IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 710 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.28
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 727.10 | 21.45 | -8.2 | 19.70 | 79 | -42 | 209 | |||||||||
| 21 Sept | 736.60 | 29.45 | 0.75 | 14.41 | 34 | -9 | 252 | |||||||||
| 18 Sept | 735.40 | 27.7 | 0.9 | 12.52 | 37 | -15 | 260 | |||||||||
| 14 Sept | 722.20 | 20 | 0.4 | 16.57 | 216 | -8 | 311 | |||||||||
| 17 Aug | 724.80 | 51.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.83
Historical price for 710 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 21.45, which was -8.2 lower than the previous day. The implied volatity was 19.70, the open interest changed by -42 which decreased total open position to 209
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 29.45, which was 0.75 higher than the previous day. The implied volatity was 14.41, the open interest changed by -9 which decreased total open position to 252
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 27.7, which was 0.9 higher than the previous day. The implied volatity was 12.52, the open interest changed by -15 which decreased total open position to 260
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 20, which was 0.4 higher than the previous day. The implied volatity was 16.57, the open interest changed by -8 which decreased total open position to 311
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 51.95, 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 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.31
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 3.15 | 1.3 | 23.61 | 306 | -11 | 330 |
| 21 Sept | 736.60 | 1.65 | -0.4 | 20.45 | 194 | 22 | 342 |
| 18 Sept | 735.40 | 2.15 | -0.55 | 20.52 | 235 | -43 | 319 |
| 14 Sept | 722.20 | 6.3 | -0.35 | 19.84 | 229 | -14 | 335 |
| 17 Aug | 724.80 | 28.7 | 0 | 2.64 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.21
Historical price for 710 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 3.15, which was 1.3 higher than the previous day. The implied volatity was 23.61, the open interest changed by -11 which decreased total open position to 330
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 20.45, the open interest changed by 22 which increased total open position to 342
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by -43 which decreased total open position to 319
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 6.3, which was -0.35 lower than the previous day. The implied volatity was 19.84, the open interest changed by -14 which decreased total open position to 335
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
