IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 137.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.05
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 0.45 | -0.1 | 28.46 | 138 | -5 | 392 | |||||||||
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| 14 Sept | 126.23 | 0.45 | -0.05 | 29.50 | 29 | -1 | 48 | |||||||||
| 17 Aug | 124.50 | 7.4 | 0 | 7.64 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 CE is 0.14
Historical price for 137.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 28.46, the open interest changed by -5 which decreased total open position to 392
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 48
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
| IRFC 30SEP2025 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.04
Theta: -0.01
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 7.5 | -0.6 | 23.63 | 9 | 1 | 15 |
| 14 Sept | 126.23 | 11.1 | -0.4 | 29.97 | 6 | 1 | 7 |
| 17 Aug | 124.50 | 15.15 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 PE is -0.90
Historical price for 137.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 7.5, which was -0.6 lower than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 15
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 11.1, which was -0.4 lower than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 7
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 15.15, 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
