IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
IRCTC 27MAR2025 730 CE | ||||||||||
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Delta: 0.17
Vega: 0.34
Theta: -0.36
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 689.05 | 3.2 | -1.85 | 27.24 | 635 | -43 | 482 | |||
12 Mar | 698.20 | 5.1 | 0.4 | 27.09 | 576 | 38 | 522 | |||
11 Mar | 691.15 | 5 | 0.3 | 28.94 | 630 | 23 | 481 | |||
10 Mar | 689.70 | 4.3 | -3.65 | 28.09 | 562 | -23 | 458 | |||
7 Mar | 700.65 | 7.8 | -0.9 | 26.72 | 897 | 22 | 481 | |||
6 Mar | 702.35 | 8.3 | 0.35 | 26.46 | 710 | 26 | 459 | |||
5 Mar | 695.15 | 7.85 | 3.75 | 27.86 | 642 | -40 | 445 | |||
4 Mar | 673.85 | 3.9 | -1.5 | 28.96 | 392 | -17 | 485 | |||
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3 Mar | 676.60 | 5.6 | 1 | 29.95 | 882 | 41 | 503 | |||
28 Feb | 670.95 | 4.8 | -5.2 | 27.76 | 929 | 121 | 461 | |||
27 Feb | 694.35 | 9.9 | -5.3 | 27.72 | 610 | 93 | 340 | |||
26 Feb | 708.00 | 14.5 | -7 | 26.35 | 291 | 45 | 245 | |||
25 Feb | 710.35 | 14.5 | -7 | 26.35 | 291 | 43 | 245 | |||
24 Feb | 720.35 | 21.2 | -5.85 | 27.49 | 455 | 28 | 202 | |||
21 Feb | 731.10 | 26.5 | -3.8 | 26.69 | 368 | 58 | 176 | |||
20 Feb | 735.50 | 30.35 | 2.45 | 26.54 | 406 | 34 | 119 | |||
19 Feb | 728.30 | 26.95 | 3.55 | 27.36 | 144 | 47 | 85 | |||
18 Feb | 719.20 | 23.4 | -6.05 | 28.58 | 99 | 16 | 37 | |||
17 Feb | 725.45 | 29.4 | -3.15 | 29.51 | 33 | 15 | 19 | |||
14 Feb | 732.60 | 32.55 | -14.5 | 28.21 | 2 | 1 | 3 | |||
13 Feb | 746.35 | 47.05 | 0 | 0.00 | 0 | 2 | 0 | |||
12 Feb | 759.15 | 47.05 | -30.85 | 24.79 | 8 | 2 | 2 | |||
11 Feb | 750.95 | 77.9 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 773.70 | 77.9 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 774.10 | 77.9 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 783.80 | 77.9 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 791.90 | 77.9 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 781.90 | 77.9 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 772.65 | 77.9 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 794.70 | 77.9 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 27MAR2025
Delta for 730 CE is 0.17
Historical price for 730 CE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 3.2, which was -1.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by -43 which decreased total open position to 482
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 5.1, which was 0.4 higher than the previous day. The implied volatity was 27.09, the open interest changed by 38 which increased total open position to 522
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 5, which was 0.3 higher than the previous day. The implied volatity was 28.94, the open interest changed by 23 which increased total open position to 481
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 4.3, which was -3.65 lower than the previous day. The implied volatity was 28.09, the open interest changed by -23 which decreased total open position to 458
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 7.8, which was -0.9 lower than the previous day. The implied volatity was 26.72, the open interest changed by 22 which increased total open position to 481
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 8.3, which was 0.35 higher than the previous day. The implied volatity was 26.46, the open interest changed by 26 which increased total open position to 459
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 7.85, which was 3.75 higher than the previous day. The implied volatity was 27.86, the open interest changed by -40 which decreased total open position to 445
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 3.9, which was -1.5 lower than the previous day. The implied volatity was 28.96, the open interest changed by -17 which decreased total open position to 485
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 5.6, which was 1 higher than the previous day. The implied volatity was 29.95, the open interest changed by 41 which increased total open position to 503
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 4.8, which was -5.2 lower than the previous day. The implied volatity was 27.76, the open interest changed by 121 which increased total open position to 461
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 9.9, which was -5.3 lower than the previous day. The implied volatity was 27.72, the open interest changed by 93 which increased total open position to 340
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 14.5, which was -7 lower than the previous day. The implied volatity was 26.35, the open interest changed by 45 which increased total open position to 245
