.53 | 30.75 | 437 | 125 | 424 | |||||||||
| 25 Mar | 95.24 | 4.05 | 0.59 | 30.82 | 440 | 106 | 295 | |||||||||
| 24 Mar | 92.87 | 3.48 | 0.85 | 34.66 | 327 | 48 | 189 | |||||||||
| 23 Mar | 89.45 | 2.71 | -1.19 | 40.91 | 134 | 50 | 140 | |||||||||
| 20 Mar | 94.69 | 3.81 | -0.08 | 28.4 | 98 | 40 | 90 | |||||||||
| 19 Mar | 95.04 | 4.14 | -2.08 | 27.28 | 46 | 35 | 50 | |||||||||
| 18 Mar | 98.25 | 6.22 | 1.02 | 29.05 | 17 | 10 | 14 | |||||||||
| 17 Mar | 96.74 | 5.2 | -0.4 | 27.81 | 2 | 0 | 5 | |||||||||
| 16 Mar | 96.44 | 5.6 | -11.84 | 32.99 | 13 | 5 | 5 | |||||||||
| 13 Mar | 97.20 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 99.92 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 99.25 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 100.71 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 97.57 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 99.47 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 98.85 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 97.74 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Mar | 99.34 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 103.55 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 103.23 | 17.44 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 95 expiring on 28APR2026
Delta for 95 CE is 0.28
Historical price for 95 CE is as follows
On 30 Mar IRFC was trading at 87.23. The strike last trading price was 1.73, which was -0.85 lower than the previous day. The implied volatity was 42.5, the open interest changed by 90 which increased total open position to 516
On 27 Mar IRFC was trading at 92.45. The strike last trading price was 2.51, which was -1.53 lower than the previous day. The implied volatity was 30.75, the open interest changed by 125 which increased total open position to 424
On 25 Mar IRFC was trading at 95.24. The strike last trading price was 4.05, which was 0.59 higher than the previous day. The implied volatity was 30.82, the open interest changed by 106 which increased total open position to 295
On 24 Mar IRFC was trading at 92.87. The strike last trading price was 3.48, which was 0.85 higher than the previous day. The implied volatity was 34.66, the open interest changed by 48 which increased total open position to 189
On 23 Mar IRFC was trading at 89.45. The strike last trading price was 2.71, which was -1.19 lower than the previous day. The implied volatity was 40.91, the open interest changed by 50 which increased total open position to 140
On 20 Mar IRFC was trading at 94.69. The strike last trading price was 3.81, which was -0.08 lower than the previous day. The implied volatity was 28.4, the open interest changed by 40 which increased total open position to 90
On 19 Mar IRFC was trading at 95.04. The strike last trading price was 4.14, which was -2.08 lower than the previous day. The implied volatity was 27.28, the open interest changed by 35 which increased total open position to 50
On 18 Mar IRFC was trading at 98.25. The strike last trading price was 6.22, which was 1.02 higher than the previous day. The implied volatity was 29.05, the open interest changed by 10 which increased total open position to 14
On 17 Mar IRFC was trading at 96.74. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 5
On 16 Mar IRFC was trading at 96.44. The strike last trading price was 5.6, which was -11.84 lower than the previous day. The implied volatity was 32.99, the open interest changed by 5 which increased total open position to 5
On 13 Mar IRFC was trading at 97.20. The strike last trading price was 17.44, 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 12 Mar IRFC was trading at 99.92. The strike last trading price was 17.44, 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 Mar IRFC was trading at 99.25. The strike last trading price was 17.44, 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 10 Mar IRFC was trading at 100.71. The strike last trading price was 17.44, 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 9 Mar IRFC was trading at 97.57. The strike last trading price was 17.44, 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 6 Mar IRFC was trading at 99.47. The strike last trading price was 17.44, 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 Mar IRFC was trading at 98.85. The strike last trading price was 17.44, 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 Mar IRFC was trading at 97.74. The strike last trading price was 17.44, 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 2 Mar IRFC was trading at 99.34. The strike last trading price was 17.44, 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 27 Feb IRFC was trading at 103.55. The strike last trading price was 17.44, 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 26 Feb IRFC was trading at 103.23. The strike last trading price was 17.44, 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-Apr-2026 (28d) 95 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.09
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 87.23 | 9.17 | 2.02 | 48.83 | 67 | 25 | 377 |
| 27 Mar | 92.45 | 7.28 | 2.46 | 57.04 | 161 | 32 | 359 |
| 25 Mar | 95.24 | 4.81 | -1.54 | 45.85 | 217 | 106 | 328 |
| 24 Mar | 92.87 | 6.3 | -2.66 | 49.69 | 55 | 31 | 219 |
| 23 Mar | 89.45 | 8.85 | 3.53 | 54.11 | 42 | -2 | 188 |
| 20 Mar | 94.69 | 5.35 | 0.29 | 46.03 | 48 | 39 | 190 |
| 19 Mar | 95.04 | 4.8 | 1.91 | 43.72 | 66 | 51 | 151 |
| 18 Mar | 98.25 | 2.9 | -0.67 | 36.75 | 23 | 13 | 99 |
