IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
20 Dec 2024 04:11 PM IST
| IRCTC 26DEC2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 784.25 | 0.45 | -0.50 | 40.78 | 758 | -173 | 542 | |||
| 19 Dec | 805.55 | 0.95 | -0.80 | 33.96 | 1,233 | 92 | 715 | |||
| 18 Dec | 813.00 | 1.75 | -0.80 | 32.75 | 830 | 8 | 630 | |||
| 17 Dec | 826.80 | 2.55 | -2.05 | 27.92 | 1,288 | -34 | 624 | |||
| 16 Dec | 842.50 | 4.6 | 0.50 | 24.15 | 1,081 | -17 | 657 | |||
| 13 Dec | 835.45 | 4.1 | -2.15 | 23.32 | 1,568 | 38 | 673 | |||
| 12 Dec | 839.90 | 6.25 | -5.15 | 24.37 | 1,336 | 52 | 639 | |||
| 11 Dec | 855.45 | 11.4 | 5.65 | 23.18 | 3,391 | 210 | 572 | |||
| 10 Dec | 835.00 | 5.75 | -0.90 | 23.73 | 809 | -12 | 362 | |||
| 9 Dec | 833.70 | 6.65 | 0.30 | 24.68 | 572 | -14 | 374 | |||
| 6 Dec | 830.60 | 6.35 | -1.35 | 24.00 | 985 | 96 | 385 | |||
| 5 Dec | 836.85 | 7.7 | 0.25 | 22.41 | 876 | -1 | 307 | |||
| 4 Dec | 832.65 | 7.45 | -0.65 | 23.66 | 647 | 51 | 310 | |||
| 3 Dec | 831.85 | 8.1 | 1.75 | 23.59 | 761 | 26 | 262 | |||
| 2 Dec | 816.50 | 6.35 | 0.15 | 26.03 | 676 | 10 | 236 | |||
| 29 Nov | 815.95 | 6.2 | -0.95 | 24.59 | 618 | 30 | 231 | |||
| 28 Nov | 814.35 | 7.15 | -1.65 | 25.85 | 337 | 89 | 195 | |||
| 27 Nov | 822.60 | 8.8 | 1.75 | 24.82 | 222 | 1 | 105 | |||
| 26 Nov | 814.95 | 7.05 | -1.35 | 25.35 | 221 | 98 | 105 | |||
| 25 Nov | 812.10 | 8.4 | -0.40 | 26.74 | 9 | 5 | 5 | |||
| 22 Nov | 808.60 | 8.8 | -24.90 | 27.45 | 1 | 0 | 0 | |||
| 21 Nov | 793.85 | 33.7 | 0.00 | 7.17 | 0 | 0 | 0 | |||
| 20 Nov | 800.10 | 33.7 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 19 Nov | 800.10 | 33.7 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 18 Nov | 797.10 | 33.7 | 0.00 | 6.38 | 0 | 0 | 0 | |||
| 14 Nov | 799.60 | 33.7 | 0.00 | 5.68 | 0 | 0 | 0 | |||
| 13 Nov | 801.40 | 33.7 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 12 Nov | 811.65 | 33.7 | 0.00 | 4.62 | 0 | 0 | 0 | |||
| 11 Nov | 836.20 | 33.7 | 0.00 | 2.27 | 0 | 0 | 0 | |||
| 8 Nov | 832.50 | 33.7 | 0.00 | 2.46 | 0 | 0 | 0 | |||
| 7 Nov | 844.05 | 33.7 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 6 Nov | 857.35 | 33.7 | 0.00 | 0.17 | 0 | 0 | 0 | |||
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| 5 Nov | 829.10 | 33.7 | 2.38 | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.03
Historical price for 870 CE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 0.45, which was -0.50 lower than the previous day. The implied volatity was 40.78, the open interest changed by -173 which decreased total open position to 542
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 33.96, the open interest changed by 92 which increased total open position to 715
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 32.75, the open interest changed by 8 which increased total open position to 630
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 2.55, which was -2.05 lower than the previous day. The implied volatity was 27.92, the open interest changed by -34 which decreased total open position to 624
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 4.6, which was 0.50 higher than the previous day. The implied volatity was 24.15, the open interest changed by -17 which decreased total open position to 657
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 4.1, which was -2.15 lower than the previous day. The implied volatity was 23.32, the open interest changed by 38 which increased total open position to 673
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 6.25, which was -5.15 lower than the previous day. The implied volatity was 24.37, the open interest changed by 52 which increased total open position to 639
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 11.4, which was 5.65 higher than the previous day. The implied volatity was 23.18, the open interest changed by 210 which increased total open position to 572
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 5.75, which was -0.90 lower than the previous day. The implied volatity was 23.73, the open interest changed by -12 which decreased total open position to 362
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 6.65, which was 0.30 higher than the previous day. The implied volatity was 24.68, the open interest changed by -14 which decreased total open position to 374
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 6.35, which was -1.35 lower than the previous day. The implied volatity was 24.00, the open interest changed by 96 which increased total open position to 385
