IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
28 Sep 2025 10:07 PM IST
| IRCTC 28-OCT-2025 730 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.74
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 703.10 | 7.85 | -4.15 | 18.69 | 131 | 37 | 235 | |||||||||
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| 22 Sept | 727.10 | 19.9 | -5.1 | 18.98 | 49 | 17 | 85 | |||||||||
| 21 Sept | 736.60 | 25 | 0.45 | 17.44 | 31 | -18 | 80 | |||||||||
| 18 Sept | 735.40 | 25 | 0.8 | 18.44 | 153 | 48 | 84 | |||||||||
| 14 Sept | 722.20 | 18.4 | -0.65 | 17.45 | 2 | 1 | 6 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 28OCT2025
Delta for 730 CE is 0.32
Historical price for 730 CE is as follows
On 28 Sept IRCTC was trading at 703.10. The strike last trading price was 7.85, which was -4.15 lower than the previous day. The implied volatity was 18.69, the open interest changed by 37 which increased total open position to 235
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 19.9, which was -5.1 lower than the previous day. The implied volatity was 18.98, the open interest changed by 17 which increased total open position to 85
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 25, which was 0.45 higher than the previous day. The implied volatity was 17.44, the open interest changed by -18 which decreased total open position to 80
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 25, which was 0.8 higher than the previous day. The implied volatity was 18.44, the open interest changed by 48 which increased total open position to 84
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 18.4, which was -0.65 lower than the previous day. The implied volatity was 17.45, the open interest changed by 1 which increased total open position to 6
| IRCTC 28OCT2025 730 PE | |||||||
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Delta: -0.63
Vega: 0.79
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 703.10 | 31.15 | 7.45 | 24.23 | 44 | 26 | 145 |
| 22 Sept | 727.10 | 17.05 | 4.05 | 21.44 | 43 | 20 | 69 |
| 21 Sept | 736.60 | 13 | -0.05 | 20.46 | 31 | 12 | 49 |
| 18 Sept | 735.40 | 13.05 | -1.6 | 19.59 | 23 | 21 | 36 |
| 14 Sept | 722.20 | 50.3 | 0 | 0.17 | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 730 expiring on 28OCT2025
Delta for 730 PE is -0.63
Historical price for 730 PE is as follows
On 28 Sept IRCTC was trading at 703.10. The strike last trading price was 31.15, which was 7.45 higher than the previous day. The implied volatity was 24.23, the open interest changed by 26 which increased total open position to 145
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 17.05, which was 4.05 higher than the previous day. The implied volatity was 21.44, the open interest changed by 20 which increased total open position to 69
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 13, which was -0.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by 12 which increased total open position to 49
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 13.05, which was -1.6 lower than the previous day. The implied volatity was 19.59, the open interest changed by 21 which increased total open position to 36
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 50.3, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
