IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
14 Nov 2024 04:11 PM IST
| IRCTC 28NOV2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.45
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 799.60 | 27.9 | 0.40 | 19.74 | 92 | 20 | 62 | |||
| 13 Nov | 801.40 | 27.5 | -32.20 | 11.11 | 45 | 13 | 42 | |||
| 12 Nov | 811.65 | 59.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 836.20 | 59.7 | 4.30 | 19.63 | 2 | 0 | 28 | |||
| 8 Nov | 832.50 | 55.4 | -21.85 | - | 8 | 0 | 25 | |||
| 7 Nov | 844.05 | 77.25 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 6 Nov | 857.35 | 77.25 | 19.40 | - | 13 | -2 | 26 | |||
| 5 Nov | 829.10 | 57.85 | 4.80 | 20.20 | 55 | 13 | 28 | |||
| 4 Nov | 816.20 | 53.05 | -5.45 | 35.23 | 23 | 7 | 15 | |||
| 1 Nov | 831.75 | 58.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 821.30 | 58.5 | 8.35 | - | 8 | 2 | 7 | |||
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| 30 Oct | 839.40 | 50.15 | 0.00 | - | 0 | 4 | 0 | |||
| 29 Oct | 824.85 | 50.15 | -7.50 | - | 7 | 2 | 3 | |||
| 28 Oct | 821.05 | 57.65 | -90.35 | - | 4 | 2 | 2 | |||
| 25 Oct | 812.10 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 830.15 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 828.65 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 831.40 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 858.80 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 871.75 | 148 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 886.40 | 148 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 28NOV2024
Delta for 780 CE is 0.79
Historical price for 780 CE is as follows
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 27.9, which was 0.40 higher than the previous day. The implied volatity was 19.74, the open interest changed by 20 which increased total open position to 62
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 27.5, which was -32.20 lower than the previous day. The implied volatity was 11.11, the open interest changed by 13 which increased total open position to 42
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 59.7, 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 11 Nov IRCTC was trading at 836.20. The strike last trading price was 59.7, which was 4.30 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 28
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 55.4, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 77.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 77.25, which was 19.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 26
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 57.85, which was 4.80 higher than the previous day. The implied volatity was 20.20, the open interest changed by 13 which increased total open position to 28
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 53.05, which was -5.45 lower than the previous day. The implied volatity was 35.23, the open interest changed by 7 which increased total open position to 15
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 58.5, which was 8.35 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 50.15, 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 50.15, which was -7.50 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 57.65, which was -90.35 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 148, 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 148, 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 148, 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 148, 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 21 Oct IRCTC was trading at 858.80. The strike last trading price was 148, 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 148, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 148, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IRCTC 28NOV2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.52
Theta: -0.43
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 799.60 | 6.95 | -0.75 | 26.38 | 623 | 23 | 455 |
| 13 Nov | 801.40 | 7.7 | 0.80 | 28.30 | 1,217 | -20 | 434 |
| 12 Nov | 811.65 | 6.9 | 3.70 | 29.42 | 974 | -119 | 481 |
| 11 Nov | 836.20 | 3.2 | -1.50 | 29.60 | 890 | -127 | 604 |
| 8 Nov | 832.50 | 4.7 | 0.45 | 29.95 | 2,114 | 24 | 735 |
| 7 Nov | 844.05 | 4.25 | 1.15 | 32.09 | 2,751 | -146 | 727 |
| 6 Nov | 857.35 | 3.1 | -3.10 | 32.00 | 1,763 | 113 | 877 |
| 5 Nov | 829.10 | 6.2 | -10.50 | 30.89 | 3,393 | 439 | 764 |
| 4 Nov | 816.20 | 16.7 | -1.35 | 40.54 | 620 | 110 | 322 |
| 1 Nov | 831.75 | 18.05 | 1.90 | 47.36 | 39 | 6 | 212 |
| 31 Oct | 821.30 | 16.15 | 6.30 | - | 568 | 58 | 200 |
| 30 Oct | 839.40 | 9.85 | -2.95 | - | 110 | 2 | 142 |
| 29 Oct | 824.85 | 12.8 | -0.70 | - | 115 | 63 | 139 |
| 28 Oct | 821.05 | 13.5 | -3.75 | - | 48 | 4 | 74 |
| 25 Oct | 812.10 | 17.25 | 4.25 | - | 75 | 22 | 70 |
| 24 Oct | 830.15 | 13 | -0.05 | - | 18 | 3 | 48 |
| 23 Oct | 828.65 | 13.05 | 0.20 | - | 32 | 17 | 45 |
| 22 Oct | 831.40 | 12.85 | 3.85 | - | 86 | 21 | 23 |
| 21 Oct | 858.80 | 9 | -2.45 | - | 3 | 1 | 1 |
| 17 Oct | 871.75 | 11.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 886.40 | 11.45 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 28NOV2024
Delta for 780 PE is -0.27
Historical price for 780 PE is as follows
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 6.95, which was -0.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by 23 which increased total open position to 455
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 7.7, which was 0.80 higher than the previous day. The implied volatity was 28.30, the open interest changed by -20 which decreased total open position to 434
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 6.9, which was 3.70 higher than the previous day. The implied volatity was 29.42, the open interest changed by -119 which decreased total open position to 481
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 3.2, which was -1.50 lower than the previous day. The implied volatity was 29.60, the open interest changed by -127 which decreased total open position to 604
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 29.95, the open interest changed by 24 which increased total open position to 735
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 4.25, which was 1.15 higher than the previous day. The implied volatity was 32.09, the open interest changed by -146 which decreased total open position to 727
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 3.1, which was -3.10 lower than the previous day. The implied volatity was 32.00, the open interest changed by 113 which increased total open position to 877
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 6.2, which was -10.50 lower than the previous day. The implied volatity was 30.89, the open interest changed by 439 which increased total open position to 764
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 16.7, which was -1.35 lower than the previous day. The implied volatity was 40.54, the open interest changed by 110 which increased total open position to 322
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 18.05, which was 1.90 higher than the previous day. The implied volatity was 47.36, the open interest changed by 6 which increased total open position to 212
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 16.15, which was 6.30 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 9.85, which was -2.95 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 12.8, which was -0.70 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 13.5, which was -3.75 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 17.25, which was 4.25 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 13, which was -0.05 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 13.05, which was 0.20 higher 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 12.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct IRCTC was trading at 858.80. The strike last trading price was 9, which was -2.45 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 11.45, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
