IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 122.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.03
Theta: -0.07
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 7.9 | 0.05 | 25.43 | 12 | 3 | 143 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 126.23 | 5.5 | 0.4 | 25.91 | 80 | -3 | 140 | |||||||||
| 17 Aug | 124.50 | 14.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 CE is 0.92
Historical price for 122.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 7.9, which was 0.05 higher than the previous day. The implied volatity was 25.43, the open interest changed by 3 which increased total open position to 143
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 5.5, which was 0.4 higher than the previous day. The implied volatity was 25.91, the open interest changed by -3 which decreased total open position to 140
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 14.15, 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 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.04
Theta: -0.04
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.25 | -0.15 | 26.53 | 234 | 2 | 422 |
| 14 Sept | 126.23 | 1.2 | -0.25 | 25.93 | 291 | -7 | 210 |
| 17 Aug | 124.50 | 7.1 | 0 | 2.68 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 PE is -0.09
Historical price for 122.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 26.53, the open interest changed by 2 which increased total open position to 422
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 25.93, the open interest changed by -7 which decreased total open position to 210
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
