IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.08
Theta: -0.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 0.5 | -0.70 | 37.55 | 1,349 | -132 | 1,090 | |||
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| 19 Dec | 805.55 | 1.2 | -1.20 | 31.44 | 1,578 | -193 | 1,215 | |||
| 18 Dec | 813.00 | 2.4 | -1.35 | 31.07 | 1,465 | 66 | 1,409 | |||
| 17 Dec | 826.80 | 3.75 | -3.20 | 26.80 | 1,558 | -35 | 1,342 | |||
| 16 Dec | 842.50 | 6.95 | 1.05 | 23.45 | 1,230 | 37 | 1,394 | |||
| 13 Dec | 835.45 | 5.9 | -3.00 | 22.40 | 2,367 | -114 | 1,356 | |||
| 12 Dec | 839.90 | 8.9 | -6.45 | 24.01 | 2,786 | 165 | 1,468 | |||
| 11 Dec | 855.45 | 15.35 | 7.25 | 22.62 | 8,590 | 733 | 1,395 | |||
| 10 Dec | 835.00 | 8.1 | -1.05 | 23.31 | 1,895 | 283 | 665 | |||
| 9 Dec | 833.70 | 9.15 | 0.35 | 24.33 | 1,021 | 31 | 383 | |||
| 6 Dec | 830.60 | 8.8 | -1.70 | 23.90 | 929 | 56 | 352 | |||
| 5 Dec | 836.85 | 10.5 | 0.45 | 22.15 | 927 | 24 | 301 | |||
| 4 Dec | 832.65 | 10.05 | -0.80 | 23.47 | 654 | 16 | 277 | |||
| 3 Dec | 831.85 | 10.85 | 2.40 | 23.44 | 688 | 24 | 255 | |||
| 2 Dec | 816.50 | 8.45 | 0.30 | 25.94 | 547 | -5 | 230 | |||
| 29 Nov | 815.95 | 8.15 | -1.05 | 24.35 | 537 | 12 | 235 | |||
| 28 Nov | 814.35 | 9.2 | -2.55 | 25.62 | 334 | 76 | 222 | |||
| 27 Nov | 822.60 | 11.75 | 2.30 | 25.20 | 569 | 110 | 144 | |||
| 26 Nov | 814.95 | 9.45 | -0.55 | 25.66 | 70 | 12 | 34 | |||
| 25 Nov | 812.10 | 10 | -94.15 | 25.83 | 41 | 20 | 20 | |||
| 22 Nov | 808.60 | 104.15 | 0.00 | 4.81 | 0 | 0 | 0 | |||
| 21 Nov | 793.85 | 104.15 | 0.00 | 6.45 | 0 | 0 | 0 | |||
| 20 Nov | 800.10 | 104.15 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 19 Nov | 800.10 | 104.15 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 18 Nov | 797.10 | 104.15 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 14 Nov | 799.60 | 104.15 | 0.00 | 4.81 | 0 | 0 | 0 | |||
| 13 Nov | 801.40 | 104.15 | 0.00 | 4.63 | 0 | 0 | 0 | |||
| 12 Nov | 811.65 | 104.15 | 0.00 | 3.75 | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 104.15 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 8 Nov | 832.50 | 104.15 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 7 Nov | 844.05 | 104.15 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 104.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 829.10 | 104.15 | 104.15 | 1.64 | 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 860 expiring on 26DEC2024
Delta for 860 CE is 0.03
Historical price for 860 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 37.55, the open interest changed by -132 which decreased total open position to 1090
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 31.44, the open interest changed by -193 which decreased total open position to 1215
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 31.07, the open interest changed by 66 which increased total open position to 1409
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 3.75, which was -3.20 lower than the previous day. The implied volatity was 26.80, the open interest changed by -35 which decreased total open position to 1342
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 6.95, which was 1.05 higher than the previous day. The implied volatity was 23.45, the open interest changed by 37 which increased total open position to 1394
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 5.9, which was -3.00 lower than the previous day. The implied volatity was 22.40, the open interest changed by -114 which decreased total open position to 1356
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 8.9, which was -6.45 lower than the previous day. The implied volatity was 24.01, the open interest changed by 165 which increased total open position to 1468
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 15.35, which was 7.25 higher than the previous day. The implied volatity was 22.62, the open interest changed by 733 which increased total open position to 1395
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 8.1, which was -1.05 lower than the previous day. The implied volatity was 23.31, the open interest changed by 283 which increased total open position to 665
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 9.15, which was 0.35 higher than the previous day. The implied volatity was 24.33, the open interest changed by 31 which increased total open position to 383
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 8.8, which was -1.70 lower than the previous day. The implied volatity was 23.90, the open interest changed by 56 which increased total open position to 352
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 10.5, which was 0.45 higher than the previous day. The implied volatity was 22.15, the open interest changed by 24 which increased total open position to 301