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 7.7, which was 0.25 higher than the previous day. The implied volatity was 22.41, the open interest changed by -1 which decreased total open position to 307
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 23.66, the open interest changed by 51 which increased total open position to 310
On 3 Dec IRCTC was trading at 831.85. The strike last trading price was 8.1, which was 1.75 higher than the previous day. The implied volatity was 23.59, the open interest changed by 26 which increased total open position to 262
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 6.35, which was 0.15 higher than the previous day. The implied volatity was 26.03, the open interest changed by 10 which increased total open position to 236
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 24.59, the open interest changed by 30 which increased total open position to 231
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 7.15, which was -1.65 lower than the previous day. The implied volatity was 25.85, the open interest changed by 89 which increased total open position to 195
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 8.8, which was 1.75 higher than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 105
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 7.05, which was -1.35 lower than the previous day. The implied volatity was 25.35, the open interest changed by 98 which increased total open position to 105
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 8.4, which was -0.40 lower than the previous day. The implied volatity was 26.74, the open interest changed by 5 which increased total open position to 5
On 22 Nov IRCTC was trading at 808.60. The strike last trading price was 8.8, which was -24.90 lower than the previous day. The implied volatity was 27.45, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 33.7, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 33.7, which was lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
| IRCTC 26DEC2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.15
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 784.25 | 85 | 18.60 | 54.42 | 13 | 0 | 105 |
| 19 Dec | 805.55 | 66.4 | 6.20 | 49.61 | 1 | 0 | 106 |
| 18 Dec | 813.00 | 60.2 | 17.20 | 48.51 | 5 | -2 | 108 |
| 17 Dec | 826.80 | 43 | 11.45 | 26.47 | 7 | -4 | 110 |
| 16 Dec | 842.50 | 31.55 | -4.80 | 28.24 | 5 | 0 | 115 |
| 13 Dec | 835.45 | 36.35 | 3.35 | 24.08 | 7 | 0 | 115 |
| 12 Dec | 839.90 | 33 | 8.70 | 24.34 | 28 | 2 | 116 |
| 11 Dec | 855.45 | 24.3 | -12.70 | 26.61 | 117 | 54 | 111 |
| 10 Dec | 835.00 | 37 | -2.30 | 24.56 | 4 | 0 | 54 |
| 9 Dec | 833.70 | 39.3 | 1.45 | 27.53 | 8 | 3 | 53 |
| 6 Dec | 830.60 | 37.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 836.85 | 37.85 | -18.10 | 26.20 | 1 | 0 | 51 |
| 4 Dec | 832.65 | 55.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 831.85 | 55.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 816.50 | 55.95 | 4.20 | 30.42 | 3 | 1 | 51 |
| 29 Nov | 815.95 | 51.75 | -4.40 | 21.20 | 22 | 21 | 49 |
| 28 Nov | 814.35 | 56.15 | 5.65 | 26.80 | 24 | 20 | 25 |
| 27 Nov | 822.60 | 50.5 | -1.00 | 27.33 | 6 | 2 | 3 |
| 26 Nov | 814.95 | 51.5 | -21.25 | 15.44 | 1 | 0 | 0 |
| 25 Nov | 812.10 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 808.60 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 793.85 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 800.10 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 800.10 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 797.10 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 799.60 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 801.40 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 811.65 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 836.20 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 832.50 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 844.05 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 857.35 | 72.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 829.10 | 72.75 | - | 0 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.92
Historical price for 870 PE is as follows
On 20 Dec IRCTC was trading at 784.25. The strike last trading price was 85, which was 18.60 higher than the previous day. The implied volatity was 54.42, the open interest changed by 0 which decreased total open position to 105
