IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
26 Dec 2024 04:11 PM IST
| IRCTC 30JAN2025 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.85
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 782.40 | 9.85 | -2.60 | 21.66 | 816 | 106 | 353 | |||
| 24 Dec | 788.80 | 12.45 | -1.30 | 21.31 | 244 | -7 | 245 | |||
| 23 Dec | 788.20 | 13.75 | -1.80 | 22.62 | 321 | 58 | 253 | |||
| 20 Dec | 784.25 | 15.55 | -7.55 | 24.65 | 291 | 139 | 196 | |||
| 19 Dec | 805.55 | 23.1 | -5.20 | 23.17 | 69 | 29 | 57 | |||
| 18 Dec | 813.00 | 28.3 | -8.75 | 23.80 | 43 | 19 | 27 | |||
| 17 Dec | 826.80 | 37.05 | -7.95 | 24.55 | 8 | 4 | 7 | |||
| 16 Dec | 842.50 | 45 | 2.00 | 22.03 | 4 | -1 | 2 | |||
| 13 Dec | 835.45 | 43 | -5.00 | 23.30 | 4 | 1 | 2 | |||
| 12 Dec | 839.90 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 855.45 | 48 | 5.00 | 10.36 | 1 | 0 | 1 | |||
| 10 Dec | 835.00 | 43 | -2.00 | 22.50 | 1 | 0 | 1 | |||
| 9 Dec | 833.70 | 45 | -26.05 | 23.64 | 1 | 0 | 0 | |||
| 6 Dec | 830.60 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 836.85 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 832.65 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 831.85 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 816.50 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 815.95 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 814.35 | 71.05 | 71.05 | - | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 832.50 | 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 820 expiring on 30JAN2025
Delta for 820 CE is 0.30
Historical price for 820 CE is as follows
On 26 Dec IRCTC was trading at 782.40. The strike last trading price was 9.85, which was -2.60 lower than the previous day. The implied volatity was 21.66, the open interest changed by 106 which increased total open position to 353
On 24 Dec IRCTC was trading at 788.80. The strike last trading price was 12.45, which was -1.30 lower than the previous day. The implied volatity was 21.31, the open interest changed by -7 which decreased total open position to 245
On 23 Dec IRCTC was trading at 788.20. The strike last trading price was 13.75, which was -1.80 lower than the previous day. The implied volatity was 22.62, the open interest changed by 58 which increased total open position to 253
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 15.55, which was -7.55 lower than the previous day. The implied volatity was 24.65, the open interest changed by 139 which increased total open position to 196
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 23.1, which was -5.20 lower than the previous day. The implied volatity was 23.17, the open interest changed by 29 which increased total open position to 57
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 28.3, which was -8.75 lower than the previous day. The implied volatity was 23.80, the open interest changed by 19 which increased total open position to 27
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 37.05, which was -7.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 7
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 45, which was 2.00 higher than the previous day. The implied volatity was 22.03, the open interest changed by -1 which decreased total open position to 2
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 43, which was -5.00 lower than the previous day. The implied volatity was 23.30, the open interest changed by 1 which increased total open position to 2
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 48, 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 11 Dec IRCTC was trading at 855.45. The strike last trading price was 48, which was 5.00 higher than the previous day. The implied volatity was 10.36, the open interest changed by 0 which decreased total open position to 1
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 43, which was -2.00 lower than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 1
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 45, which was -26.05 lower than the previous day. The implied volatity was 23.64, 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 71.05, 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 Dec IRCTC was trading at 836.85. The strike last trading price was 71.05, 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 Dec IRCTC was trading at 832.65. The strike last trading price was 71.05, 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 3 Dec IRCTC was trading at 831.85. The strike last trading price was 71.05, 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 2 Dec IRCTC was trading at 816.50. The strike last trading price was 71.05, 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 29 Nov IRCTC was trading at 815.95. The strike last trading price was 71.05, 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 28 Nov IRCTC was trading at 814.35. The strike last trading price was 71.05, which was 71.05 higher 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 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 820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.85
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 782.40 | 39.4 | 1.70 | 22.11 | 70 | 16 | 223 |
| 24 Dec | 788.80 | 37.7 | -2.20 | 24.82 | 50 | 20 | 207 |
