IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
26 Dec 2024 04:11 PM IST
| IRCTC 30JAN2025 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.96
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 782.40 | 16.9 | -2.90 | 21.85 | 1,281 | 304 | 942 | |||
| 24 Dec | 788.80 | 19.8 | -2.20 | 20.76 | 601 | 122 | 636 | |||
| 23 Dec | 788.20 | 22 | -1.30 | 22.94 | 923 | 255 | 517 | |||
| 20 Dec | 784.25 | 23.3 | -10.00 | 24.66 | 493 | 196 | 260 | |||
| 19 Dec | 805.55 | 33.3 | -6.50 | 23.14 | 87 | 24 | 59 | |||
| 18 Dec | 813.00 | 39.8 | -9.55 | 24.12 | 34 | 21 | 36 | |||
| 17 Dec | 826.80 | 49.35 | -12.55 | 24.33 | 11 | 3 | 16 | |||
| 16 Dec | 842.50 | 61.9 | 5.90 | 24.86 | 5 | 2 | 14 | |||
| 13 Dec | 835.45 | 56 | -10.20 | 23.42 | 13 | 9 | 13 | |||
| 12 Dec | 839.90 | 66.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Dec | 855.45 | 66.2 | 16.20 | - | 5 | 4 | 5 | |||
| 10 Dec | 835.00 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 833.70 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 830.60 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 836.85 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 832.65 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 831.85 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 816.50 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 815.95 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 814.35 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 822.60 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 814.95 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 812.10 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 808.60 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 793.85 | 50 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 800.10 | 50 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 19 Nov | 800.10 | 50 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 18 Nov | 797.10 | 50 | 50.00 | 30.48 | 1 | 0 | 0 | |||
| 14 Nov | 799.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 801.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 811.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 832.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 844.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 829.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 816.20 | 0 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 800 expiring on 30JAN2025
Delta for 800 CE is 0.44
Historical price for 800 CE is as follows
On 26 Dec IRCTC was trading at 782.40. The strike last trading price was 16.9, which was -2.90 lower than the previous day. The implied volatity was 21.85, the open interest changed by 304 which increased total open position to 942
On 24 Dec IRCTC was trading at 788.80. The strike last trading price was 19.8, which was -2.20 lower than the previous day. The implied volatity was 20.76, the open interest changed by 122 which increased total open position to 636
On 23 Dec IRCTC was trading at 788.20. The strike last trading price was 22, which was -1.30 lower than the previous day. The implied volatity was 22.94, the open interest changed by 255 which increased total open position to 517
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 23.3, which was -10.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by 196 which increased total open position to 260
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 33.3, which was -6.50 lower than the previous day. The implied volatity was 23.14, the open interest changed by 24 which increased total open position to 59
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 39.8, which was -9.55 lower than the previous day. The implied volatity was 24.12, the open interest changed by 21 which increased total open position to 36
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 49.35, which was -12.55 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 16
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 61.9, which was 5.90 higher than the previous day. The implied volatity was 24.86, the open interest changed by 2 which increased total open position to 14
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 56, which was -10.20 lower than the previous day. The implied volatity was 23.42, the open interest changed by 9 which increased total open position to 13
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 66.2, 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 11 Dec IRCTC was trading at 855.45. The strike last trading price was 66.2, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 50, which was 0.00 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 9 Dec IRCTC was trading at 833.70. The strike last trading price was 50, which was 0.00 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 6 Dec IRCTC was trading at 830.60. The strike last trading price was 50, which was 0.00 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 Dec IRCTC was trading at 836.85. The strike last trading price was 50, which was 0.00 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 Dec IRCTC was trading at 832.65. The strike last trading price was 50, which was 0.00 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 Dec IRCTC was trading at 831.85. The strike last trading price was 50, which was 0.00 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 2 Dec IRCTC was