IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
21 Nov 2024 04:11 PM IST
| IRCTC 28NOV2024 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 793.85 | 0.4 | -0.05 | 44.97 | 385 | -176 | 1,787 | |||
| 20 Nov | 800.10 | 0.45 | 0.00 | 37.92 | 715 | -101 | 1,964 | |||
| 19 Nov | 800.10 | 0.45 | -0.10 | 37.92 | 715 | -100 | 1,964 | |||
| 18 Nov | 797.10 | 0.55 | -0.35 | 37.09 | 946 | 89 | 2,063 | |||
| 14 Nov | 799.60 | 0.9 | -0.25 | 32.94 | 660 | 46 | 1,978 | |||
| 13 Nov | 801.40 | 1.15 | -0.15 | 32.54 | 996 | 25 | 1,929 | |||
| 12 Nov | 811.65 | 1.3 | -1.00 | 30.06 | 1,209 | 51 | 2,002 | |||
| 11 Nov | 836.20 | 2.3 | 0.10 | 25.42 | 1,283 | -32 | 1,952 | |||
| 8 Nov | 832.50 | 2.2 | -1.65 | 23.99 | 2,060 | 166 | 1,987 | |||
| 7 Nov | 844.05 | 3.85 | -1.95 | 23.55 | 2,688 | 26 | 1,824 | |||
| 6 Nov | 857.35 | 5.8 | 2.00 | 22.21 | 5,389 | -170 | 1,805 | |||
| 5 Nov | 829.10 | 3.8 | -2.70 | 26.17 | 4,367 | 380 | 1,997 | |||
| 4 Nov | 816.20 | 6.5 | -2.30 | 35.97 | 2,209 | 485 | 1,606 | |||
| 1 Nov | 831.75 | 8.8 | 0.45 | 31.58 | 1,041 | 207 | 1,090 | |||
| 31 Oct | 821.30 | 8.35 | -2.65 | - | 1,989 | -172 | 882 | |||
| 30 Oct | 839.40 | 11 | 2.80 | - | 1,491 | 263 | 1,052 | |||
| 29 Oct | 824.85 | 8.2 | 0.40 | - | 377 | 92 | 789 | |||
| 28 Oct | 821.05 | 7.8 | -0.40 | - | 334 | 170 | 694 | |||
| 25 Oct | 812.10 | 8.2 | -2.65 | - | 327 | 110 | 524 | |||
| 24 Oct | 830.15 | 10.85 | -0.30 | - | 204 | 20 | 415 | |||
| 23 Oct | 828.65 | 11.15 | -0.40 | - | 349 | 80 | 395 | |||
| 22 Oct | 831.40 | 11.55 | -4.75 | - | 347 | 47 | 316 | |||
| 21 Oct | 858.80 | 16.3 | -8.45 | - | 181 | 43 | 272 | |||
| 18 Oct | 881.00 | 24.75 | 3.75 | - | 144 | 26 | 230 | |||
| 17 Oct | 871.75 | 21 | -9.00 | - | 165 | 25 | 205 | |||
| 16 Oct | 892.60 | 30 | -2.85 | - | 61 | 26 | 180 | |||
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| 15 Oct | 895.30 | 32.85 | 3.50 | - | 115 | 56 | 153 | |||
| 14 Oct | 885.00 | 29.35 | -2.85 | - | 40 | 3 | 96 | |||
| 11 Oct | 889.20 | 32.2 | -0.15 | - | 37 | 9 | 94 | |||
| 10 Oct | 882.65 | 32.35 | 0.85 | - | 55 | 13 | 85 | |||
| 9 Oct | 879.55 | 31.5 | 1.50 | - | 57 | -9 | 73 | |||
| 8 Oct | 875.10 | 30 | 4.75 | - | 60 | 0 | 83 | |||
| 7 Oct | 857.70 | 25.25 | -6.75 | - | 100 | 43 | 82 | |||
| 4 Oct | 872.75 | 32 | -4.55 | - | 23 | 12 | 33 | |||
| 3 Oct | 886.40 | 36.55 | -31.45 | - | 23 | 20 | 20 | |||
| 1 Oct | 931.15 | 68 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 928.55 | 68 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 924.90 | 68 | - | 0 | 0 | 0 | ||||
For Indian Rail Tour Corp Ltd - strike price 900 expiring on 28NOV2024
Delta for 900 CE is 0.02
Historical price for 900 CE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 44.97, the open interest changed by -176 which decreased total open position to 1787
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 37.92, the open interest changed by -101 which decreased total open position to 1964
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 37.92, the open interest changed by -100 which decreased total open position to 1964
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 37.09, the open interest changed by 89 which increased total open position to 2063
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 32.94, the open interest changed by 46 which increased total open position to 1978
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 32.54, the open interest changed by 25 which increased total open position to 1929
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 30.06, the open interest changed by 51 which increased total open position to 2002
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 25.42, the open interest changed by -32 which decreased total open position to 1952
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 2.2, which was -1.65 lower than the previous day. The implied volatity was 23.99, the open interest changed by 166 which increased total open position to 1987
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 3.85, which was -1.95 lower than the previous day. The implied volatity was 23.55, the open interest changed by 26 which increased total open position to 1824
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 5.8, which was 2.00 higher than the previous day. The implied volatity was 22.21, the open interest changed by -170 which decreased total open position to 1805
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 3.8, which was -2.70 lower than the previous day. The implied volatity was 26.17, the open interest changed by 380 which increased total open position to 1997
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 6.5, which was -2.30 lower than the previous day. The implied volatity was 35.97, the open interest changed by 485 which increased total open position to 1606
