IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
IRCTC 28NOV2024 860 CE | ||||||||||
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Delta: 0.05
Vega: 0.11
Theta: -0.30
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 793.85 | 0.8 | -0.15 | 35.35 | 728 | -71 | 613 | |||
20 Nov | 800.10 | 0.95 | 0.00 | 29.39 | 858 | -161 | 701 | |||
19 Nov | 800.10 | 0.95 | -0.35 | 29.39 | 858 | -144 | 701 | |||
18 Nov | 797.10 | 1.3 | -0.70 | 29.82 | 769 | -19 | 846 | |||
14 Nov | 799.60 | 2 | -0.70 | 26.52 | 763 | -51 | 865 | |||
13 Nov | 801.40 | 2.7 | -0.55 | 26.81 | 1,495 | 41 | 918 | |||
12 Nov | 811.65 | 3.25 | -4.05 | 24.61 | 1,094 | 56 | 930 | |||
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11 Nov | 836.20 | 7.3 | 0.10 | 21.20 | 1,021 | 14 | 870 | |||
8 Nov | 832.50 | 7.2 | -4.45 | 20.65 | 1,203 | 35 | 859 | |||
7 Nov | 844.05 | 11.65 | -6.20 | 20.32 | 1,521 | 18 | 825 | |||
6 Nov | 857.35 | 17.85 | 7.55 | 20.16 | 5,707 | 345 | 808 | |||
5 Nov | 829.10 | 10.3 | -3.95 | 23.43 | 2,312 | 40 | 461 | |||
4 Nov | 816.20 | 14.25 | -3.55 | 35.04 | 721 | 118 | 417 | |||
1 Nov | 831.75 | 17.8 | -0.70 | 29.09 | 117 | 57 | 299 | |||
31 Oct | 821.30 | 18.5 | -4.15 | - | 524 | 76 | 243 | |||
30 Oct | 839.40 | 22.65 | 5.80 | - | 476 | 59 | 167 | |||
29 Oct | 824.85 | 16.85 | 0.80 | - | 111 | -6 | 107 | |||
28 Oct | 821.05 | 16.05 | -1.00 | - | 69 | 10 | 113 | |||
25 Oct | 812.10 | 17.05 | -4.45 | - | 71 | 26 | 103 | |||
24 Oct | 830.15 | 21.5 | -0.55 | - | 41 | 4 | 76 | |||
23 Oct | 828.65 | 22.05 | -0.50 | - | 47 | 32 | 72 | |||
22 Oct | 831.40 | 22.55 | -68.00 | - | 56 | 40 | 40 | |||
21 Oct | 858.80 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 881.00 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 871.75 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 892.60 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 895.30 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 885.00 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 889.20 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 882.65 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 879.55 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 875.10 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 857.70 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 872.75 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 886.40 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 931.15 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 928.55 | 90.55 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 924.90 | 90.55 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 860 expiring on 28NOV2024
Delta for 860 CE is 0.05
Historical price for 860 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 35.35, the open interest changed by -71 which decreased total open position to 613
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by -161 which decreased total open position to 701
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 29.39, the open interest changed by -144 which decreased total open position to 701
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 29.82, the open interest changed by -19 which decreased total open position to 846
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by -51 which decreased total open position to 865
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by 41 which increased total open position to 918
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 3.25, which was -4.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 56 which increased total open position to 930
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 7.3, which was 0.10 higher than the previous day. The implied volatity was 21.20, the open interest changed by 14 which increased total open position to 870
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 7.2, which was -4.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 35 which increased total open position to 859
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 11.65, which was -6.20 lower than the previous day. The implied volatity was 20.32, the open interest changed by 18 which increased total open position to 825
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 17.85, which was 7.55 higher than the previous day. The implied volatity was 20.16, the open interest changed by 345 which increased total open position to 808
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 10.3, which was -3.95 lower than the previous day. The implied volatity was 23.43, the open interest changed by 40 which increased total open position to 461
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 14.25, which was -3.55 lower than the previous day. The implied volatity was 35.04, the open interest changed by 118 which increased total open position to 417