trading at 816.50. The strike last trading price was 50, which was 0.00 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 29 Nov IRCTC was trading at 815.95. The strike last trading price was 50, which was 0.00 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 Nov IRCTC was trading at 814.35. The strike last trading price was 50, which was 0.00 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 27 Nov IRCTC was trading at 822.60. The strike last trading price was 50, which was 0.00 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 26 Nov IRCTC was trading at 814.95. The strike last trading price was 50, which was 0.00 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 25 Nov IRCTC was trading at 812.10. The strike last trading price was 50, which was 0.00 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 22 Nov IRCTC was trading at 808.60. The strike last trading price was 50, which was 0.00 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 21 Nov IRCTC was trading at 793.85. The strike last trading price was 50, which was 0.00 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 20 Nov IRCTC was trading at 800.10. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 50, which was 50.00 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 0
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30JAN2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.96
Theta: -0.18
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 782.40 | 26.55 | 1.00 | 22.14 | 511 | 190 | 873 |
| 24 Dec | 788.80 | 25.55 | -2.70 | 24.36 | 323 | 41 | 680 |
| 23 Dec | 788.20 | 28.25 | -4.75 | 26.42 | 442 | 104 | 639 |
| 20 Dec | 784.25 | 33 | 12.90 | 28.60 | 482 | 89 | 534 |
| 19 Dec | 805.55 | 20.1 | 3.50 | 25.00 | 259 | 47 | 445 |
| 18 Dec | 813.00 | 16.6 | 2.70 | 24.29 | 185 | 45 | 399 |
| 17 Dec | 826.80 | 13.9 | 3.85 | 25.49 | 72 | 26 | 354 |
| 16 Dec | 842.50 | 10.05 | -1.95 | 25.38 | 56 | 5 | 327 |
| 13 Dec | 835.45 | 12 | 0.70 | 24.94 | 185 | 60 | 323 |
| 12 Dec | 839.90 | 11.3 | 2.80 | 25.26 | 140 | 58 | 264 |
| 11 Dec | 855.45 | 8.5 | -4.15 | 25.66 | 86 | 15 | 204 |
| 10 Dec | 835.00 | 12.65 | -1.05 | 25.13 | 35 | 3 | 188 |
| 9 Dec | 833.70 | 13.7 | -1.50 | 25.87 | 47 | 16 | 183 |
| 6 Dec | 830.60 | 15.2 | 1.90 | 25.47 | 96 | 41 | 166 |
| 5 Dec | 836.85 | 13.3 | -2.10 | 25.40 | 44 | 7 | 126 |
| 4 Dec | 832.65 | 15.4 | -0.15 | 25.81 | 55 | 13 | 114 |
| 3 Dec | 831.85 | 15.55 | -4.45 | 26.05 | 52 | 25 | 100 |
| 2 Dec | 816.50 | 20 | -2.00 | 25.63 | 43 | 33 | 74 |
| 29 Nov | 815.95 | 22 | -1.15 | 26.41 | 10 | 3 | 40 |
| 28 Nov | 814.35 | 23.15 | 1.95 | 26.90 | 20 | 1 | 37 |
| 27 Nov | 822.60 | 21.2 | 0.15 | 27.45 | 15 | 8 | 35 |
| 26 Nov | 814.95 | 21.05 | -2.45 | 24.39 | 9 | 8 | 27 |
| 25 Nov | 812.10 | 23.5 | -2.50 | 26.20 | 7 | 2 | 19 |
| 22 Nov | 808.60 | 26 | -8.50 | 26.28 | 3 | -1 | 16 |
| 21 Nov | 793.85 | 34.5 | 1.50 | 27.30 | 6 | -1 | 18 |
| 20 Nov | 800.10 | 33 | 0.00 | 28.12 | 7 | 1 | 19 |
| 19 Nov | 800.10 | 33 | -4.00 | 28.12 | 7 | 1 | 19 |
| 18 Nov | 797.10 | 37 | 2.70 | 30.87 | 1 | 0 | 17 |
| 14 Nov | 799.60 | 34.3 | 0.00 | 0.00 | 0 | 0 | 17 |
| 13 Nov | 801.40 | 34.3 | 6.85 | 30.01 | 5 | 4 | 16 |
| 12 Nov | 811.65 | 27.45 | 7.65 | 27.05 | 2 | 1 | 11 |
| 11 Nov | 836.20 | 19.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 832.50 | 19.8 | 0.00 | 0.00 | 0 | 7 | 0 |
| 7 Nov | 844.05 | 19.8 | 2.85 | 28.42 | 7 | 6 | 9 |
| 6 Nov | 857.35 | 16.95 | -35.05 | 28.50 | 2 | 0 | 1 |
| 5 Nov | 829.10 | 52 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 816.20 | 52 | 43.92 | 1 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 800 expiring on 30JAN2025
Delta for 800 PE is -0.56
Historical price for 800 PE is as follows
On 26 Dec IRCTC was trading at 782.40. The strike last trading price was 26.55, which was 1.00 higher than the previous day. The implied volatity was 22.14, the open interest changed by 190 which increased total open position to 873
On 24 Dec IRCTC was trading at 788.80. The strike last trading price was 25.55, which was -2.70 lower than the previous day. The implied volatity was 24.36, the open interest changed by 41 which increased total open position to 680
On 23 Dec IRCTC was trading at 788.20. The strike last trading price was 28.25, which was -4.75 lower than the previous day. The implied volatity was 26.42, the open interest changed by 104 which increased total open position to 639
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 33, which was 12.90 higher than the previous day. The implied volatity was 28.60, the open interest changed by 89 which increased total open position to 534
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 20.1, which was 3.50 higher than the previous day. The implied volatity was 25.00, the open interest changed by 47 which increased total open position to 445
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 16.6, which was 2.70 higher than the previous day. The implied volatity was 24.29, the open interest changed by 45 which increased total open position to 399
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 13.9, which was 3.85 higher than the previous day. The implied volatity was 25.49, the open interest changed by 26 which increased total open position to 354
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 10.05, which was -1.95 lower than the previous day. The implied volatity was 25.38, the open interest changed by 5 which increased total open position to 327
