IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.38
Theta: -0.53
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 4.25 | -3.75 | 19.58 | 1,639 | 27 | 1,005 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 736.60 | 8 | -0.35 | 16.51 | 1,534 | 177 | 977 | |||||||||
| 18 Sept | 735.40 | 8.05 | -0.15 | 17.42 | 902 | 61 | 801 | |||||||||
| 14 Sept | 722.20 | 6.2 | 0.65 | 18.64 | 692 | -5 | 578 | |||||||||
| 17 Aug | 724.80 | 79.55 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.32
Historical price for 740 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 4.25, which was -3.75 lower than the previous day. The implied volatity was 19.58, the open interest changed by 27 which increased total open position to 1005
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was 16.51, the open interest changed by 177 which increased total open position to 977
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 8.05, which was -0.15 lower than the previous day. The implied volatity was 17.42, the open interest changed by 61 which increased total open position to 801
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 6.2, which was 0.65 higher than the previous day. The implied volatity was 18.64, the open interest changed by -5 which decreased total open position to 578
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.40
Theta: -0.45
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 16.2 | 5.65 | 23.34 | 346 | -5 | 178 |
| 21 Sept | 736.60 | 10.5 | -1 | 19.70 | 190 | 47 | 183 |
| 18 Sept | 735.40 | 11.95 | -2.05 | 19.98 | 260 | -61 | 133 |
| 14 Sept | 722.20 | 22.4 | 0.35 | 21.78 | 23 | 2 | 107 |
| 17 Aug | 724.80 | 24.9 | -9.75 | 21.04 | 2 | 2 | 1 |
For Indian Rail Tour Corp Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.65
Historical price for 740 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 16.2, which was 5.65 higher than the previous day. The implied volatity was 23.34, the open interest changed by -5 which decreased total open position to 178
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 10.5, which was -1 lower than the previous day. The implied volatity was 19.70, the open interest changed by 47 which increased total open position to 183
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 11.95, which was -2.05 lower than the previous day. The implied volatity was 19.98, the open interest changed by -61 which decreased total open position to 133
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 22.4, which was 0.35 higher than the previous day. The implied volatity was 21.78, the open interest changed by 2 which increased total open position to 107
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 24.9, which was -9.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 2 which increased total open position to 1
