IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 670 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 | 64 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 736.60 | 64 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 735.40 | 64 | 5.75 | - | 2 | 0 | 15 | |||||||||
| 14 Sept | 722.20 | 53.95 | 0.25 | - | 9 | 4 | 13 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.00
Historical price for 670 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 64, which was 0 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 Sept IRCTC was trading at 736.60. The strike last trading price was 64, which was 0 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 Sept IRCTC was trading at 735.40. The strike last trading price was 64, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 53.95, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13
| IRCTC 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.10
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 0.65 | 0.25 | 33.92 | 53 | -29 | 158 |
| 21 Sept | 736.60 | 0.4 | -0.05 | 29.76 | 5 | -1 | 188 |
| 18 Sept | 735.40 | 0.45 | -0.1 | 28.53 | 11 | -7 | 188 |
| 14 Sept | 722.20 | 1.15 | -0.05 | 24.27 | 15 | -4 | 215 |
For Indian Rail Tour Corp Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.04
Historical price for 670 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 33.92, the open interest changed by -29 which decreased total open position to 158
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 29.76, the open interest changed by -1 which decreased total open position to 188
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 28.53, the open interest changed by -7 which decreased total open position to 188
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 24.27, the open interest changed by -4 which decreased total open position to 215
