Historical option data for IRFC
24 Jun 2026 11:01 AM IST
| IRFC 28-Jul-2026 (34d) 100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0
Theta: -0.04
Gamma: 0.04003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 93.78 | 1.25 | -1.4 (-52.83%) | 28.29 | 1,003 | 374 | 861 | |||||||||
| 23 Jun | 98.67 | 2.5 | -1.8 (-41.86%) | 24.58 | 341 | 193 | 487 | |||||||||
| 22 Jun | 100.90 | 4.19 | 0.74 (21.45%) | 27.68 | 140 | 3 | 295 | |||||||||
| 19 Jun | 99.51 | 3.53 | -0.59 (-14.32%) | 25.79 | 126 | 49 | 294 | |||||||||
| 18 Jun | 100.13 | 4.16 | -0.29 (-6.52%) | 28.92 | 163 | 90 | 238 | |||||||||
| 17 Jun | 100.44 | 4.45 | 1.32 (42.17%) | 28.64 | 244 | 44 | 148 | |||||||||
| 16 Jun | 97.63 | 3.12 | 0.06 (1.96%) | 29.32 | 59 | 25 | 105 | |||||||||
| 15 Jun | 97.08 | 3.16 | 0.37 (13.26%) | 31.24 | 63 | 4 | 79 | |||||||||
| 12 Jun | 95.89 | 2.8 | 0.82 (41.41%) | 31.05 | 45 | 1 | 70 | |||||||||
| 11 Jun | 93.33 | 1.94 | -0.47 (-19.50%) | 31.08 | 48 | 22 | 69 | |||||||||
| 10 Jun | 94.80 | 2.34 | -0.6 (-20.41%) | 30.58 | 47 | 20 | 46 | |||||||||
| 9 Jun | 96.01 | 2.94 | 0.64 (27.83%) | 30.45 | 53 | -10 | 25 | |||||||||
| 8 Jun | 94.70 | 2.3 | -1.2 (-34.29%) | 29.02 | 20 | 0 | 35 | |||||||||
| 5 Jun | 96.47 | 3.5 | 0.28 (8.70%) | 31.42 | 11 | 10 | 35 | |||||||||
| 4 Jun | 96.06 | 3.22 | 0 (0.00%) | 30.34 | 3 | 0 | 25 | |||||||||
| 3 Jun | 95.75 | 3.22 | -0.28 (-8.00%) | 31.69 | 2 | 0 | 25 | |||||||||
| 2 Jun | 96.67 | 3.5 | 0 (0.00%) | 32.06 | 8 | 3 | 23 | |||||||||
| 1 Jun | 96.27 | 3.5 | -0.5 (-12.50%) | 28.5 | 10 | 0 | 10 | |||||||||
| 29 May | 97.51 | 4 | -9 (-69.23%) | 29.39 | 10 | 4 | 4 | |||||||||
| 27 May | 99.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 99.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 100.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 98.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 98.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 97.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 97.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 97.66 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 98.86 | 0 | -13 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 100.19 | 0 | -12.58 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 101.48 | 0 | -12.58 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 99.36 | 0 | -12.58 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 103.08 | 0 | -13 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 6 May | 106.74 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 105.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 104.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 104.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 105.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Railway Fin Corp L - strike price 100 expiring on 28JUL2026
Delta for 100 CE is 0.26
Historical price for 100 CE is as follows
On 24 Jun IRFC was trading at 93.78. The strike last trading price was 1.25, which was -1.4 lower than the previous day. The implied volatity was 28.29, the open interest changed by 374 which increased total open position to 861
On 23 Jun IRFC was trading at 98.67. The strike last trading price was 2.5, which was -1.8 lower than the previous day. The implied volatity was 24.58, the open interest changed by 193 which increased total open position to 487
On 22 Jun IRFC was trading at 100.90. The strike last trading price was 4.19, which was 0.74 higher than the previous day. The implied volatity was 27.68, the open interest changed by 3 which increased total open position to 295
On 19 Jun IRFC was trading at 99.51. The strike last trading price was 3.53, which was -0.59 lower than the previous day. The implied volatity was 25.79, the open interest changed by 49 which increased total open position to 294
On 18 Jun IRFC was trading at 100.13. The strike last trading price was 4.16, which was -0.29 lower than the previous day. The implied volatity was 28.92, the open interest changed by 90 which increased total open position to 238
On 17 Jun IRFC was trading at 100.44. The strike last trading price was 4.45, which was 1.32 higher than the previous day. The implied volatity was 28.64, the open interest changed by 44 which increased total open position to 148
On 16 Jun IRFC was trading at 97.63. The strike last trading price was 3.12, which was 0.06 higher than the previous day. The implied volatity was 29.32, the open interest changed by 25 which increased total open position to 105
On 15 Jun IRFC was trading at 97.08. The strike last trading price was 3.16, which was 0.37 higher than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 79
On 12 Jun IRFC was trading at 95.89. The strike last trading price was 2.8, which was 0.82 higher than the previous day. The implied volatity was 31.05, the open interest changed by 1 which increased total open position to 70
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 1.94, which was -0.47 lower than the previous day. The implied volatity was 31.08, the open interest changed by 22 which increased total open position to 69
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 2.34, which was -0.6 lower than the previous day. The implied volatity was 30.58, the open interest changed by 20 which increased total open position to 46
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 2.94, which was 0.64 higher than the previous day. The implied volatity was 30.45, the open interest changed by -10 which decreased total open position to 25
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 2.3, which was -1.2 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 35