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 8.8, which was 0.45 higher than the previous day. The implied volatity was 31.58, the open interest changed by 207 which increased total open position to 1090
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 8.35, which was -2.65 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 11, which was 2.80 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 8.2, which was 0.40 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 7.8, which was -0.40 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 8.2, which was -2.65 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 10.85, which was -0.30 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 11.15, which was -0.40 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 11.55, which was -4.75 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 16.3, 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 18 Oct IRCTC was trading at 881.00. The strike last trading price was 24.75, which was 3.75 higher 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 21, which was -9.00 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 30, which was -2.85 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 32.85, which was 3.50 higher 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 29.35, which was -2.85 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 32.2, 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 32.35, which was 0.85 higher 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 31.5, which was 1.50 higher 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 30, which was 4.75 higher 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 25.25, which was -6.75 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 32, which was -4.55 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 36.55, which was -31.45 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 68, 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 68, 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 68, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| IRCTC 28NOV2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.12
Theta: -0.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 793.85 | 108.6 | 17.60 | 56.31 | 12 | -5 | 494 |
| 20 Nov | 800.10 | 91 | 0.00 | - | 22 | -17 | 498 |
| 19 Nov | 800.10 | 91 | -12.35 | - | 22 | -18 | 498 |
| 18 Nov | 797.10 | 103.35 | 3.15 | 55.62 | 27 | -23 | 517 |
| 14 Nov | 799.60 | 100.2 | -1.20 | 49.05 | 17 | -11 | 541 |
| 13 Nov | 801.40 | 101.4 | 11.05 | 56.54 | 31 | -8 | 553 |
| 12 Nov | 811.65 | 90.35 | 23.25 | 43.60 | 35 | 0 | 565 |
| 11 Nov | 836.20 | 67.1 | -2.85 | 36.00 | 35 | -9 | 565 |
| 8 Nov | 832.50 | 69.95 | 9.45 | 34.38 | 23 | -5 | 580 |
| 7 Nov | 844.05 | 60.5 | 11.45 | 33.97 | 54 | 2 | 588 |
| 6 Nov | 857.35 | 49.05 | -23.00 | 30.09 | 488 | -163 | 588 |
| 5 Nov | 829.10 | 72.05 | -16.95 | 35.79 | 309 | -51 | 751 |
| 4 Nov | 816.20 | 89 | 1.60 | 41.97 | 200 | -62 | 802 |
| 1 Nov | 831.75 | 87.4 | 5.40 | 56.06 | 25 | 10 | 865 |
| 31 Oct | 821.30 | 82 | 14.50 | - | 1,183 | 291 | 844 |
| 30 Oct | 839.40 | 67.5 | -10.70 | - | 149 | 76 | 552 |
| 29 Oct | 824.85 | 78.2 | -4.75 | - | 64 | 53 | 474 |
| 28 Oct | 821.05 | 82.95 | -2.60 | - | 221 | 180 | 422 |
| 25 Oct | 812.10 | 85.55 | 11.55 | - | 57 | 38 | 242 |
| 24 Oct | 830.15 | 74 | 0.00 | - | 34 | 21 | 202 |
| 23 Oct | 828.65 | 74 | -0.60 | - | 43 | 22 | 180 |
| 22 Oct | 831.40 | 74.6 | 21.10 | - | 10 | 3 | 158 |
| 21 Oct | 858.80 | 53.5 | 18.50 | - | 27 | 8 | 151 |
| 18 Oct | 881.00 | 35 | -8.50 | - | 19 | 7 | 142 |
| 17 Oct | 871.75 | 43.5 | 13.75 | - | 40 | 15 | 134 |
| 16 Oct | 892.60 | 29.75 | 1.15 | - | 52 | 26 | 114 |
| 15 Oct | 895.30 | 28.6 | -8.45 | - | 53 | 37 | 87 |
| 14 Oct | 885.00 | 37.05 | 3.60 | - | 4 | 1 | 49 |
| 11 Oct | 889.20 | 33.45 | -4.55 | - | 1 | 0 | 48 |
| 10 Oct | 882.65 | 38 | -4.50 | - | 29 | 12 | 47 |
| 9 Oct | 879.55 | 42.5 | -6.50 | - | 11 | 2 | 35 |
| 8 Oct | 875.10 | 49 | -8.00 | - | 4 | 2 | 34 |
| 7 Oct | 857.70 | 57 | 8.40 | - | 11 | -2 | 30 |
| 4 Oct | 872.75 | 48.6 | 8.60 | - | 4 | 0 | 32 |
| 3 Oct | 886.40 | 40 | 18.15 | - | 36 | 24 | 32 |
| 1 Oct | 931.15 | 21.85 | -8.10 | - | 8 | 6 | 7 |
| 30 Sept | 928.55 | 29.95 | 0.00 | - | 0 | 1 | 0 |
| 27 Sept | 924.90 | 29.95 | - | 1 | 0 | 0 | |
For Indian Rail Tour Corp Ltd - strike price 900 expiring on 28NOV2024
Delta for 900 PE is -0.94
Historical price for 900 PE is as follows
On 21 Nov IRCTC was trading at 793.85. The strike last trading price was 108.6, which was 17.60 higher than the previous day. The implied volatity was 56.31, the open interest changed by -5 which decreased total open position to 494
On 20 Nov IRCTC was trading at 800.10. The strike last trading price was 91, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 498
