IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
11 Apr 2025 04:11 PM IST
| IRCTC 24APR2025 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 730.70 | 0.4 | -0.05 | 35.80 | 116 | -13 | 707 | |||
| 9 Apr | 715.20 | 0.45 | -0.15 | 38.20 | 35 | -3 | 720 | |||
| 8 Apr | 715.05 | 0.6 | 0.05 | 38.35 | 37 | -6 | 723 | |||
| 7 Apr | 697.40 | 0.5 | 0.05 | 39.82 | 271 | 21 | 734 | |||
| 4 Apr | 714.10 | 0.5 | -0.45 | 33.13 | 146 | 6 | 714 | |||
| 3 Apr | 738.25 | 0.95 | 0.2 | 29.39 | 285 | 1 | 708 | |||
| 2 Apr | 727.45 | 0.75 | 0.1 | 30.25 | 270 | 69 | 707 | |||
| 1 Apr | 724.25 | 0.7 | -0.5 | 29.91 | 384 | 70 | 638 | |||
| 28 Mar | 727.50 | 1.2 | 0.4 | 29.91 | 620 | 171 | 568 | |||
| 27 Mar | 718.05 | 0.9 | 0.2 | 28.79 | 140 | 76 | 397 | |||
| 26 Mar | 704.45 | 0.75 | -0.35 | 31.57 | 196 | 122 | 321 | |||
| 25 Mar | 717.15 | 1.05 | -0.55 | 30.04 | 264 | 143 | 199 | |||
| 24 Mar | 726.95 | 1.5 | 0.6 | 28.76 | 70 | 52 | 55 | |||
| 21 Mar | 722.20 | 0.9 | 0 | 25.93 | 1 | 0 | 2 | |||
| 20 Mar | 714.85 | 0.9 | -35.6 | 27.08 | 3 | 1 | 1 | |||
| 11 Feb | 750.95 | 0 | 0 | 5.69 | 0 | 0 | 0 | |||
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| 10 Feb | 773.70 | 0 | 0 | 3.87 | 0 | 0 | 0 | |||
| 6 Feb | 783.80 | 0 | 0 | 2.83 | 0 | 0 | 0 | |||
| 1 Feb | 794.70 | 0 | 0 | 1.82 | 0 | 0 | 0 | |||
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 24APR2025
Delta for 840 CE is 0.02
Historical price for 840 CE is as follows
On 11 Apr IRCTC was trading at 730.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.80, the open interest changed by -13 which decreased total open position to 707
On 9 Apr IRCTC was trading at 715.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 38.20, the open interest changed by -3 which decreased total open position to 720
On 8 Apr IRCTC was trading at 715.05. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 38.35, the open interest changed by -6 which decreased total open position to 723
On 7 Apr IRCTC was trading at 697.40. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 39.82, the open interest changed by 21 which increased total open position to 734
On 4 Apr IRCTC was trading at 714.10. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 33.13, the open interest changed by 6 which increased total open position to 714
On 3 Apr IRCTC was trading at 738.25. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 708
On 2 Apr IRCTC was trading at 727.45. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 30.25, the open interest changed by 69 which increased total open position to 707
On 1 Apr IRCTC was trading at 724.25. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by 70 which increased total open position to 638
On 28 Mar IRCTC was trading at 727.50. The strike last trading price was 1.2, which was 0.4 higher than the previous day. The implied volatity was 29.91, the open interest changed by 171 which increased total open position to 568
On 27 Mar IRCTC was trading at 718.05. The strike last trading price was 0.9, which was 0.2 higher than the previous day. The implied volatity was 28.79, the open interest changed by 76 which increased total open position to 397
On 26 Mar IRCTC was trading at 704.45. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 31.57, the open interest changed by 122 which increased total open position to 321
On 25 Mar IRCTC was trading at 717.15. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 30.04, the open interest changed by 143 which increased total open position to 199
On 24 Mar IRCTC was trading at 726.95. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 28.76, the open interest changed by 52 which increased total open position to 55
On 21 Mar IRCTC was trading at 722.20. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 2
On 20 Mar IRCTC was trading at 714.85. The strike last trading price was 0.9, which was -35.6 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 1
On 11 Feb IRCTC was trading at 750.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRCTC was trading at 773.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRCTC was trading at 783.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRCTC was trading at 794.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
| IRCTC 24APR2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.13
