IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 145 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 129.69 | 0.2 | 0 | 38.20 | 37 | -6 | 299 | |||||||||
| 14 Sept | 126.23 | 0.2 | 0 | 35.68 | 169 | -60 | 197 | |||||||||
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| 17 Aug | 124.50 | 1.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.06
Historical price for 145 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.20, the open interest changed by -6 which decreased total open position to 299
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 35.68, the open interest changed by -60 which decreased total open position to 197
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 1.25, 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
| IRFC 30SEP2025 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 15 | -0.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 126.23 | 18.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 124.50 | 16.7 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 145 expiring on 30SEP2025
Delta for 145 PE is 0.00
Historical price for 145 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 15, which was -0.1 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 18.7, 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 16.7, 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