On 19 Dec IRCTC was trading at 805.55. The strike last trading price was 66.4, which was 6.20 higher than the previous day. The implied volatity was 49.61, the open interest changed by 0 which decreased total open position to 106
On 18 Dec IRCTC was trading at 813.00. The strike last trading price was 60.2, which was 17.20 higher than the previous day. The implied volatity was 48.51, the open interest changed by -2 which decreased total open position to 108
On 17 Dec IRCTC was trading at 826.80. The strike last trading price was 43, which was 11.45 higher than the previous day. The implied volatity was 26.47, the open interest changed by -4 which decreased total open position to 110
On 16 Dec IRCTC was trading at 842.50. The strike last trading price was 31.55, which was -4.80 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 115
On 13 Dec IRCTC was trading at 835.45. The strike last trading price was 36.35, which was 3.35 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 115
On 12 Dec IRCTC was trading at 839.90. The strike last trading price was 33, which was 8.70 higher than the previous day. The implied volatity was 24.34, the open interest changed by 2 which increased total open position to 116
On 11 Dec IRCTC was trading at 855.45. The strike last trading price was 24.3, which was -12.70 lower than the previous day. The implied volatity was 26.61, the open interest changed by 54 which increased total open position to 111
On 10 Dec IRCTC was trading at 835.00. The strike last trading price was 37, which was -2.30 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 54
On 9 Dec IRCTC was trading at 833.70. The strike last trading price was 39.3, which was 1.45 higher than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 53
On 6 Dec IRCTC was trading at 830.60. The strike last trading price was 37.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec IRCTC was trading at 836.85. The strike last trading price was 37.85, which was -18.10 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 51
On 4 Dec IRCTC was trading at 832.65. The strike last trading price was 55.95, 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 3 Dec IRCTC was trading at 831.85. The strike last trading price was 55.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec IRCTC was trading at 816.50. The strike last trading price was 55.95, which was 4.20 higher than the previous day. The implied volatity was 30.42, the open interest changed by 1 which increased total open position to 51
On 29 Nov IRCTC was trading at 815.95. The strike last trading price was 51.75, which was -4.40 lower than the previous day. The implied volatity was 21.20, the open interest changed by 21 which increased total open position to 49
On 28 Nov IRCTC was trading at 814.35. The strike last trading price was 56.15, which was 5.65 higher than the previous day. The implied volatity was 26.80, the open interest changed by 20 which increased total open position to 25
On 27 Nov IRCTC was trading at 822.60. The strike last trading price was 50.5, which was -1.00 lower than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 3
On 26 Nov IRCTC was trading at 814.95. The strike last trading price was 51.5, which was -21.25 lower than the previous day. The implied volatity was 15.44, the open interest changed by 0 which decreased total open position to 0
On 25 Nov IRCTC was trading at 812.10. The strike last trading price was 72.75, 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 22 Nov IRCTC was trading at 808.60. The strike last trading price was 72.75, 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 21 Nov IRCTC was trading at 793.85. The strike last trading price was 72.75, 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 20 Nov IRCTC was trading at 800.10. The strike last trading price was 72.75, 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 19 Nov IRCTC was trading at 800.10. The strike last trading price was 72.75, 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 Nov IRCTC was trading at 797.10. The strike last trading price was 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 72.75, 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 6 Nov IRCTC was trading at 857.35. The strike last trading price was 72.75, 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 72.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
