IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.36
Theta: -0.62
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 10.25 | -16.95 | 15.71 | 104 | 49 | 55 | |||
| 19 Dec | 805.55 | 27.2 | -18.40 | - | 3 | 1 | 6 | |||
| 18 Dec | 813.00 | 45.6 | -14.80 | 50.14 | 2 | 0 | 4 | |||
| 17 Dec | 826.80 | 60.4 | -4.85 | 59.24 | 3 | 1 | 5 | |||
| 16 Dec | 842.50 | 65.25 | 6.05 | 27.72 | 3 | -2 | 4 | |||
| 13 Dec | 835.45 | 59.2 | -2.80 | 26.76 | 12 | 1 | 3 | |||
| 12 Dec | 839.90 | 62 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 855.45 | 62 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 835.00 | 62 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 833.70 | 62 | 2.15 | 29.91 | 1 | 0 | 1 | |||
| 6 Dec | 830.60 | 59.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 836.85 | 59.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 832.65 | 59.85 | 16.85 | 25.35 | 1 | 0 | 0 | |||
| 3 Dec | 831.85 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 816.50 | 43 | -115.55 | 11.90 | 2 | 1 | 1 | |||
| 29 Nov | 815.95 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 814.35 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 822.60 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 814.95 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 812.10 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 808.60 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 793.85 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 800.10 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 800.10 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 797.10 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 799.60 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 801.40 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 811.65 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 832.50 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 829.10 | 158.55 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.67
Historical price for 780 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 10.25, which was -16.95 lower than the previous day. The implied volatity was 15.71, the open interest changed by 49 which increased total open position to 55
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 27.2, which was -18.40 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 45.6, which was -14.80 lower than the previous day. The implied volatity was 50.14, the open interest changed by 0 which decreased total open position to 4
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 60.4, which was -4.85 lower than the previous day. The implied volatity was 59.24, the open interest changed by 1 which increased total open position to 5
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 65.25, which was 6.05 higher than the previous day. The implied volatity was 27.72, the open interest changed by -2 which decreased total open position to 4
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 59.2, which was -2.80 lower than the previous day. The implied volatity was 26.76, the open interest changed by 1 which increased total open position to 3
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 62, 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 11 Dec IRCTC was trading at 855.45. The strike last trading price was 62, 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 10 Dec IRCTC was trading at 835.00. The strike last trading price was 62, 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 9 Dec IRCTC was trading at 833.70. The strike last trading price was 62, which was 2.15 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 1
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 59.85, 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 5 Dec IRCTC was trading at 836.85. The strike last trading price was 59.85, 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 4 Dec IRCTC was trading at 832.65. The strike last trading price was 59.85, which was 16.85 higher than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 0
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 43, 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 2 Dec IRCTC was trading at 816.50. The strike last trading price was 43, which was -115.55 lower than the previous day. The implied volatity was 11.90, the open interest changed by 1 which increased total open position to 1
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 158.55, 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 28 Nov IRCTC was trading at 814.35. The strike last trading price was 158.55, 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 27 Nov IRCTC was trading at 822.60. The strike last trading price was 158.55, 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 26 Nov IRCTC was trading at 814.95. The strike last trading price was 158.55, 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 25 Nov IRCTC was trading at 812.10. The strike last trading price was 158.55, 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 22 Nov IRCTC was trading at 808.60. The strike last trading price was 158.55, 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 21 Nov IRCTC was trading at 793.85. The strike last trading price was 158.55, 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 20 Nov IRCTC was trading at 800.10. The strike last trading price was 158.55, 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 19 Nov IRCTC was trading at 800.10. The strike last trading price was 158.55, 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 18 Nov IRCTC was trading at 797.10. The strike last trading price was 158.55, 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 Nov IRCTC was trading at 799.60. The strike last trading price was 158.55, 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 13 Nov IRCTC was trading at 801.40. The strike last trading price was 158.55, 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 12 Nov IRCTC was trading at 811.65. The strike last trading price was 158.55, 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 11 Nov IRCTC was trading at 836.20. The strike last trading price was 158.55, 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 8 Nov IRCTC was trading at 832.50. The strike last trading price was 158.55, 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 6 Nov IRCTC was trading at 857.35. The strike last trading price was 158.55, 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 5 Nov IRCTC was trading at 829.10. The strike last trading price was 158.55, 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 26DEC2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.39
Theta: -0.76
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 7.5 | 4.90 | 26.36 | 2,672 | 0 | 260 |
| 19 Dec | 805.55 | 2.6 | 0.30 | 26.20 | 1,064 | -11 | 268 |
| 18 Dec | 813.00 | 2.3 | 0.75 | 27.83 | 1,322 | 23 | 278 |
| 17 Dec | 826.80 | 1.55 | 0.50 | 29.10 | 249 | -5 | 260 |
