Historical option data for IRFC
11 Jun 2026 04:14 PM IST
| IRFC 30-Jun-2026 (18d) 99 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0
Theta: -0.05
Gamma: 0.0461
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 93.33 | 0.82 | -0.18 (-18.00%) | 30.28 | 236 | 43 | 486 | |||||||||
| 10 Jun | 94.80 | 1.19 | -0.81 (-40.50%) | 30.45 | 464 | 96 | 443 | |||||||||
| 9 Jun | 96.01 | 1.73 | 0.73 (73.00%) | 30.54 | 484 | -91 | 346 | |||||||||
| 8 Jun | 94.70 | 1.16 | -0.84 (-42.00%) | 27.67 | 264 | 69 | 437 | |||||||||
| 5 Jun | 96.47 | 1.97 | -0.02 (-1.01%) | 28.9 | 418 | 6 | 368 | |||||||||
| 4 Jun | 96.06 | 2.02 | -0.07 (-3.35%) | 29.71 | 162 | 17 | 363 | |||||||||
| 3 Jun | 95.75 | 2.01 | -0.18 (-8.22%) | 30.54 | 431 | 44 | 346 | |||||||||
| 2 Jun | 96.67 | 2.24 | 0.28 (14.29%) | 27.26 | 160 | -13 | 302 | |||||||||
| 1 Jun | 96.27 | 1.92 | -0.78 (-28.89%) | 26.85 | 383 | 83 | 312 | |||||||||
| 29 May | 97.51 | 2.8 | -0.97 (-25.73%) | 27.42 | 497 | 75 | 229 | |||||||||
| 27 May | 99.19 | 3.83 | 0.11 (2.96%) | 28.6 | 155 | 17 | 155 | |||||||||
| 26 May | 99.28 | 3.76 | -0.91 (-19.49%) | 27.19 | 125 | 43 | 137 | |||||||||
| 25 May | 100.45 | 4.71 | 1.26 (36.52%) | 27.74 | 224 | -53 | 94 | |||||||||
| 22 May | 98.19 | 3.45 | -0.02 (-0.58%) | 27.67 | 54 | 30 | 146 | |||||||||
| 21 May | 98.17 | 3.44 | 0.3 (9.55%) | 27.27 | 52 | 28 | 115 | |||||||||
| 20 May | 97.13 | 3.14 | -0.2 (-5.99%) | 30.14 | 11 | -5 | 86 | |||||||||
| 19 May | 97.22 | 3.34 | -0.66 (-16.50%) | 30.03 | 67 | 45 | 91 | |||||||||
| 18 May | 97.66 | 3.73 | -0.27 (-6.75%) | 30.35 | 53 | 27 | 44 | |||||||||
| 15 May | 98.86 | 4.2 | -2.25 (-34.88%) | 27.98 | 12 | 7 | 15 | |||||||||
| 14 May | 100.19 | 6.45 | -0.05 (-0.77%) | 0 | 1 | 1 | 8 | |||||||||
| 13 May | 101.48 | 6.5 | -5 (-43.48%) | 31.18 | 7 | 5 | 5 | |||||||||
| 12 May | 99.36 | 0 | -11.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 103.08 | 0 | -11.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 106.03 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 106.77 | 0 | 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 | |||||||||
For Indian Railway Fin Corp L - strike price 99 expiring on 30JUN2026
Delta for 99 CE is 0.23
Historical price for 99 CE is as follows
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 0.82, which was -0.18 lower than the previous day. The implied volatity was 30.28, the open interest changed by 43 which increased total open position to 486
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 1.19, which was -0.81 lower than the previous day. The implied volatity was 30.45, the open interest changed by 96 which increased total open position to 443
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 1.73, which was 0.73 higher than the previous day. The implied volatity was 30.54, the open interest changed by -91 which decreased total open position to 346
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 1.16, which was -0.84 lower than the previous day. The implied volatity was 27.67, the open interest changed by 69 which increased total open position to 437
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 1.97, which was -0.02 lower than the previous day. The implied volatity was 28.9, the open interest changed by 6 which increased total open position to 368
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 2.02, which was -0.07 lower than the previous day. The implied volatity was 29.71, the open interest changed by 17 which increased total open position to 363
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 2.01, which was -0.18 lower than the previous day. The implied volatity was 30.54, the open interest changed by 44 which increased total open position to 346
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 2.24, which was 0.28 higher than the previous day. The implied volatity was 27.26, the open interest changed by -13 which decreased total open position to 302
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 1.92, which was -0.78 lower than the previous day. The implied volatity was 26.85, the open interest changed by 83 which increased total open position to 312
On 29 May IRFC was trading at 97.51. The strike last trading price was 2.8, which was -0.97 lower than the previous day. The implied volatity was 27.42, the open interest changed by 75 which increased total open position to 229
On 27 May IRFC was trading at 99.19. The strike last trading price was 3.83, which was 0.11 higher than the previous day. The implied volatity was 28.6, the open interest changed by 17 which increased total open position to 155
On 26 May IRFC was trading at 99.28. The strike last trading price was 3.76, which was -0.91 lower than the previous day. The implied volatity was 27.19, the open interest changed by 43 which increased total open position to 137
