IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
IRCTC 27MAR2025 710 CE | ||||||||||
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Delta: 0.32
Vega: 0.49
Theta: -0.52
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 689.05 | 7.4 | -3.35 | 26.60 | 584 | 30 | 484 | |||
12 Mar | 698.20 | 10.85 | 1.2 | 26.67 | 497 | 2 | 450 | |||
11 Mar | 691.15 | 10.25 | 0.85 | 28.74 | 662 | -68 | 449 | |||
10 Mar | 689.70 | 8.65 | -6.1 | 27.20 | 781 | 45 | 518 | |||
7 Mar | 700.65 | 14.35 | -1.55 | 26.08 | 1,517 | 39 | 473 | |||
6 Mar | 702.35 | 15.35 | 1 | 26.31 | 1,008 | -26 | 437 | |||
5 Mar | 695.15 | 14.35 | 6.65 | 27.93 | 727 | -14 | 472 | |||
4 Mar | 673.85 | 7.5 | -2.05 | 28.68 | 384 | -2 | 488 | |||
3 Mar | 676.60 | 9.8 | 1.55 | 29.31 | 583 | 21 | 488 | |||
28 Feb | 670.95 | 8.7 | -8.2 | 27.30 | 718 | 135 | 466 | |||
27 Feb | 694.35 | 16.55 | -8.25 | 27.56 | 775 | 241 | 331 | |||
26 Feb | 708.00 | 23.65 | -8.9 | 26.87 | 147 | 60 | 89 | |||
25 Feb | 710.35 | 23.65 | -8.9 | 26.87 | 147 | 59 | 89 | |||
24 Feb | 720.35 | 32.55 | -5.45 | 28.63 | 19 | 6 | 29 | |||
21 Feb | 731.10 | 38 | -2.05 | 26.49 | 14 | 6 | 22 | |||
20 Feb | 735.50 | 40.05 | 1.3 | 22.90 | 22 | -3 | 17 | |||
19 Feb | 728.30 | 38.75 | 5.65 | 27.91 | 4 | -1 | 21 | |||
18 Feb | 719.20 | 33.1 | -58.8 | 28.17 | 37 | 23 | 23 | |||
17 Feb | 725.45 | 91.9 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 732.60 | 91.9 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 746.35 | 91.9 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 759.15 | 91.9 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 750.95 | 91.9 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 773.70 | 91.9 | 0 | - | 0 | 0 | 0 | |||
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7 Feb | 774.10 | 91.9 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 783.80 | 91.9 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 791.90 | 91.9 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 781.90 | 91.9 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 772.65 | 91.9 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 794.70 | 91.9 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 710 expiring on 27MAR2025
Delta for 710 CE is 0.32
Historical price for 710 CE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 7.4, which was -3.35 lower than the previous day. The implied volatity was 26.60, the open interest changed by 30 which increased total open position to 484
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 10.85, which was 1.2 higher than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 450
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 10.25, which was 0.85 higher than the previous day. The implied volatity was 28.74, the open interest changed by -68 which decreased total open position to 449
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 8.65, which was -6.1 lower than the previous day. The implied volatity was 27.20, the open interest changed by 45 which increased total open position to 518
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 14.35, which was -1.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by 39 which increased total open position to 473
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 15.35, which was 1 higher than the previous day. The implied volatity was 26.31, the open interest changed by -26 which decreased total open position to 437
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 14.35, which was 6.65 higher than the previous day. The implied volatity was 27.93, the open interest changed by -14 which decreased total open position to 472
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 7.5, which was -2.05 lower than the previous day. The implied volatity was 28.68, the open interest changed by -2 which decreased total open position to 488
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 9.8, which was 1.55 higher than the previous day. The implied volatity was 29.31, the open interest changed by 21 which increased total open position to 488
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 8.7, which was -8.2 lower than the previous day. The implied volatity was 27.30, the open interest changed by 135 which increased total open position to 466
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 16.55, which was -8.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by 241 which increased total open position to 331
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 23.65, which was -8.9 lower than the previous day. The implied volatity was 26.87, the open interest changed by 60 which increased total open position to 89
