IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 129.69 | 14.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 126.23 | 11.4 | 0 | - | 11 | -3 | 37 | |||||||||
| 17 Aug | 124.50 | 30.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.00
Historical price for 115 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 14.3, 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 11.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 37
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 30.95, 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 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.05 | -0.1 | 34.43 | 26 | -10 | 285 |
| 14 Sept | 126.23 | 0.25 | -0.15 | 29.96 | 74 | 12 | 238 |
| 17 Aug | 124.50 | 4.25 | 0 | 7.97 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.02
Historical price for 115 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 34.43, the open interest changed by -10 which decreased total open position to 285
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by 12 which increased total open position to 238
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 7.97, the open interest changed by 0 which decreased total open position to 0