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 17.8, which was -0.70 lower than the previous day. The implied volatity was 29.09, the open interest changed by 57 which increased total open position to 299
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 18.5, which was -4.15 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 22.65, which was 5.80 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 16.85, which was 0.80 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 16.05, which was -1.00 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 17.05, which was -4.45 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 21.5, which was -0.55 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 22.05, which was -0.50 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 22.55, which was -68.00 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 90.55, 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 90.55, 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 90.55, 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 16 Oct IRCTC was trading at 892.60. The strike last trading price was 90.55, 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 15 Oct IRCTC was trading at 895.30. The strike last trading price was 90.55, 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 14 Oct IRCTC was trading at 885.00. The strike last trading price was 90.55, 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 11 Oct IRCTC was trading at 889.20. The strike last trading price was 90.55, 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 90.55, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 90.55, 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 8 Oct IRCTC was trading at 875.10. The strike last trading price was 90.55, 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 7 Oct IRCTC was trading at 857.70. The strike last trading price was 90.55, 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 4 Oct IRCTC was trading at 872.75. The strike last trading price was 90.55, 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 3 Oct IRCTC was trading at 886.40. The strike last trading price was 90.55, 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 1 Oct IRCTC was trading at 931.15. The strike last trading price was 90.55, 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 30 Sept IRCTC was trading at 928.55. The strike last trading price was 90.55, 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 27 Sept IRCTC was trading at 924.90. The strike last trading price was 90.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
IRCTC 28NOV2024 860 PE | |||||||
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Delta: -0.94
Vega: 0.13
Theta: -0.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 793.85 | 68.35 | 7.65 | 37.76 | 15 | -6 | 244 |
20 Nov | 800.10 | 60.7 | 0.00 | 27.73 | 45 | -26 | 251 |
19 Nov | 800.10 | 60.7 | -2.30 | 27.73 | 45 | -25 | 251 |
18 Nov | 797.10 | 63 | 3.20 | 38.04 | 57 | -22 | 277 |
14 Nov | 799.60 | 59.8 | -4.10 | 33.35 | 59 | -18 | 299 |
13 Nov | 801.40 | 63.9 | 9.95 | 45.65 | 28 | -9 | 318 |
12 Nov | 811.65 | 53.95 | 21.80 | 36.29 | 121 | -32 | 362 |
11 Nov | 836.20 | 32.15 | -4.15 | 27.84 | 212 | 70 | 392 |
8 Nov | 832.50 | 36.3 | 6.20 | 28.92 | 147 | -37 | 323 |
7 Nov | 844.05 | 30.1 | 8.95 | 29.87 | 316 | 1 | 359 |
6 Nov | 857.35 | 21.15 | -17.45 | 26.34 | 1,603 | 106 | 360 |
5 Nov | 829.10 | 38.6 | -17.05 | 30.01 | 70 | -22 | 255 |
4 Nov | 816.20 | 55.65 | -0.35 | 37.75 | 31 | 9 | 278 |
1 Nov | 831.75 | 56 | 2.95 | 49.75 | 9 | 5 | 270 |
31 Oct | 821.30 | 53.05 | 12.30 | - | 232 | 62 | 268 |
30 Oct | 839.40 | 40.75 | -6.65 | - | 165 | 77 | 204 |
29 Oct | 824.85 | 47.4 | 1.70 | - | 18 | 14 | 126 |
28 Oct | 821.05 | 45.7 | -10.30 | - | 13 | 4 | 111 |
25 Oct | 812.10 | 56 | 11.15 | - | 11 | 3 | 107 |
24 Oct | 830.15 | 44.85 | 4.15 | - | 15 | 4 | 104 |
23 Oct | 828.65 | 40.7 | -5.00 | - | 25 | -13 | 101 |
22 Oct | 831.40 | 45.7 | 12.80 | - | 81 | 6 | 111 |
21 Oct | 858.80 | 32.9 | 15.15 | - | 92 | 29 | 104 |
18 Oct | 881.00 | 17.75 | -4.85 | - | 19 | 0 | 75 |
17 Oct | 871.75 | 22.6 | 9.60 | - | 35 | 2 | 75 |
16 Oct | 892.60 | 13 | 0.15 | - | 13 | 9 | 73 |
15 Oct | 895.30 | 12.85 | -3.15 | - | 15 | 0 | 64 |
14 Oct | 885.00 | 16 | -0.90 | - | 34 | 10 | 44 |
11 Oct | 889.20 | 16.9 | -2.60 | - | 38 | 15 | 33 |
10 Oct | 882.65 | 19.5 | -2.75 | - | 11 | -7 | 17 |
9 Oct | 879.55 | 22.25 | -5.75 | - | 7 | 0 | 23 |
8 Oct | 875.10 | 28 | 0.00 | - | 3 | 2 | 22 |
7 Oct | 857.70 | 28 | 0.00 | - | 0 | 12 | 0 |
4 Oct | 872.75 | 28 | 7.10 | - | 12 | 11 | 19 |
3 Oct | 886.40 | 20.9 | -12.10 | - | 8 | 7 | 7 |
1 Oct | 931.15 | 33 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 928.55 | 33 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 924.90 | 33 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 860 expiring on 28NOV2024
Delta for 860 PE is -0.94