On 25 May IRFC was trading at 100.45. The strike last trading price was 4.71, which was 1.26 higher than the previous day. The implied volatity was 27.74, the open interest changed by -53 which decreased total open position to 94
On 22 May IRFC was trading at 98.19. The strike last trading price was 3.45, which was -0.02 lower than the previous day. The implied volatity was 27.67, the open interest changed by 30 which increased total open position to 146
On 21 May IRFC was trading at 98.17. The strike last trading price was 3.44, which was 0.3 higher than the previous day. The implied volatity was 27.27, the open interest changed by 28 which increased total open position to 115
On 20 May IRFC was trading at 97.13. The strike last trading price was 3.14, which was -0.2 lower than the previous day. The implied volatity was 30.14, the open interest changed by -5 which decreased total open position to 86
On 19 May IRFC was trading at 97.22. The strike last trading price was 3.34, which was -0.66 lower than the previous day. The implied volatity was 30.03, the open interest changed by 45 which increased total open position to 91
On 18 May IRFC was trading at 97.66. The strike last trading price was 3.73, which was -0.27 lower than the previous day. The implied volatity was 30.35, the open interest changed by 27 which increased total open position to 44
On 15 May IRFC was trading at 98.86. The strike last trading price was 4.2, which was -2.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 7 which increased total open position to 15
On 14 May IRFC was trading at 100.19. The strike last trading price was 6.45, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 8
On 13 May IRFC was trading at 101.48. The strike last trading price was 6.5, which was -5 lower than the previous day. The implied volatity was 31.18, the open interest changed by 5 which increased total open position to 5
On 12 May IRFC was trading at 99.36. The strike last trading price was 0, which was -11.5 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 -11.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IRFC was trading at 106.03. 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 7 May IRFC was trading at 106.77. 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 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
| IRFC 30-Jun-2026 (18d) 99 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0
Theta: -0.08
Gamma: 0.03517
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 93.33 | 7.5 | 3.03 (67.79%) | 47.18 | 28 | 9 | 296 |
| 10 Jun | 94.80 | 4.47 | 4.47 (-36.22%) | 30.86 | 27 | 0 | 287 |
| 9 Jun | 96.01 | 4.42 | -2.51 (-36.22%) | 30.86 | 27 | 8 | 287 |
| 8 Jun | 94.70 | 7.02 | 2.75 (64.40%) | 48.39 | 6 | 1 | 279 |
| 5 Jun | 96.47 | 4.24 | -0.76 (-15.20%) | 29.75 | 87 | 2 | 278 |
| 4 Jun | 96.06 | 5 | -0.35 (-6.54%) | 33.99 | 18 | -4 | 277 |
| 3 Jun | 95.75 | 5.39 | 0.76 (16.41%) | 35.37 | 208 | 86 | 281 |
| 2 Jun | 96.67 | 4.64 | -0.85 (-15.48%) | 34.96 | 66 | 8 | 194 |
| 1 Jun | 96.27 | 5.49 | 0.9 (19.61%) | 38.18 | 116 | 2 | 186 |
| 29 May | 97.51 | 4.69 | 1.24 (35.94%) | 34.86 | 170 | 57 | 183 |
| 27 May | 99.19 | 3.4 | -0.57 (-14.36%) | 30.79 | 125 | 35 | 127 |
| 26 May | 99.28 | 3.92 | 0.71 (22.12%) | 35.18 | 80 | 19 | 94 |
| 25 May | 100.45 | 3.19 | -1.57 (-32.98%) | 32.83 | 85 | 55 | 75 |
| 22 May | 98.19 | 4.76 | 4.76 (-32.86%) | 36.24 | 4 | 0 | 20 |
| 21 May | 98.17 | 4.76 | -2.33 (-32.86%) | 36.24 | 4 | 3 | 19 |
| 20 May | 97.13 | 7.09 | 7.09 | - | 0 | 0 | 16 |
| 19 May | 97.22 | 7.09 | 7.09 (37.14%) | 42.49 | 0 | 0 | 16 |
| 18 May | 97.66 | 7.09 | 1.92 (37.14%) | 42.49 | 5 | 4 | 16 |
| 15 May | 98.86 | 5.35 | 0.61 (12.87%) | 40.14 | 6 | 5 | 11 |
| 14 May | 100.19 | 4.78 | 0.43 (9.89%) | 39.94 | 7 | 3 | 5 |
| 13 May | 101.48 | 4.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 99.36 | 4.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 103.08 | 4.35 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 106.03 | 4.35 | -0.15 (-3.33%) | - | 0 | 0 | 2 |
| 7 May | 106.77 | 4.35 | -0.15 (-3.33%) | - | 0 | 0 | 2 |
| 6 May | 106.74 | 4.35 | -0.15 (-3.33%) | - | 0 | 0 | 2 |
| 5 May | 105.82 | 4.35 | -0.15 (-3.33%) | - | 0 | 0 | 2 |
| 4 May | 104.41 | 4.35 | -0.15 (-3.33%) | - | 0 | 0 | 2 |
| 30 Apr | 104.21 | 4.35 | -0.03 (-0.68%) | 43.33 | 2 | 1 | 1 |
For Indian Railway Fin Corp L - strike price 99 expiring on 30JUN2026
Delta for 99 PE is -0.68
Historical price for 99 PE is as follows
On 11 Jun IRFC was trading at 93.33. The strike last trading price was 7.5, which was 3.03 higher than the previous day. The implied volatity was 47.18, the open interest changed by 9 which increased total open position to 296
On 10 Jun IRFC was trading at 94.80. The strike last trading price was 4.47, which was 4.47 higher than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 287
