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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 800 CE
Delta: 0.41
Vega: 0.43
Theta: -0.94
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 793.85 8.9 -3.20 27.86 1,526 32 684
20 Nov 800.10 12.1 0.00 24.34 1,311 -80 648
19 Nov 800.10 12.1 -0.70 24.34 1,311 -84 648
18 Nov 797.10 12.8 -3.35 24.21 1,764 183 736
14 Nov 799.60 16.15 -1.60 22.29 1,394 240 552
13 Nov 801.40 17.75 -3.90 21.52 764 44 315
12 Nov 811.65 21.65 -19.30 19.42 194 -6 303
11 Nov 836.20 40.95 2.45 18.27 76 -10 308
8 Nov 832.50 38.5 -9.85 17.02 189 6 339
7 Nov 844.05 48.35 -14.15 - 124 26 333
6 Nov 857.35 62.5 21.20 19.40 217 -66 307
5 Nov 829.10 41.3 0.80 21.28 2,617 -15 380
4 Nov 816.20 40.5 -5.90 35.56 716 215 393
1 Nov 831.75 46.4 -0.60 23.60 42 3 178
31 Oct 821.30 47 -10.00 - 207 -11 170
30 Oct 839.40 57 8.95 - 88 -1 181
29 Oct 824.85 48.05 3.05 - 119 27 183
28 Oct 821.05 45 1.80 - 241 51 156
25 Oct 812.10 43.2 -9.80 - 182 89 105
24 Oct 830.15 53 -0.50 - 9 2 15
23 Oct 828.65 53.5 -0.50 - 10 4 12
22 Oct 831.40 54 -33.10 - 3 2 8
21 Oct 858.80 87.1 0.00 - 0 1 0
18 Oct 881.00 87.1 -6.90 - 1 0 5
17 Oct 871.75 94 -10.00 - 1 0 4
16 Oct 892.60 104 1.85 - 2 0 2
15 Oct 895.30 102.15 0.00 - 0 0 0
14 Oct 885.00 102.15 0.00 - 0 2 0
11 Oct 889.20 102.15 -56.40 - 2 0 0
10 Oct 882.65 158.55 0.00 - 0 0 0
9 Oct 879.55 158.55 0.00 - 0 0 0
8 Oct 875.10 158.55 0.00 - 0 0 0
7 Oct 857.70 158.55 0.00 - 0 0 0
4 Oct 872.75 158.55 0.00 - 0 0 0
3 Oct 886.40 158.55 0.00 - 0 0 0
30 Sept 928.55 158.55 0.00 - 0 0 0
27 Sept 924.90 158.55 158.55 - 0 0 0
23 Sept 910.20 0 0.00 - 0 0 0
19 Sept 883.65 0 0.00 - 0 0 0
18 Sept 905.55 0 0.00 - 0 0 0
17 Sept 933.10 0 0.00 - 0 0 0
13 Sept 936.90 0 0.00 - 0 0 0
5 Sept 945.25 0 0.00 - 0 0 0
3 Sept 944.15 0 - 0 0 0


For Indian Rail Tour Corp Ltd - strike price 800 expiring on 28NOV2024

Delta for 800 CE is 0.41

Historical price for 800 CE is as follows

On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 8.9, which was -3.20 lower than the previous day. The implied volatity was 27.86, the open interest changed by 32 which increased total open position to 684


On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by -80 which decreased total open position to 648


On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 12.1, which was -0.70 lower than the previous day. The implied volatity was 24.34, the open interest changed by -84 which decreased total open position to 648


On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 12.8, which was -3.35 lower than the previous day. The implied volatity was 24.21, the open interest changed by 183 which increased total open position to 736


On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 16.15, which was -1.60 lower than the previous day. The implied volatity was 22.29, the open interest changed by 240 which increased total open position to 552


On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 17.75, which was -3.90 lower than the previous day. The implied volatity was 21.52, the open interest changed by 44 which increased total open position to 315


On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 21.65, which was -19.30 lower than the previous day. The implied volatity was 19.42, the open interest changed by -6 which decreased total open position to 303


On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 40.95, which was 2.45 higher than the previous day. The implied volatity was 18.27, the open interest changed by -10 which decreased total open position to 308


On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 38.5, which was -9.85 lower than the previous day. The implied volatity was 17.02, the open interest changed by 6 which increased total open position to 339


On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 48.35, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 333


On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 62.5, which was 21.20 higher than the previous day. The implied volatity was 19.40, the open interest changed by -66 which decreased total open position to 307


