IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 132.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.08
Theta: -0.11
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 1.4 | -0.15 | 26.11 | 1,465 | 30 | 442 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 126.23 | 1.1 | 0.1 | 27.58 | 189 | -9 | 224 | |||||||||
| 17 Aug | 124.50 | 3.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 CE is 0.36
Historical price for 132.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 26.11, the open interest changed by 30 which increased total open position to 442
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 27.58, the open interest changed by -9 which decreased total open position to 224
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 3.8, 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 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.08
Theta: -0.06
Gamma: 0.07
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 3.45 | -0.55 | 23.34 | 118 | 5 | 76 |
| 14 Sept | 126.23 | 6.75 | -0.6 | 27.60 | 10 | -1 | 21 |
| 17 Aug | 124.50 | 12.1 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 PE is -0.66
Historical price for 132.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by 5 which increased total open position to 76
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 6.75, which was -0.6 lower than the previous day. The implied volatity was 27.60, the open interest changed by -1 which decreased total open position to 21
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 12.1, 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
