IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.22
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 31 | -7.55 | 24.14 | 38 | -20 | 245 | |||||||||
| 21 Sept | 736.60 | 38.3 | 0.4 | - | 63 | -19 | 266 | |||||||||
| 18 Sept | 735.40 | 37.1 | 1.65 | - | 37 | -5 | 284 | |||||||||
| 14 Sept | 722.20 | 27.5 | 0.7 | 15.99 | 91 | 2 | 337 | |||||||||
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| 17 Aug | 724.80 | 44 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.88
Historical price for 700 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 31, which was -7.55 lower than the previous day. The implied volatity was 24.14, the open interest changed by -20 which decreased total open position to 245
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 38.3, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 266
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 37.1, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 284
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 27.5, which was 0.7 higher than the previous day. The implied volatity was 15.99, the open interest changed by 2 which increased total open position to 337
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 44, 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
| IRCTC 30SEP2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.23
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 1.85 | 0.7 | 25.41 | 313 | -106 | 491 |
| 21 Sept | 736.60 | 1.1 | -0.15 | 22.79 | 187 | 28 | 578 |
| 18 Sept | 735.40 | 1.3 | -0.25 | 22.09 | 197 | -8 | 569 |
| 14 Sept | 722.20 | 3.85 | -0.25 | 20.25 | 334 | 22 | 828 |
| 17 Aug | 724.80 | 10.5 | -2.45 | 23.34 | 58 | 19 | 55 |
For Indian Rail Tour Corp Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.13
Historical price for 700 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 1.85, which was 0.7 higher than the previous day. The implied volatity was 25.41, the open interest changed by -106 which decreased total open position to 491
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 22.79, the open interest changed by 28 which increased total open position to 578
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 22.09, the open interest changed by -8 which decreased total open position to 569
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 20.25, the open interest changed by 22 which increased total open position to 828
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 10.5, which was -2.45 lower than the previous day. The implied volatity was 23.34, the open interest changed by 19 which increased total open position to 55