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 14.5, which was -7 lower than the previous day. The implied volatity was 26.35, the open interest changed by 43 which increased total open position to 245
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 21.2, which was -5.85 lower than the previous day. The implied volatity was 27.49, the open interest changed by 28 which increased total open position to 202
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 26.5, which was -3.8 lower than the previous day. The implied volatity was 26.69, the open interest changed by 58 which increased total open position to 176
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 30.35, which was 2.45 higher than the previous day. The implied volatity was 26.54, the open interest changed by 34 which increased total open position to 119
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 26.95, which was 3.55 higher than the previous day. The implied volatity was 27.36, the open interest changed by 47 which increased total open position to 85
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 23.4, which was -6.05 lower than the previous day. The implied volatity was 28.58, the open interest changed by 16 which increased total open position to 37
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 29.4, which was -3.15 lower than the previous day. The implied volatity was 29.51, the open interest changed by 15 which increased total open position to 19
On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 32.55, which was -14.5 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 3
On 13 Feb IRCTC was trading at 746.35. The strike last trading price was 47.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Feb IRCTC was trading at 759.15. The strike last trading price was 47.05, which was -30.85 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 2
On 11 Feb IRCTC was trading at 750.95. The strike last trading price was 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 77.9, 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 730 PE | |||||||
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Delta: -0.78
Vega: 0.40
Theta: -0.31
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 689.05 | 42.9 | 5.45 | 33.30 | 23 | -12 | 281 |
12 Mar | 698.20 | 37.45 | -2.3 | 33.41 | 12 | -1 | 294 |
11 Mar | 691.15 | 39.7 | -3.8 | 27.85 | 14 | 1 | 297 |
10 Mar | 689.70 | 43.5 | 8.2 | 29.53 | 14 | -8 | 297 |
7 Mar | 700.65 | 34.95 | 1.95 | 29.16 | 135 | 1 | 305 |
6 Mar | 702.35 | 34.2 | -5.15 | 28.30 | 74 | -13 | 305 |
5 Mar | 695.15 | 39 | -16 | 29.14 | 4 | -1 | 317 |
4 Mar | 673.85 | 55 | 0 | 0.00 | 0 | -5 | 0 |
3 Mar | 676.60 | 55 | -7 | 33.85 | 15 | -5 | 318 |
28 Feb | 670.95 | 62 | 20.55 | 40.16 | 56 | -2 | 322 |
27 Feb | 694.35 | 42.1 | 10.35 | 30.77 | 196 | 3 | 324 |
26 Feb | 708.00 | 33.15 | 7.4 | 29.69 | 244 | 71 | 322 |
25 Feb | 710.35 | 33.15 | 7.4 | 29.69 | 244 | 72 | 322 |
24 Feb | 720.35 | 26.3 | 3.2 | 29.01 | 302 | 49 | 242 |
21 Feb | 731.10 | 23.5 | 3.05 | 29.66 | 152 | 15 | 195 |
20 Feb | 735.50 | 20.7 | -6.15 | 29.16 | 194 | 61 | 179 |
19 Feb | 728.30 | 28.25 | -8.65 | 33.34 | 82 | 39 | 116 |
18 Feb | 719.20 | 36.9 | 5.85 | 37.22 | 14 | -3 | 77 |
17 Feb | 725.45 | 30.45 | 3.4 | 34.63 | 137 | 37 | 80 |
14 Feb | 732.60 | 27.05 | 6.65 | 32.63 | 163 | 29 | 43 |
13 Feb | 746.35 | 20.15 | 2.9 | 30.85 | 16 | 11 | 12 |
12 Feb | 759.15 | 17.25 | -3.5 | 31.70 | 2 | 1 | 1 |
11 Feb | 750.95 | 20.75 | 0 | 3.18 | 0 | 0 | 0 |
10 Feb | 773.70 | 20.75 | 0 | 5.51 | 0 | 0 | 0 |
7 Feb | 774.10 | 20.75 | 0 | 5.44 | 0 | 0 | 0 |
6 Feb | 783.80 | 20.75 | 0 | 6.18 | 0 | 0 | 0 |
5 Feb | 791.90 | 20.75 | 0 | 6.90 | 0 | 0 | 0 |
4 Feb | 781.90 | 20.75 | 0 | 5.93 | 0 | 0 | 0 |
3 Feb | 772.65 | 20.75 | 0 | 5.24 | 0 | 0 | 0 |
1 Feb | 794.70 | 20.75 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 27MAR2025
Delta for 730 PE is -0.78
Historical price for 730 PE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 42.9, which was 5.45 higher than the previous day. The implied volatity was 33.30, the open interest changed by -12 which decreased total open position to 281
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 37.45, which was -2.3 lower than the previous day. The implied volatity was 33.41, the open interest changed by -1 which decreased total open position to 294
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 39.7, which was -3.8 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 297
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 43.5, which was 8.2 higher than the previous day. The implied volatity was 29.53, the open interest changed by -8 which decreased total open position to 297
