IRFC
Indian Railway Fin Corp L
Historical option data for IRFC
21 Sep 2025 04:15 PM IST
| IRFC 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.01
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 129.69 | 0.1 | 0 | 41.93 | 18 | -8 | 381 | |||||||||
| 14 Sept | 126.23 | 0.15 | 0.05 | 40.49 | 58 | 5 | 209 | |||||||||
| 17 Aug | 124.50 | 0.5 | -0.2 | 32.93 | 17 | -2 | 67 | |||||||||
For Indian Railway Fin Corp L - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.03
Historical price for 150 CE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 41.93, the open interest changed by -8 which decreased total open position to 381
On 14 Sept IRFC was trading at 126.23. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 40.49, the open interest changed by 5 which increased total open position to 209
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 32.93, the open interest changed by -2 which decreased total open position to 67
| IRFC 30SEP2025 150 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 | 20.05 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 126.23 | 23.5 | 0.65 | 49.11 | 1 | -1 | 53 |
| 17 Aug | 124.50 | 19.7 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 150 expiring on 30SEP2025
Delta for 150 PE is 0.00
Historical price for 150 PE is as follows
On 21 Sept IRFC was trading at 129.69. The strike last trading price was 20.05, 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 14 Sept IRFC was trading at 126.23. The strike last trading price was 23.5, which was 0.65 higher than the previous day. The implied volatity was 49.11, the open interest changed by -1 which decreased total open position to 53
On 17 Aug IRFC was trading at 124.50. The strike last trading price was 19.7, 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
