IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.12
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 0.7 | -2.40 | 26.69 | 1,919 | -18 | 842 | |||
| 19 Dec | 805.55 | 3.1 | -3.65 | 23.93 | 1,502 | 98 | 860 | |||
| 18 Dec | 813.00 | 6.75 | -5.20 | 25.97 | 1,492 | 83 | 764 | |||
| 17 Dec | 826.80 | 11.95 | -8.65 | 23.97 | 1,164 | 100 | 681 | |||
| 16 Dec | 842.50 | 20.6 | 2.60 | 21.34 | 648 | -34 | 581 | |||
| 13 Dec | 835.45 | 18 | -4.65 | 21.83 | 1,760 | 7 | 619 | |||
| 12 Dec | 839.90 | 22.65 | -11.40 | 23.39 | 303 | 6 | 612 | |||
| 11 Dec | 855.45 | 34.05 | 14.00 | 22.25 | 1,093 | -65 | 604 | |||
| 10 Dec | 835.00 | 20.05 | -1.80 | 21.77 | 878 | -95 | 672 | |||
| 9 Dec | 833.70 | 21.85 | 1.00 | 23.86 | 847 | -24 | 769 | |||
| 6 Dec | 830.60 | 20.85 | -3.10 | 23.93 | 645 | 6 | 792 | |||
| 5 Dec | 836.85 | 23.95 | 1.55 | 21.53 | 1,079 | -60 | 788 | |||
| 4 Dec | 832.65 | 22.4 | -1.05 | 23.08 | 1,566 | 15 | 856 | |||
| 3 Dec | 831.85 | 23.45 | 5.25 | 22.97 | 2,013 | 23 | 834 | |||
| 2 Dec | 816.50 | 18.2 | 0.40 | 25.66 | 704 | 111 | 815 | |||
| 29 Nov | 815.95 | 17.8 | -0.80 | 24.18 | 1,727 | 123 | 715 | |||
| 28 Nov | 814.35 | 18.6 | -4.70 | 25.04 | 931 | 239 | 596 | |||
| 27 Nov | 822.60 | 23.3 | 3.90 | 25.19 | 1,001 | 246 | 359 | |||
| 26 Nov | 814.95 | 19.4 | 0.15 | 25.88 | 129 | 30 | 112 | |||
| 25 Nov | 812.10 | 19.25 | 0.40 | 25.15 | 79 | 55 | 82 | |||
| 22 Nov | 808.60 | 18.85 | 4.35 | 25.16 | 12 | 2 | 29 | |||
| 21 Nov | 793.85 | 14.5 | -2.60 | 27.34 | 8 | 1 | 27 | |||
| 20 Nov | 800.10 | 17.1 | 0.00 | 26.59 | 34 | 17 | 24 | |||
| 19 Nov | 800.10 | 17.1 | 0.85 | 26.59 | 34 | 15 | 24 | |||
| 18 Nov | 797.10 | 16.25 | -2.15 | 25.29 | 15 | -2 | 8 | |||
| 14 Nov | 799.60 | 18.4 | -1.15 | 24.50 | 9 | 2 | 7 | |||
| 13 Nov | 801.40 | 19.55 | -4.45 | 24.28 | 3 | 0 | 4 | |||
| 12 Nov | 811.65 | 24 | -11.00 | 25.02 | 3 | 2 | 3 | |||
| 11 Nov | 836.20 | 35 | -14.95 | 22.80 | 1 | 0 | 0 | |||
| 8 Nov | 832.50 | 49.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 844.05 | 49.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 49.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 829.10 | 49.95 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.06
Historical price for 830 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 0.7, which was -2.40 lower than the previous day. The implied volatity was 26.69, the open interest changed by -18 which decreased total open position to 842
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 3.1, which was -3.65 lower than the previous day. The implied volatity was 23.93, the open interest changed by 98 which increased total open position to 860
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 6.75, which was -5.20 lower than the previous day. The implied volatity was 25.97, the open interest changed by 83 which increased total open position to 764
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 11.95, which was -8.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 100 which increased total open position to 681
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 20.6, which was 2.60 higher than the previous day. The implied volatity was 21.34, the open interest changed by -34 which decreased total open position to 581
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 18, which was -4.65 lower than the previous day. The implied volatity was 21.83, the open interest changed by 7 which increased total open position to 619
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 22.65, which was -11.40 lower than the previous day. The implied volatity was 23.39, the open interest changed by 6 which increased total open position to 612
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 34.05, which was 14.00 higher than the previous day. The implied volatity was 22.25, the open interest changed by -65 which decreased total open position to 604
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 20.05, which was -1.80 lower than the previous day. The implied volatity was 21.77, the open interest changed by -95 which decreased total open position to 672
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 21.85, which was 1.00 higher than the previous day. The implied volatity was 23.86, the open interest changed by -24 which decreased total open position to 769
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 20.85, which was -3.10 lower than the previous day. The implied volatity was 23.93, the open interest changed by 6 which increased total open position to 792
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 23.95, which was 1.55 higher than the previous day. The implied volatity was 21.53, the open interest changed by -60 which decreased total open position to 788
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 22.4, which was -1.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by 15 which increased total open position to 856
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 23.45, which was 5.25 higher than the previous day. The implied volatity was 22.97, the open interest changed by 23 which increased total open position to 834
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 18.2, which was 0.40 higher than the previous day. The implied volatity was 25.66, the open interest changed by 111 which increased total open position to 815
