IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 20.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 126.23 | 17.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 124.50 | 34.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 110 expiring on 30SEP2025
Delta for 110 CE is 0.00
Historical price for 110 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 20.05, 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 14 Sept IRFC was trading at 126.23. The strike last trading price was 17.55, 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 17 Aug IRFC was trading at 124.50. The strike last trading price was 34.7, 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 30SEP2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.1 | 0 | 49.83 | 10 | -5 | 144 |
| 14 Sept | 126.23 | 0.15 | -0.05 | 36.51 | 32 | -4 | 188 |
| 17 Aug | 124.50 | 0.9 | 0.1 | 33.54 | 9 | 8 | 27 |
For Indian Railway Fin Corp L - strike price 110 expiring on 30SEP2025
Delta for 110 PE is -0.02
Historical price for 110 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 49.83, the open interest changed by -5 which decreased total open position to 144
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.51, the open interest changed by -4 which decreased total open position to 188
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 33.54, the open interest changed by 8 which increased total open position to 27
