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[--[65.84.65.76]--]
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
Put

Lot Size : 3525

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.