IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
IRCTC 27MAR2025 650 CE | ||||||||||
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Delta: 0.88
Vega: 0.26
Theta: -0.41
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.15
Vega: 0.32
Theta: -0.33
Gamma: 0.01
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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