IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.07
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 0.35 | -1.25 | 31.47 | 2,056 | -343 | 1,750 | |||
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| 19 Dec | 805.55 | 1.6 | -1.80 | 29.04 | 2,561 | 11 | 2,092 | |||
| 18 Dec | 813.00 | 3.4 | -2.30 | 29.57 | 2,200 | 94 | 2,085 | |||
| 17 Dec | 826.80 | 5.7 | -4.45 | 26.09 | 2,334 | 176 | 1,993 | |||
| 16 Dec | 842.50 | 10.15 | 1.55 | 22.52 | 2,338 | 41 | 1,821 | |||
| 13 Dec | 835.45 | 8.6 | -3.85 | 21.75 | 3,378 | 8 | 1,784 | |||
| 12 Dec | 839.90 | 12.45 | -7.85 | 23.73 | 3,685 | 434 | 1,790 | |||
| 11 Dec | 855.45 | 20.3 | 9.20 | 22.05 | 10,643 | 167 | 1,319 | |||
| 10 Dec | 835.00 | 11.1 | -1.20 | 22.72 | 2,296 | 135 | 1,157 | |||
| 9 Dec | 833.70 | 12.3 | 0.45 | 23.86 | 1,462 | 71 | 1,029 | |||
| 6 Dec | 830.60 | 11.85 | -2.25 | 23.68 | 1,913 | 185 | 961 | |||
| 5 Dec | 836.85 | 14.1 | 0.75 | 21.93 | 2,010 | -5 | 778 | |||
| 4 Dec | 832.65 | 13.35 | -0.95 | 23.30 | 1,343 | -104 | 787 | |||
| 3 Dec | 831.85 | 14.3 | 3.20 | 23.31 | 1,645 | 211 | 898 | |||
| 2 Dec | 816.50 | 11.1 | 0.40 | 25.88 | 859 | 50 | 688 | |||
| 29 Nov | 815.95 | 10.7 | -1.10 | 24.24 | 887 | 27 | 637 | |||
| 28 Nov | 814.35 | 11.8 | -3.20 | 25.47 | 678 | 94 | 609 | |||
| 27 Nov | 822.60 | 15 | 3.30 | 25.23 | 1,039 | 253 | 515 | |||
| 26 Nov | 814.95 | 11.7 | -1.20 | 25.14 | 318 | 33 | 254 | |||
| 25 Nov | 812.10 | 12.9 | 1.20 | 26.02 | 205 | 82 | 218 | |||
| 22 Nov | 808.60 | 11.7 | 2.60 | 25.11 | 173 | 34 | 170 | |||
| 21 Nov | 793.85 | 9.1 | -1.90 | 27.08 | 153 | 32 | 135 | |||
| 20 Nov | 800.10 | 11 | 0.00 | 26.38 | 93 | 5 | 102 | |||
| 19 Nov | 800.10 | 11 | 0.95 | 26.38 | 93 | 4 | 102 | |||
| 18 Nov | 797.10 | 10.05 | -2.00 | 24.85 | 73 | 25 | 98 | |||
| 14 Nov | 799.60 | 12.05 | -0.40 | 24.48 | 80 | 32 | 74 | |||
| 13 Nov | 801.40 | 12.45 | -2.00 | 23.79 | 58 | 14 | 41 | |||
| 12 Nov | 811.65 | 14.45 | -8.40 | 23.04 | 27 | 3 | 28 | |||
| 11 Nov | 836.20 | 22.85 | -1.15 | 21.18 | 1 | 0 | 25 | |||
| 8 Nov | 832.50 | 24 | -6.00 | 22.60 | 14 | 6 | 25 | |||
| 7 Nov | 844.05 | 30 | -12.00 | 22.23 | 5 | 2 | 19 | |||
| 6 Nov | 857.35 | 42 | 14.40 | 25.61 | 9 | 4 | 18 | |||
| 5 Nov | 829.10 | 27.6 | 24.82 | 17 | 13 | 13 | ||||
For Indian Rail Tour Corp Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 CE is 0.03
Historical price for 850 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 0.35, which was -1.25 lower than the previous day. The implied volatity was 31.47, the open interest changed by -343 which decreased total open position to 1750
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 1.6, which was -1.80 lower than the previous day. The implied volatity was 29.04, the open interest changed by 11 which increased total open position to 2092
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 3.4, which was -2.30 lower than the previous day. The implied volatity was 29.57, the open interest changed by 94 which increased total open position to 2085
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 5.7, which was -4.45 lower than the previous day. The implied volatity was 26.09, the open interest changed by 176 which increased total open position to 1993
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 10.15, which was 1.55 higher than the previous day. The implied volatity was 22.52, the open interest changed by 41 which increased total open position to 1821
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 8.6, which was -3.85 lower than the previous day. The implied volatity was 21.75, the open interest changed by 8 which increased total open position to 1784
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 12.45, which was -7.85 lower than the previous day. The implied volatity was 23.73, the open interest changed by 434 which increased total open position to 1790
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 20.3, which was 9.20 higher than the previous day. The implied volatity was 22.05, the open interest changed by 167 which increased total open position to 1319
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 11.1, which was -1.20 lower than the previous day. The implied volatity was 22.72, the open interest changed by 135 which increased total open position to 1157
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 12.3, which was 0.45 higher than the previous day. The implied volatity was 23.86, the open interest changed by 71 which increased total open position to 1029
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 11.85, which was -2.25 lower than the previous day. The implied volatity was 23.68, the open interest changed by 185 which increased total open position to 961
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 14.1, which was 0.75 higher than the previous day. The implied volatity was 21.93, the open interest changed by -5 which decreased total open position to 778
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 13.35, which was -0.95 lower than the previous day. The implied volatity was 23.30, the open interest changed by -104 which decreased total open position to 787
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 14.3, which was 3.20 higher than the previous day. The implied volatity was 23.31, the open interest changed by 211 which increased total open position to 898
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 11.1, which was 0.40 higher than the previous day. The implied volatity was 25.88, the open interest changed by 50 which increased total open position to 688
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 10.7, which was -1.10 lower than the previous day. The implied volatity was 24.24, the open interest changed by 27 which increased total open position to 637