| 23 Dec | 788.20 | 39.9 | -5.30 | 26.39 | 43 | 11 | 187 |
| 20 Dec | 784.25 | 45.2 | 15.25 | 28.96 | 78 | 47 | 176 |
| 19 Dec | 805.55 | 29.95 | 4.10 | 25.22 | 23 | 8 | 128 |
| 18 Dec | 813.00 | 25.85 | 4.85 | 24.84 | 75 | 51 | 120 |
| 17 Dec | 826.80 | 21 | 5.00 | 25.26 | 30 | 14 | 67 |
| 16 Dec | 842.50 | 16 | -4.00 | 25.46 | 12 | 1 | 52 |
| 13 Dec | 835.45 | 20 | 3.00 | 26.23 | 9 | 2 | 51 |
| 12 Dec | 839.90 | 17 | 4.20 | 24.84 | 12 | 6 | 49 |
| 11 Dec | 855.45 | 12.8 | -7.20 | 25.04 | 28 | 13 | 41 |
| 10 Dec | 835.00 | 20 | -0.50 | 25.79 | 6 | 1 | 28 |
| 9 Dec | 833.70 | 20.5 | 0.00 | 0.00 | 0 | 21 | 0 |
| 6 Dec | 830.60 | 20.5 | -2.30 | 23.94 | 22 | 20 | 26 |
| 5 Dec | 836.85 | 22.8 | 0.00 | 27.88 | 1 | 0 | 5 |
| 4 Dec | 832.65 | 22.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 3 Dec | 831.85 | 22.8 | -7.10 | 26.25 | 3 | 2 | 4 |
| 2 Dec | 816.50 | 29.9 | -25.10 | 27.04 | 2 | 1 | 1 |
| 29 Nov | 815.95 | 55 | 0.00 | 0.91 | 0 | 0 | 0 |
| 28 Nov | 814.35 | 55 | 0.00 | 0.84 | 0 | 0 | 0 |
| 11 Nov | 836.20 | 55 | 0.00 | 2.46 | 0 | 0 | 0 |
| 8 Nov | 832.50 | 55 | 0.00 | 2.39 | 0 | 0 | 0 |
| 5 Nov | 829.10 | 55 | 25.05 | 2.03 | 0 | 0 | 0 |
| 4 Nov | 816.20 | 29.95 | 1.24 | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 820 expiring on 30JAN2025
Delta for 820 PE is -0.69
Historical price for 820 PE is as follows
On 26 Dec IRCTC was trading at 782.40. The strike last trading price was 39.4, which was 1.70 higher than the previous day. The implied volatity was 22.11, the open interest changed by 16 which increased total open position to 223
On 24 Dec IRCTC was trading at 788.80. The strike last trading price was 37.7, which was -2.20 lower than the previous day. The implied volatity was 24.82, the open interest changed by 20 which increased total open position to 207
On 23 Dec IRCTC was trading at 788.20. The strike last trading price was 39.9, which was -5.30 lower than the previous day. The implied volatity was 26.39, the open interest changed by 11 which increased total open position to 187
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 45.2, which was 15.25 higher than the previous day. The implied volatity was 28.96, the open interest changed by 47 which increased total open position to 176
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 29.95, which was 4.10 higher than the previous day. The implied volatity was 25.22, the open interest changed by 8 which increased total open position to 128
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 25.85, which was 4.85 higher than the previous day. The implied volatity was 24.84, the open interest changed by 51 which increased total open position to 120
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 21, which was 5.00 higher than the previous day. The implied volatity was 25.26, the open interest changed by 14 which increased total open position to 67
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 16, which was -4.00 lower than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 52
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 20, which was 3.00 higher than the previous day. The implied volatity was 26.23, the open interest changed by 2 which increased total open position to 51
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 17, which was 4.20 higher than the previous day. The implied volatity was 24.84, the open interest changed by 6 which increased total open position to 49
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 12.8, which was -7.20 lower than the previous day. The implied volatity was 25.04, the open interest changed by 13 which increased total open position to 41
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 20, which was -0.50 lower than the previous day. The implied volatity was 25.79, the open interest changed by 1 which increased total open position to 28
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 20.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 20.5, which was -2.30 lower than the previous day. The implied volatity was 23.94, the open interest changed by 20 which increased total open position to 26
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 22.8, which was 0.00 lower than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 5
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 22.8, 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 3 Dec IRCTC was trading at 831.85. The strike last trading price was 22.8, which was -7.10 lower than the previous day. The implied volatity was 26.25, the open interest changed by 2 which increased total open position to 4
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 29.9, which was -25.10 lower than the previous day. The implied volatity was 27.04, the open interest changed by 1 which increased total open position to 1
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 55, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 55, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 55, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 55, which was 25.05 higher than the previous day. The implied volatity was 2.03, 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 29.95, which was lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