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 10.05, which was -0.80 lower than the previous day. The implied volatity was 23.47, the open interest changed by 16 which increased total open position to 277
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 10.85, which was 2.40 higher than the previous day. The implied volatity was 23.44, the open interest changed by 24 which increased total open position to 255
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 8.45, which was 0.30 higher than the previous day. The implied volatity was 25.94, the open interest changed by -5 which decreased total open position to 230
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 8.15, which was -1.05 lower than the previous day. The implied volatity was 24.35, the open interest changed by 12 which increased total open position to 235
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 9.2, which was -2.55 lower than the previous day. The implied volatity was 25.62, the open interest changed by 76 which increased total open position to 222
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 11.75, which was 2.30 higher than the previous day. The implied volatity was 25.20, the open interest changed by 110 which increased total open position to 144
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 9.45, which was -0.55 lower than the previous day. The implied volatity was 25.66, the open interest changed by 12 which increased total open position to 34
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 10, which was -94.15 lower than the previous day. The implied volatity was 25.83, the open interest changed by 20 which increased total open position to 20
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 104.15, 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 104.15, which was 104.15 higher than the previous day. The implied volatity was 1.64, 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.23
Theta: -1.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 77.75 | 22.00 | 63.55 | 17 | -3 | 202 |
| 19 Dec | 805.55 | 55.75 | 9.25 | 41.84 | 30 | -20 | 206 |
| 18 Dec | 813.00 | 46.5 | 10.50 | 31.01 | 18 | -10 | 226 |
| 17 Dec | 826.80 | 36 | 12.25 | 30.42 | 32 | -23 | 237 |
| 16 Dec | 842.50 | 23.75 | -7.15 | 26.68 | 25 | -3 | 267 |
| 13 Dec | 835.45 | 30.9 | 5.25 | 27.98 | 44 | -10 | 271 |
| 12 Dec | 839.90 | 25.65 | 7.90 | 23.91 | 343 | 8 | 282 |
| 11 Dec | 855.45 | 17.75 | -12.30 | 25.19 | 660 | 177 | 276 |
| 10 Dec | 835.00 | 30.05 | -0.55 | 25.08 | 51 | 15 | 99 |
| 9 Dec | 833.70 | 30.6 | -2.40 | 25.01 | 18 | 3 | 85 |
| 6 Dec | 830.60 | 33 | 2.95 | 22.27 | 21 | 2 | 83 |
| 5 Dec | 836.85 | 30.05 | -5.10 | 24.77 | 18 | 5 | 79 |
| 4 Dec | 832.65 | 35.15 | -2.40 | 26.43 | 28 | 4 | 73 |
| 3 Dec | 831.85 | 37.55 | -8.15 | 29.95 | 6 | -1 | 69 |
| 2 Dec | 816.50 | 45.7 | -2.00 | 26.50 | 9 | 0 | 70 |
| 29 Nov | 815.95 | 47.7 | 0.00 | 0.00 | 0 | 11 | 0 |
| 28 Nov | 814.35 | 47.7 | 4.40 | 25.71 | 15 | 11 | 70 |
| 27 Nov | 822.60 | 43.3 | -4.20 | 27.24 | 48 | 33 | 58 |
| 26 Nov | 814.95 | 47.5 | -25.50 | 22.98 | 23 | 22 | 24 |
| 25 Nov | 812.10 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 808.60 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 793.85 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 800.10 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 800.10 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 797.10 | 73 | 43.00 | 38.70 | 1 | 0 | 2 |
| 14 Nov | 799.60 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 801.40 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 811.65 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 836.20 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 832.50 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 844.05 | 30 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Nov | 857.35 | 30 | -11.90 | 27.05 | 2 | 1 | 1 |
| 5 Nov | 829.10 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 881.00 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 882.65 | 41.9 | 41.90 | - | 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 860 expiring on 26DEC2024
Delta for 860 PE is -0.85
Historical price for 860 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 77.75, which was 22.00 higher than the previous day. The implied volatity was 63.55, the open interest changed by -3 which decreased total open position to 202
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 55.75, which was 9.25 higher than the previous day. The implied volatity was 41.84, the open interest changed by -20 which decreased total open position to 206
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 46.5, which was 10.50 higher than the previous day. The implied volatity was 31.01, the open interest changed by -10 which decreased total open position to 226