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 17.8, which was -0.80 lower than the previous day. The implied volatity was 24.18, the open interest changed by 123 which increased total open position to 715
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 18.6, which was -4.70 lower than the previous day. The implied volatity was 25.04, the open interest changed by 239 which increased total open position to 596
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 23.3, which was 3.90 higher than the previous day. The implied volatity was 25.19, the open interest changed by 246 which increased total open position to 359
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 19.4, which was 0.15 higher than the previous day. The implied volatity was 25.88, the open interest changed by 30 which increased total open position to 112
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 19.25, which was 0.40 higher than the previous day. The implied volatity was 25.15, the open interest changed by 55 which increased total open position to 82
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 18.85, which was 4.35 higher than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 29
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 14.5, which was -2.60 lower than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 27
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 17 which increased total open position to 24
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 17.1, which was 0.85 higher than the previous day. The implied volatity was 26.59, the open interest changed by 15 which increased total open position to 24
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 16.25, which was -2.15 lower than the previous day. The implied volatity was 25.29, the open interest changed by -2 which decreased total open position to 8
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 18.4, which was -1.15 lower than the previous day. The implied volatity was 24.50, the open interest changed by 2 which increased total open position to 7
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 19.55, which was -4.45 lower than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 4
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 24, which was -11.00 lower than the previous day. The implied volatity was 25.02, the open interest changed by 2 which increased total open position to 3
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 35, which was -14.95 lower than the previous day. The implied volatity was 22.80, 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 49.95, 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 49.95, 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 49.95, 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 49.95, 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 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.24
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 46.45 | 19.55 | 40.57 | 50 | -26 | 417 |
| 19 Dec | 805.55 | 26.9 | 7.00 | 28.05 | 112 | -52 | 443 |
| 18 Dec | 813.00 | 19.9 | 5.85 | 23.59 | 389 | -39 | 496 |
| 17 Dec | 826.80 | 14.05 | 6.60 | 26.17 | 810 | -29 | 535 |
| 16 Dec | 842.50 | 7.45 | -1.80 | 24.62 | 632 | 38 | 562 |
| 13 Dec | 835.45 | 9.25 | 0.05 | 20.52 | 1,046 | -45 | 524 |
| 12 Dec | 839.90 | 9.2 | 3.00 | 22.78 | 1,060 | -28 | 563 |
| 11 Dec | 855.45 | 6.2 | -6.40 | 24.94 | 1,521 | 52 | 592 |
| 10 Dec | 835.00 | 12.6 | -0.90 | 24.11 | 669 | 44 | 537 |
| 9 Dec | 833.70 | 13.5 | -2.10 | 24.58 | 600 | -8 | 492 |
| 6 Dec | 830.60 | 15.6 | 1.30 | 23.00 | 485 | 40 | 500 |
| 5 Dec | 836.85 | 14.3 | -3.20 | 24.93 | 613 | -34 | 464 |
| 4 Dec | 832.65 | 17.5 | -0.20 | 25.62 | 453 | 26 | 497 |
| 3 Dec | 831.85 | 17.7 | -7.05 | 25.98 | 264 | 45 | 462 |
| 2 Dec | 816.50 | 24.75 | -1.70 | 25.05 | 78 | -2 | 417 |
| 29 Nov | 815.95 | 26.45 | -2.55 | 25.06 | 606 | 98 | 409 |
| 28 Nov | 814.35 | 29 | 3.95 | 26.99 | 299 | 196 | 312 |
| 27 Nov | 822.60 | 25.05 | -3.00 | 27.04 | 111 | 73 | 115 |
| 26 Nov | 814.95 | 28.05 | -3.95 | 24.08 | 33 | 9 | 42 |
| 25 Nov | 812.10 | 32 | 6.05 | 28.10 | 52 | 27 | 33 |
| 22 Nov | 808.60 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 793.85 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 800.10 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 800.10 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 797.10 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 799.60 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 801.40 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 811.65 | 25.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 836.20 | 25.95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 8 Nov | 832.50 | 25.95 | 3.30 | 26.77 | 5 | 3 | 5 |
| 7 Nov | 844.05 | 22.65 | -26.75 | 27.70 | 2 | 1 | 1 |
| 6 Nov | 857.35 | 49.4 | 0.00 | 3.44 | 0 | 0 | 0 |
| 5 Nov | 829.10 | 49.4 | 1.30 | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.84
Historical price for 830 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 46.45, which was 19.55 higher than the previous day. The implied volatity was 40.57, the open interest changed by -26 which decreased total open position to 417
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 26.9, which was 7.00 higher than the previous day. The implied volatity was 28.05, the open interest changed by -52 which decreased total open position to 443