| 17 Mar | 96.74 | 3.57 | -0.8 | 37.83 | 12 | 4 | 86 |
| 16 Mar | 96.44 | 4.37 | -0.15 | 42.19 | 11 | 6 | 81 |
| 13 Mar | 97.20 | 4.52 | 0.92 | 45.03 | 32 | 28 | 73 |
| 12 Mar | 99.92 | 3.6 | 0 | 44.91 | 18 | 10 | 44 |
| 11 Mar | 99.25 | 3.6 | 0.6 | 42.39 | 2 | 0 | 34 |
| 10 Mar | 100.71 | 3 | -2.1 | 41.86 | 40 | 19 | 33 |
| 9 Mar | 97.57 | 5.1 | 1.7 | 49.14 | 7 | 4 | 15 |
| 6 Mar | 99.47 | 3.4 | -1.2 | 39.83 | 2 | 1 | 10 |
| 5 Mar | 98.85 | 4.6 | 0.29 | 47.35 | 6 | 3 | 8 |
| 4 Mar | 97.74 | 4.31 | 1.69 | 42.63 | 2 | 1 | 4 |
| 2 Mar | 99.34 | 2.62 | 0.46 | 33.75 | 4 | 1 | 4 |
| 27 Feb | 103.55 | 2.16 | -0.13 | 36.62 | 3 | 0 | 3 |
| 26 Feb | 103.23 | 2.29 | 0.37 | 37.12 | 7 | 2 | 2 |
For Indian Railway Fin Corp L - strike price 95 expiring on 28APR2026
Delta for 95 PE is -0.69
Historical price for 95 PE is as follows
On 30 Mar IRFC was trading at 87.23. The strike last trading price was 9.17, which was 2.02 higher than the previous day. The implied volatity was 48.83, the open interest changed by 25 which increased total open position to 377
On 27 Mar IRFC was trading at 92.45. The strike last trading price was 7.28, which was 2.46 higher than the previous day. The implied volatity was 57.04, the open interest changed by 32 which increased total open position to 359
On 25 Mar IRFC was trading at 95.24. The strike last trading price was 4.81, which was -1.54 lower than the previous day. The implied volatity was 45.85, the open interest changed by 106 which increased total open position to 328
On 24 Mar IRFC was trading at 92.87. The strike last trading price was 6.3, which was -2.66 lower than the previous day. The implied volatity was 49.69, the open interest changed by 31 which increased total open position to 219
On 23 Mar IRFC was trading at 89.45. The strike last trading price was 8.85, which was 3.53 higher than the previous day. The implied volatity was 54.11, the open interest changed by -2 which decreased total open position to 188
On 20 Mar IRFC was trading at 94.69. The strike last trading price was 5.35, which was 0.29 higher than the previous day. The implied volatity was 46.03, the open interest changed by 39 which increased total open position to 190
On 19 Mar IRFC was trading at 95.04. The strike last trading price was 4.8, which was 1.91 higher than the previous day. The implied volatity was 43.72, the open interest changed by 51 which increased total open position to 151
On 18 Mar IRFC was trading at 98.25. The strike last trading price was 2.9, which was -0.67 lower than the previous day. The implied volatity was 36.75, the open interest changed by 13 which increased total open position to 99
On 17 Mar IRFC was trading at 96.74. The strike last trading price was 3.57, which was -0.8 lower than the previous day. The implied volatity was 37.83, the open interest changed by 4 which increased total open position to 86
On 16 Mar IRFC was trading at 96.44. The strike last trading price was 4.37, which was -0.15 lower than the previous day. The implied volatity was 42.19, the open interest changed by 6 which increased total open position to 81
On 13 Mar IRFC was trading at 97.20. The strike last trading price was 4.52, which was 0.92 higher than the previous day. The implied volatity was 45.03, the open interest changed by 28 which increased total open position to 73
On 12 Mar IRFC was trading at 99.92. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 44.91, the open interest changed by 10 which increased total open position to 44
On 11 Mar IRFC was trading at 99.25. The strike last trading price was 3.6, which was 0.6 higher than the previous day. The implied volatity was 42.39, the open interest changed by 0 which decreased total open position to 34
On 10 Mar IRFC was trading at 100.71. The strike last trading price was 3, which was -2.1 lower than the previous day. The implied volatity was 41.86, the open interest changed by 19 which increased total open position to 33
On 9 Mar IRFC was trading at 97.57. The strike last trading price was 5.1, which was 1.7 higher than the previous day. The implied volatity was 49.14, the open interest changed by 4 which increased total open position to 15
On 6 Mar IRFC was trading at 99.47. The strike last trading price was 3.4, which was -1.2 lower than the previous day. The implied volatity was 39.83, the open interest changed by 1 which increased total open position to 10
On 5 Mar IRFC was trading at 98.85. The strike last trading price was 4.6, which was 0.29 higher than the previous day. The implied volatity was 47.35, the open interest changed by 3 which increased total open position to 8
On 4 Mar IRFC was trading at 97.74. The strike last trading price was 4.31, which was 1.69 higher than the previous day. The implied volatity was 42.63, the open interest changed by 1 which increased total open position to 4
On 2 Mar IRFC was trading at 99.34. The strike last trading price was 2.62, which was 0.46 higher than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 4
On 27 Feb IRFC was trading at 103.55. The strike last trading price was 2.16, which was -0.13 lower than the previous day. The implied volatity was 36.62, the open interest changed by 0 which decreased total open position to 3
On 26 Feb IRFC was trading at 103.23. The strike last trading price was 2.29, which was 0.37 higher than the previous day. The implied volatity was 37.12, the open interest changed by 2 which increased total open position to 2
