IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.04
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 10.5 | 0.25 | 35.18 | 33 | -5 | 315 | |||||||||
| 14 Sept | 126.23 | 7.5 | 0.5 | 27.01 | 47 | 2 | 367 | |||||||||
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| 17 Aug | 124.50 | 9.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.91
Historical price for 120 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 10.5, which was 0.25 higher than the previous day. The implied volatity was 35.18, the open interest changed by -5 which decreased total open position to 315
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 7.5, which was 0.5 higher than the previous day. The implied volatity was 27.01, the open interest changed by 2 which increased total open position to 367
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 9.35, 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
| IRFC 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.15 | -0.05 | 29.50 | 101 | -2 | 459 |
| 14 Sept | 126.23 | 0.65 | -0.25 | 26.16 | 46 | 7 | 452 |
| 17 Aug | 124.50 | 3.1 | 0.2 | 32.16 | 26 | 12 | 41 |
For Indian Railway Fin Corp L - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.05
Historical price for 120 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.50, the open interest changed by -2 which decreased total open position to 459
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.16, the open interest changed by 7 which increased total open position to 452
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 3.1, which was 0.2 higher than the previous day. The implied volatity was 32.16, the open interest changed by 12 which increased total open position to 41