On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 41.3, which was 0.80 higher than the previous day. The implied volatity was 21.28, the open interest changed by -15 which decreased total open position to 380


On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 40.5, which was -5.90 lower than the previous day. The implied volatity was 35.56, the open interest changed by 215 which increased total open position to 393


On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 46.4, which was -0.60 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 178


On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 47, which was -10.00 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 57, which was 8.95 higher 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 48.05, which was 3.05 higher 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 45, which was 1.80 higher 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 43.2, which was -9.80 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 53, which was -0.50 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 53.5, which was -0.50 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 54, which was -33.10 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 87.1, 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 18 Oct IRCTC was trading at 881.00. The strike last trading price was 87.1, which was -6.90 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 94, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IRCTC was trading at 892.60. The strike last trading price was 104, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IRCTC was trading at 895.30. The strike last trading price was 102.15, 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 14 Oct IRCTC was trading at 885.00. The strike last trading price was 102.15, 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 11 Oct IRCTC was trading at 889.20. The strike last trading price was 102.15, which was -56.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IRCTC was trading at 882.65. The strike last trading price was 158.55, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 158.55, 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 8 Oct IRCTC was trading at 875.10. The strike last trading price was 158.55, 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 7 Oct IRCTC was trading at 857.70. The strike last trading price was 158.55, 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 4 Oct IRCTC was trading at 872.75. The strike last trading price was 158.55, 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 158.55, 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 Sept IRCTC was trading at 928.55. The strike last trading price was 158.55, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 158.55, which was 158.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IRCTC was trading at 910.20. 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 which decreased total open position to


On 19 Sept IRCTC was trading at 883.65. 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 which decreased total open position to


On 18 Sept IRCTC was trading at 905.55. 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 which decreased total open position to


On 17 Sept IRCTC was trading at 933.10. 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 which decreased total open position to


On 13 Sept IRCTC was trading at 936.90. 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 which decreased total open position to


On 5 Sept IRCTC was trading at 945.25. 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 which decreased total open position to


On 3 Sept IRCTC was trading at 944.15. 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 800 PE
Delta: -0.59
Vega: 0.43
Theta: -0.68
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 793.85 15.8 0.85 26.76 1,108 -94 761
20 Nov 800.10 14.95 0.00 29.78 1,463 -110 856
19 Nov 800.10 14.95 0.60 29.78 1,463 -109 856
18 Nov 797.10 14.35 0.60 27.32 1,472 -48 965
14 Nov 799.60 13.75 -0.95 25.29 1,405 78 1,017
13 Nov 801.40 14.7 1.95 27.85 2,298 -128 952
12 Nov 811.65 12.75 7.10 28.59 1,945 -157 1,304
11 Nov 836.20 5.65 -3.95 27.37 3,606 -987 1,458
8 Nov 832.50 9.6 2.70 30.84 22,517 -528 2,407
7 Nov 844.05 6.9 2.00 30.27 32,236 916 3,240
6 Nov 857.35 4.9 -5.45 29.89 3,670 308 2,328
5 Nov 829.10 10.35 -13.05 29.91 8,672 505 2,028
4 Nov 816.20 23.4 -0.85 39.52 3,348 749 1,503
1 Nov 831.75 24.25 1.75 46.67 302 88 761
31 Oct 821.30 22.5 7.40 - 1,170 35 671
30 Oct 839.40 15.1 -4.15 - 572 102 637
29 Oct 824.85 19.25 -1.45 - 433 94 535
28 Oct 821.05 20.7 -2.85 - 224 86 441
25 Oct 812.10 23.55 6.70 - 295 55 355
24 Oct 830.15 16.85 -1.15 - 88 21 300
23 Oct 828.65 18 0.35 - 299 39 278
22 Oct 831.40 17.65 5.10 - 332 47 239
21 Oct 858.80 12.55 6.85 - 1,301 47 192
18 Oct 881.00 5.7 -1.60 - 755 10 147
17 Oct 871.75 7.3 3.40 - 163 47 137
16 Oct 892.60 3.9 -0.10 - 32 0 90
15 Oct 895.30 4 -0.90 - 56 5 90
14 Oct 885.00 4.9 -0.30 - 31 15 85
11 Oct 889.20 5.2 -0.75 - 15 1 70
10 Oct 882.65 5.95 -1.05 - 119 -12 70
9 Oct 879.55 7 -1.50 - 28 1 83
8 Oct 875.10 8.5 -5.40 - 37 -6 83
7 Oct 857.70 13.9 4.10 - 49 15 89
4 Oct 872.75 9.8 2.00 - 80 35 72
3 Oct 886.40 7.8 3.55 - 34 24 34
30 Sept 928.55 4.25 -0.05 - 4 0 8
27 Sept 924.90 4.3 -2.90 - 1 0 7
23 Sept 910.20 7.2 -2.95 - 1 0 7
19 Sept 883.65 10.15 4.15 - 3 1 8
18 Sept 905.55 6 1.80 - 1 0 7
17 Sept 933.10 4.2 0.00 - 0 0 0
13 Sept 936.90 4.2 -1.60 - 6 0 7
5 Sept 945.25 5.8 -0.45 - 5 1 3
3 Sept 944.15 6.25 - 0 0 0


