IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.10
Theta: -0.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 0.55 | -1.50 | 29.81 | 1,443 | -22 | 1,324 | |||
| 19 Dec | 805.55 | 2.05 | -2.55 | 25.99 | 1,655 | -8 | 1,351 | |||
| 18 Dec | 813.00 | 4.6 | -3.50 | 27.35 | 1,709 | 101 | 1,375 | |||
| 17 Dec | 826.80 | 8.1 | -6.25 | 24.61 | 1,400 | 84 | 1,277 | |||
| 16 Dec | 842.50 | 14.35 | 1.95 | 21.26 | 1,901 | -45 | 1,201 | |||
| 13 Dec | 835.45 | 12.4 | -4.25 | 21.26 | 2,263 | 132 | 1,251 | |||
| 12 Dec | 839.90 | 16.65 | -10.15 | 22.96 | 1,547 | 164 | 1,122 | |||
| 11 Dec | 855.45 | 26.8 | 11.70 | 22.29 | 4,523 | -270 | 972 | |||
| 10 Dec | 835.00 | 15.1 | -1.50 | 22.29 | 2,252 | 251 | 1,241 | |||
| 9 Dec | 833.70 | 16.6 | 0.60 | 23.83 | 1,687 | 114 | 987 | |||
| 6 Dec | 830.60 | 16 | -2.40 | 23.90 | 1,780 | 88 | 871 | |||
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| 5 Dec | 836.85 | 18.4 | 1.00 | 21.51 | 2,451 | 36 | 786 | |||
| 4 Dec | 832.65 | 17.4 | -1.10 | 23.11 | 1,606 | 15 | 751 | |||
| 3 Dec | 831.85 | 18.5 | 4.20 | 23.17 | 1,238 | 169 | 733 | |||
| 2 Dec | 816.50 | 14.3 | 0.30 | 25.74 | 858 | 57 | 567 | |||
| 29 Nov | 815.95 | 14 | -1.05 | 24.31 | 1,073 | 49 | 511 | |||
| 28 Nov | 814.35 | 15.05 | -3.95 | 25.44 | 803 | 126 | 463 | |||
| 27 Nov | 822.60 | 19 | 4.15 | 25.41 | 1,019 | 260 | 340 | |||
| 26 Nov | 814.95 | 14.85 | -1.25 | 25.07 | 57 | 8 | 77 | |||
| 25 Nov | 812.10 | 16.1 | 1.00 | 25.91 | 53 | 42 | 69 | |||
| 22 Nov | 808.60 | 15.1 | 4.45 | 25.49 | 51 | 30 | 57 | |||
| 21 Nov | 793.85 | 10.65 | -3.80 | 26.11 | 43 | 11 | 25 | |||
| 20 Nov | 800.10 | 14.45 | 0.00 | 27.19 | 13 | 1 | 14 | |||
| 19 Nov | 800.10 | 14.45 | 1.35 | 27.19 | 13 | 1 | 14 | |||
| 18 Nov | 797.10 | 13.1 | -1.80 | 25.30 | 19 | 7 | 8 | |||
| 14 Nov | 799.60 | 14.9 | -101.55 | 24.49 | 1 | 0 | 0 | |||
| 13 Nov | 801.40 | 116.45 | 0.00 | 2.75 | 0 | 0 | 0 | |||
| 12 Nov | 811.65 | 116.45 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 116.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 832.50 | 116.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 844.05 | 116.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 116.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 829.10 | 116.45 | 116.45 | - | 0 | 0 | 0 | |||
| 18 Oct | 881.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 882.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 886.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 931.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 928.55 | 0 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.05
Historical price for 840 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 0.55, which was -1.50 lower than the previous day. The implied volatity was 29.81, the open interest changed by -22 which decreased total open position to 1324
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 2.05, which was -2.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by -8 which decreased total open position to 1351
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 4.6, which was -3.50 lower than the previous day. The implied volatity was 27.35, the open interest changed by 101 which increased total open position to 1375
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 8.1, which was -6.25 lower than the previous day. The implied volatity was 24.61, the open interest changed by 84 which increased total open position to 1277
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 14.35, which was 1.95 higher than the previous day. The implied volatity was 21.26, the open interest changed by -45 which decreased total open position to 1201
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 12.4, which was -4.25 lower than the previous day. The implied volatity was 21.26, the open interest changed by 132 which increased total open position to 1251
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 16.65, which was -10.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by 164 which increased total open position to 1122
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 26.8, which was 11.70 higher than the previous day. The implied volatity was 22.29, the open interest changed by -270 which decreased total open position to 972
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 15.1, which was -1.50 lower than the previous day. The implied volatity was 22.29, the open interest changed by 251 which increased total open position to 1241
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 16.6, which was 0.60 higher than the previous day. The implied volatity was 23.83, the open interest changed by 114 which increased total open position to 987
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 16, which was -2.40 lower than the previous day. The implied volatity was 23.90, the open interest changed by 88 which increased total open position to 871
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 18.4, which was 1.00 higher than the previous day. The implied volatity was 21.51, the open interest changed by 36 which increased total open position to 786
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 17.4, which was -1.10 lower than the previous day. The implied volatity was 23.11, the open interest changed by 15 which increased total open position to 751
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 18.5, which was 4.20 higher than the previous day. The implied volatity was 23.17, the open interest changed by 169 which increased total open position to 733
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 14.3, which was 0.30 higher than the previous day. The implied volatity was 25.74, the open interest changed by 57 which increased total open position to 567
