IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.06
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 6 | 0.25 | 29.78 | 303 | -16 | 479 | |||||||||
| 14 Sept | 126.23 | 3.8 | 0.25 | 25.22 | 736 | -23 | 704 | |||||||||
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| 17 Aug | 124.50 | 5.5 | -0.7 | 27.99 | 26 | 24 | 27 | |||||||||
For Indian Railway Fin Corp L - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.79
Historical price for 125 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 29.78, the open interest changed by -16 which decreased total open position to 479
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 3.8, which was 0.25 higher than the previous day. The implied volatity was 25.22, the open interest changed by -23 which decreased total open position to 704
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 5.5, which was -0.7 lower than the previous day. The implied volatity was 27.99, the open interest changed by 24 which increased total open position to 27
| IRFC 30SEP2025 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.06
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 0.5 | -0.25 | 24.76 | 445 | -66 | 885 |
| 14 Sept | 126.23 | 2 | -0.35 | 25.36 | 514 | -34 | 459 |
| 17 Aug | 124.50 | 5.2 | 0.3 | 32.17 | 26 | 22 | 56 |
For Indian Railway Fin Corp L - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.17
Historical price for 125 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by -66 which decreased total open position to 885
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by -34 which decreased total open position to 459
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 5.2, which was 0.3 higher than the previous day. The implied volatity was 32.17, the open interest changed by 22 which increased total open position to 56