Theta: 0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 730.70 | 108.85 | -11.8 | 41.70 | 2 | -1 | 409 |
| 9 Apr | 715.20 | 120.65 | 0 | 0.00 | 0 | -3 | 0 |
| 8 Apr | 715.05 | 120.65 | -3.85 | - | 7 | -4 | 409 |
| 7 Apr | 697.40 | 124.5 | 0 | 0.00 | 0 | 5 | 0 |
| 4 Apr | 714.10 | 124.5 | 25.05 | 50.91 | 20 | 6 | 414 |
| 3 Apr | 738.25 | 99.45 | -9.55 | 40.30 | 8 | -3 | 409 |
| 2 Apr | 727.45 | 109 | -0.85 | 38.51 | 7 | -2 | 413 |
| 1 Apr | 724.25 | 109.85 | 3.35 | 28.95 | 14 | 5 | 416 |
| 28 Mar | 727.50 | 106.5 | -8.8 | - | 21 | 3 | 411 |
| 27 Mar | 718.05 | 109.8 | -20.3 | - | 86 | 77 | 409 |
| 26 Mar | 704.45 | 130 | 14.65 | 27.41 | 127 | 116 | 331 |
| 25 Mar | 717.15 | 116 | 10.45 | - | 170 | 168 | 214 |
| 24 Mar | 726.95 | 105.55 | -4.45 | 25.20 | 45 | 41 | 45 |
| 21 Mar | 722.20 | 110 | -6 | 24.91 | 1 | 0 | 3 |
| 20 Mar | 714.85 | 116 | 32.5 | - | 3 | 2 | 2 |
| 11 Feb | 750.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 773.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 783.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 794.70 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 24APR2025
Delta for 840 PE is -0.96
Historical price for 840 PE is as follows
On 11 Apr IRCTC was trading at 730.70. The strike last trading price was 108.85, which was -11.8 lower than the previous day. The implied volatity was 41.70, the open interest changed by -1 which decreased total open position to 409
On 9 Apr IRCTC was trading at 715.20. The strike last trading price was 120.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 8 Apr IRCTC was trading at 715.05. The strike last trading price was 120.65, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 409
On 7 Apr IRCTC was trading at 697.40. The strike last trading price was 124.5, which was 0 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 4 Apr IRCTC was trading at 714.10. The strike last trading price was 124.5, which was 25.05 higher than the previous day. The implied volatity was 50.91, the open interest changed by 6 which increased total open position to 414
On 3 Apr IRCTC was trading at 738.25. The strike last trading price was 99.45, which was -9.55 lower than the previous day. The implied volatity was 40.30, the open interest changed by -3 which decreased total open position to 409
On 2 Apr IRCTC was trading at 727.45. The strike last trading price was 109, which was -0.85 lower than the previous day. The implied volatity was 38.51, the open interest changed by -2 which decreased total open position to 413
On 1 Apr IRCTC was trading at 724.25. The strike last trading price was 109.85, which was 3.35 higher than the previous day. The implied volatity was 28.95, the open interest changed by 5 which increased total open position to 416
On 28 Mar IRCTC was trading at 727.50. The strike last trading price was 106.5, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 411
On 27 Mar IRCTC was trading at 718.05. The strike last trading price was 109.8, which was -20.3 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 409
On 26 Mar IRCTC was trading at 704.45. The strike last trading price was 130, which was 14.65 higher than the previous day. The implied volatity was 27.41, the open interest changed by 116 which increased total open position to 331
On 25 Mar IRCTC was trading at 717.15. The strike last trading price was 116, which was 10.45 higher than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 214
On 24 Mar IRCTC was trading at 726.95. The strike last trading price was 105.55, which was -4.45 lower than the previous day. The implied volatity was 25.20, the open interest changed by 41 which increased total open position to 45
On 21 Mar IRCTC was trading at 722.20. The strike last trading price was 110, which was -6 lower than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 3
On 20 Mar IRCTC was trading at 714.85. The strike last trading price was 116, which was 32.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 11 Feb IRCTC was trading at 750.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb IRCTC was trading at 773.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb IRCTC was trading at 783.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb IRCTC was trading at 794.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
