IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
| IRCTC 27MAR2025 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.44
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 689.05 | 28.25 | -5.1 | 27.22 | 57 | -2 | 148 | |||
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| 12 Mar | 698.20 | 33.35 | 0.55 | 23.43 | 29 | -8 | 151 | |||
| 11 Mar | 691.15 | 32.6 | 4.05 | 31.12 | 97 | 12 | 159 | |||
| 10 Mar | 689.70 | 28.55 | -12.65 | 27.10 | 39 | 1 | 147 | |||
| 7 Mar | 700.65 | 41.1 | 0.05 | 30.83 | 36 | -6 | 146 | |||
| 6 Mar | 702.35 | 40.45 | 2.8 | 27.35 | 124 | -35 | 152 | |||
| 5 Mar | 695.15 | 37.4 | 13.5 | 29.09 | 424 | -79 | 188 | |||
| 4 Mar | 673.85 | 23 | -3.95 | 29.05 | 761 | 41 | 268 | |||
| 3 Mar | 676.60 | 27.2 | 2.9 | 29.89 | 1,021 | 52 | 235 | |||
| 28 Feb | 670.95 | 24.95 | -14.65 | 27.52 | 561 | 180 | 186 | |||
| 27 Feb | 694.35 | 39.05 | -84.4 | 28.20 | 37 | 6 | 6 | |||
| 26 Feb | 708.00 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 710.35 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 720.35 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 731.10 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 735.50 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 728.30 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 719.20 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 725.45 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 732.60 | 123.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 746.35 | 123.45 | 0 | - | 0 | 0 | 0 | |||
For Indian Rail Tour Corp Ltd - strike price 670 expiring on 27MAR2025
Delta for 670 CE is 0.74
Historical price for 670 CE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 28.25, which was -5.1 lower than the previous day. The implied volatity was 27.22, the open interest changed by -2 which decreased total open position to 148
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 33.35, which was 0.55 higher than the previous day. The implied volatity was 23.43, the open interest changed by -8 which decreased total open position to 151
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 32.6, which was 4.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by 12 which increased total open position to 159
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 28.55, which was -12.65 lower than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 147
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 41.1, which was 0.05 higher than the previous day. The implied volatity was 30.83, the open interest changed by -6 which decreased total open position to 146
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 40.45, which was 2.8 higher than the previous day. The implied volatity was 27.35, the open interest changed by -35 which decreased total open position to 152
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 37.4, which was 13.5 higher than the previous day. The implied volatity was 29.09, the open interest changed by -79 which decreased total open position to 188
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 23, which was -3.95 lower than the previous day. The implied volatity was 29.05, the open interest changed by 41 which increased total open position to 268
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 27.2, which was 2.9 higher than the previous day. The implied volatity was 29.89, the open interest changed by 52 which increased total open position to 235
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 24.95, which was -14.65 lower than the previous day. The implied volatity was 27.52, the open interest changed by 180 which increased total open position to 186
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 39.05, which was -84.4 lower than the previous day. The implied volatity was 28.20, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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 123.45, 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
| IRCTC 27MAR2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.45
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 689.05 | 7.25 | 1.35 | 30.17 | 294 | -21 | 416 |
| 12 Mar | 698.20 | 5.95 | -2 | 30.75 | 287 | -32 | 436 |
| 11 Mar | 691.15 | 7.45 | -2 | 29.94 | 720 | 33 | 468 |
| 10 Mar | 689.70 | 9.95 | 2.95 | 31.96 | 288 | -2 | 429 |
| 7 Mar | 700.65 | 6.9 | 0.25 | 30.26 | 391 | -13 | 431 |
| 6 Mar | 702.35 | 6.95 | -2.05 | 30.05 | 311 | 2 | 442 |
| 5 Mar | 695.15 | 8.85 | -8.65 | 30.30 | 449 | -19 | 443 |
| 4 Mar | 673.85 | 17.75 | 1.3 | 31.25 | 565 | 27 | 462 |
| 3 Mar | 676.60 | 15.65 | -3.45 | 30.85 | 667 | 64 | 436 |
| 28 Feb | 670.95 | 17.85 | 6.5 | 30.51 | 936 | 77 | 375 |
| 27 Feb | 694.35 | 11.45 | 2.95 | 30.99 | 443 | 53 | 298 |