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 11.8, which was -3.20 lower than the previous day. The implied volatity was 25.47, the open interest changed by 94 which increased total open position to 609
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 15, which was 3.30 higher than the previous day. The implied volatity was 25.23, the open interest changed by 253 which increased total open position to 515
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 11.7, which was -1.20 lower than the previous day. The implied volatity was 25.14, the open interest changed by 33 which increased total open position to 254
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 12.9, which was 1.20 higher than the previous day. The implied volatity was 26.02, the open interest changed by 82 which increased total open position to 218
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 11.7, which was 2.60 higher than the previous day. The implied volatity was 25.11, the open interest changed by 34 which increased total open position to 170
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 9.1, which was -1.90 lower than the previous day. The implied volatity was 27.08, the open interest changed by 32 which increased total open position to 135
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 5 which increased total open position to 102
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 11, which was 0.95 higher than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 102
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 10.05, which was -2.00 lower than the previous day. The implied volatity was 24.85, the open interest changed by 25 which increased total open position to 98
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 12.05, which was -0.40 lower than the previous day. The implied volatity was 24.48, the open interest changed by 32 which increased total open position to 74
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 12.45, which was -2.00 lower than the previous day. The implied volatity was 23.79, the open interest changed by 14 which increased total open position to 41
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 14.45, which was -8.40 lower than the previous day. The implied volatity was 23.04, the open interest changed by 3 which increased total open position to 28
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 22.85, which was -1.15 lower than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 25
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 24, which was -6.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 6 which increased total open position to 25
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 30, which was -12.00 lower than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 19
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 42, which was 14.40 higher than the previous day. The implied volatity was 25.61, the open interest changed by 4 which increased total open position to 18
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 27.6, which was lower than the previous day. The implied volatity was 24.82, the open interest changed by 13 which increased total open position to 13
| IRCTC 26DEC2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.24
Theta: -0.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 67.8 | 22.30 | 58.02 | 23 | -14 | 568 |
| 19 Dec | 805.55 | 45.5 | 7.90 | 35.52 | 37 | -5 | 583 |
| 18 Dec | 813.00 | 37.6 | 10.15 | 29.76 | 155 | -11 | 589 |
| 17 Dec | 826.80 | 27.45 | 10.65 | 28.01 | 213 | 5 | 602 |
| 16 Dec | 842.50 | 16.8 | -3.05 | 25.20 | 288 | 3 | 585 |
| 13 Dec | 835.45 | 19.85 | 1.30 | 20.52 | 388 | -30 | 581 |
| 12 Dec | 839.90 | 18.55 | 5.90 | 22.58 | 1,237 | 32 | 618 |
| 11 Dec | 855.45 | 12.65 | -10.45 | 24.57 | 2,142 | 179 | 583 |
| 10 Dec | 835.00 | 23.1 | -0.50 | 24.37 | 176 | 24 | 404 |
| 9 Dec | 833.70 | 23.6 | -3.10 | 24.22 | 167 | 9 | 380 |
| 6 Dec | 830.60 | 26.7 | 2.30 | 23.00 | 159 | 49 | 371 |
| 5 Dec | 836.85 | 24.4 | -3.80 | 25.30 | 131 | 32 | 322 |
| 4 Dec | 832.65 | 28.2 | -0.15 | 25.70 | 102 | 2 | 290 |
| 3 Dec | 831.85 | 28.35 | -8.65 | 26.23 | 169 | 20 | 287 |
| 2 Dec | 816.50 | 37 | -1.50 | 24.50 | 19 | 3 | 266 |
| 29 Nov | 815.95 | 38.5 | -2.25 | 24.32 | 57 | 3 | 265 |
| 28 Nov | 814.35 | 40.75 | 3.75 | 26.02 | 104 | 73 | 264 |
| 27 Nov | 822.60 | 37 | -5.35 | 27.57 | 130 | 65 | 189 |
| 26 Nov | 814.95 | 42.35 | -1.75 | 25.74 | 106 | 32 | 113 |
| 25 Nov | 812.10 | 44.1 | -4.90 | 27.62 | 62 | 69 | 80 |
| 22 Nov | 808.60 | 49 | -10.00 | 28.55 | 29 | 21 | 32 |
| 21 Nov | 793.85 | 59 | 9.90 | 25.91 | 5 | 3 | 11 |
| 20 Nov | 800.10 | 49.1 | 0.00 | 19.55 | 12 | 8 | 8 |
| 19 Nov | 800.10 | 49.1 | -11.40 | 19.55 | 12 | 8 | 8 |
| 18 Nov | 797.10 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 799.60 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 801.40 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 811.65 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 836.20 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 832.50 | 60.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 844.05 | 60.5 | 0.00 | 0.58 | 0 | 0 | 0 |
| 6 Nov | 857.35 | 60.5 | 0.00 | 1.80 | 0 | 0 | 0 |
| 5 Nov | 829.10 | 60.5 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.84
Historical price for 850 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 67.8, which was 22.30 higher than the previous day. The implied volatity was 58.02, the open interest changed by -14 which decreased total open position to 568
