IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 142.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 0.25 | 0 | 34.98 | 30 | 17 | 50 | |||||||||
| 14 Sept | 126.23 | 0.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 124.50 | 5.85 | 0 | 10.27 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 CE is 0.07
Historical price for 142.5 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 34.98, the open interest changed by 17 which increased total open position to 50
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.25, 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
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
| IRFC 30SEP2025 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 129.69 | 12.65 | -0.15 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 126.23 | 18.55 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 124.50 | 18.55 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 PE is 0.00
Historical price for 142.5 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 12.65, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 18.55, 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
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 18.55, 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
