IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
| IRCTC 27MAR2025 660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.32
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 689.05 | 34.9 | -7.35 | 24.27 | 6 | 2 | 84 | |||
| 12 Mar | 698.20 | 42.25 | 1.75 | 24.85 | 23 | -2 | 84 | |||
| 11 Mar | 691.15 | 40.6 | 3.25 | 32.68 | 15 | -4 | 87 | |||
| 10 Mar | 689.70 | 37.3 | -8.7 | 30.35 | 8 | 3 | 87 | |||
| 7 Mar | 700.65 | 46 | -5.25 | 23.33 | 15 | -7 | 84 | |||
| 6 Mar | 702.35 | 51.25 | 5.75 | 33.85 | 11 | -1 | 90 | |||
| 5 Mar | 695.15 | 45.4 | 15.55 | 30.25 | 133 | -15 | 91 | |||
| 4 Mar | 673.85 | 29.25 | -3.6 | 29.81 | 270 | 15 | 105 | |||
| 3 Mar | 676.60 | 33.85 | 3.45 | 30.73 | 449 | 46 | 91 | |||
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| 28 Feb | 670.95 | 30.65 | -16.05 | 27.18 | 109 | 40 | 46 | |||
| 27 Feb | 694.35 | 46.45 | -98.45 | 28.49 | 10 | 6 | 6 | |||
| 26 Feb | 708.00 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 710.35 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 720.35 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 731.10 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 735.50 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 728.30 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 719.20 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 725.45 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 732.60 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 746.35 | 144.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 750.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 15 Jan | 759.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 757.75 | 0 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 660 expiring on 27MAR2025
Delta for 660 CE is 0.85
Historical price for 660 CE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 34.9, which was -7.35 lower than the previous day. The implied volatity was 24.27, 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 42.25, which was 1.75 higher than the previous day. The implied volatity was 24.85, the open interest changed by -2 which decreased total open position to 84
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 40.6, which was 3.25 higher than the previous day. The implied volatity was 32.68, the open interest changed by -4 which decreased total open position to 87
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 37.3, which was -8.7 lower than the previous day. The implied volatity was 30.35, the open interest changed by 3 which increased total open position to 87
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 46, which was -5.25 lower than the previous day. The implied volatity was 23.33, the open interest changed by -7 which decreased total open position to 84
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 51.25, which was 5.75 higher than the previous day. The implied volatity was 33.85, the open interest changed by -1 which decreased total open position to 90
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 45.4, which was 15.55 higher than the previous day. The implied volatity was 30.25, the open interest changed by -15 which decreased total open position to 91
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 29.25, which was -3.6 lower than the previous day. The implied volatity was 29.81, the open interest changed by 15 which increased total open position to 105
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 33.85, which was 3.45 higher than the previous day. The implied volatity was 30.73, the open interest changed by 46 which increased total open position to 91
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 30.65, which was -16.05 lower than the previous day. The implied volatity was 27.18, the open interest changed by 40 which increased total open position to 46
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 46.45, which was -98.45 lower than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 6
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 144.9, 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 Feb IRCTC was trading at 710.35. The strike last trading price was 144.9, 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 24 Feb IRCTC was trading at 720.35. The strike last trading price was 144.9, 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 Feb IRCTC was trading at 731.10. The strike last trading price was 144.9, 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 Feb IRCTC was trading at 735.50. The strike last trading price was 144.9, 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 Feb IRCTC was trading at 728.30. The strike last trading price was 144.9, 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 Feb IRCTC was trading at 719.20. The strike last trading price was 144.9, 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 17 Feb IRCTC was trading at 725.45. The strike last trading price was 144.9, 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 14 Feb IRCTC was trading at 732.60. The strike last trading price was 144.9, 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 13 Feb IRCTC was trading at 746.35. The strike last trading price was 144.9, 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 28 Jan IRCTC was trading at 750.05. 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 Jan IRCTC was trading at 759.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan IRCTC was trading at 757.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRCTC 27MAR2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.39
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 689.05 | 5 | 0.75 | 30.98 | 537 | 2 | 293 |
| 12 Mar | 698.20 | 4.25 | -1.3 | 31.92 | 525 | 11 | 291 |
| 11 Mar | 691.15 | 5.3 | -1.5 | 30.86 | 424 | 25 | 281 |
