IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 127.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.08
Theta: -0.11
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 3.85 | 0 | 25.22 | 366 | -9 | 299 | |||||||||
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| 14 Sept | 126.23 | 2.5 | 0.1 | 25.19 | 581 | 6 | 400 | |||||||||
| 17 Aug | 124.50 | 4.3 | -7.25 | 27.82 | 6 | 4 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 CE is 0.69
Historical price for 127.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 25.22, the open interest changed by -9 which decreased total open position to 299
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 2.5, which was 0.1 higher than the previous day. The implied volatity was 25.19, the open interest changed by 6 which increased total open position to 400
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 4.3, which was -7.25 lower than the previous day. The implied volatity was 27.82, the open interest changed by 4 which increased total open position to 0
| IRFC 30SEP2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.08
Theta: -0.07
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 1 | -0.4 | 23.36 | 309 | 36 | 319 |
| 14 Sept | 126.23 | 3.2 | -0.5 | 25.67 | 193 | 19 | 111 |
| 17 Aug | 124.50 | 9.4 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 PE is -0.29
Historical price for 127.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 23.36, the open interest changed by 36 which increased total open position to 319
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 3.2, which was -0.5 lower than the previous day. The implied volatity was 25.67, the open interest changed by 19 which increased total open position to 111
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 9.4, 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
