IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
11 Apr 2025 04:11 PM IST
IRCTC 24APR2025 780 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.15
Vega: 0.33
Theta: -0.44
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 730.70 | 3.5 | 0.45 | 32.33 | 356 | 33 | 308 | |||
9 Apr | 715.20 | 3.05 | -0.2 | 35.03 | 261 | -24 | 273 | |||
8 Apr | 715.05 | 3.35 | 0.55 | 34.38 | 348 | 12 | 297 | |||
7 Apr | 697.40 | 2.8 | -0.15 | 36.76 | 477 | -47 | 284 | |||
4 Apr | 714.10 | 3.15 | -3.5 | 29.91 | 605 | 65 | 332 | |||
3 Apr | 738.25 | 6.9 | 1.8 | 27.53 | 698 | 10 | 265 | |||
2 Apr | 727.45 | 5.2 | 0.3 | 28.18 | 375 | 7 | 254 | |||
1 Apr | 724.25 | 4.9 | -1.45 | 28.01 | 517 | 23 | 245 | |||
28 Mar | 727.50 | 6.4 | 1 | 27.75 | 782 | 77 | 222 | |||
27 Mar | 718.05 | 5.75 | 1.6 | 27.63 | 290 | 13 | 133 | |||
26 Mar | 704.45 | 4.2 | -1.8 | 30.28 | 157 | 21 | 121 | |||
25 Mar | 717.15 | 6 | -1.65 | 29.24 | 185 | 37 | 100 | |||
24 Mar | 726.95 | 7.55 | 1.05 | 26.95 | 89 | 28 | 63 | |||
21 Mar | 722.20 | 6.5 | 0.8 | 25.80 | 36 | 17 | 33 | |||
20 Mar | 714.85 | 5.85 | -0.6 | 26.97 | 13 | 4 | 15 | |||
19 Mar | 717.65 | 6.65 | 0.95 | 27.28 | 16 | 5 | 10 | |||
18 Mar | 705.90 | 5.7 | 0.2 | 28.16 | 4 | 3 | 4 | |||
17 Mar | 690.65 | 5.5 | 0 | 0.00 | 0 | 1 | 0 | |||
13 Mar | 689.05 | 5.5 | 0.4 | 30.73 | 1 | 0 | 0 | |||
12 Mar | 698.20 | 5.1 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Mar | 691.15 | 5.1 | -55.95 | 28.08 | 2 | 0 | 0 | |||
|
||||||||||
10 Mar | 689.70 | 61.05 | 0 | 8.42 | 0 | 0 | 0 | |||
7 Mar | 700.65 | 61.05 | 0 | 7.00 | 0 | 0 | 0 | |||
6 Mar | 702.35 | 61.05 | 0 | 6.85 | 0 | 0 | 0 | |||
27 Feb | 694.35 | 61.05 | 0 | 7.04 | 0 | 0 | 0 | |||
19 Feb | 728.30 | 61.05 | 0 | 3.22 | 0 | 0 | 0 | |||
11 Feb | 750.95 | 0 | 0 | 1.29 | 0 | 0 | 0 | |||
10 Feb | 773.70 | 0 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 783.80 | 0 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 794.70 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 24APR2025
Delta for 780 CE is 0.15
Historical price for 780 CE is as follows
On 11 Apr IRCTC was trading at 730.70. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 32.33, the open interest changed by 33 which increased total open position to 308
On 9 Apr IRCTC was trading at 715.20. The strike last trading price was 3.05, which was -0.2 lower than the previous day. The implied volatity was 35.03, the open interest changed by -24 which decreased total open position to 273
On 8 Apr IRCTC was trading at 715.05. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 34.38, the open interest changed by 12 which increased total open position to 297
On 7 Apr IRCTC was trading at 697.40. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 36.76, the open interest changed by -47 which decreased total open position to 284
On 4 Apr IRCTC was trading at 714.10. The strike last trading price was 3.15, which was -3.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by 65 which increased total open position to 332
On 3 Apr IRCTC was trading at 738.25. The strike last trading price was 6.9, which was 1.8 higher than the previous day. The implied volatity was 27.53, the open interest changed by 10 which increased total open position to 265
On 2 Apr IRCTC was trading at 727.45. The strike last trading price was 5.2, which was 0.3 higher than the previous day. The implied volatity was 28.18, the open interest changed by 7 which increased total open position to 254
On 1 Apr IRCTC was trading at 724.25. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 28.01, the open interest changed by 23 which increased total open position to 245
On 28 Mar IRCTC was trading at 727.50. The strike last trading price was 6.4, which was 1 higher than the previous day. The implied volatity was 27.75, the open interest changed by 77 which increased total open position to 222
On 27 Mar IRCTC was trading at 718.05. The strike last trading price was 5.75, which was 1.6 higher than the previous day. The implied volatity was 27.63, the open interest changed by 13 which increased total open position to 133
On 26 Mar IRCTC was trading at 704.45. The strike last trading price was 4.2, which was -1.8 lower than the previous day. The implied volatity was 30.28, the open interest changed by 21 which increased total open position to 121