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 45.5, which was 7.90 higher than the previous day. The implied volatity was 35.52, the open interest changed by -5 which decreased total open position to 583
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 37.6, which was 10.15 higher than the previous day. The implied volatity was 29.76, the open interest changed by -11 which decreased total open position to 589
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 27.45, which was 10.65 higher than the previous day. The implied volatity was 28.01, the open interest changed by 5 which increased total open position to 602
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 16.8, which was -3.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by 3 which increased total open position to 585
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 19.85, which was 1.30 higher than the previous day. The implied volatity was 20.52, the open interest changed by -30 which decreased total open position to 581
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 18.55, which was 5.90 higher than the previous day. The implied volatity was 22.58, the open interest changed by 32 which increased total open position to 618
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 12.65, which was -10.45 lower than the previous day. The implied volatity was 24.57, the open interest changed by 179 which increased total open position to 583
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 23.1, which was -0.50 lower than the previous day. The implied volatity was 24.37, the open interest changed by 24 which increased total open position to 404
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 23.6, which was -3.10 lower than the previous day. The implied volatity was 24.22, the open interest changed by 9 which increased total open position to 380
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 26.7, which was 2.30 higher than the previous day. The implied volatity was 23.00, the open interest changed by 49 which increased total open position to 371
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 24.4, which was -3.80 lower than the previous day. The implied volatity was 25.30, the open interest changed by 32 which increased total open position to 322
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 28.2, which was -0.15 lower than the previous day. The implied volatity was 25.70, the open interest changed by 2 which increased total open position to 290
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 28.35, which was -8.65 lower than the previous day. The implied volatity was 26.23, the open interest changed by 20 which increased total open position to 287
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 37, which was -1.50 lower than the previous day. The implied volatity was 24.50, the open interest changed by 3 which increased total open position to 266
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 38.5, which was -2.25 lower than the previous day. The implied volatity was 24.32, the open interest changed by 3 which increased total open position to 265
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 40.75, which was 3.75 higher than the previous day. The implied volatity was 26.02, the open interest changed by 73 which increased total open position to 264
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 37, which was -5.35 lower than the previous day. The implied volatity was 27.57, the open interest changed by 65 which increased total open position to 189
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 42.35, which was -1.75 lower than the previous day. The implied volatity was 25.74, the open interest changed by 32 which increased total open position to 113
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 44.1, which was -4.90 lower than the previous day. The implied volatity was 27.62, the open interest changed by 69 which increased total open position to 80
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 49, which was -10.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by 21 which increased total open position to 32
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 59, which was 9.90 higher than the previous day. The implied volatity was 25.91, the open interest changed by 3 which increased total open position to 11
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 49.1, which was 0.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by 8 which increased total open position to 8
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 49.1, which was -11.40 lower than the previous day. The implied volatity was 19.55, the open interest changed by 8 which increased total open position to 8
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 60.5, 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 14 Nov IRCTC was trading at 799.60. The strike last trading price was 60.5, 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 13 Nov IRCTC was trading at 801.40. The strike last trading price was 60.5, 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 12 Nov IRCTC was trading at 811.65. The strike last trading price was 60.5, 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 11 Nov IRCTC was trading at 836.20. The strike last trading price was 60.5, 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 60.5, 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 60.5, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 60.5, which was 0.00 lower than the previous day. The implied volatity was 1.80, 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 60.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
