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[--[65.84.65.76]--]
IRCTC
Indian Rail Tour Corp Ltd

689.05 -9.15 (-1.31%)

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Historical option data for IRCTC

13 Mar 2025 04:11 PM IST
IRCTC 27MAR2025 650 CE
Delta: 0.88
Vega: 0.26
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 689.05 44.4 -5.3 27.61 15 2 84
12 Mar 698.20 49.7 3.2 - 10 1 83
11 Mar 691.15 46.5 -0.35 26.20 34 -2 83
10 Mar 689.70 46.85 -19.5 34.81 3 1 85
7 Mar 700.65 66.35 4.15 51.96 1 0 84
6 Mar 702.35 62.2 8.45 40.75 16 3 84
5 Mar 695.15 53.5 17.15 30.60 37 -1 81
4 Mar 673.85 35.95 -3.9 30.15 65 7 83
3 Mar 676.60 39.1 2.2 27.93 165 15 76
28 Feb 670.95 37.5 -17.25 27.42 106 34 62
27 Feb 694.35 54.55 -11.3 29.10 25 17 28
26 Feb 708.00 65.8 -17.65 25.91 4 2 9
25 Feb 710.35 65.8 -17.65 25.91 4 0 9
24 Feb 720.35 83.45 0 0.00 0 0 0
21 Feb 731.10 83.45 0 0.00 0 0 0
20 Feb 735.50 83.45 0 0.00 0 6 0
19 Feb 728.30 83.45 11.2 16.65 8 5 8
18 Feb 719.20 72.25 -10.6 - 2 1 2
17 Feb 725.45 82.85 -57.9 - 2 1 1
14 Feb 732.60 0 0 0.00 0 0 0
13 Feb 746.35 0 0 0.00 0 0 0


For Indian Rail Tour Corp Ltd - strike price 650 expiring on 27MAR2025

Delta for 650 CE is 0.88

Historical price for 650 CE is as follows

On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 44.4, which was -5.3 lower than the previous day. The implied volatity was 27.61, the open interest changed by 2 which increased total open position to 84


On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 49.7, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83


On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 46.5, which was -0.35 lower than the previous day. The implied volatity was 26.20, the open interest changed by -2 which decreased total open position to 83


On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 46.85, which was -19.5 lower than the previous day. The implied volatity was 34.81, the open interest changed by 1 which increased total open position to 85


On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 66.35, which was 4.15 higher than the previous day. The implied volatity was 51.96, the open interest changed by 0 which decreased total open position to 84


On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 62.2, which was 8.45 higher than the previous day. The implied volatity was 40.75, the open interest changed by 3 which increased total open position to 84


On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 53.5, which was 17.15 higher than the previous day. The implied volatity was 30.60, the open interest changed by -1 which decreased total open position to 81


On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 35.95, which was -3.9 lower than the previous day. The implied volatity was 30.15, the open interest changed by 7 which increased total open position to 83


On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 39.1, which was 2.2 higher than the previous day. The implied volatity was 27.93, the open interest changed by 15 which increased total open position to 76


On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 37.5, which was -17.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by 34 which increased total open position to 62


On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 54.55, which was -11.3 lower than the previous day. The implied volatity was 29.10, the open interest changed by 17 which increased total open position to 28


On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 65.8, which was -17.65 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 9


On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 65.8, which was -17.65 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 9


On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 83.45, 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 21 Feb IRCTC was trading at 731.10. The strike last trading price was 83.45, 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 20 Feb IRCTC was trading at 735.50. The strike last trading price was 83.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 83.45, which was 11.2 higher than the previous day. The implied volatity was 16.65, the open interest changed by 5 which increased total open position to 8


On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 72.25, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 82.85, which was -57.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 0, 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 13 Feb IRCTC was trading at 746.35. The strike last trading price was 0, 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


