IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 28OCT2025 740 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.91
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 15.7 | -4.5 | 19.69 | 121 | 63 | 181 | |||||||||
| 21 Sept | 736.60 | 20 | 0.15 | 18.29 | 65 | 23 | 118 | |||||||||
| 18 Sept | 735.40 | 19.15 | 0.3 | 18.12 | 78 | 29 | 95 | |||||||||
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| 14 Sept | 722.20 | 14 | -0.8 | 17.53 | 1 | 0 | 19 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 CE is 0.47
Historical price for 740 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 15.7, which was -4.5 lower than the previous day. The implied volatity was 19.69, the open interest changed by 63 which increased total open position to 181
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 20, which was 0.15 higher than the previous day. The implied volatity was 18.29, the open interest changed by 23 which increased total open position to 118
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 19.15, which was 0.3 higher than the previous day. The implied volatity was 18.12, the open interest changed by 29 which increased total open position to 95
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 14, which was -0.8 lower than the previous day. The implied volatity was 17.53, the open interest changed by 0 which decreased total open position to 19
| IRCTC 28OCT2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.91
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 22.85 | 5 | 22.23 | 35 | 16 | 83 |
| 21 Sept | 736.60 | 18 | -0.6 | 21.19 | 36 | 14 | 67 |
| 18 Sept | 735.40 | 18.6 | -1.5 | 20.77 | 30 | 1 | 53 |
| 14 Sept | 722.20 | 26.45 | 0.2 | 21.20 | 3 | 1 | 41 |
For Indian Rail Tour Corp Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 PE is -0.52
Historical price for 740 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 22.85, which was 5 higher than the previous day. The implied volatity was 22.23, the open interest changed by 16 which increased total open position to 83
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 18, which was -0.6 lower than the previous day. The implied volatity was 21.19, the open interest changed by 14 which increased total open position to 67
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 18.6, which was -1.5 lower than the previous day. The implied volatity was 20.77, the open interest changed by 1 which increased total open position to 53
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 26.45, which was 0.2 higher than the previous day. The implied volatity was 21.20, the open interest changed by 1 which increased total open position to 41