For Indian Rail Tour Corp Ltd - strike price 800 expiring on 28NOV2024

Delta for 800 PE is -0.59

Historical price for 800 PE is as follows

On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 15.8, which was 0.85 higher than the previous day. The implied volatity was 26.76, the open interest changed by -94 which decreased total open position to 761


On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 29.78, the open interest changed by -110 which decreased total open position to 856


On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 14.95, which was 0.60 higher than the previous day. The implied volatity was 29.78, the open interest changed by -109 which decreased total open position to 856


On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 14.35, which was 0.60 higher than the previous day. The implied volatity was 27.32, the open interest changed by -48 which decreased total open position to 965


On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 13.75, which was -0.95 lower than the previous day. The implied volatity was 25.29, the open interest changed by 78 which increased total open position to 1017


On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 14.7, which was 1.95 higher than the previous day. The implied volatity was 27.85, the open interest changed by -128 which decreased total open position to 952


On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 12.75, which was 7.10 higher than the previous day. The implied volatity was 28.59, the open interest changed by -157 which decreased total open position to 1304


On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 5.65, which was -3.95 lower than the previous day. The implied volatity was 27.37, the open interest changed by -987 which decreased total open position to 1458


On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 9.6, which was 2.70 higher than the previous day. The implied volatity was 30.84, the open interest changed by -528 which decreased total open position to 2407


On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 6.9, which was 2.00 higher than the previous day. The implied volatity was 30.27, the open interest changed by 916 which increased total open position to 3240


On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 4.9, which was -5.45 lower than the previous day. The implied volatity was 29.89, the open interest changed by 308 which increased total open position to 2328


On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 10.35, which was -13.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 505 which increased total open position to 2028


On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 23.4, which was -0.85 lower than the previous day. The implied volatity was 39.52, the open interest changed by 749 which increased total open position to 1503


On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 24.25, which was 1.75 higher than the previous day. The implied volatity was 46.67, the open interest changed by 88 which increased total open position to 761


On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 22.5, which was 7.40 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 15.1, which was -4.15 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 19.25, which was -1.45 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 20.7, which was -2.85 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 23.55, which was 6.70 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 16.85, which was -1.15 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 18, which was 0.35 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 17.65, which was 5.10 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 12.55, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct IRCTC was trading at 881.00. The strike last trading price was 5.7, which was -1.60 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 7.3, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct IRCTC was trading at 892.60. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct IRCTC was trading at 895.30. The strike last trading price was 4, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct IRCTC was trading at 885.00. The strike last trading price was 4.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct IRCTC was trading at 889.20. The strike last trading price was 5.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct IRCTC was trading at 882.65. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct IRCTC was trading at 879.55. The strike last trading price was 7, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct IRCTC was trading at 875.10. The strike last trading price was 8.5, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct IRCTC was trading at 857.70. The strike last trading price was 13.9, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct IRCTC was trading at 872.75. The strike last trading price was 9.8, which was 2.00 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 7.8, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept IRCTC was trading at 928.55. The strike last trading price was 4.25, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 4.3, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept IRCTC was trading at 910.20. The strike last trading price was 7.2, 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 19 Sept IRCTC was trading at 883.65. The strike last trading price was 10.15, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept IRCTC was trading at 905.55. The strike last trading price was 6, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept IRCTC was trading at 933.10. The strike last trading price was 4.2, 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 13 Sept IRCTC was trading at 936.90. The strike last trading price was 4.2, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept IRCTC was trading at 945.25. The strike last trading price was 5.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept IRCTC was trading at 944.15. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to