IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
13 Mar 2025 04:11 PM IST
IRCTC 27MAR2025 790 CE | ||||||||||
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Delta: 0.03
Vega: 0.09
Theta: -0.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 689.05 | 0.5 | -0.15 | 34.73 | 10 | 4 | 183 | |||
12 Mar | 698.20 | 0.7 | 0.1 | 32.92 | 28 | -3 | 180 | |||
11 Mar | 691.15 | 0.6 | -0.1 | 32.79 | 7 | -1 | 183 | |||
10 Mar | 689.70 | 0.7 | -0.35 | 33.74 | 32 | 0 | 185 | |||
7 Mar | 700.65 | 1 | -0.2 | 29.42 | 135 | -31 | 185 | |||
6 Mar | 702.35 | 1.15 | -0.1 | 29.25 | 227 | 32 | 215 | |||
5 Mar | 695.15 | 1.15 | 0.4 | 30.20 | 118 | -31 | 183 | |||
4 Mar | 673.85 | 0.75 | -0.35 | 33.21 | 146 | -33 | 216 | |||
3 Mar | 676.60 | 1.05 | 0.05 | 33.05 | 50 | -28 | 249 | |||
28 Feb | 670.95 | 0.95 | -1.05 | 31.34 | 271 | 135 | 278 | |||
27 Feb | 694.35 | 2 | -1.05 | 30.15 | 113 | 47 | 143 | |||
26 Feb | 708.00 | 2.9 | -1.9 | 27.89 | 78 | 8 | 93 | |||
25 Feb | 710.35 | 2.9 | -1.9 | 27.89 | 78 | 5 | 93 | |||
24 Feb | 720.35 | 4.8 | -1.95 | 28.02 | 19 | 8 | 88 | |||
21 Feb | 731.10 | 6.7 | -1.65 | 27.06 | 56 | 25 | 78 | |||
20 Feb | 735.50 | 8.35 | 0.25 | 27.02 | 54 | 9 | 53 | |||
19 Feb | 728.30 | 8.1 | 1.2 | 28.88 | 16 | 7 | 44 | |||
18 Feb | 719.20 | 6.9 | -2.55 | 29.74 | 51 | 33 | 37 | |||
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17 Feb | 725.45 | 9.35 | -34.8 | 30.01 | 6 | 2 | 2 | |||
14 Feb | 732.60 | 44.15 | 0 | 5.36 | 0 | 0 | 0 | |||
13 Feb | 746.35 | 44.15 | 0 | 3.83 | 0 | 0 | 0 | |||
12 Feb | 759.15 | 44.15 | 0 | 2.51 | 0 | 0 | 0 | |||
11 Feb | 750.95 | 44.15 | 0 | 3.22 | 0 | 0 | 0 | |||
10 Feb | 773.70 | 44.15 | 0 | 0.73 | 0 | 0 | 0 | |||
7 Feb | 774.10 | 44.15 | 0 | 0.66 | 0 | 0 | 0 | |||
6 Feb | 783.80 | 44.15 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 791.90 | 44.15 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 781.90 | 44.15 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 772.65 | 44.15 | 0 | 0.72 | 0 | 0 | 0 | |||
1 Feb | 794.70 | 44.15 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 790 expiring on 27MAR2025
Delta for 790 CE is 0.03
Historical price for 790 CE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 183
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 32.92, the open interest changed by -3 which decreased total open position to 180
On 11 Mar IRCTC was trading at 691.15. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 32.79, the open interest changed by -1 which decreased total open position to 183
On 10 Mar IRCTC was trading at 689.70. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by 0 which decreased total open position to 185
On 7 Mar IRCTC was trading at 700.65. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 29.42, the open interest changed by -31 which decreased total open position to 185
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 29.25, the open interest changed by 32 which increased total open position to 215
On 5 Mar IRCTC was trading at 695.15. The strike last trading price was 1.15, which was 0.4 higher than the previous day. The implied volatity was 30.20, the open interest changed by -31 which decreased total open position to 183
On 4 Mar IRCTC was trading at 673.85. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 33.21, the open interest changed by -33 which decreased total open position to 216
On 3 Mar IRCTC was trading at 676.60. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 33.05, the open interest changed by -28 which decreased total open position to 249
On 28 Feb IRCTC was trading at 670.95. The strike last trading price was 0.95, which was -1.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by 135 which increased total open position to 278
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 30.15, the open interest changed by 47 which increased total open position to 143
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 2.9, which was -1.9 lower than the previous day. The implied volatity was 27.89, the open interest changed by 8 which increased total open position to 93