| 16 Dec | 842.50 | 1.05 | -0.35 | 30.87 | 220 | 9 | 270 |
| 13 Dec | 835.45 | 1.4 | -0.05 | 26.64 | 844 | 31 | 260 |
| 12 Dec | 839.90 | 1.45 | 0.15 | 27.53 | 344 | -31 | 229 |
| 11 Dec | 855.45 | 1.3 | -0.85 | 30.68 | 513 | -12 | 261 |
| 10 Dec | 835.00 | 2.15 | -0.30 | 27.13 | 311 | -21 | 277 |
| 9 Dec | 833.70 | 2.45 | -0.70 | 27.23 | 411 | -22 | 298 |
| 6 Dec | 830.60 | 3.15 | 0.00 | 25.68 | 674 | 25 | 319 |
| 5 Dec | 836.85 | 3.15 | -1.10 | 27.38 | 688 | 15 | 300 |
| 4 Dec | 832.65 | 4.25 | 0.00 | 27.72 | 698 | 20 | 288 |
| 3 Dec | 831.85 | 4.25 | -2.45 | 27.50 | 648 | 8 | 266 |
| 2 Dec | 816.50 | 6.7 | -1.30 | 26.60 | 377 | 33 | 258 |
| 29 Nov | 815.95 | 8 | -1.00 | 26.81 | 464 | -4 | 228 |
| 28 Nov | 814.35 | 9 | 1.30 | 27.53 | 239 | 66 | 233 |
| 27 Nov | 822.60 | 7.7 | -0.20 | 27.91 | 133 | 45 | 166 |
| 26 Nov | 814.95 | 7.9 | -2.00 | 24.52 | 46 | 24 | 121 |
| 25 Nov | 812.10 | 9.9 | -2.70 | 26.95 | 21 | 7 | 96 |
| 22 Nov | 808.60 | 12.6 | -4.95 | 27.59 | 42 | -4 | 85 |
| 21 Nov | 793.85 | 17.55 | 0.35 | 26.69 | 93 | 10 | 88 |
| 20 Nov | 800.10 | 17.2 | 0.00 | 28.33 | 35 | 12 | 78 |
| 19 Nov | 800.10 | 17.2 | 1.50 | 28.33 | 35 | 12 | 78 |
| 18 Nov | 797.10 | 15.7 | -1.35 | 26.44 | 50 | 18 | 66 |
| 14 Nov | 799.60 | 17.05 | -0.45 | 27.94 | 38 | 22 | 48 |
| 13 Nov | 801.40 | 17.5 | 3.50 | 29.00 | 19 | 15 | 26 |
| 12 Nov | 811.65 | 14 | 7.00 | 27.40 | 11 | 8 | 10 |
| 11 Nov | 836.20 | 7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 832.50 | 7 | 0.00 | 23.89 | 1 | 0 | 1 |
| 6 Nov | 857.35 | 7 | -10.75 | 28.72 | 1 | 0 | 0 |
| 5 Nov | 829.10 | 17.75 | 5.68 | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.39
Historical price for 780 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 7.5, which was 4.90 higher than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 260
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was 26.20, the open interest changed by -11 which decreased total open position to 268
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 27.83, the open interest changed by 23 which increased total open position to 278
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was 29.10, the open interest changed by -5 which decreased total open position to 260
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 30.87, the open interest changed by 9 which increased total open position to 270
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 26.64, the open interest changed by 31 which increased total open position to 260
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 27.53, the open interest changed by -31 which decreased total open position to 229
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 1.3, which was -0.85 lower than the previous day. The implied volatity was 30.68, the open interest changed by -12 which decreased total open position to 261
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 2.15, which was -0.30 lower than the previous day. The implied volatity was 27.13, the open interest changed by -21 which decreased total open position to 277
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 2.45, which was -0.70 lower than the previous day. The implied volatity was 27.23, the open interest changed by -22 which decreased total open position to 298
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 25.68, the open interest changed by 25 which increased total open position to 319
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 3.15, which was -1.10 lower than the previous day. The implied volatity was 27.38, the open interest changed by 15 which increased total open position to 300
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 20 which increased total open position to 288
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 4.25, which was -2.45 lower than the previous day. The implied volatity was 27.50, the open interest changed by 8 which increased total open position to 266
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 6.7, which was -1.30 lower than the previous day. The implied volatity was 26.60, the open interest changed by 33 which increased total open position to 258
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 26.81, the open interest changed by -4 which decreased total open position to 228
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 9, which was 1.30 higher than the previous day. The implied volatity was 27.53, the open interest changed by 66 which increased total open position to 233
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 7.7, which was -0.20 lower than the previous day. The implied volatity was 27.91, the open interest changed by 45 which increased total open position to 166
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 7.9, which was -2.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 24 which increased total open position to 121
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 9.9, which was -2.70 lower than the previous day. The implied volatity was 26.95, the open interest changed by 7 which increased total open position to 96
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 12.6, which was -4.95 lower than the previous day. The implied volatity was 27.59, the open interest changed by -4 which decreased total open position to 85
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 17.55, which was 0.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by 10 which increased total open position to 88
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 17.2, which was 0.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 78
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 17.2, which was 1.50 higher than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 78
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 15.7, which was -1.35 lower than the previous day. The implied volatity was 26.44, the open interest changed by 18 which increased total open position to 66
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 17.05, which was -0.45 lower than the previous day. The implied volatity was 27.94, the open interest changed by 22 which increased total open position to 48
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 17.5, which was 3.50 higher than the previous day. The implied volatity was 29.00, the open interest changed by 15 which increased total open position to 26
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 14, which was 7.00 higher than the previous day. The implied volatity was 27.40, the open interest changed by 8 which increased total open position to 10
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 7, 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 8 Nov IRCTC was trading at 832.50. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 1
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 7, which was -10.75 lower than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
