IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 0.04
Theta: -0.06
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 129.69 | 0.35 | 0 | 32.33 | 251 | -29 | 773 | |||||||||
| 14 Sept | 126.23 | 0.3 | -0.05 | 30.80 | 149 | 11 | 799 | |||||||||
| 17 Aug | 124.50 | 1.25 | -0.4 | 30.15 | 57 | -19 | 122 | |||||||||
For Indian Railway Fin Corp L - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.10
Historical price for 140 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.33, the open interest changed by -29 which decreased total open position to 773
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.80, the open interest changed by 11 which increased total open position to 799
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 30.15, the open interest changed by -19 which decreased total open position to 122
| IRFC 30SEP2025 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.04
Theta: -0.04
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 10.2 | -0.2 | 34.47 | 8 | 4 | 148 |
| 14 Sept | 126.23 | 13.45 | -0.7 | 31.69 | 2 | -1 | 137 |
| 17 Aug | 124.50 | 15.6 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.88
Historical price for 140 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 10.2, which was -0.2 lower than the previous day. The implied volatity was 34.47, the open interest changed by 4 which increased total open position to 148
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 13.45, which was -0.7 lower than the previous day. The implied volatity was 31.69, the open interest changed by -1 which decreased total open position to 137
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 15.6, 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