On 25 Feb IRCTC was trading at 710.35. The strike last trading price was 2.9, which was -1.9 lower than the previous day. The implied volatity was 27.89, the open interest changed by 5 which increased total open position to 93
On 24 Feb IRCTC was trading at 720.35. The strike last trading price was 4.8, which was -1.95 lower than the previous day. The implied volatity was 28.02, the open interest changed by 8 which increased total open position to 88
On 21 Feb IRCTC was trading at 731.10. The strike last trading price was 6.7, which was -1.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by 25 which increased total open position to 78
On 20 Feb IRCTC was trading at 735.50. The strike last trading price was 8.35, which was 0.25 higher than the previous day. The implied volatity was 27.02, the open interest changed by 9 which increased total open position to 53
On 19 Feb IRCTC was trading at 728.30. The strike last trading price was 8.1, which was 1.2 higher than the previous day. The implied volatity was 28.88, the open interest changed by 7 which increased total open position to 44
On 18 Feb IRCTC was trading at 719.20. The strike last trading price was 6.9, which was -2.55 lower than the previous day. The implied volatity was 29.74, the open interest changed by 33 which increased total open position to 37
On 17 Feb IRCTC was trading at 725.45. The strike last trading price was 9.35, which was -34.8 lower than the previous day. The implied volatity was 30.01, the open interest changed by 2 which increased total open position to 2
On 14 Feb IRCTC was trading at 732.60. The strike last trading price was 44.15, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 13 Feb IRCTC was trading at 746.35. The strike last trading price was 44.15, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 12 Feb IRCTC was trading at 759.15. The strike last trading price was 44.15, which was 0 lower than the previous day. The implied volatity was 2.51, 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 44.15, 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 10 Feb IRCTC was trading at 773.70. The strike last trading price was 44.15, which was 0 lower than the previous day. The implied volatity was 0.73, 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 44.15, which was 0 lower than the previous day. The implied volatity was 0.66, 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 44.15, 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 44.15, 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 44.15, 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 44.15, which was 0 lower than the previous day. The implied volatity was 0.72, 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 44.15, 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 27MAR2025 790 PE | |||||||
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Delta: -0.91
Vega: 0.22
Theta: -0.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 689.05 | 99.9 | 19.85 | 48.70 | 4 | 0 | 9 |
12 Mar | 698.20 | 80.05 | 0 | 0.00 | 0 | 0 | 0 |
11 Mar | 691.15 | 80.05 | 0 | 0.00 | 0 | 0 | 0 |
10 Mar | 689.70 | 80.05 | 0 | 0.00 | 0 | 2 | 0 |
7 Mar | 700.65 | 80.05 | -6.95 | - | 2 | 1 | 8 |
6 Mar | 702.35 | 87 | 0 | 0.00 | 0 | 0 | 0 |
5 Mar | 695.15 | 87 | 0 | 0.00 | 0 | 0 | 0 |
4 Mar | 673.85 | 87 | 0 | 0.00 | 0 | 0 | 0 |
3 Mar | 676.60 | 87 | 0 | 0.00 | 0 | 0 | 0 |
28 Feb | 670.95 | 87 | 0 | 0.00 | 0 | 6 | 0 |
27 Feb | 694.35 | 87 | 40.65 | - | 7 | 6 | 6 |
26 Feb | 708.00 | 46.35 | 0 | - | 0 | 0 | 0 |
25 Feb | 710.35 | 46.35 | 0 | - | 0 | 0 | 0 |
24 Feb | 720.35 | 46.35 | 0 | - | 0 | 0 | 0 |
21 Feb | 731.10 | 46.35 | 0 | - | 0 | 0 | 0 |
20 Feb | 735.50 | 46.35 | 0 | - | 0 | 0 | 0 |
19 Feb | 728.30 | 46.35 | 0 | - | 0 | 0 | 0 |
18 Feb | 719.20 | 46.35 | 0 | - | 0 | 0 | 0 |
17 Feb | 725.45 | 46.35 | 0 | - | 0 | 0 | 0 |
14 Feb | 732.60 | 46.35 | 0 | - | 0 | 0 | 0 |
13 Feb | 746.35 | 46.35 | 0 | - | 0 | 0 | 0 |
12 Feb | 759.15 | 46.35 | 0 | - | 0 | 0 | 0 |