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 3.5, which was 0.28 higher than the previous day. The implied volatity was 31.42, the open interest changed by 10 which increased total open position to 35
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 3.22, which was 0 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 25
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 3.22, which was -0.28 lower than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 25
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 32.06, the open interest changed by 3 which increased total open position to 23
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 28.5, the open interest changed by 0 which decreased total open position to 10
On 29 May IRFC was trading at 97.51. The strike last trading price was 4, which was -9 lower than the previous day. The implied volatity was 29.39, the open interest changed by 4 which increased total open position to 4
On 27 May IRFC was trading at 99.19. The strike last trading price was 0, 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
On 26 May IRFC was trading at 99.28. The strike last trading price was 0, 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
On 25 May IRFC was trading at 100.45. The strike last trading price was 0, 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
On 22 May IRFC was trading at 98.19. The strike last trading price was 0, 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
On 21 May IRFC was trading at 98.17. The strike last trading price was 0, 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
On 20 May IRFC was trading at 97.13. The strike last trading price was 0, 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
On 19 May IRFC was trading at 97.22. The strike last trading price was 0, 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
On 18 May IRFC was trading at 97.66. The strike last trading price was 0, 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
On 15 May IRFC was trading at 98.86. The strike last trading price was 0, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IRFC was trading at 100.19. The strike last trading price was 0, which was -12.58 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IRFC was trading at 101.48. The strike last trading price was 0, which was -12.58 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IRFC was trading at 99.36. The strike last trading price was 0, which was -12.58 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IRFC was trading at 103.08. The strike last trading price was 0, which was -13 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 6 May IRFC was trading at 106.74. The strike last trading price was 0, 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
On 5 May IRFC was trading at 105.82. The strike last trading price was 0, 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
On 4 May IRFC was trading at 104.41. The strike last trading price was 0, 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
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 0, 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
On 29 Apr IRFC was trading at 105.08. The strike last trading price was 0, 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
| IRFC 28-Jul-2026 (34d) 100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0
Theta: -0.06
Gamma: 0.02853
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 93.78 | 8.82 | 3.38 (62.13%) | 45.43 | 167 | 22 | 306 |
| 23 Jun | 98.67 | 6.03 | 2.35 (63.86%) | 44.53 | 163 | 129 | 284 |
| 22 Jun | 100.90 | 3.66 | -0.34 (-8.50%) | 34.31 | 57 | 34 | 154 |
| 19 Jun | 99.51 | 4.44 | 0.44 (11.00%) | 34.92 | 69 | 54 | 121 |
| 18 Jun | 100.13 | 4.06 | 0.06 (1.50%) | 33.75 | 42 | 26 | 66 |
| 17 Jun | 100.44 | 3.92 | -1.08 (-21.60%) | 33.47 | 39 | 23 | 39 |
| 16 Jun | 97.63 | 5.05 | -0.95 (-15.83%) | 31.61 | 3 | 1 | 16 |
| 15 Jun | 97.08 | 5.52 | -3.48 (-38.67%) | 33.25 | 8 | 3 | 15 |
| 12 Jun | 95.89 | 9.15 | 9.15 (12.50%) | 40.67 | 1 | 0 | 12 |
| 11 Jun | 93.33 | 9 | 1 (12.50%) | 40.67 | 1 | 1 | 12 |
| 10 Jun | 94.80 | 8 | 0 (0.00%) | 40.39 | 14 | 2 | 10 |
| 9 Jun | 96.01 | 8 | 8 (8.64%) | 38.91 | 1 | 0 | 8 |
| 8 Jun | 94.70 | 7.8 | 0.62 (8.64%) | 38.91 | 1 | 1 | 8 |
| 5 Jun | 96.47 | 7.18 | 7.18 | - | 4 | 0 | 7 |
| 4 Jun | 96.06 | 7.18 | 7.18 (17.70%) | 34.97 | 4 | 0 | 7 |
| 3 Jun | 95.75 | 7.18 | 1.08 (17.70%) | 34.97 | 4 | 3 | 6 |
| 2 Jun | 96.67 | 6.1 | 6.1 | - | 2 | 0 | 3 |
| 1 Jun | 96.27 | 6.1 | 6.1 (74.29%) | 36.99 | 2 | 0 | 3 |
| 29 May | 97.51 | 6.1 | 2.6 (74.29%) | 36.99 | 2 | 2 | 3 |
| 27 May | 99.19 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 26 May | 99.28 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 25 May | 100.45 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 22 May | 98.19 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 21 May | 98.17 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 20 May | 97.13 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 19 May | 97.22 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 18 May | 97.66 | 3.5 | 0 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 98.86 | 3.5 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 100.19 | 4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 101.48 | 4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 99.36 | 4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 103.08 | 3.5 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 6 May | 106.74 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 105.82 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 104.41 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 104.21 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 105.08 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Railway Fin Corp L - strike price 100 expiring on 28JUL2026