Historical price for 860 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 68.35, which was 7.65 higher than the previous day. The implied volatity was 37.76, the open interest changed by -6 which decreased total open position to 244
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 60.7, which was 0.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by -26 which decreased total open position to 251
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 60.7, which was -2.30 lower than the previous day. The implied volatity was 27.73, the open interest changed by -25 which decreased total open position to 251
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 63, which was 3.20 higher than the previous day. The implied volatity was 38.04, the open interest changed by -22 which decreased total open position to 277
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 59.8, which was -4.10 lower than the previous day. The implied volatity was 33.35, the open interest changed by -18 which decreased total open position to 299
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 63.9, which was 9.95 higher than the previous day. The implied volatity was 45.65, the open interest changed by -9 which decreased total open position to 318
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 53.95, which was 21.80 higher than the previous day. The implied volatity was 36.29, the open interest changed by -32 which decreased total open position to 362
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 32.15, which was -4.15 lower than the previous day. The implied volatity was 27.84, the open interest changed by 70 which increased total open position to 392
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 36.3, which was 6.20 higher than the previous day. The implied volatity was 28.92, the open interest changed by -37 which decreased total open position to 323
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 30.1, which was 8.95 higher than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 359
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 21.15, which was -17.45 lower than the previous day. The implied volatity was 26.34, the open interest changed by 106 which increased total open position to 360
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 38.6, which was -17.05 lower than the previous day. The implied volatity was 30.01, the open interest changed by -22 which decreased total open position to 255
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 55.65, which was -0.35 lower than the previous day. The implied volatity was 37.75, the open interest changed by 9 which increased total open position to 278
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 56, which was 2.95 higher than the previous day. The implied volatity was 49.75, the open interest changed by 5 which increased total open position to 270
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 53.05, which was 12.30 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 40.75, which was -6.65 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 47.4, which was 1.70 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 45.7, which was -10.30 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 56, which was 11.15 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 44.85, which was 4.15 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 40.7, which was -5.00 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 45.7, which was 12.80 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 32.9, which was 15.15 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 17.75, 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 17 Oct IRCTC was trading at 871.75. The strike last trading price was 22.6, which was 9.60 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 13, which was 0.15 higher 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 12.85, which was -3.15 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 16, 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 11 Oct IRCTC was trading at 889.20. The strike last trading price was 16.9, which was -2.60 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 19.5, 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 9 Oct IRCTC was trading at 879.55. The strike last trading price was 22.25, which was -5.75 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 28, 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 28, 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 28, which was 7.10 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 20.9, which was -12.10 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 33, 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 33, 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 33, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to