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 14, which was -1.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 49 which increased total open position to 511
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 15.05, which was -3.95 lower than the previous day. The implied volatity was 25.44, the open interest changed by 126 which increased total open position to 463
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 19, which was 4.15 higher than the previous day. The implied volatity was 25.41, the open interest changed by 260 which increased total open position to 340
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 14.85, which was -1.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 8 which increased total open position to 77
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 16.1, which was 1.00 higher than the previous day. The implied volatity was 25.91, the open interest changed by 42 which increased total open position to 69
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 15.1, which was 4.45 higher than the previous day. The implied volatity was 25.49, the open interest changed by 30 which increased total open position to 57
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 10.65, which was -3.80 lower than the previous day. The implied volatity was 26.11, the open interest changed by 11 which increased total open position to 25
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 14
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 14.45, which was 1.35 higher than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 14
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 13.1, which was -1.80 lower than the previous day. The implied volatity was 25.30, the open interest changed by 7 which increased total open position to 8
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 14.9, which was -101.55 lower than the previous day. The implied volatity was 24.49, 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 116.45, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 116.45, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 116.45, 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 116.45, 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 116.45, 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 116.45, 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 116.45, which was 116.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Oct IRCTC was trading at 881.00. 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 10 Oct IRCTC was trading at 882.65. 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 3 Oct IRCTC was trading at 886.40. 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 1 Oct IRCTC was trading at 931.15. 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 30 Sept IRCTC was trading at 928.55. 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 26DEC2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.24
Theta: -0.79
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 57.05 | 21.20 | 49.04 | 55 | -31 | 879 |
| 19 Dec | 805.55 | 35.85 | 8.00 | 31.10 | 161 | -103 | 913 |
| 18 Dec | 813.00 | 27.85 | 7.90 | 24.86 | 299 | -63 | 1,016 |
| 17 Dec | 826.80 | 19.95 | 8.65 | 26.47 | 1,007 | -104 | 1,083 |
| 16 Dec | 842.50 | 11.3 | -2.70 | 24.45 | 735 | -23 | 1,199 |
| 13 Dec | 835.45 | 14 | 0.70 | 20.60 | 761 | -47 | 1,224 |
| 12 Dec | 839.90 | 13.3 | 4.45 | 22.61 | 1,826 | 55 | 1,274 |
| 11 Dec | 855.45 | 8.85 | -8.55 | 24.49 | 2,834 | 344 | 1,232 |
| 10 Dec | 835.00 | 17.4 | -0.60 | 24.26 | 1,185 | 315 | 874 |
| 9 Dec | 833.70 | 18 | -2.90 | 24.25 | 634 | 79 | 561 |
| 6 Dec | 830.60 | 20.9 | 2.10 | 23.24 | 554 | 63 | 482 |
| 5 Dec | 836.85 | 18.8 | -3.70 | 24.92 | 638 | 82 | 422 |
| 4 Dec | 832.65 | 22.5 | -0.30 | 25.69 | 297 | 56 | 341 |
| 3 Dec | 831.85 | 22.8 | -8.45 | 26.26 | 213 | 67 | 283 |
| 2 Dec | 816.50 | 31.25 | -1.10 | 25.69 | 33 | 9 | 213 |
| 29 Nov | 815.95 | 32.35 | -2.65 | 24.95 | 142 | 31 | 204 |
| 28 Nov | 814.35 | 35 | 3.65 | 27.02 | 93 | 46 | 172 |
| 27 Nov | 822.60 | 31.35 | -3.65 | 27.97 | 117 | 65 | 121 |
| 26 Nov | 814.95 | 35 | 1.80 | 24.99 | 30 | 24 | 54 |
| 25 Nov | 812.10 | 33.2 | -7.30 | 22.82 | 12 | 7 | 29 |
| 22 Nov | 808.60 | 40.5 | -8.50 | 26.44 | 10 | -1 | 21 |
| 21 Nov | 793.85 | 49 | 8.00 | 22.96 | 3 | 2 | 23 |
| 20 Nov | 800.10 | 41 | 0.00 | 19.01 | 16 | 11 | 21 |
| 19 Nov | 800.10 | 41 | 4.00 | 19.01 | 16 | 11 | 21 |
| 18 Nov | 797.10 | 37 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 799.60 | 37 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 801.40 | 37 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 811.65 | 37 | 9.95 | 23.37 | 1 | 0 | 9 |
| 11 Nov | 836.20 | 27.05 | -0.25 | 25.61 | 5 | 3 | 9 |
| 8 Nov | 832.50 | 27.3 | 4.30 | 23.95 | 4 | 1 | 6 |
| 7 Nov | 844.05 | 23 | 0.00 | 0.00 | 0 | 5 | 0 |
| 6 Nov | 857.35 | 23 | -11.55 | 28.38 | 5 | 3 | 3 |
| 5 Nov | 829.10 | 34.55 | 0.00 | 0.32 | 0 | 0 | 0 |
| 18 Oct | 881.00 | 34.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 882.65 | 34.55 | 34.55 | - | 0 | 0 | 0 |
| 3 Oct | 886.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 931.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 928.55 | 0 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -0.84
Historical price for 840 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 57.05, which was 21.20 higher than the previous day. The implied volatity was 49.04, the open interest changed by -31 which decreased total open position to 879
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 35.85, which was 8.00 higher than the previous day. The implied volatity was 31.10, the open interest changed by -103 which decreased total open position to 913
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 27.85, which was 7.90 higher than the previous day. The implied volatity was 24.86, the open interest changed by -63 which decreased total open position to 1016
