IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.09
Theta: -0.12
Gamma: 0.07
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 2.4 | -0.1 | 25.53 | 2,438 | -53 | 1,692 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 126.23 | 1.6 | 0.05 | 25.72 | 1,249 | 73 | 1,489 | |||||||||
| 17 Aug | 124.50 | 3.5 | -0.65 | 28.86 | 25 | 15 | 62 | |||||||||
For Indian Railway Fin Corp L - strike price 130 expiring on 30SEP2025
Delta for 130 CE is 0.52
Historical price for 130 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 25.53, the open interest changed by -53 which decreased total open position to 1692
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by 73 which increased total open position to 1489
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 28.86, the open interest changed by 15 which increased total open position to 62
| IRFC 30SEP2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.09
Theta: -0.08
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 2 | -0.55 | 23.42 | 588 | -19 | 732 |
| 14 Sept | 126.23 | 4.8 | -0.55 | 26.11 | 153 | -9 | 369 |
| 17 Aug | 124.50 | 8.35 | 0.35 | 34.34 | 3 | 2 | 9 |
For Indian Railway Fin Corp L - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -0.48
Historical price for 130 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 23.42, the open interest changed by -19 which decreased total open position to 732
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by -9 which decreased total open position to 369
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 8.35, which was 0.35 higher than the previous day. The implied volatity was 34.34, the open interest changed by 2 which increased total open position to 9