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 23.65, which was -8.9 lower than the previous day. The implied volatity was 26.87, the open interest changed by 59 which increased total open position to 89
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 32.55, which was -5.45 lower than the previous day. The implied volatity was 28.63, the open interest changed by 6 which increased total open position to 29
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 38, which was -2.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by 6 which increased total open position to 22
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 40.05, which was 1.3 higher than the previous day. The implied volatity was 22.90, the open interest changed by -3 which decreased total open position to 17
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 38.75, which was 5.65 higher than the previous day. The implied volatity was 27.91, the open interest changed by -1 which decreased total open position to 21
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 33.1, which was -58.8 lower than the previous day. The implied volatity was 28.17, the open interest changed by 23 which increased total open position to 23
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 91.9, 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 91.9, 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 91.9, 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 12 Feb IRCTC was trading at 759.15. The strike last trading price was 91.9, 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 11 Feb IRCTC was trading at 750.95. The strike last trading price was 91.9, 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 10 Feb IRCTC was trading at 773.70. The strike last trading price was 91.9, 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 7 Feb IRCTC was trading at 774.10. The strike last trading price was 91.9, 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 6 Feb IRCTC was trading at 783.80. The strike last trading price was 91.9, 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 5 Feb IRCTC was trading at 791.90. The strike last trading price was 91.9, 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 4 Feb IRCTC was trading at 781.90. The strike last trading price was 91.9, 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 3 Feb IRCTC was trading at 772.65. The strike last trading price was 91.9, 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 1 Feb IRCTC was trading at 794.70. The strike last trading price was 91.9, 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 710 PE | |||||||
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Delta: -0.66
Vega: 0.50
Theta: -0.39
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 689.05 | 26.3 | 5 | 29.38 | 211 | -2 | 250 |
12 Mar | 698.20 | 21.1 | -4.4 | 27.96 | 191 | -21 | 254 |
11 Mar | 691.15 | 24.95 | -3.75 | 27.74 | 123 | -16 | 275 |
10 Mar | 689.70 | 30 | 8.1 | 32.02 | 481 | 7 | 290 |
7 Mar | 700.65 | 21.75 | 1.2 | 28.43 | 474 | 0 | 283 |
6 Mar | 702.35 | 21.5 | -4 | 28.13 | 398 | 41 | 283 |
5 Mar | 695.15 | 25.3 | -18.7 | 28.55 | 122 | -9 | 243 |
4 Mar | 673.85 | 44 | 5.6 | 34.71 | 7 | 1 | 253 |
3 Mar | 676.60 | 38.4 | -4.55 | 31.01 | 9 | 1 | 253 |
28 Feb | 670.95 | 43.15 | 14.85 | 33.46 | 92 | 17 | 254 |
27 Feb | 694.35 | 29.1 | 7.9 | 30.56 | 671 | 120 | 237 |
26 Feb | 708.00 | 22.6 | 5.7 | 30.30 | 173 | 83 | 110 |
25 Feb | 710.35 | 22.6 | 5.7 | 30.30 | 173 | 76 | 110 |
24 Feb | 720.35 | 16.9 | 1.6 | 29.08 | 102 | 6 | 35 |
21 Feb | 731.10 | 15.3 | 1.7 | 29.91 | 31 | 9 | 26 |
20 Feb | 735.50 | 13.7 | -5.45 | 29.99 | 27 | 4 | 17 |
19 Feb | 728.30 | 19.3 | -4.65 | 33.22 | 19 | 8 | 12 |
18 Feb | 719.20 | 23.95 | 8.9 | 33.85 | 9 | 3 | 3 |
17 Feb | 725.45 | 15.05 | 0 | 3.11 | 0 | 0 | 0 |
14 Feb | 732.60 | 15.05 | 0 | 3.45 | 0 | 0 | 0 |
13 Feb | 746.35 | 15.05 | 0 | 4.90 | 0 | 0 | 0 |
12 Feb | 759.15 | 15.05 | 0 | 6.05 | 0 | 0 | 0 |
11 Feb | 750.95 | 15.05 | 0 | 5.29 | 0 | 0 | 0 |
10 Feb | 773.70 | 15.05 | 0 | 7.47 | 0 | 0 | 0 |
7 Feb | 774.10 | 15.05 | 0 | 7.34 | 0 | 0 | 0 |
6 Feb | 783.80 | 15.05 | 0 | 8.04 | 0 | 0 | 0 |
5 Feb | 791.90 | 15.05 | 0 | 8.68 | 0 | 0 | 0 |
4 Feb | 781.90 | 15.05 | 0 | 7.72 | 0 | 0 | 0 |
3 Feb | 772.65 | 15.05 | 0 | 6.97 | 0 | 0 | 0 |
1 Feb | 794.70 | 15.05 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 710 expiring on 27MAR2025
Delta for 710 PE is -0.66
Historical price for 710 PE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 26.3, which was 5 higher than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 250
