IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.43
Theta: -0.62
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 8.15 | -5.55 | 19.53 | 1,089 | 97 | 952 | |||||||||
| 21 Sept | 736.60 | 13.1 | -0.4 | 15.21 | 943 | -228 | 857 | |||||||||
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| 18 Sept | 735.40 | 13.3 | 0.4 | 17.20 | 2,684 | -273 | 1,083 | |||||||||
| 14 Sept | 722.20 | 9.3 | 0.5 | 17.72 | 675 | 12 | 717 | |||||||||
| 17 Aug | 724.80 | 20.55 | -21 | 17.79 | 14 | 11 | 11 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.50
Historical price for 730 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 8.15, which was -5.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by 97 which increased total open position to 952
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 13.1, which was -0.4 lower than the previous day. The implied volatity was 15.21, the open interest changed by -228 which decreased total open position to 857
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 13.3, which was 0.4 higher than the previous day. The implied volatity was 17.20, the open interest changed by -273 which decreased total open position to 1083
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 9.3, which was 0.5 higher than the previous day. The implied volatity was 17.72, the open interest changed by 12 which increased total open position to 717
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 20.55, which was -21 lower than the previous day. The implied volatity was 17.79, the open interest changed by 11 which increased total open position to 11
| IRCTC 30SEP2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.43
Theta: -0.50
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 9.85 | 4 | 22.32 | 1,066 | -147 | 691 |
| 21 Sept | 736.60 | 5.55 | -1.1 | 18.55 | 394 | -8 | 841 |
| 18 Sept | 735.40 | 7 | -1.55 | 19.47 | 722 | 42 | 845 |
| 14 Sept | 722.20 | 15.35 | -0.5 | 20.31 | 87 | -3 | 369 |
| 17 Aug | 724.80 | 37.95 | -0.15 | 38.68 | 1 | 1 | 0 |
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.50
Historical price for 730 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 9.85, which was 4 higher than the previous day. The implied volatity was 22.32, the open interest changed by -147 which decreased total open position to 691
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 5.55, which was -1.1 lower than the previous day. The implied volatity was 18.55, the open interest changed by -8 which decreased total open position to 841
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 7, which was -1.55 lower than the previous day. The implied volatity was 19.47, the open interest changed by 42 which increased total open position to 845
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 15.35, which was -0.5 lower than the previous day. The implied volatity was 20.31, the open interest changed by -3 which decreased total open position to 369
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 37.95, which was -0.15 lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 0
