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[--[65.84.65.76]--]
IRFC
Indian Railway Fin Corp L

117.69 -1.51 (-1.27%)

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Historical option data for IRFC

13 Mar 2025 04:14 PM IST
IRFC 27MAR2025 97.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 19.7 0 0.00 0 0 0
12 Mar 119.20 19.7 0 0.00 0 -8 0
11 Mar 119.30 19.7 0.15 - 11 -8 45
10 Mar 119.75 19.55 0.7 - 6 54 54
7 Mar 123.42 18.85 0 0.00 0 2 0
6 Mar 120.59 18.85 0.95 - 6 3 54
5 Mar 117.73 17.9 1.45 - 1 0 50
4 Mar 114.59 16.45 3.85 - 5 0 48
3 Mar 111.13 12.6 3.2 - 124 42 47
28 Feb 112.42 9.35 -35.85 - 5 2 2
27 Feb 120.36 0 0 0.00 0 0 0
26 Feb 123.26 0 0 0.00 0 0 0
25 Feb 123.26 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 97.5 expiring on 27MAR2025

Delta for 97.5 CE is 0.00

Historical price for 97.5 CE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 19.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 19.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 19.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 45


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 19.55, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 54


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 18.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 18.85, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 54


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 17.9, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 16.45, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 12.6, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 47


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 9.35, which was -35.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


IRFC 27MAR2025 97.5 PE
Delta: -0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 117.69 0.2 -0.15 55.63 9 -8 104
12 Mar 119.20 0.35 0 0.00 0 -14 0
11 Mar 119.30 0.35 -0.05 - 29 -4 122
10 Mar 119.75 0.4 0.15 - 41 0 124
7 Mar 123.42 0.25 -0.1 59.62 32 -2 124
6 Mar 120.59 0.35 -0.2 57.17 38 4 124
5 Mar 117.73 0.55 -0.4 57.63 42 -10 120
4 Mar 114.59 0.95 -0.55 58.51 153 21 130
3 Mar 111.13 1.5 -1.25 59.37 343 95 109
28 Feb 112.42 2.7 2.25 72.86 58 12 12
27 Feb 120.36 0 0 0.00 0 0 0
26 Feb 123.26 0 0 0.00 0 0 0
25 Feb 123.26 0 0 0.00 0 0 0


For Indian Railway Fin Corp L - strike price 97.5 expiring on 27MAR2025

Delta for 97.5 PE is -0.04

Historical price for 97.5 PE is as follows

On 13 Mar IRFC was trading at 117.69. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 55.63, the open interest changed by -8 which decreased total open position to 104


On 12 Mar IRFC was trading at 119.20. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0


On 11 Mar IRFC was trading at 119.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 122


On 10 Mar IRFC was trading at 119.75. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124


On 7 Mar IRFC was trading at 123.42. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 59.62, the open interest changed by -2 which decreased total open position to 124


On 6 Mar IRFC was trading at 120.59. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 57.17, the open interest changed by 4 which increased total open position to 124


On 5 Mar IRFC was trading at 117.73. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 57.63, the open interest changed by -10 which decreased total open position to 120


On 4 Mar IRFC was trading at 114.59. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 58.51, the open interest changed by 21 which increased total open position to 130


On 3 Mar IRFC was trading at 111.13. The strike last trading price was 1.5, which was -1.25 lower than the previous day. The implied volatity was 59.37, the open interest changed by 95 which increased total open position to 109


On 28 Feb IRFC was trading at 112.42. The strike last trading price was 2.7, which was 2.25 higher than the previous day. The implied volatity was 72.86, the open interest changed by 12 which increased total open position to 12


On 27 Feb IRFC was trading at 120.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Feb IRFC was trading at 123.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Feb IRFC was trading at 123.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0