IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
IRCTC 28NOV2024 850 CE | ||||||||||
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Delta: 0.08
Vega: 0.16
Theta: -0.40
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 793.85 | 1.25 | -0.15 | 34.52 | 1,319 | -34 | 1,316 | |||
20 Nov | 800.10 | 1.4 | 0.00 | 28.11 | 1,681 | -11 | 1,356 | |||
19 Nov | 800.10 | 1.4 | -0.50 | 28.11 | 1,681 | -5 | 1,356 | |||
18 Nov | 797.10 | 1.9 | -0.80 | 28.78 | 1,719 | 100 | 1,354 | |||
14 Nov | 799.60 | 2.7 | -0.95 | 25.26 | 1,243 | 89 | 1,259 | |||
13 Nov | 801.40 | 3.65 | -0.85 | 25.77 | 1,989 | -51 | 1,166 | |||
12 Nov | 811.65 | 4.5 | -5.85 | 23.74 | 1,551 | 215 | 1,218 | |||
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11 Nov | 836.20 | 10.35 | 0.50 | 20.78 | 1,409 | -33 | 1,001 | |||
8 Nov | 832.50 | 9.85 | -5.60 | 19.96 | 1,787 | 11 | 1,037 | |||
7 Nov | 844.05 | 15.45 | -7.55 | 19.68 | 1,445 | 141 | 1,019 | |||
6 Nov | 857.35 | 23 | 9.65 | 19.71 | 5,442 | -263 | 880 | |||
5 Nov | 829.10 | 13.35 | -3.70 | 22.95 | 5,564 | 22 | 1,157 | |||
4 Nov | 816.20 | 17.05 | -2.95 | 34.72 | 2,117 | 518 | 1,111 | |||
1 Nov | 831.75 | 20 | -2.30 | 27.16 | 250 | 43 | 588 | |||
31 Oct | 821.30 | 22.3 | -5.35 | - | 875 | 154 | 544 | |||
30 Oct | 839.40 | 27.65 | 6.80 | - | 1,073 | 111 | 388 | |||
29 Oct | 824.85 | 20.85 | 1.40 | - | 347 | 25 | 277 | |||
28 Oct | 821.05 | 19.45 | -0.90 | - | 215 | 46 | 251 | |||
25 Oct | 812.10 | 20.35 | -5.65 | - | 192 | 63 | 205 | |||
24 Oct | 830.15 | 26 | 1.05 | - | 63 | 44 | 142 | |||
23 Oct | 828.65 | 24.95 | -2.25 | - | 82 | 23 | 99 | |||
22 Oct | 831.40 | 27.2 | -26.35 | - | 100 | 67 | 74 | |||
21 Oct | 858.80 | 53.55 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 881.00 | 53.55 | 0.00 | - | 0 | 1 | 0 | |||
17 Oct | 871.75 | 53.55 | -8.45 | - | 1 | 0 | 6 | |||
16 Oct | 892.60 | 62 | 0.00 | - | 0 | 2 | 0 | |||
15 Oct | 895.30 | 62 | -4.85 | - | 2 | 1 | 5 | |||
14 Oct | 885.00 | 66.85 | 0.00 | - | 0 | 4 | 0 | |||
11 Oct | 889.20 | 66.85 | -30.00 | - | 4 | 3 | 3 | |||
10 Oct | 882.65 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 879.55 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 875.10 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 857.70 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 872.75 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 886.40 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 931.15 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 928.55 | 96.85 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 924.90 | 96.85 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.08
Historical price for 850 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by -34 which decreased total open position to 1316
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 28.11, the open interest changed by -11 which decreased total open position to 1356
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 28.11, the open interest changed by -5 which decreased total open position to 1356
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 1.9, which was -0.80 lower than the previous day. The implied volatity was 28.78, the open interest changed by 100 which increased total open position to 1354
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 2.7, which was -0.95 lower than the previous day. The implied volatity was 25.26, the open interest changed by 89 which increased total open position to 1259
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 25.77, the open interest changed by -51 which decreased total open position to 1166
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 4.5, which was -5.85 lower than the previous day. The implied volatity was 23.74, the open interest changed by 215 which increased total open position to 1218
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 10.35, which was 0.50 higher than the previous day. The implied volatity was 20.78, the open interest changed by -33 which decreased total open position to 1001
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 9.85, which was -5.60 lower than the previous day. The implied volatity was 19.96, the open interest changed by 11 which increased total open position to 1037
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 15.45, which was -7.55 lower than the previous day. The implied volatity was 19.68, the open interest changed by 141 which increased total open position to 1019
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 23, which was 9.65 higher than the previous day. The implied volatity was 19.71, the open interest changed by -263 which decreased total open position to 880