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 19.9, which was 5.85 higher than the previous day. The implied volatity was 23.59, the open interest changed by -39 which decreased total open position to 496
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 14.05, which was 6.60 higher than the previous day. The implied volatity was 26.17, the open interest changed by -29 which decreased total open position to 535
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 7.45, which was -1.80 lower than the previous day. The implied volatity was 24.62, the open interest changed by 38 which increased total open position to 562
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 9.25, which was 0.05 higher than the previous day. The implied volatity was 20.52, the open interest changed by -45 which decreased total open position to 524
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 9.2, which was 3.00 higher than the previous day. The implied volatity was 22.78, the open interest changed by -28 which decreased total open position to 563
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 6.2, which was -6.40 lower than the previous day. The implied volatity was 24.94, the open interest changed by 52 which increased total open position to 592
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 12.6, which was -0.90 lower than the previous day. The implied volatity was 24.11, the open interest changed by 44 which increased total open position to 537
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 13.5, which was -2.10 lower than the previous day. The implied volatity was 24.58, the open interest changed by -8 which decreased total open position to 492
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 15.6, which was 1.30 higher than the previous day. The implied volatity was 23.00, the open interest changed by 40 which increased total open position to 500
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 14.3, which was -3.20 lower than the previous day. The implied volatity was 24.93, the open interest changed by -34 which decreased total open position to 464
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 17.5, which was -0.20 lower than the previous day. The implied volatity was 25.62, the open interest changed by 26 which increased total open position to 497
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 17.7, which was -7.05 lower than the previous day. The implied volatity was 25.98, the open interest changed by 45 which increased total open position to 462
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 24.75, which was -1.70 lower than the previous day. The implied volatity was 25.05, the open interest changed by -2 which decreased total open position to 417
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 26.45, which was -2.55 lower than the previous day. The implied volatity was 25.06, the open interest changed by 98 which increased total open position to 409
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 29, which was 3.95 higher than the previous day. The implied volatity was 26.99, the open interest changed by 196 which increased total open position to 312
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 25.05, which was -3.00 lower than the previous day. The implied volatity was 27.04, the open interest changed by 73 which increased total open position to 115
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 28.05, which was -3.95 lower than the previous day. The implied volatity was 24.08, the open interest changed by 9 which increased total open position to 42
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 32, which was 6.05 higher than the previous day. The implied volatity was 28.10, the open interest changed by 27 which increased total open position to 33
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 25.95, 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 25.95, 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 25.95, 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 19 Nov IRCTC was trading at 800.10. The strike last trading price was 25.95, 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 18 Nov IRCTC was trading at 797.10. The strike last trading price was 25.95, 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 14 Nov IRCTC was trading at 799.60. The strike last trading price was 25.95, 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 13 Nov IRCTC was trading at 801.40. The strike last trading price was 25.95, 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 12 Nov IRCTC was trading at 811.65. The strike last trading price was 25.95, 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 Nov IRCTC was trading at 836.20. The strike last trading price was 25.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 25.95, which was 3.30 higher than the previous day. The implied volatity was 26.77, the open interest changed by 3 which increased total open position to 5
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 22.65, which was -26.75 lower than the previous day. The implied volatity was 27.70, the open interest changed by 1 which increased total open position to 1
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 49.4, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 49.4, which was lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
