IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
IRCTC 28NOV2024 830 CE | ||||||||||
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Delta: 0.14
Vega: 0.25
Theta: -0.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 793.85 | 2.35 | -0.65 | 30.35 | 1,259 | -31 | 449 | |||
20 Nov | 800.10 | 3 | 0.00 | 25.11 | 1,493 | -81 | 484 | |||
19 Nov | 800.10 | 3 | -0.75 | 25.11 | 1,493 | -77 | 484 | |||
18 Nov | 797.10 | 3.75 | -1.55 | 25.80 | 1,103 | -2 | 559 | |||
14 Nov | 799.60 | 5.3 | -1.40 | 23.11 | 823 | 11 | 563 | |||
13 Nov | 801.40 | 6.7 | -1.75 | 23.52 | 1,151 | -53 | 560 | |||
12 Nov | 811.65 | 8.45 | -10.60 | 21.69 | 917 | 161 | 614 | |||
11 Nov | 836.20 | 19.05 | 0.75 | 19.40 | 541 | -1 | 452 | |||
8 Nov | 832.50 | 18.3 | -8.05 | 19.13 | 482 | 19 | 454 | |||
7 Nov | 844.05 | 26.35 | -9.60 | 18.78 | 145 | 10 | 437 | |||
6 Nov | 857.35 | 35.95 | 14.00 | 18.34 | 1,002 | -224 | 428 | |||
5 Nov | 829.10 | 21.95 | -3.25 | 22.26 | 4,359 | 263 | 664 | |||
4 Nov | 816.20 | 25.2 | -2.80 | 35.47 | 910 | 110 | 397 | |||
1 Nov | 831.75 | 28 | -2.65 | 25.30 | 263 | 36 | 250 | |||
31 Oct | 821.30 | 30.65 | -6.25 | - | 494 | 50 | 208 | |||
30 Oct | 839.40 | 36.9 | 6.05 | - | 302 | 2 | 157 | |||
29 Oct | 824.85 | 30.85 | 3.80 | - | 176 | 53 | 152 | |||
28 Oct | 821.05 | 27.05 | -0.60 | - | 89 | 35 | 81 | |||
25 Oct | 812.10 | 27.65 | -7.35 | - | 42 | 21 | 46 | |||
24 Oct | 830.15 | 35 | 0.00 | - | 21 | 13 | 24 | |||
23 Oct | 828.65 | 35 | -75.25 | - | 11 | 10 | 10 | |||
22 Oct | 831.40 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 858.80 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 881.00 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 871.75 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
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16 Oct | 892.60 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 895.30 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 885.00 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 889.20 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 882.65 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 879.55 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 875.10 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 857.70 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 872.75 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 886.40 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 928.55 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 924.90 | 110.25 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 830 expiring on 28NOV2024
Delta for 830 CE is 0.14
Historical price for 830 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 30.35, the open interest changed by -31 which decreased total open position to 449
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 25.11, the open interest changed by -81 which decreased total open position to 484
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 3, which was -0.75 lower than the previous day. The implied volatity was 25.11, the open interest changed by -77 which decreased total open position to 484
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 3.75, which was -1.55 lower than the previous day. The implied volatity was 25.80, the open interest changed by -2 which decreased total open position to 559
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 5.3, which was -1.40 lower than the previous day. The implied volatity was 23.11, the open interest changed by 11 which increased total open position to 563
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 6.7, which was -1.75 lower than the previous day. The implied volatity was 23.52, the open interest changed by -53 which decreased total open position to 560
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 8.45, which was -10.60 lower than the previous day. The implied volatity was 21.69, the open interest changed by 161 which increased total open position to 614
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 19.05, which was 0.75 higher than the previous day. The implied volatity was 19.40, the open interest changed by -1 which decreased total open position to 452
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 18.3, which was -8.05 lower than the previous day. The implied volatity was 19.13, the open interest changed by 19 which increased total open position to 454
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 26.35, which was -9.60 lower than the previous day. The implied volatity was 18.78, the open interest changed by 10 which increased total open position to 437
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 35.95, which was 14.00 higher than the previous day. The implied volatity was 18.34, the open interest changed by -224 which decreased total open position to 428
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 21.95, which was -3.25 lower than the previous day. The implied volatity was 22.26, the open interest changed by 263 which increased total open position to 664
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 25.2, which was -2.80 lower than the previous day. The implied volatity was 35.47, the open interest changed by 110 which increased total open position to 397
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 28, which was -2.65 lower than the previous day. The implied volatity was 25.30, the open interest changed by 36 which increased total open position to 250
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 30.65, which was -6.25 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 36.9, which was 6.05 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 30.85, which was 3.80 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 27.05, 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 25 Oct IRCTC was trading at 812.10. The strike last trading price was 27.65, which was -7.35 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 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 23 Oct IRCTC was trading at 828.65. The strike last trading price was 35, which was -75.25 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
IRCTC 28NOV2024 830 PE | |||||||
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Delta: -0.90
Vega: 0.19
Theta: -0.14
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 793.85 | 38.6 | 4.35 | 25.51 | 38 | -9 | 266 |
20 Nov | 800.10 | 34.25 | 0.00 | 28.56 | 129 | -21 | 274 |
19 Nov | 800.10 | 34.25 | -0.55 | 28.56 | 129 | -22 | 274 |
18 Nov | 797.10 | 34.8 | 1.85 | 28.96 | 94 | -2 | 296 |
14 Nov | 799.60 | 32.95 | -0.20 | 27.03 | 62 | -34 | 298 |
13 Nov | 801.40 | 33.15 | 3.70 | 29.87 | 208 | -48 | 332 |
12 Nov | 811.65 | 29.45 | 15.35 | 30.67 | 704 | 1 | 388 |
11 Nov | 836.20 | 14.1 | -3.60 | 25.73 | 744 | -4 | 387 |
