IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 117.5 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 12.65 | 0.25 | - | 1 | -1 | 70 | |||||||||
| 14 Sept | 126.23 | 9.5 | -0.35 | 24.03 | 6 | 0 | 71 | |||||||||
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| 17 Aug | 124.50 | 17.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 CE is -
Historical price for 117.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 12.65, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 70
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 9.5, which was -0.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 71
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 17.2, 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 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.1 | -0.1 | 32.86 | 114 | -88 | 79 |
| 14 Sept | 126.23 | 0.4 | -0.15 | 28.00 | 22 | -4 | 126 |
| 17 Aug | 124.50 | 5.15 | 0 | 6.26 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 PE is -0.03
Historical price for 117.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 32.86, the open interest changed by -88 which decreased total open position to 79
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.00, the open interest changed by -4 which decreased total open position to 126
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0
