IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.07
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 129.69 | 0.85 | -0.1 | 27.96 | 922 | -11 | 1,345 | |||||||||
| 14 Sept | 126.23 | 0.7 | 0 | 28.45 | 293 | 12 | 367 | |||||||||
| 17 Aug | 124.50 | 2.1 | -0.4 | 29.34 | 9 | 4 | 20 | |||||||||
For Indian Railway Fin Corp L - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.24
Historical price for 135 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 27.96, the open interest changed by -11 which decreased total open position to 1345
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 28.45, the open interest changed by 12 which increased total open position to 367
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 29.34, the open interest changed by 4 which increased total open position to 20
| IRFC 30SEP2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.06
Theta: -0.03
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 5.3 | -0.6 | 23.01 | 43 | 4 | 310 |
| 14 Sept | 126.23 | 8.95 | -0.1 | 30.03 | 5 | 0 | 37 |
| 17 Aug | 124.50 | 11.45 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.81
Historical price for 135 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 5.3, which was -0.6 lower than the previous day. The implied volatity was 23.01, the open interest changed by 4 which increased total open position to 310
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 8.95, which was -0.1 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 37
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 11.45, 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
