IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
| IRCTC 28NOV2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.31
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 793.85 | 3.6 | -1.20 | 29.06 | 1,505 | -27 | 788 | |||
| 20 Nov | 800.10 | 4.8 | 0.00 | 24.35 | 1,431 | 37 | 815 | |||
| 19 Nov | 800.10 | 4.8 | -0.80 | 24.35 | 1,431 | 37 | 815 | |||
| 18 Nov | 797.10 | 5.6 | -2.15 | 24.79 | 1,067 | 14 | 772 | |||
| 14 Nov | 799.60 | 7.75 | -1.55 | 22.52 | 1,139 | 57 | 759 | |||
| 13 Nov | 801.40 | 9.3 | -2.60 | 22.66 | 1,659 | 157 | 701 | |||
| 12 Nov | 811.65 | 11.9 | -13.85 | 21.16 | 701 | 183 | 557 | |||
| 11 Nov | 836.20 | 25.75 | 1.85 | 19.74 | 276 | -8 | 374 | |||
| 8 Nov | 832.50 | 23.9 | -8.60 | 18.41 | 412 | -18 | 407 | |||
| 7 Nov | 844.05 | 32.5 | -11.10 | 16.83 | 139 | -21 | 427 | |||
| 6 Nov | 857.35 | 43.6 | 15.85 | 16.98 | 840 | -295 | 448 | |||
| 5 Nov | 829.10 | 27.75 | -1.65 | 22.20 | 6,118 | 52 | 755 | |||
| 4 Nov | 816.20 | 29.4 | -4.10 | 35.06 | 2,125 | 490 | 701 | |||
| 1 Nov | 831.75 | 33.5 | -2.70 | 25.22 | 137 | 9 | 208 | |||
| 31 Oct | 821.30 | 36.2 | -6.80 | - | 589 | 13 | 197 | |||
| 30 Oct | 839.40 | 43 | 7.50 | - | 217 | -15 | 182 | |||
| 29 Oct | 824.85 | 35.5 | 2.40 | - | 221 | 65 | 201 | |||
| 28 Oct | 821.05 | 33.1 | 0.40 | - | 240 | 101 | 137 | |||
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| 25 Oct | 812.10 | 32.7 | -3.80 | - | 57 | 35 | 36 | |||
| 24 Oct | 830.15 | 36.5 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 828.65 | 36.5 | -80.85 | - | 1 | 0 | 0 | |||
| 22 Oct | 831.40 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 858.80 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 881.00 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 871.75 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 892.60 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 895.30 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 885.00 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 889.20 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 882.65 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 879.55 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 875.10 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 857.70 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 872.75 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 886.40 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 928.55 | 117.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 924.90 | 117.35 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 CE is 0.21
Historical price for 820 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 3.6, which was -1.20 lower than the previous day. The implied volatity was 29.06, the open interest changed by -27 which decreased total open position to 788
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 24.35, the open interest changed by 37 which increased total open position to 815
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 4.8, which was -0.80 lower than the previous day. The implied volatity was 24.35, the open interest changed by 37 which increased total open position to 815
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 5.6, which was -2.15 lower than the previous day. The implied volatity was 24.79, the open interest changed by 14 which increased total open position to 772
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 7.75, which was -1.55 lower than the previous day. The implied volatity was 22.52, the open interest changed by 57 which increased total open position to 759
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 9.3, which was -2.60 lower than the previous day. The implied volatity was 22.66, the open interest changed by 157 which increased total open position to 701
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 11.9, which was -13.85 lower than the previous day. The implied volatity was 21.16, the open interest changed by 183 which increased total open position to 557
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 25.75, which was 1.85 higher than the previous day. The implied volatity was 19.74, the open interest changed by -8 which decreased total open position to 374
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 23.9, which was -8.60 lower than the previous day. The implied volatity was 18.41, the open interest changed by -18 which decreased total open position to 407
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 32.5, which was -11.10 lower than the previous day. The implied volatity was 16.83, the open interest changed by -21 which decreased total open position to 427
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 43.6, which was 15.85 higher than the previous day. The implied volatity was 16.98, the open interest changed by -295 which decreased total open position to 448
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 27.75, which was -1.65 lower than the previous day. The implied volatity was 22.20, the open interest changed by 52 which increased total open position to 755
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 29.4, which was -4.10 lower than the previous day. The implied volatity was 35.06, the open interest changed by 490 which increased total open position to 701
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 33.5, which was -2.70 lower than the previous day. The implied volatity was 25.22, the open interest changed by 9 which increased total open position to 208
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 36.2, which was -6.80 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 43, which was 7.50 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 35.5, which was 2.40 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 33.1, which was 0.40 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 32.7, which was -3.80 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 36.5, 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 36.5, which was -80.85 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 117.35, 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 117.35, 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 18 Oct IRCTC was trading at 881.00. The strike last trading price was 117.35, 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 117.35, 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 16 Oct IRCTC was trading at 892.60. The strike last trading price was 117.35, 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 15 Oct IRCTC was trading at 895.30. The strike last trading price was 117.35, 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 14 Oct IRCTC was trading at 885.00. The strike last trading price was 117.35, 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 11 Oct IRCTC was trading at 889.20. The strike last trading price was 117.35, 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 10 Oct IRCTC was trading at 882.65. The strike last trading price was 117.35, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 117.35, 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 8 Oct IRCTC was trading at 875.10. The strike last trading price was 117.35, 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 7 Oct IRCTC was trading at 857.70. The strike last trading price was 117.35, 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 4 Oct IRCTC was trading at 872.75. The strike last trading price was 117.35, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 117.35, 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 30 Sept IRCTC was trading at 928.55. The strike last trading price was 117.35, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 117.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IRCTC 28NOV2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.29
