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[--[65.84.65.76]--]
IRCTC
Indian Rail Tour Corp Ltd

793.85 -6.25 (-0.78%)

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Historical option data for IRCTC

21 Nov 2024 04:11 PM IST
IRCTC 28NOV2024 790 CE
Delta: 0.54
Vega: 0.43
Theta: -0.99
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 793.85 13.7 -4.00 28.30 588 57 199
20 Nov 800.10 17.7 0.00 24.46 237 28 141
19 Nov 800.10 17.7 -0.25 24.46 237 27 141
18 Nov 797.10 17.95 -4.45 23.43 381 25 113
14 Nov 799.60 22.4 -1.35 22.84 157 17 89
13 Nov 801.40 23.75 -5.20 21.09 117 33 71
12 Nov 811.65 28.95 -18.00 19.70 12 2 37
11 Nov 836.20 46.95 0.00 0.00 0 7 0
8 Nov 832.50 46.95 -26.60 15.10 13 4 32
7 Nov 844.05 73.55 0.00 0.00 0 -2 0
6 Nov 857.35 73.55 24.60 26.09 5 -1 29
5 Nov 829.10 48.95 1.40 20.08 180 27 30
4 Nov 816.20 47.55 -5.45 36.78 6 2 3
1 Nov 831.75 53 -87.00 21.11 3 0 0
31 Oct 821.30 140 0.00 - 0 0 0
30 Oct 839.40 140 0.00 - 0 0 0
29 Oct 824.85 140 0.00 - 0 0 0
28 Oct 821.05 140 0.00 - 0 0 0
25 Oct 812.10 140 0.00 - 0 0 0
24 Oct 830.15 140 0.00 - 0 0 0
23 Oct 828.65 140 0.00 - 0 0 0
22 Oct 831.40 140 0.00 - 0 0 0
21 Oct 858.80 140 0.00 - 0 0 0
17 Oct 871.75 140 140.00 - 0 0 0
3 Oct 886.40 0 - 0 0 0


For Indian Rail Tour Corp Ltd - strike price 790 expiring on 28NOV2024

Delta for 790 CE is 0.54

Historical price for 790 CE is as follows

On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 13.7, which was -4.00 lower than the previous day. The implied volatity was 28.30, the open interest changed by 57 which increased total open position to 199


On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was 24.46, the open interest changed by 28 which increased total open position to 141


On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 17.7, which was -0.25 lower than the previous day. The implied volatity was 24.46, the open interest changed by 27 which increased total open position to 141


On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 17.95, which was -4.45 lower than the previous day. The implied volatity was 23.43, the open interest changed by 25 which increased total open position to 113


On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 22.4, which was -1.35 lower than the previous day. The implied volatity was 22.84, the open interest changed by 17 which increased total open position to 89


On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 23.75, which was -5.20 lower than the previous day. The implied volatity was 21.09, the open interest changed by 33 which increased total open position to 71


On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 28.95, which was -18.00 lower than the previous day. The implied volatity was 19.70, the open interest changed by 2 which increased total open position to 37


On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 46.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 46.95, which was -26.60 lower than the previous day. The implied volatity was 15.10, the open interest changed by 4 which increased total open position to 32


On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 73.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 73.55, which was 24.60 higher than the previous day. The implied volatity was 26.09, the open interest changed by -1 which decreased total open position to 29


On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 48.95, which was 1.40 higher than the previous day. The implied volatity was 20.08, the open interest changed by 27 which increased total open position to 30


On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 47.55, which was -5.45 lower than the previous day. The implied volatity was 36.78, the open interest changed by 2 which increased total open position to 3


On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 53, which was -87.00 lower than the previous day. The implied volatity was 21.11, 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 140, 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 140, 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 140, 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 140, 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 140, 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 140, 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 140, 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 140, 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 140, 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 140, which was 140.00 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 790 PE
Delta: -0.46
Vega: 0.43
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 793.85 10.55 -0.05 27.07 821 -36 300
20 Nov 800.10 10.6 0.00 30.22 673 15 344
19 Nov 800.10 10.6 0.25 30.22 673 23 344
18 Nov 797.10 10.35 0.25 28.35 712 50 318
14 Nov 799.60 10.1 -0.50 26.16 731 71 271
13 Nov 801.40 10.6 1.20 27.74 1,075 -7 201
12 Nov 811.65 9.4 5.25 28.86 669 14 218
11 Nov 836.20 4.15 -2.05 28.24 883 -82 204
8 Nov 832.50 6.2 0.70 29.19 1,969 -102 297
7 Nov 844.05 5.5 1.50 31.33 1,949 65 413
6 Nov 857.35 4 -4.00 31.19 1,454 84 353
5 Nov 829.10 8 -11.60 30.31 2,487 138 270
4 Nov 816.20 19.6 -1.60 39.72 407 50 129
1 Nov 831.75 21.2 2.30 47.30 18 -3 79
31 Oct 821.30 18.9 6.50 - 243 56 76
30 Oct 839.40 12.4 -3.30 - 33 10 18
29 Oct 824.85 15.7 -0.85 - 10 3 9
28 Oct 821.05 16.55 -4.60 - 16 2 6
25 Oct 812.10 21.15 9.85 - 5 2 4
24 Oct 830.15 11.3 -6.25 - 1 0 1
23 Oct 828.65 17.55 4.20 - 1 0 0
22 Oct 831.40 13.35 0.00 - 0 0 0
21 Oct 858.80 13.35 0.00 - 0 0 0
17 Oct 871.75 13.35 13.35 - 0 0 0
3 Oct 886.40 0 - 0 0 0


For Indian Rail Tour Corp Ltd - strike price 790 expiring on 28NOV2024

Delta for 790 PE is -0.46

Historical price for 790 PE is as follows

On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 10.55, which was -0.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by -36 which decreased total open position to 300


On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 30.22, the open interest changed by 15 which increased total open position to 344


On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 10.6, which was 0.25 higher than the previous day. The implied volatity was 30.22, the open interest changed by 23 which increased total open position to 344


On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 10.35, which was 0.25 higher than the previous day. The implied volatity was 28.35, the open interest changed by 50 which increased total open position to 318


On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 10.1, which was -0.50 lower than the previous day. The implied volatity was 26.16, the open interest changed by 71 which increased total open position to 271


On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 10.6, which was 1.20 higher than the previous day. The implied volatity was 27.74, the open interest changed by -7 which decreased total open position to 201


On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 9.4, which was 5.25 higher than the previous day. The implied volatity was 28.86, the open interest changed by 14 which increased total open position to 218


On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 4.15, which was -2.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by -82 which decreased total open position to 204


On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 6.2, which was 0.70 higher than the previous day. The implied volatity was 29.19, the open interest changed by -102 which decreased total open position to 297


On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 5.5, which was 1.50 higher than the previous day. The implied volatity was 31.33, the open interest changed by 65 which increased total open position to 413


On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 4, which was -4.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by 84 which increased total open position to 353


On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 8, which was -11.60 lower than the previous day. The implied volatity was 30.31, the open interest changed by 138 which increased total open position to 270


On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 19.6, which was -1.60 lower than the previous day. The implied volatity was 39.72, the open interest changed by 50 which increased total open position to 129


On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 21.2, which was 2.30 higher than the previous day. The implied volatity was 47.30, the open interest changed by -3 which decreased total open position to 79


On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 18.9, which was 6.50 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 12.4, which was -3.30 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 15.7, which was -0.85 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 16.55, which was -4.60 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 21.15, which was 9.85 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 11.3, which was -6.25 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 17.55, which was 4.20 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 13.35, 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 13.35, 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 13.35, which was 13.35 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