IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 96.9 | -0.05 | 0.00 | 0 | -1 | 0 | |||||||||
| 21 Sept | 736.60 | 96.9 | 21.85 | - | 2 | -1 | 13 | |||||||||
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| 18 Sept | 735.40 | 74.45 | -0.6 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 722.20 | 74.45 | -0.6 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 96.9, which was -0.05 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 21 Sept IRCTC was trading at 736.60. The strike last trading price was 96.9, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 74.45, which was -0.6 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 14 Sept IRCTC was trading at 722.20. The strike last trading price was 74.45, which was -0.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 0.2 | 0.05 | 40.25 | 4 | 0 | 70 |
| 21 Sept | 736.60 | 0.15 | -0.05 | 35.20 | 1 | -1 | 71 |
| 18 Sept | 735.40 | 0.2 | 0 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 722.20 | 0.6 | 0.1 | 30.73 | 2 | -1 | 82 |
For Indian Rail Tour Corp Ltd - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.01
Historical price for 640 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 40.25, the open interest changed by 0 which decreased total open position to 70
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.20, the open interest changed by -1 which decreased total open position to 71
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 30.73, the open interest changed by -1 which decreased total open position to 82