On 25 Mar IRCTC was trading at 717.15. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 29.24, the open interest changed by 37 which increased total open position to 100
On 24 Mar IRCTC was trading at 726.95. The strike last trading price was 7.55, which was 1.05 higher than the previous day. The implied volatity was 26.95, the open interest changed by 28 which increased total open position to 63
On 21 Mar IRCTC was trading at 722.20. The strike last trading price was 6.5, which was 0.8 higher than the previous day. The implied volatity was 25.80, the open interest changed by 17 which increased total open position to 33
On 20 Mar IRCTC was trading at 714.85. The strike last trading price was 5.85, which was -0.6 lower than the previous day. The implied volatity was 26.97, the open interest changed by 4 which increased total open position to 15
On 19 Mar IRCTC was trading at 717.65. The strike last trading price was 6.65, which was 0.95 higher than the previous day. The implied volatity was 27.28, the open interest changed by 5 which increased total open position to 10
On 18 Mar IRCTC was trading at 705.90. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was 28.16, the open interest changed by 3 which increased total open position to 4
On 17 Mar IRCTC was trading at 690.65. The strike last trading price was 5.5, which was 0 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 13 Mar IRCTC was trading at 689.05. The strike last trading price was 5.5, which was 0.4 higher than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 0
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 5.1, 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
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 5.1, which was -55.95 lower than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 0
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 61.05, which was 0 lower than the previous day. The implied volatity was 7.04, 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 61.05, which was 0 lower than the previous day. The implied volatity was 3.22, 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 0, which was 0 lower than the previous day. The implied volatity was 1.29, 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 0, 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 0, 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 0, 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 24APR2025 780 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.86
Vega: 0.30
Theta: -0.17
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 730.70 | 50.95 | -21.55 | 30.36 | 6 | -4 | 58 |
9 Apr | 715.20 | 72.5 | -1.4 | 52.69 | 1 | 0 | 62 |
8 Apr | 715.05 | 73.9 | -22.65 | 55.95 | 1 | 0 | 62 |
7 Apr | 697.40 | 96.55 | 25.2 | 79.72 | 5 | -2 | 62 |
4 Apr | 714.10 | 71.35 | 21.85 | 46.52 | 25 | 8 | 63 |
3 Apr | 738.25 | 49.5 | -3.5 | 38.46 | 9 | 3 | 54 |
2 Apr | 727.45 | 53 | -0.45 | 29.95 | 4 | -1 | 50 |
1 Apr | 724.25 | 53.45 | 0.15 | 25.63 | 2 | 1 | 51 |
28 Mar | 727.50 | 53.3 | -15.95 | 27.13 | 10 | 7 | 50 |
27 Mar | 718.05 | 69.25 | -5.25 | 46.13 | 15 | 13 | 42 |
26 Mar | 704.45 | 74 | 21 | 29.41 | 6 | 5 | 30 |
25 Mar | 717.15 | 53 | 0 | 0.00 | 0 | 22 | 0 |
24 Mar | 726.95 | 53 | -2.9 | 27.28 | 22 | 20 | 23 |
21 Mar | 722.20 | 55.9 | -8.2 | 24.33 | 2 | 1 | 2 |
20 Mar | 714.85 | 64.1 | 15 | 27.79 | 1 | 0 | 0 |
19 Mar | 717.65 | 49.1 | 0 | - | 0 | 0 | 0 |
18 Mar | 705.90 | 49.1 | 0 | - | 0 | 0 | 0 |
17 Mar | 690.65 | 49.1 | 0 | - | 0 | 0 | 0 |
13 Mar | 689.05 | 49.1 | 0 | - | 0 | 0 | 0 |
12 Mar | 698.20 | 49.1 | 0 | - | 0 | 0 | 0 |
11 Mar | 691.15 | 49.1 | 0 | - | 0 | 0 | 0 |
10 Mar | 689.70 | 49.1 | 0 | - | 0 | 0 | 0 |
7 Mar | 700.65 | 49.1 | 0 | - | 0 | 0 | 0 |
6 Mar | 702.35 | 49.1 | 0 | - | 0 | 0 | 0 |
27 Feb | 694.35 | 49.1 | 0 | - | 0 | 0 | 0 |
19 Feb | 728.30 | 49.1 | 0 | - | 0 | 0 | 0 |
11 Feb | 750.95 | 49.1 | 0 | - | 0 | 0 | 0 |
10 Feb | 773.70 | 49.1 | 0 | 0.78 | 0 | 0 | 0 |
6 Feb | 783.80 | 49.1 | 0 | 2.22 | 0 | 0 | 0 |
1 Feb | 794.70 | 0 | 0 | 2.62 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 24APR2025
Delta for 780 PE is -0.86
Historical price for 780 PE is as follows
On 11 Apr IRCTC was trading at 730.70. The strike last trading price was 50.95, which was -21.55 lower than the previous day. The implied volatity was 30.36, the open interest changed by -4 which decreased total open position to 58