11 Feb | 750.95 | 46.35 | 0 | - | 0 | 0 | 0 |
10 Feb | 773.70 | 46.35 | 0 | - | 0 | 0 | 0 |
7 Feb | 774.10 | 46.35 | 0 | - | 0 | 0 | 0 |
6 Feb | 783.80 | 46.35 | 0 | 0.43 | 0 | 0 | 0 |
5 Feb | 791.90 | 46.35 | 0 | 1.36 | 0 | 0 | 0 |
4 Feb | 781.90 | 46.35 | 0 | 0.23 | 0 | 0 | 0 |
3 Feb | 772.65 | 46.35 | 0 | - | 0 | 0 | 0 |
1 Feb | 794.70 | 46.35 | 0 | 1.60 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 790 expiring on 27MAR2025
Delta for 790 PE is -0.91
Historical price for 790 PE is as follows
On 13 Mar IRCTC was trading at 689.05. The strike last trading price was 99.9, which was 19.85 higher than the previous day. The implied volatity was 48.70, the open interest changed by 0 which decreased total open position to 9
On 12 Mar IRCTC was trading at 698.20. The strike last trading price was 80.05, 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 80.05, 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 10 Mar IRCTC was trading at 689.70. The strike last trading price was 80.05, 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 7 Mar IRCTC was trading at 700.65. The strike last trading price was 80.05, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 6 Mar IRCTC was trading at 702.35. The strike last trading price was 87, 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 5 Mar IRCTC was trading at 695.15. The strike last trading price was 87, 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 4 Mar IRCTC was trading at 673.85. The strike last trading price was 87, 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 3 Mar IRCTC was trading at 676.60. The strike last trading price was 87, 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 28 Feb IRCTC was trading at 670.95. The strike last trading price was 87, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 27 Feb IRCTC was trading at 694.35. The strike last trading price was 87, which was 40.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 26 Feb IRCTC was trading at 708.00. The strike last trading price was 46.35, 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 25 Feb IRCTC was trading at 710.35. The strike last trading price was 46.35, 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 24 Feb IRCTC was trading at 720.35. The strike last trading price was 46.35, 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 21 Feb IRCTC was trading at 731.10. The strike last trading price was 46.35, 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 20 Feb IRCTC was trading at 735.50. The strike last trading price was 46.35, 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 46.35, 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 Feb IRCTC was trading at 719.20. The strike last trading price was 46.35, 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 Feb IRCTC was trading at 725.45. The strike last trading price was 46.35, 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 14 Feb IRCTC was trading at 732.60. The strike last trading price was 46.35, 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 Feb IRCTC was trading at 746.35. The strike last trading price was 46.35, 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 Feb IRCTC was trading at 759.15. The strike last trading price was 46.35, 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 46.35, 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 46.35, 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 46.35, 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 46.35, which was 0 lower than the previous day. The implied volatity was 0.43, 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 46.35, which was 0 lower than the previous day. The implied volatity was 1.36, 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 46.35, which was 0 lower than the previous day. The implied volatity was 0.23, 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 46.35, 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 46.35, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0