IRCTC 27MAR2025 650 PE
Delta: -0.15
Vega: 0.32
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Mar 689.05 3.5 0.5 32.21 532 21 334
12 Mar 698.20 3.05 -1.2 33.23 526 24 313
11 Mar 691.15 3.85 -1.05 32.18 662 -4 291
10 Mar 689.70 5.05 1.3 32.87 276 -2 296
7 Mar 700.65 3.7 0.1 32.04 277 7 298
6 Mar 702.35 3.85 -1.2 32.03 497 -2 292
5 Mar 695.15 5 -5.25 32.05 340 -11 293
4 Mar 673.85 10.6 0.75 32.29 473 1 307
3 Mar 676.60 9.4 -2.2 32.19 815 66 307
28 Feb 670.95 10.95 4.2 31.55 685 81 240
27 Feb 694.35 6.75 2 32.00 216 73 159
26 Feb 708.00 5.4 1.4 32.96 62 13 86
25 Feb 710.35 5.4 1.4 32.96 62 13 86
24 Feb 720.35 4 -0.45 32.88 48 17 72
21 Feb 731.10 4.5 0.75 35.10 44 6 55
20 Feb 735.50 3.75 -1.85 34.40 70 20 50
19 Feb 728.30 5.7 -0.75 36.32 40 21 30
18 Feb 719.20 6.45 0.25 34.62 21 3 10
17 Feb 725.45 6.6 2.1 37.01 29 6 6
14 Feb 732.60 0 0 0.00 0 0 0
13 Feb 746.35 0 0 0.00 0 0 0


For Indian Rail Tour Corp Ltd - strike price 650 expiring on 27MAR2025

Delta for 650 PE is -0.15

Historical price for 650 PE is as follows

On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 32.21, the open interest changed by 21 which increased total open position to 334


On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 3.05, which was -1.2 lower than the previous day. The implied volatity was 33.23, the open interest changed by 24 which increased total open position to 313


On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 32.18, the open interest changed by -4 which decreased total open position to 291


On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 5.05, which was 1.3 higher than the previous day. The implied volatity was 32.87, the open interest changed by -2 which decreased total open position to 296


On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 3.7, which was 0.1 higher than the previous day. The implied volatity was 32.04, the open interest changed by 7 which increased total open position to 298


On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 3.85, which was -1.2 lower than the previous day. The implied volatity was 32.03, the open interest changed by -2 which decreased total open position to 292


On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 5, which was -5.25 lower than the previous day. The implied volatity was 32.05, the open interest changed by -11 which decreased total open position to 293


On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 10.6, which was 0.75 higher than the previous day. The implied volatity was 32.29, the open interest changed by 1 which increased total open position to 307


On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 9.4, which was -2.2 lower than the previous day. The implied volatity was 32.19, the open interest changed by 66 which increased total open position to 307


On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 10.95, which was 4.2 higher than the previous day. The implied volatity was 31.55, the open interest changed by 81 which increased total open position to 240


On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 6.75, which was 2 higher than the previous day. The implied volatity was 32.00, the open interest changed by 73 which increased total open position to 159


On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 5.4, which was 1.4 higher than the previous day. The implied volatity was 32.96, the open interest changed by 13 which increased total open position to 86


On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 5.4, which was 1.4 higher than the previous day. The implied volatity was 32.96, the open interest changed by 13 which increased total open position to 86


On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 17 which increased total open position to 72


On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 4.5, which was 0.75 higher than the previous day. The implied volatity was 35.10, the open interest changed by 6 which increased total open position to 55


On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 3.75, which was -1.85 lower than the previous day. The implied volatity was 34.40, the open interest changed by 20 which increased total open position to 50


On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 5.7, which was -0.75 lower than the previous day. The implied volatity was 36.32, the open interest changed by 21 which increased total open position to 30


On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 6.45, which was 0.25 higher than the previous day. The implied volatity was 34.62, the open interest changed by 3 which increased total open position to 10


On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 6.6, which was 2.1 higher than the previous day. The implied volatity was 37.01, the open interest changed by 6 which increased total open position to 6


On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 0, 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 13 Feb IRCTC was trading at 746.35. The strike last trading price was 0, 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