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 19.95, which was 8.65 higher than the previous day. The implied volatity was 26.47, the open interest changed by -104 which decreased total open position to 1083
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 11.3, which was -2.70 lower than the previous day. The implied volatity was 24.45, the open interest changed by -23 which decreased total open position to 1199
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 14, which was 0.70 higher than the previous day. The implied volatity was 20.60, the open interest changed by -47 which decreased total open position to 1224
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 13.3, which was 4.45 higher than the previous day. The implied volatity was 22.61, the open interest changed by 55 which increased total open position to 1274
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 8.85, which was -8.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 344 which increased total open position to 1232
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 17.4, which was -0.60 lower than the previous day. The implied volatity was 24.26, the open interest changed by 315 which increased total open position to 874
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 18, which was -2.90 lower than the previous day. The implied volatity was 24.25, the open interest changed by 79 which increased total open position to 561
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 20.9, which was 2.10 higher than the previous day. The implied volatity was 23.24, the open interest changed by 63 which increased total open position to 482
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 18.8, which was -3.70 lower than the previous day. The implied volatity was 24.92, the open interest changed by 82 which increased total open position to 422
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 22.5, which was -0.30 lower than the previous day. The implied volatity was 25.69, the open interest changed by 56 which increased total open position to 341
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 22.8, which was -8.45 lower than the previous day. The implied volatity was 26.26, the open interest changed by 67 which increased total open position to 283
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 31.25, which was -1.10 lower than the previous day. The implied volatity was 25.69, the open interest changed by 9 which increased total open position to 213
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 32.35, which was -2.65 lower than the previous day. The implied volatity was 24.95, the open interest changed by 31 which increased total open position to 204
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 35, which was 3.65 higher than the previous day. The implied volatity was 27.02, the open interest changed by 46 which increased total open position to 172
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 31.35, which was -3.65 lower than the previous day. The implied volatity was 27.97, the open interest changed by 65 which increased total open position to 121
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 35, which was 1.80 higher than the previous day. The implied volatity was 24.99, the open interest changed by 24 which increased total open position to 54
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 33.2, which was -7.30 lower than the previous day. The implied volatity was 22.82, the open interest changed by 7 which increased total open position to 29
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 40.5, which was -8.50 lower than the previous day. The implied volatity was 26.44, the open interest changed by -1 which decreased total open position to 21
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 49, which was 8.00 higher than the previous day. The implied volatity was 22.96, the open interest changed by 2 which increased total open position to 23
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 19.01, the open interest changed by 11 which increased total open position to 21
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 41, which was 4.00 higher than the previous day. The implied volatity was 19.01, the open interest changed by 11 which increased total open position to 21
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 37, 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 37, 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 37, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 37, which was 9.95 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 9
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 27.05, which was -0.25 lower than the previous day. The implied volatity was 25.61, the open interest changed by 3 which increased total open position to 9
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 27.3, which was 4.30 higher than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 6
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 23, which was -11.55 lower than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 3
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 18 Oct IRCTC was trading at 881.00. The strike last trading price was 34.55, 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 10 Oct IRCTC was trading at 882.65. The strike last trading price was 34.55, which was 34.55 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 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 1 Oct IRCTC was trading at 931.15. 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 30 Sept IRCTC was trading at 928.55. 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
