IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
14 Nov 2024 04:11 PM IST
| IRCTC 28NOV2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.57
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.66
Historical price for 790 CE is as follows
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: -0.35
Vega: 0.58
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.35
Historical price for 790 PE is as follows
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