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 36, which was 12.25 higher than the previous day. The implied volatity was 30.42, the open interest changed by -23 which decreased total open position to 237
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 23.75, which was -7.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by -3 which decreased total open position to 267
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 30.9, which was 5.25 higher than the previous day. The implied volatity was 27.98, the open interest changed by -10 which decreased total open position to 271
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 25.65, which was 7.90 higher than the previous day. The implied volatity was 23.91, the open interest changed by 8 which increased total open position to 282
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 17.75, which was -12.30 lower than the previous day. The implied volatity was 25.19, the open interest changed by 177 which increased total open position to 276
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 30.05, which was -0.55 lower than the previous day. The implied volatity was 25.08, the open interest changed by 15 which increased total open position to 99
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 30.6, which was -2.40 lower than the previous day. The implied volatity was 25.01, the open interest changed by 3 which increased total open position to 85
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 33, which was 2.95 higher than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 83
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 30.05, which was -5.10 lower than the previous day. The implied volatity was 24.77, the open interest changed by 5 which increased total open position to 79
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 35.15, which was -2.40 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 73
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 37.55, which was -8.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by -1 which decreased total open position to 69
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 45.7, which was -2.00 lower than the previous day. The implied volatity was 26.50, the open interest changed by 0 which decreased total open position to 70
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 47.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 47.7, which was 4.40 higher than the previous day. The implied volatity was 25.71, the open interest changed by 11 which increased total open position to 70
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 43.3, which was -4.20 lower than the previous day. The implied volatity was 27.24, the open interest changed by 33 which increased total open position to 58
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 47.5, which was -25.50 lower than the previous day. The implied volatity was 22.98, the open interest changed by 22 which increased total open position to 24
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 73, 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 22 Nov IRCTC was trading at 808.60. The strike last trading price was 73, 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 21 Nov IRCTC was trading at 793.85. The strike last trading price was 73, 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 20 Nov IRCTC was trading at 800.10. The strike last trading price was 73, 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 19 Nov IRCTC was trading at 800.10. The strike last trading price was 73, 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 18 Nov IRCTC was trading at 797.10. The strike last trading price was 73, which was 43.00 higher than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 2
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 30, 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 30, 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 12 Nov IRCTC was trading at 811.65. The strike last trading price was 30, 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 11 Nov IRCTC was trading at 836.20. The strike last trading price was 30, 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 8 Nov IRCTC was trading at 832.50. The strike last trading price was 30, 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 7 Nov IRCTC was trading at 844.05. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 30, which was -11.90 lower than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 1
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 41.9, 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 18 Oct IRCTC was trading at 881.00. The strike last trading price was 41.9, 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 41.9, which was 41.90 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