On 9 Jun IRFC was trading at 96.01. The strike last trading price was 4.42, which was -2.51 lower than the previous day. The implied volatity was 30.86, the open interest changed by 8 which increased total open position to 287
On 8 Jun IRFC was trading at 94.70. The strike last trading price was 7.02, which was 2.75 higher than the previous day. The implied volatity was 48.39, the open interest changed by 1 which increased total open position to 279
On 5 Jun IRFC was trading at 96.47. The strike last trading price was 4.24, which was -0.76 lower than the previous day. The implied volatity was 29.75, the open interest changed by 2 which increased total open position to 278
On 4 Jun IRFC was trading at 96.06. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 33.99, the open interest changed by -4 which decreased total open position to 277
On 3 Jun IRFC was trading at 95.75. The strike last trading price was 5.39, which was 0.76 higher than the previous day. The implied volatity was 35.37, the open interest changed by 86 which increased total open position to 281
On 2 Jun IRFC was trading at 96.67. The strike last trading price was 4.64, which was -0.85 lower than the previous day. The implied volatity was 34.96, the open interest changed by 8 which increased total open position to 194
On 1 Jun IRFC was trading at 96.27. The strike last trading price was 5.49, which was 0.9 higher than the previous day. The implied volatity was 38.18, the open interest changed by 2 which increased total open position to 186
On 29 May IRFC was trading at 97.51. The strike last trading price was 4.69, which was 1.24 higher than the previous day. The implied volatity was 34.86, the open interest changed by 57 which increased total open position to 183
On 27 May IRFC was trading at 99.19. The strike last trading price was 3.4, which was -0.57 lower than the previous day. The implied volatity was 30.79, the open interest changed by 35 which increased total open position to 127
On 26 May IRFC was trading at 99.28. The strike last trading price was 3.92, which was 0.71 higher than the previous day. The implied volatity was 35.18, the open interest changed by 19 which increased total open position to 94
On 25 May IRFC was trading at 100.45. The strike last trading price was 3.19, which was -1.57 lower than the previous day. The implied volatity was 32.83, the open interest changed by 55 which increased total open position to 75
On 22 May IRFC was trading at 98.19. The strike last trading price was 4.76, which was 4.76 higher than the previous day. The implied volatity was 36.24, the open interest changed by 0 which decreased total open position to 20
On 21 May IRFC was trading at 98.17. The strike last trading price was 4.76, which was -2.33 lower than the previous day. The implied volatity was 36.24, the open interest changed by 3 which increased total open position to 19
On 20 May IRFC was trading at 97.13. The strike last trading price was 7.09, which was 7.09 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 May IRFC was trading at 97.22. The strike last trading price was 7.09, which was 7.09 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 16
On 18 May IRFC was trading at 97.66. The strike last trading price was 7.09, which was 1.92 higher than the previous day. The implied volatity was 42.49, the open interest changed by 4 which increased total open position to 16
On 15 May IRFC was trading at 98.86. The strike last trading price was 5.35, which was 0.61 higher than the previous day. The implied volatity was 40.14, the open interest changed by 5 which increased total open position to 11
On 14 May IRFC was trading at 100.19. The strike last trading price was 4.78, which was 0.43 higher than the previous day. The implied volatity was 39.94, the open interest changed by 3 which increased total open position to 5
On 13 May IRFC was trading at 101.48. The strike last trading price was 4.35, 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 2
On 12 May IRFC was trading at 99.36. The strike last trading price was 4.35, 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 2
On 11 May IRFC was trading at 103.08. The strike last trading price was 4.35, 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 2
On 8 May IRFC was trading at 106.03. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May IRFC was trading at 106.77. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May IRFC was trading at 106.74. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May IRFC was trading at 105.82. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May IRFC was trading at 104.41. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr IRFC was trading at 104.21. The strike last trading price was 4.35, which was -0.03 lower than the previous day. The implied volatity was 43.33, the open interest changed by 1 which increased total open position to 1