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 21.1, which was -4.4 lower than the previous day. The implied volatity was 27.96, the open interest changed by -21 which decreased total open position to 254
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 24.95, which was -3.75 lower than the previous day. The implied volatity was 27.74, the open interest changed by -16 which decreased total open position to 275
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 30, which was 8.1 higher than the previous day. The implied volatity was 32.02, the open interest changed by 7 which increased total open position to 290
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 21.75, which was 1.2 higher than the previous day. The implied volatity was 28.43, the open interest changed by 0 which decreased total open position to 283
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 21.5, which was -4 lower than the previous day. The implied volatity was 28.13, the open interest changed by 41 which increased total open position to 283
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 25.3, which was -18.7 lower than the previous day. The implied volatity was 28.55, the open interest changed by -9 which decreased total open position to 243
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 44, which was 5.6 higher than the previous day. The implied volatity was 34.71, the open interest changed by 1 which increased total open position to 253
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 38.4, which was -4.55 lower than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 253
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 43.15, which was 14.85 higher than the previous day. The implied volatity was 33.46, the open interest changed by 17 which increased total open position to 254
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 29.1, which was 7.9 higher than the previous day. The implied volatity was 30.56, the open interest changed by 120 which increased total open position to 237
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 22.6, which was 5.7 higher than the previous day. The implied volatity was 30.30, the open interest changed by 83 which increased total open position to 110
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 22.6, which was 5.7 higher than the previous day. The implied volatity was 30.30, the open interest changed by 76 which increased total open position to 110
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 16.9, which was 1.6 higher than the previous day. The implied volatity was 29.08, the open interest changed by 6 which increased total open position to 35
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 15.3, which was 1.7 higher than the previous day. The implied volatity was 29.91, the open interest changed by 9 which increased total open position to 26
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 13.7, which was -5.45 lower than the previous day. The implied volatity was 29.99, the open interest changed by 4 which increased total open position to 17
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 19.3, which was -4.65 lower than the previous day. The implied volatity was 33.22, the open interest changed by 8 which increased total open position to 12
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 23.95, which was 8.9 higher than the previous day. The implied volatity was 33.85, the open interest changed by 3 which increased total open position to 3
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 3.11, 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 15.05, which was 0 lower than the previous day. The implied volatity was 3.45, 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 15.05, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRCTC was trading at 759.15. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb IRCTC was trading at 750.95. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRCTC was trading at 773.70. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
On 7 Feb IRCTC was trading at 774.10. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRCTC was trading at 783.80. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0
On 5 Feb IRCTC was trading at 791.90. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0
On 4 Feb IRCTC was trading at 781.90. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
On 3 Feb IRCTC was trading at 772.65. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRCTC was trading at 794.70. The strike last trading price was 15.05, 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