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 13.35, which was -3.70 lower than the previous day. The implied volatity was 22.95, the open interest changed by 22 which increased total open position to 1157
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 17.05, which was -2.95 lower than the previous day. The implied volatity was 34.72, the open interest changed by 518 which increased total open position to 1111
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 20, which was -2.30 lower than the previous day. The implied volatity was 27.16, the open interest changed by 43 which increased total open position to 588
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 22.3, which was -5.35 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 27.65, which was 6.80 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 20.85, which was 1.40 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 19.45, which was -0.90 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 20.35, which was -5.65 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 26, which was 1.05 higher 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 24.95, which was -2.25 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 27.2, which was -26.35 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 53.55, 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 18 Oct IRCTC was trading at 881.00. The strike last trading price was 53.55, 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 17 Oct IRCTC was trading at 871.75. The strike last trading price was 53.55, which was -8.45 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 62, 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 62, which was -4.85 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 66.85, 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 66.85, which was -30.00 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 96.85, 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 96.85, 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 96.85, 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 96.85, 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 96.85, 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 96.85, 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 96.85, 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 96.85, 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 96.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
IRCTC 28NOV2024 850 PE | |||||||
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Delta: -0.88
Vega: 0.22
Theta: -0.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 793.85 | 59.9 | 6.90 | 41.85 | 30 | -10 | 437 |
20 Nov | 800.10 | 53 | 0.00 | 34.74 | 68 | -51 | 448 |
19 Nov | 800.10 | 53 | 2.10 | 34.74 | 68 | -50 | 448 |
18 Nov | 797.10 | 50.9 | 0.90 | 25.21 | 36 | -18 | 499 |
14 Nov | 799.60 | 50 | -4.50 | 29.88 | 43 | -15 | 519 |
13 Nov | 801.40 | 54.5 | 9.25 | 42.18 | 55 | -16 | 534 |
12 Nov | 811.65 | 45.25 | 20.10 | 34.18 | 184 | -13 | 550 |
11 Nov | 836.20 | 25.15 | -3.85 | 26.83 | 263 | 53 | 564 |
8 Nov | 832.50 | 29 | 4.70 | 27.67 | 452 | -17 | 511 |
7 Nov | 844.05 | 24.3 | 7.45 | 29.50 | 874 | 45 | 529 |
6 Nov | 857.35 | 16.85 | -15.15 | 26.72 | 2,054 | 135 | 483 |
5 Nov | 829.10 | 32 | -18.15 | 29.57 | 294 | 7 | 353 |
4 Nov | 816.20 | 50.15 | 0.15 | 39.36 | 176 | -33 | 349 |
1 Nov | 831.75 | 50 | 3.25 | 49.47 | 34 | 0 | 382 |
31 Oct | 821.30 | 46.75 | 11.45 | - | 446 | 90 | 382 |
30 Oct | 839.40 | 35.3 | -6.30 | - | 271 | 99 | 291 |
29 Oct | 824.85 | 41.6 | -4.40 | - | 46 | 31 | 191 |
28 Oct | 821.05 | 46 | -3.90 | - | 45 | 31 | 159 |
25 Oct | 812.10 | 49.9 | 10.35 | - | 44 | 21 | 128 |
24 Oct | 830.15 | 39.55 | -1.45 | - | 40 | 28 | 104 |
23 Oct | 828.65 | 41 | 1.15 | - | 40 | -7 | 77 |
22 Oct | 831.40 | 39.85 | 12.00 | - | 144 | 22 | 85 |
21 Oct | 858.80 | 27.85 | 13.95 | - | 66 | 14 | 63 |
18 Oct | 881.00 | 13.9 | -3.90 | - | 14 | 2 | 49 |
17 Oct | 871.75 | 17.8 | 8.10 | - | 48 | 24 | 45 |
16 Oct | 892.60 | 9.7 | -1.55 | - | 8 | 4 | 21 |
15 Oct | 895.30 | 11.25 | -2.75 | - | 9 | 3 | 13 |
14 Oct | 885.00 | 14 | -0.10 | - | 3 | 2 | 10 |
11 Oct | 889.20 | 14.1 | -0.15 | - | 8 | 6 | 7 |
10 Oct | 882.65 | 14.25 | -15.20 | - | 1 | 0 | 0 |
9 Oct | 879.55 | 29.45 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 875.10 | 29.45 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 857.70 | 29.45 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 872.75 | 29.45 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 886.40 | 29.45 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 931.15 | 29.45 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 928.55 | 29.45 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 924.90 | 29.45 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.88