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 793.85 | 30.2 | 3.00 | 26.64 | 217 | 1 | 430 |
| 20 Nov | 800.10 | 27.2 | 0.00 | 29.80 | 358 | -33 | 429 |
| 19 Nov | 800.10 | 27.2 | 0.70 | 29.80 | 358 | -33 | 429 |
| 18 Nov | 797.10 | 26.5 | 1.15 | 27.10 | 334 | 25 | 462 |
| 14 Nov | 799.60 | 25.35 | -0.75 | 25.85 | 204 | -19 | 439 |
| 13 Nov | 801.40 | 26.1 | 3.40 | 29.00 | 545 | -96 | 457 |
| 12 Nov | 811.65 | 22.7 | 12.15 | 29.37 | 853 | 80 | 555 |
| 11 Nov | 836.20 | 10.55 | -3.25 | 26.21 | 524 | -37 | 475 |
| 8 Nov | 832.50 | 13.8 | 2.55 | 27.33 | 1,012 | -52 | 543 |
| 7 Nov | 844.05 | 11.25 | 3.30 | 28.79 | 1,347 | -20 | 595 |
| 6 Nov | 857.35 | 7.95 | -9.05 | 28.13 | 1,684 | -46 | 612 |
| 5 Nov | 829.10 | 17 | -15.00 | 29.59 | 3,831 | -47 | 667 |
| 4 Nov | 816.20 | 32 | -1.50 | 38.63 | 1,428 | 307 | 709 |
| 1 Nov | 831.75 | 33.5 | 2.80 | 47.93 | 247 | 112 | 402 |
| 31 Oct | 821.30 | 30.7 | 9.00 | - | 788 | 70 | 287 |
| 30 Oct | 839.40 | 21.7 | -4.80 | - | 264 | 59 | 217 |
| 29 Oct | 824.85 | 26.5 | -3.10 | - | 149 | 17 | 151 |
| 28 Oct | 821.05 | 29.6 | -4.00 | - | 106 | 62 | 129 |
| 25 Oct | 812.10 | 33.6 | 9.80 | - | 32 | 10 | 67 |
| 24 Oct | 830.15 | 23.8 | -0.60 | - | 46 | 32 | 56 |
| 23 Oct | 828.65 | 24.4 | -1.50 | - | 44 | -3 | 23 |
| 22 Oct | 831.40 | 25.9 | 7.65 | - | 43 | 7 | 25 |
| 21 Oct | 858.80 | 18.25 | 10.25 | - | 23 | 13 | 18 |
| 18 Oct | 881.00 | 8 | -2.25 | - | 1 | 0 | 6 |
| 17 Oct | 871.75 | 10.25 | -10.10 | - | 8 | 5 | 5 |
| 16 Oct | 892.60 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 895.30 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 885.00 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 889.20 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 882.65 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 879.55 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 875.10 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 857.70 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 872.75 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 886.40 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 928.55 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 924.90 | 20.35 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 PE is -0.82
Historical price for 820 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 30.2, which was 3.00 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 430
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 27.2, which was 0.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by -33 which decreased total open position to 429
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 27.2, which was 0.70 higher than the previous day. The implied volatity was 29.80, the open interest changed by -33 which decreased total open position to 429
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 26.5, which was 1.15 higher than the previous day. The implied volatity was 27.10, the open interest changed by 25 which increased total open position to 462
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 25.35, which was -0.75 lower than the previous day. The implied volatity was 25.85, the open interest changed by -19 which decreased total open position to 439
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 26.1, which was 3.40 higher than the previous day. The implied volatity was 29.00, the open interest changed by -96 which decreased total open position to 457
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 22.7, which was 12.15 higher than the previous day. The implied volatity was 29.37, the open interest changed by 80 which increased total open position to 555
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 10.55, which was -3.25 lower than the previous day. The implied volatity was 26.21, the open interest changed by -37 which decreased total open position to 475
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 13.8, which was 2.55 higher than the previous day. The implied volatity was 27.33, the open interest changed by -52 which decreased total open position to 543
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 11.25, which was 3.30 higher than the previous day. The implied volatity was 28.79, the open interest changed by -20 which decreased total open position to 595
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 7.95, which was -9.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by -46 which decreased total open position to 612
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 17, which was -15.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by -47 which decreased total open position to 667
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 32, which was -1.50 lower than the previous day. The implied volatity was 38.63, the open interest changed by 307 which increased total open position to 709
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 33.5, which was 2.80 higher than the previous day. The implied volatity was 47.93, the open interest changed by 112 which increased total open position to 402
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 30.7, which was 9.00 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 21.7, which was -4.80 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 26.5, which was -3.10 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 29.6, which was -4.00 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 33.6, which was 9.80 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 23.8, which was -0.60 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 24.4, 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 22 Oct IRCTC was trading at 831.40. The strike last trading price was 25.9, which was 7.65 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 18.25, which was 10.25 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 8, which was -2.25 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 10.25, which was -10.10 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 20.35, 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 15 Oct IRCTC was trading at 895.30. The strike last trading price was 20.35, 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 14 Oct IRCTC was trading at 885.00. The strike last trading price was 20.35, 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 11 Oct IRCTC was trading at 889.20. The strike last trading price was 20.35, 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 10 Oct IRCTC was trading at 882.65. The strike last trading price was 20.35, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 20.35, 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 8 Oct IRCTC was trading at 875.10. The strike last trading price was 20.35, 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 7 Oct IRCTC was trading at 857.70. The strike last trading price was 20.35, 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 4 Oct IRCTC was trading at 872.75. The strike last trading price was 20.35, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 20.35, 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 30 Sept IRCTC was trading at 928.55. The strike last trading price was 20.35, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