8 Nov | 832.50 | 17.7 | 2.95 | 26.89 | 1,187 | 21 | 392 |
7 Nov | 844.05 | 14.75 | 4.75 | 28.80 | 983 | 48 | 371 |
6 Nov | 857.35 | 10 | -11.05 | 27.16 | 1,503 | 1 | 326 |
5 Nov | 829.10 | 21.05 | -17.70 | 29.20 | 1,395 | 72 | 327 |
4 Nov | 816.20 | 38.75 | 0.90 | 40.27 | 327 | 22 | 253 |
1 Nov | 831.75 | 37.85 | 1.80 | 47.57 | 103 | 9 | 237 |
31 Oct | 821.30 | 36.05 | 10.30 | - | 807 | 88 | 227 |
30 Oct | 839.40 | 25.75 | -5.15 | - | 144 | 40 | 140 |
29 Oct | 824.85 | 30.9 | -3.10 | - | 46 | 26 | 99 |
28 Oct | 821.05 | 34 | -3.30 | - | 31 | 16 | 64 |
25 Oct | 812.10 | 37.3 | 8.25 | - | 23 | 0 | 48 |
24 Oct | 830.15 | 29.05 | -0.95 | - | 15 | 6 | 48 |
23 Oct | 828.65 | 30 | 3.65 | - | 18 | 3 | 42 |
22 Oct | 831.40 | 26.35 | 6.35 | - | 14 | 3 | 38 |
21 Oct | 858.80 | 20 | 8.00 | - | 2 | 1 | 34 |
18 Oct | 881.00 | 12 | 0.00 | - | 0 | 33 | 0 |
17 Oct | 871.75 | 12 | -11.15 | - | 34 | 23 | 23 |
16 Oct | 892.60 | 23.15 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 895.30 | 23.15 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 885.00 | 23.15 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 889.20 | 23.15 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 882.65 | 23.15 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 879.55 | 23.15 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 875.10 | 23.15 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 857.70 | 23.15 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 872.75 | 23.15 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 886.40 | 23.15 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 928.55 | 23.15 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 924.90 | 23.15 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 830 expiring on 28NOV2024
Delta for 830 PE is -0.90
Historical price for 830 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 38.6, which was 4.35 higher than the previous day. The implied volatity was 25.51, the open interest changed by -9 which decreased total open position to 266
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 34.25, which was 0.00 lower than the previous day. The implied volatity was 28.56, the open interest changed by -21 which decreased total open position to 274
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 34.25, which was -0.55 lower than the previous day. The implied volatity was 28.56, the open interest changed by -22 which decreased total open position to 274
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 34.8, which was 1.85 higher than the previous day. The implied volatity was 28.96, the open interest changed by -2 which decreased total open position to 296
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 32.95, which was -0.20 lower than the previous day. The implied volatity was 27.03, the open interest changed by -34 which decreased total open position to 298
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 33.15, which was 3.70 higher than the previous day. The implied volatity was 29.87, the open interest changed by -48 which decreased total open position to 332
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 29.45, which was 15.35 higher than the previous day. The implied volatity was 30.67, the open interest changed by 1 which increased total open position to 388
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 14.1, which was -3.60 lower than the previous day. The implied volatity was 25.73, the open interest changed by -4 which decreased total open position to 387
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 17.7, which was 2.95 higher than the previous day. The implied volatity was 26.89, the open interest changed by 21 which increased total open position to 392
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 14.75, which was 4.75 higher than the previous day. The implied volatity was 28.80, the open interest changed by 48 which increased total open position to 371
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 10, which was -11.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by 1 which increased total open position to 326
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 21.05, which was -17.70 lower than the previous day. The implied volatity was 29.20, the open interest changed by 72 which increased total open position to 327
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 38.75, which was 0.90 higher than the previous day. The implied volatity was 40.27, the open interest changed by 22 which increased total open position to 253
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 37.85, which was 1.80 higher than the previous day. The implied volatity was 47.57, the open interest changed by 9 which increased total open position to 237
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 36.05, which was 10.30 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 25.75, which was -5.15 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 30.9, 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 34, which was -3.30 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 37.3, which was 8.25 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 29.05, which was -0.95 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 30, which was 3.65 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 26.35, which was 6.35 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 20, which was 8.00 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 12, 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 12, which was -11.15 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 23.15, 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 15 Oct IRCTC was trading at 895.30. The strike last trading price was 23.15, 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 23.15, 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 23.15, 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 10 Oct IRCTC was trading at 882.65. The strike last trading price was 23.15, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 23.15, 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 8 Oct IRCTC was trading at 875.10. The strike last trading price was 23.15, 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 7 Oct IRCTC was trading at 857.70. The strike last trading price was 23.15, 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 4 Oct IRCTC was trading at 872.75. The strike last trading price was 23.15, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 23.15, 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 30 Sept IRCTC was trading at 928.55. The strike last trading price was 23.15, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 23.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to