On 19 Nov IRCTC was trading at 800.10. The strike last trading price was 91, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 498
On 18 Nov IRCTC was trading at 797.10. The strike last trading price was 103.35, which was 3.15 higher than the previous day. The implied volatity was 55.62, the open interest changed by -23 which decreased total open position to 517
On 14 Nov IRCTC was trading at 799.60. The strike last trading price was 100.2, which was -1.20 lower than the previous day. The implied volatity was 49.05, the open interest changed by -11 which decreased total open position to 541
On 13 Nov IRCTC was trading at 801.40. The strike last trading price was 101.4, which was 11.05 higher than the previous day. The implied volatity was 56.54, the open interest changed by -8 which decreased total open position to 553
On 12 Nov IRCTC was trading at 811.65. The strike last trading price was 90.35, which was 23.25 higher than the previous day. The implied volatity was 43.60, the open interest changed by 0 which decreased total open position to 565
On 11 Nov IRCTC was trading at 836.20. The strike last trading price was 67.1, which was -2.85 lower than the previous day. The implied volatity was 36.00, the open interest changed by -9 which decreased total open position to 565
On 8 Nov IRCTC was trading at 832.50. The strike last trading price was 69.95, which was 9.45 higher than the previous day. The implied volatity was 34.38, the open interest changed by -5 which decreased total open position to 580
On 7 Nov IRCTC was trading at 844.05. The strike last trading price was 60.5, which was 11.45 higher than the previous day. The implied volatity was 33.97, the open interest changed by 2 which increased total open position to 588
On 6 Nov IRCTC was trading at 857.35. The strike last trading price was 49.05, which was -23.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by -163 which decreased total open position to 588
On 5 Nov IRCTC was trading at 829.10. The strike last trading price was 72.05, which was -16.95 lower than the previous day. The implied volatity was 35.79, the open interest changed by -51 which decreased total open position to 751
On 4 Nov IRCTC was trading at 816.20. The strike last trading price was 89, which was 1.60 higher than the previous day. The implied volatity was 41.97, the open interest changed by -62 which decreased total open position to 802
On 1 Nov IRCTC was trading at 831.75. The strike last trading price was 87.4, which was 5.40 higher than the previous day. The implied volatity was 56.06, the open interest changed by 10 which increased total open position to 865
On 31 Oct IRCTC was trading at 821.30. The strike last trading price was 82, which was 14.50 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 67.5, which was -10.70 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 78.2, which was -4.75 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 82.95, 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 25 Oct IRCTC was trading at 812.10. The strike last trading price was 85.55, which was 11.55 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 74, 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 23 Oct IRCTC was trading at 828.65. The strike last trading price was 74, which was -0.60 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 74.6, which was 21.10 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 53.5, which was 18.50 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 35, which was -8.50 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 43.5, which was 13.75 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 29.75, 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 15 Oct IRCTC was trading at 895.30. The strike last trading price was 28.6, 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 14 Oct IRCTC was trading at 885.00. The strike last trading price was 37.05, which was 3.60 higher 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 33.45, which was -4.55 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 38, which was -4.50 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 42.5, which was -6.50 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 49, which was -8.00 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 57, which was 8.40 higher 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 48.6, which was 8.60 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 40, which was 18.15 higher 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 21.85, which was -8.10 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 29.95, 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 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