| 26 Feb | 708.00 | 9.2 | 2.2 | 32.12 | 173 | 70 | 237 |
| 25 Feb | 710.35 | 9.2 | 2.2 | 32.12 | 173 | 62 | 237 |
| 24 Feb | 720.35 | 7.1 | 0.3 | 32.31 | 145 | 10 | 157 |
| 21 Feb | 731.10 | 6.85 | 1.15 | 33.32 | 160 | 121 | 146 |
| 20 Feb | 735.50 | 5.7 | -2.75 | 32.53 | 33 | 18 | 25 |
| 19 Feb | 728.30 | 8.45 | -1.9 | 34.65 | 3 | 2 | 6 |
| 18 Feb | 719.20 | 10.35 | 3.35 | 34.07 | 27 | 5 | 5 |
| 17 Feb | 725.45 | 7 | 0 | 7.50 | 0 | 0 | 0 |
| 14 Feb | 732.60 | 7 | 0 | 7.96 | 0 | 0 | 0 |
| 13 Feb | 746.35 | 7 | 0 | 9.67 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 670 expiring on 27MAR2025
Delta for 670 PE is -0.28
Historical price for 670 PE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 7.25, which was 1.35 higher than the previous day. The implied volatity was 30.17, the open interest changed by -21 which decreased total open position to 416
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 5.95, which was -2 lower than the previous day. The implied volatity was 30.75, the open interest changed by -32 which decreased total open position to 436
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 7.45, which was -2 lower than the previous day. The implied volatity was 29.94, the open interest changed by 33 which increased total open position to 468
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 9.95, which was 2.95 higher than the previous day. The implied volatity was 31.96, the open interest changed by -2 which decreased total open position to 429
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 6.9, which was 0.25 higher than the previous day. The implied volatity was 30.26, the open interest changed by -13 which decreased total open position to 431
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 6.95, which was -2.05 lower than the previous day. The implied volatity was 30.05, the open interest changed by 2 which increased total open position to 442
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 8.85, which was -8.65 lower than the previous day. The implied volatity was 30.30, the open interest changed by -19 which decreased total open position to 443
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 17.75, which was 1.3 higher than the previous day. The implied volatity was 31.25, the open interest changed by 27 which increased total open position to 462
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 15.65, which was -3.45 lower than the previous day. The implied volatity was 30.85, the open interest changed by 64 which increased total open position to 436
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 17.85, which was 6.5 higher than the previous day. The implied volatity was 30.51, the open interest changed by 77 which increased total open position to 375
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 11.45, which was 2.95 higher than the previous day. The implied volatity was 30.99, the open interest changed by 53 which increased total open position to 298
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 9.2, which was 2.2 higher than the previous day. The implied volatity was 32.12, the open interest changed by 70 which increased total open position to 237
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 9.2, which was 2.2 higher than the previous day. The implied volatity was 32.12, the open interest changed by 62 which increased total open position to 237
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 7.1, which was 0.3 higher than the previous day. The implied volatity was 32.31, the open interest changed by 10 which increased total open position to 157
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 6.85, which was 1.15 higher than the previous day. The implied volatity was 33.32, the open interest changed by 121 which increased total open position to 146
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 5.7, which was -2.75 lower than the previous day. The implied volatity was 32.53, the open interest changed by 18 which increased total open position to 25
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 8.45, which was -1.9 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 6
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 10.35, which was 3.35 higher than the previous day. The implied volatity was 34.07, the open interest changed by 5 which increased total open position to 5
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 7.50, 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 7, which was 0 lower than the previous day. The implied volatity was 7.96, 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 7, which was 0 lower than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 0