Historical price for 850 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 59.9, which was 6.90 higher than the previous day. The implied volatity was 41.85, the open interest changed by -10 which decreased total open position to 437
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 53, which was 0.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by -51 which decreased total open position to 448
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 53, which was 2.10 higher than the previous day. The implied volatity was 34.74, the open interest changed by -50 which decreased total open position to 448
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 50.9, which was 0.90 higher than the previous day. The implied volatity was 25.21, the open interest changed by -18 which decreased total open position to 499
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 50, which was -4.50 lower than the previous day. The implied volatity was 29.88, the open interest changed by -15 which decreased total open position to 519
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 54.5, which was 9.25 higher than the previous day. The implied volatity was 42.18, the open interest changed by -16 which decreased total open position to 534
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 45.25, which was 20.10 higher than the previous day. The implied volatity was 34.18, the open interest changed by -13 which decreased total open position to 550
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 25.15, which was -3.85 lower than the previous day. The implied volatity was 26.83, the open interest changed by 53 which increased total open position to 564
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 29, which was 4.70 higher than the previous day. The implied volatity was 27.67, the open interest changed by -17 which decreased total open position to 511
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 24.3, which was 7.45 higher than the previous day. The implied volatity was 29.50, the open interest changed by 45 which increased total open position to 529
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 16.85, which was -15.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by 135 which increased total open position to 483
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 32, which was -18.15 lower than the previous day. The implied volatity was 29.57, the open interest changed by 7 which increased total open position to 353
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 50.15, which was 0.15 higher than the previous day. The implied volatity was 39.36, the open interest changed by -33 which decreased total open position to 349
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 50, which was 3.25 higher than the previous day. The implied volatity was 49.47, the open interest changed by 0 which decreased total open position to 382
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 46.75, which was 11.45 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 35.3, which was -6.30 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 41.6, which was -4.40 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 46, which was -3.90 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 49.9, which was 10.35 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 39.55, which was -1.45 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 41, which was 1.15 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 39.85, which was 12.00 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 27.85, which was 13.95 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 13.9, which was -3.90 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 17.8, which was 8.10 higher 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 9.7, which was -1.55 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 11.25, which was -2.75 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 14, which was -0.10 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 14.1, which was -0.15 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 14.25, which was -15.20 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 29.45, 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 29.45, 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 29.45, 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 29.45, 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 29.45, 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 29.45, 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 29.45, 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 29.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to