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 34.95, which was 1.95 higher than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 305
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 34.2, which was -5.15 lower than the previous day. The implied volatity was 28.30, the open interest changed by -13 which decreased total open position to 305
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 39, which was -16 lower than the previous day. The implied volatity was 29.14, the open interest changed by -1 which decreased total open position to 317
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 55, which was -7 lower than the previous day. The implied volatity was 33.85, the open interest changed by -5 which decreased total open position to 318
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 62, which was 20.55 higher than the previous day. The implied volatity was 40.16, the open interest changed by -2 which decreased total open position to 322
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 42.1, which was 10.35 higher than the previous day. The implied volatity was 30.77, the open interest changed by 3 which increased total open position to 324
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 33.15, which was 7.4 higher than the previous day. The implied volatity was 29.69, the open interest changed by 71 which increased total open position to 322
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 33.15, which was 7.4 higher than the previous day. The implied volatity was 29.69, the open interest changed by 72 which increased total open position to 322
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 26.3, which was 3.2 higher than the previous day. The implied volatity was 29.01, the open interest changed by 49 which increased total open position to 242
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 23.5, which was 3.05 higher than the previous day. The implied volatity was 29.66, the open interest changed by 15 which increased total open position to 195
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 20.7, which was -6.15 lower than the previous day. The implied volatity was 29.16, the open interest changed by 61 which increased total open position to 179
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 28.25, which was -8.65 lower than the previous day. The implied volatity was 33.34, the open interest changed by 39 which increased total open position to 116
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 36.9, which was 5.85 higher than the previous day. The implied volatity was 37.22, the open interest changed by -3 which decreased total open position to 77
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 30.45, which was 3.4 higher than the previous day. The implied volatity was 34.63, the open interest changed by 37 which increased total open position to 80
On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 27.05, which was 6.65 higher than the previous day. The implied volatity was 32.63, the open interest changed by 29 which increased total open position to 43
On 13 Feb IRCTC was trading at 746.35. The strike last trading price was 20.15, which was 2.9 higher than the previous day. The implied volatity was 30.85, the open interest changed by 11 which increased total open position to 12
On 12 Feb IRCTC was trading at 759.15. The strike last trading price was 17.25, which was -3.5 lower than the previous day. The implied volatity was 31.70, the open interest changed by 1 which increased total open position to 1
On 11 Feb IRCTC was trading at 750.95. The strike last trading price was 20.75, which was 0 lower than the previous day. The implied volatity was 3.18, 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 20.75, which was 0 lower than the previous day. The implied volatity was 5.51, 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 20.75, which was 0 lower than the previous day. The implied volatity was 5.44, 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 20.75, which was 0 lower than the previous day. The implied volatity was 6.18, 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 20.75, which was 0 lower than the previous day. The implied volatity was 6.90, 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 20.75, which was 0 lower than the previous day. The implied volatity was 5.93, 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 20.75, which was 0 lower than the previous day. The implied volatity was 5.24, 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 20.75, 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