On 9 Apr IRCTC was trading at 715.20. The strike last trading price was 72.5, which was -1.4 lower than the previous day. The implied volatity was 52.69, the open interest changed by 0 which decreased total open position to 62
On 8 Apr IRCTC was trading at 715.05. The strike last trading price was 73.9, which was -22.65 lower than the previous day. The implied volatity was 55.95, the open interest changed by 0 which decreased total open position to 62
On 7 Apr IRCTC was trading at 697.40. The strike last trading price was 96.55, which was 25.2 higher than the previous day. The implied volatity was 79.72, the open interest changed by -2 which decreased total open position to 62
On 4 Apr IRCTC was trading at 714.10. The strike last trading price was 71.35, which was 21.85 higher than the previous day. The implied volatity was 46.52, the open interest changed by 8 which increased total open position to 63
On 3 Apr IRCTC was trading at 738.25. The strike last trading price was 49.5, which was -3.5 lower than the previous day. The implied volatity was 38.46, the open interest changed by 3 which increased total open position to 54
On 2 Apr IRCTC was trading at 727.45. The strike last trading price was 53, which was -0.45 lower than the previous day. The implied volatity was 29.95, the open interest changed by -1 which decreased total open position to 50
On 1 Apr IRCTC was trading at 724.25. The strike last trading price was 53.45, which was 0.15 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 51
On 28 Mar IRCTC was trading at 727.50. The strike last trading price was 53.3, which was -15.95 lower than the previous day. The implied volatity was 27.13, the open interest changed by 7 which increased total open position to 50
On 27 Mar IRCTC was trading at 718.05. The strike last trading price was 69.25, which was -5.25 lower than the previous day. The implied volatity was 46.13, the open interest changed by 13 which increased total open position to 42
On 26 Mar IRCTC was trading at 704.45. The strike last trading price was 74, which was 21 higher than the previous day. The implied volatity was 29.41, the open interest changed by 5 which increased total open position to 30
On 25 Mar IRCTC was trading at 717.15. The strike last trading price was 53, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 24 Mar IRCTC was trading at 726.95. The strike last trading price was 53, which was -2.9 lower than the previous day. The implied volatity was 27.28, the open interest changed by 20 which increased total open position to 23
On 21 Mar IRCTC was trading at 722.20. The strike last trading price was 55.9, which was -8.2 lower than the previous day. The implied volatity was 24.33, the open interest changed by 1 which increased total open position to 2
On 20 Mar IRCTC was trading at 714.85. The strike last trading price was 64.1, which was 15 higher than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 0
On 19 Mar IRCTC was trading at 717.65. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 705.90. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 690.65. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 689.05. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 698.20. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 691.15. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 689.70. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 700.65. The strike last trading price was 49.1, 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 Mar IRCTC was trading at 702.35. The strike last trading price was 49.1, 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 27 Feb IRCTC was trading at 694.35. The strike last trading price was 49.1, 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 49.1, 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 49.1, 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 49.1, which was 0 lower than the previous day. The implied volatity was 0.78, 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 49.1, which was 0 lower than the previous day. The implied volatity was 2.22, 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 0, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0