IRFC
Indian Railway Fin Corp L
164.91
8.06 (5.14%)
Option Chain for IRFC
11 Dec 2024 04:14 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 3525 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 34.70 | 0.00 | 120 | 0.00 | 0.10 | - | 9 | 0 | 19 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 122.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 30.20 | 0.00 | 125 | -0.05 | 0.10 | - | 8 | 2 | 23 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 127.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 25.95 | 0.00 | 130 | -0.10 | 0.10 | - | 82 | 2 | 196 | - |
- | 0 | 0 | 0 | - | 23.90 | 0.00 | 132.5 | 0.00 | 2.30 | 30.00 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 1 | 0 | 0.00 | 21.00 | 0.00 | 135 | -0.15 | 0.15 | 51.47 | 54 | 8 | 298 | -0.02 |
- | 0 | 0 | 0 | - | 20.10 | 0.00 | 137.5 | -0.20 | 0.30 | 53.78 | 65 | 0 | 71 | -0.04 |
- | 49 | 9 | 47 | - | 24.60 | 8.20 | 140 | -0.25 | 0.35 | 51.03 | 654 | -32 | 684 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 9.60 | 0.00 | 142.5 | -0.45 | 0.45 | 49.26 | 271 | -49 | 45 | -0.06 |
- | 134 | 9 | 46 | - | 20.30 | 7.95 | 145 | -0.70 | 0.55 | 46.90 | 1,308 | 183 | 493 | -0.08 |
0.92 | 118 | -2 | 20 | 41.10 | 18.40 | 7.95 | 147.5 | -1.00 | 0.80 | 46.69 | 422 | 12 | 143 | -0.10 |
0.92 | 304 | -120 | 847 | 36.24 | 15.90 | 7.25 | 150 | -1.50 | 1.05 | 45.32 | 2,421 | 125 | 786 | -0.13 |
0.88 | 110 | -12 | 109 | 34.69 | 13.60 | 6.55 | 152.5 | -2.05 | 1.35 | 43.69 | 639 | 14 | 106 | -0.17 |
0.82 | 489 | -330 | 2,743 | 37.58 | 11.75 | 6.05 | 155 | -2.75 | 1.80 | 42.78 | 2,456 | 189 | 476 | -0.21 |
0.75 | 196 | -222 | 1,223 | 38.03 | 9.90 | 5.30 | 157.5 | -3.55 | 2.35 | 41.71 | 1,225 | 57 | 201 | -0.27 |
0.68 | 1,223 | -749 | 10,744 | 39.46 | 8.35 | 4.75 | 160 | -4.25 | 3.15 | 41.59 | 4,511 | 718 | 957 | -0.33 |
0.61 | 348 | -15 | 5,049 | 38.47 | 6.70 | 3.90 | 162.5 | -5.15 | 4.15 | 41.70 | 1,754 | 214 | 230 | -0.40 |
0.53 | 1,750 | 783 | 18,192 | 38.77 | 5.40 | 3.20 | 165 | -3.70 | 5.35 | 41.98 | 3,372 | 605 | 623 | -0.47 |
0.46 | 351 | 295 | 3,333 | 39.50 | 4.35 | 2.65 | 167.5 | -11.45 | 6.95 | 43.93 | 336 | 73 | 73 | -0.54 |
0.39 | 2,278 | 1,206 | 13,231 | 40.42 | 3.50 | 2.15 | 170 | -11.95 | 8.30 | 42.73 | 887 | 490 | 490 | -0.61 |
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0.33 | 166 | 129 | 1,234 | 41.71 | 2.85 | 1.80 | 172.5 | -11.80 | 10.35 | 45.88 | 9 | 1 | 1 | -0.66 |
0.27 | 828 | 335 | 4,442 | 42.77 | 2.30 | 1.45 | 175 | -11.65 | 12.45 | 48.63 | 8 | 2 | 2 | -0.70 |
0.22 | 127 | 127 | 659 | 43.27 | 1.80 | -1.20 | 177.5 | 0.00 | 26.15 | - | 0 | 0 | 0 | - |
0.19 | 1,135 | 334 | 6,032 | 44.88 | 1.50 | 0.90 | 180 | -4.80 | 16.80 | 53.51 | 3 | 0 | 3 | -0.76 |
0.15 | 39 | 39 | 49 | 45.12 | 1.15 | 1.15 | 182.5 | 30.35 | 30.35 | - | 0 | 0 | 0 | - |
0.12 | 955 | 814 | 4,489 | 45.73 | 0.90 | 0.55 | 185 | -11.45 | 21.05 | 54.91 | 3 | 1 | 1 | -0.83 |
0.10 | 74 | 74 | 259 | 47.13 | 0.75 | 0.00 | 187.5 | 0.00 | 34.75 | - | 0 | 0 | 0 | - |
10,674 | 5,921 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.