Delta for 100 PE is -0.64
Historical price for 100 PE is as follows
On 24 Jun IRFC was trading at 93.78. The strike last trading price was 8.82, which was 3.38 higher than the previous day. The implied volatity was 45.43, the open interest changed by 22 which increased total open position to 306
On 23 Jun IRFC was trading at 98.67. The strike last trading price was 6.03, which was 2.35 higher than the previous day. The implied volatity was 44.53, the open interest changed by 129 which increased total open position to 284
On 22 Jun IRFC was trading at 100.90. The strike last trading price was 3.66, which was -0.34 lower than the previous day. The implied volatity was 34.31, the open interest changed by 34 which increased total open position to 154
On 19 Jun IRFC was trading at 99.51. The strike last trading price was 4.44, which was 0.44 higher than the previous day. The implied volatity was 34.92, the open interest changed by 54 which increased total open position to 121
On 18 Jun IRFC was trading at 100.13. The strike last trading price was 4.06, which was 0.06 higher than the previous day. The implied volatity was 33.75, the open interest changed by 26 which increased total open position to 66
On 17 Jun IRFC was trading at 100.44. The strike last trading price was 3.92, which was -1.08 lower than the previous day. The implied volatity was 33.47, the open interest changed by 23 which increased total open position to 39
On 16 Jun IRFC was trading at 97.63. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1 which increased total open position to 16
On 15 Jun IRFC was trading at 97.08. The strike last trading price was 5.52, which was -3.48 lower than the previous day. The implied volatity was 33.25, the open interest changed by 3 which increased total open position to 15
On 12 Jun IRFC was trading at 95.89. The strike last trading price was 9.15, which was 9.15 higher than the previous day. The implied volatity was 40.67, the open interest changed by 0 which decreased total open position to 12
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was 40.67, the open interest changed by 1 which increased total open position to 12
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 40.39, the open interest changed by 2 which increased total open position to 10
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 8, which was 8 higher than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 8
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 7.8, which was 0.62 higher than the previous day. The implied volatity was 38.91, the open interest changed by 1 which increased total open position to 8
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 7.18, which was 7.18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 7.18, which was 7.18 higher than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 7
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 7.18, which was 1.08 higher than the previous day. The implied volatity was 34.97, the open interest changed by 3 which increased total open position to 6
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 6.1, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 6.1, which was 6.1 higher than the previous day. The implied volatity was 36.99, the open interest changed by 0 which decreased total open position to 3
On 29 May IRFC was trading at 97.51. The strike last trading price was 6.1, which was 2.6 higher than the previous day. The implied volatity was 36.99, the open interest changed by 2 which increased total open position to 3
On 27 May IRFC was trading at 99.19. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May IRFC was trading at 99.28. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May IRFC was trading at 100.45. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May IRFC was trading at 98.19. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May IRFC was trading at 98.17. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May IRFC was trading at 97.13. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May IRFC was trading at 97.22. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May IRFC was trading at 97.66. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May IRFC was trading at 98.86. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May IRFC was trading at 100.19. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May IRFC was trading at 101.48. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May IRFC was trading at 99.36. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May IRFC was trading at 103.08. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 6 May IRFC was trading at 106.74. The strike last trading price was 0, 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
On 5 May IRFC was trading at 105.82. The strike last trading price was 0, 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
On 4 May IRFC was trading at 104.41. The strike last trading price was 0, 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
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 0, 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
On 29 Apr IRFC was trading at 105.08. The strike last trading price was 0, 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
