IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
| IRCTC 28NOV2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.36
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 793.85 | 28.5 | -2.00 | 33.67 | 22 | 3 | 13 | |||
| 20 Nov | 800.10 | 30.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 800.10 | 30.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 797.10 | 30.5 | -7.35 | 14.86 | 11 | 1 | 11 | |||
| 14 Nov | 799.60 | 37.85 | 3.10 | 24.45 | 7 | 1 | 10 | |||
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| 13 Nov | 801.40 | 34.75 | -23.25 | - | 8 | 3 | 8 | |||
| 12 Nov | 811.65 | 58 | -6.30 | 46.70 | 1 | 0 | 5 | |||
| 11 Nov | 836.20 | 64.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Nov | 832.50 | 64.3 | -24.45 | - | 7 | -1 | 2 | |||
| 7 Nov | 844.05 | 88.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 857.35 | 88.75 | 28.75 | - | 2 | 0 | 2 | |||
| 5 Nov | 829.10 | 60 | 1.15 | - | 3 | 0 | 2 | |||
| 4 Nov | 816.20 | 58.85 | -97.35 | 33.05 | 5 | 1 | 1 | |||
| 1 Nov | 831.75 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 821.30 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 839.40 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 824.85 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 821.05 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 812.10 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 830.15 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 828.65 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 831.40 | 156.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 871.75 | 156.2 | 156.20 | - | 0 | 0 | 0 | |||
| 3 Oct | 886.40 | 0 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.74
Historical price for 770 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 28.5, which was -2.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 3 which increased total open position to 13
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 30.5, which was 0.00 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 19 Nov IRCTC was trading at 800.10. The strike last trading price was 30.5, which was 0.00 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 18 Nov IRCTC was trading at 797.10. The strike last trading price was 30.5, which was -7.35 lower than the previous day. The implied volatity was 14.86, the open interest changed by 1 which increased total open position to 11
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 37.85, which was 3.10 higher than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 10
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 34.75, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 58, which was -6.30 lower than the previous day. The implied volatity was 46.70, the open interest changed by 0 which decreased total open position to 5
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 64.3, which was 0.00 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 8 Nov IRCTC was trading at 832.50. The strike last trading price was 64.3, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 88.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 88.75, which was 28.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 60, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 58.85, which was -97.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 1
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 156.2, 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 31 Oct IRCTC was trading at 821.30. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IRCTC was trading at 839.40. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IRCTC was trading at 824.85. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IRCTC was trading at 821.05. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IRCTC was trading at 812.10. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IRCTC was trading at 830.15. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IRCTC was trading at 828.65. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IRCTC was trading at 831.40. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IRCTC was trading at 871.75. The strike last trading price was 156.2, which was 156.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IRCTC was trading at 886.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IRCTC 28NOV2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.34
Theta: -0.69
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 793.85 | 4.85 | -0.25 | 30.58 | 877 | -32 | 202 |
| 20 Nov | 800.10 | 5.1 | 0.00 | 32.02 | 604 | 0 | 233 |
| 19 Nov | 800.10 | 5.1 | 0.15 | 32.02 | 604 | -1 | 233 |
| 18 Nov | 797.10 | 4.95 | -0.15 | 30.11 | 616 | -46 | 238 |
| 14 Nov | 799.60 | 5.1 | -0.45 | 27.73 | 548 | 30 | 283 |
| 13 Nov | 801.40 | 5.55 | 0.50 | 29.02 | 928 | -26 | 254 |
| 12 Nov | 811.65 | 5.05 | 2.60 | 30.15 | 307 | -6 | 280 |
| 11 Nov | 836.20 | 2.45 | -1.15 | 30.87 | 537 | -87 | 280 |
| 8 Nov | 832.50 | 3.6 | 0.20 | 30.87 | 1,492 | 51 | 368 |
| 7 Nov | 844.05 | 3.4 | 0.85 | 33.22 | 571 | 75 | 319 |
| 6 Nov | 857.35 | 2.55 | -2.50 | 33.33 | 1,027 | -175 | 234 |
| 5 Nov | 829.10 | 5.05 | -8.85 | 32.10 | 1,718 | 207 | 430 |
| 4 Nov | 816.20 | 13.9 | -1.25 | 40.96 | 686 | 177 | 225 |
| 1 Nov | 831.75 | 15.15 | 1.45 | 47.28 | 21 | 7 | 47 |
| 31 Oct | 821.30 | 13.7 | 5.50 | - | 234 | 25 | 40 |
| 30 Oct | 839.40 | 8.2 | -3.25 | - | 21 | 0 | 11 |
| 29 Oct | 824.85 | 11.45 | 0.65 | - | 7 | 2 | 11 |
| 28 Oct | 821.05 | 10.8 | -3.45 | - | 23 | 8 | 9 |
| 25 Oct | 812.10 | 14.25 | 4.45 | - | 3 | 1 | 1 |
| 24 Oct | 830.15 | 9.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 828.65 | 9.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 831.40 | 9.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 871.75 | 9.8 | 9.80 | - | 0 | 0 | 0 |
| 3 Oct | 886.40 | 0 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 PE is -0.24
Historical price for 770 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 30.58, the open interest changed by -32 which decreased total open position to 202
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 233
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 5.1, which was 0.15 higher than the previous day. The implied volatity was 32.02, the open interest changed by -1 which decreased total open position to 233
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by -46 which decreased total open position to 238
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by 30 which increased total open position to 283
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 5.55, which was 0.50 higher than the previous day. The implied volatity was 29.02, the open interest changed by -26 which decreased total open position to 254
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 5.05, which was 2.60 higher than the previous day. The implied volatity was 30.15, the open interest changed by -6 which decreased total open position to 280
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 30.87, the open interest changed by -87 which decreased total open position to 280
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was 30.87, the open interest changed by 51 which increased total open position to 368
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 3.4, which was 0.85 higher than the previous day. The implied volatity was 33.22, the open interest changed by 75 which increased total open position to 319
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 2.55, which was -2.50 lower than the previous day. The implied volatity was 33.33, the open interest changed by -175 which decreased total open position to 234
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 5.05, which was -8.85 lower than the previous day. The implied volatity was 32.10, the open interest changed by 207 which increased total open position to 430
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 13.9, which was -1.25 lower than the previous day. The implied volatity was 40.96, the open interest changed by 177 which increased total open position to 225
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 15.15, which was 1.45 higher than the previous day. The implied volatity was 47.28, the open interest changed by 7 which increased total open position to 47
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 13.7, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct IRCTC was trading at 839.40. The strike last trading price was 8.2, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct IRCTC was trading at 824.85. The strike last trading price was 11.45, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct IRCTC was trading at 821.05. The strike last trading price was 10.8, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct IRCTC was trading at 812.10. The strike last trading price was 14.25, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct IRCTC was trading at 830.15. The strike last trading price was 9.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct IRCTC was trading at 828.65. The strike last trading price was 9.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct IRCTC was trading at 831.40. The strike last trading price was 9.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct IRCTC was trading at 871.75. The strike last trading price was 9.8, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct IRCTC was trading at 886.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
