IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 690 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.11
Theta: -0.33
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 39.9 | -7.75 | 22.76 | 18 | 0 | 61 | |||||||||
| 21 Sept | 736.60 | 47.6 | 0.3 | - | 11 | -3 | 59 | |||||||||
| 18 Sept | 735.40 | 46.7 | 1.75 | - | 16 | -5 | 65 | |||||||||
| 14 Sept | 722.20 | 35.95 | 0.15 | 14.38 | 16 | 0 | 65 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 724.80 | 64 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.95
Historical price for 690 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 39.9, which was -7.75 lower than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 61
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 47.6, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 59
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 46.7, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 65
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 35.95, which was 0.15 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 65
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.17
Theta: -0.28
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 1.2 | 0.4 | 27.89 | 93 | -6 | 157 |
| 21 Sept | 736.60 | 0.8 | -0.05 | 25.39 | 48 | -32 | 165 |
| 18 Sept | 735.40 | 0.85 | -0.1 | 24.01 | 41 | -8 | 195 |
| 14 Sept | 722.20 | 2.35 | -0.2 | 20.99 | 97 | -1 | 248 |
| 17 Aug | 724.80 | 20.95 | 0 | 4.78 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.09
Historical price for 690 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 1.2, which was 0.4 higher than the previous day. The implied volatity was 27.89, the open interest changed by -6 which decreased total open position to 157
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by -32 which decreased total open position to 165
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by -8 which decreased total open position to 195
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was 20.99, the open interest changed by -1 which decreased total open position to 248
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