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 12, which was 0.70 higher than the previous day. The implied volatity was 24.94, the open interest changed by 60 which increased total open position to 323
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 11.3, which was 2.80 higher than the previous day. The implied volatity was 25.26, the open interest changed by 58 which increased total open position to 264
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 8.5, which was -4.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 15 which increased total open position to 204
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 12.65, which was -1.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by 3 which increased total open position to 188
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 13.7, which was -1.50 lower than the previous day. The implied volatity was 25.87, the open interest changed by 16 which increased total open position to 183
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 15.2, which was 1.90 higher than the previous day. The implied volatity was 25.47, the open interest changed by 41 which increased total open position to 166
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 13.3, which was -2.10 lower than the previous day. The implied volatity was 25.40, the open interest changed by 7 which increased total open position to 126
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 15.4, which was -0.15 lower than the previous day. The implied volatity was 25.81, the open interest changed by 13 which increased total open position to 114
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 15.55, which was -4.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 25 which increased total open position to 100
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 20, which was -2.00 lower than the previous day. The implied volatity was 25.63, the open interest changed by 33 which increased total open position to 74
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 22, which was -1.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by 3 which increased total open position to 40
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 23.15, which was 1.95 higher than the previous day. The implied volatity was 26.90, the open interest changed by 1 which increased total open position to 37
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 21.2, which was 0.15 higher than the previous day. The implied volatity was 27.45, the open interest changed by 8 which increased total open position to 35
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 21.05, which was -2.45 lower than the previous day. The implied volatity was 24.39, the open interest changed by 8 which increased total open position to 27
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 23.5, which was -2.50 lower than the previous day. The implied volatity was 26.20, the open interest changed by 2 which increased total open position to 19
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 26, which was -8.50 lower than the previous day. The implied volatity was 26.28, the open interest changed by -1 which decreased total open position to 16
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 34.5, which was 1.50 higher than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 18
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 28.12, the open interest changed by 1 which increased total open position to 19
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 33, which was -4.00 lower than the previous day. The implied volatity was 28.12, the open interest changed by 1 which increased total open position to 19
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 37, which was 2.70 higher than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 17
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 34.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 17
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 34.3, which was 6.85 higher than the previous day. The implied volatity was 30.01, the open interest changed by 4 which increased total open position to 16
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 27.45, which was 7.65 higher than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 11
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 19.8, which was 0.00 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 8 Nov IRCTC was trading at 832.50. The strike last trading price was 19.8, 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 7 Nov IRCTC was trading at 844.05. The strike last trading price was 19.8, which was 2.85 higher than the previous day. The implied volatity was 28.42, the open interest changed by 6 which increased total open position to 9
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 16.95, which was -35.05 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 1
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 52, 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 4 Nov IRCTC was trading at 816.20. The strike last trading price was 52, which was lower than the previous day. The implied volatity was 43.92, the open interest changed by 0 which decreased total open position to 0