| 10 Mar | 689.70 | 7 | 2 | 32.03 | 340 | -35 | 254 |
| 7 Mar | 700.65 | 5.05 | 0.15 | 31.07 | 418 | -2 | 289 |
| 6 Mar | 702.35 | 5.2 | -1.6 | 31.05 | 438 | 11 | 294 |
| 5 Mar | 695.15 | 6.8 | -6.45 | 31.40 | 313 | 40 | 283 |
| 4 Mar | 673.85 | 13.8 | 0.9 | 31.71 | 538 | -20 | 244 |
| 3 Mar | 676.60 | 12.3 | -2.65 | 31.65 | 1,096 | 60 | 267 |
| 28 Feb | 670.95 | 14 | 5.25 | 30.91 | 576 | 118 | 207 |
| 27 Feb | 694.35 | 9.05 | 3 | 31.82 | 120 | 17 | 89 |
| 26 Feb | 708.00 | 6.65 | 1.35 | 31.71 | 14 | 6 | 71 |
| 25 Feb | 710.35 | 6.65 | 1.35 | 31.71 | 14 | 5 | 71 |
| 24 Feb | 720.35 | 5.35 | -0.1 | 32.55 | 15 | 2 | 66 |
| 21 Feb | 731.10 | 5.45 | 0.75 | 34.29 | 24 | 10 | 63 |
| 20 Feb | 735.50 | 4.6 | -1.85 | 33.40 | 88 | 35 | 59 |
| 19 Feb | 728.30 | 6.5 | -1.95 | 34.64 | 34 | -5 | 25 |
| 18 Feb | 719.20 | 8.75 | 0.25 | 35.22 | 29 | 10 | 30 |
| 17 Feb | 725.45 | 8.5 | -2.1 | 37.10 | 30 | 21 | 21 |
| 14 Feb | 732.60 | 10.6 | 0 | 9.55 | 0 | 0 | 0 |
| 13 Feb | 746.35 | 10.6 | 0 | 10.71 | 0 | 0 | 0 |
| 28 Jan | 750.05 | 10.6 | 0 | 9.87 | 0 | 0 | 0 |
| 15 Jan | 759.55 | 0 | 0.00 | 9.38 | 0 | 0 | 0 |
| 14 Jan | 757.75 | 0 | 9.11 | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 660 expiring on 27MAR2025
Delta for 660 PE is -0.21
Historical price for 660 PE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 30.98, the open interest changed by 2 which increased total open position to 293
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 4.25, which was -1.3 lower than the previous day. The implied volatity was 31.92, the open interest changed by 11 which increased total open position to 291
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 5.3, which was -1.5 lower than the previous day. The implied volatity was 30.86, the open interest changed by 25 which increased total open position to 281
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 7, which was 2 higher than the previous day. The implied volatity was 32.03, the open interest changed by -35 which decreased total open position to 254
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 5.05, which was 0.15 higher than the previous day. The implied volatity was 31.07, the open interest changed by -2 which decreased total open position to 289
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 5.2, which was -1.6 lower than the previous day. The implied volatity was 31.05, the open interest changed by 11 which increased total open position to 294
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 6.8, which was -6.45 lower than the previous day. The implied volatity was 31.40, the open interest changed by 40 which increased total open position to 283
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 13.8, which was 0.9 higher than the previous day. The implied volatity was 31.71, the open interest changed by -20 which decreased total open position to 244
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 12.3, which was -2.65 lower than the previous day. The implied volatity was 31.65, the open interest changed by 60 which increased total open position to 267
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 14, which was 5.25 higher than the previous day. The implied volatity was 30.91, the open interest changed by 118 which increased total open position to 207
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 9.05, which was 3 higher than the previous day. The implied volatity was 31.82, the open interest changed by 17 which increased total open position to 89
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 6.65, which was 1.35 higher than the previous day. The implied volatity was 31.71, the open interest changed by 6 which increased total open position to 71
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 6.65, which was 1.35 higher than the previous day. The implied volatity was 31.71, the open interest changed by 5 which increased total open position to 71
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 5.35, which was -0.1 lower than the previous day. The implied volatity was 32.55, the open interest changed by 2 which increased total open position to 66
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 5.45, which was 0.75 higher than the previous day. The implied volatity was 34.29, the open interest changed by 10 which increased total open position to 63
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 4.6, which was -1.85 lower than the previous day. The implied volatity was 33.40, the open interest changed by 35 which increased total open position to 59
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 6.5, which was -1.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by -5 which decreased total open position to 25
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was 35.22, the open interest changed by 10 which increased total open position to 30
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 8.5, which was -2.1 lower than the previous day. The implied volatity was 37.10, the open interest changed by 21 which increased total open position to 21
On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 9.55, 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 10.6, which was 0 lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 0
On 28 Jan IRCTC was trading at 750.05. The strike last trading price was 10.6, which was 0 lower than the previous day. The implied volatity was 9.87, the open interest changed by 0 which decreased total open position to 0
On 15 Jan IRCTC was trading at 759.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.38, the open interest changed by 0 which decreased total open position to 0
On 14 Jan IRCTC was trading at 757.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.11, the open interest changed by 0 which decreased total open position to 0
