IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.29
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 2.35 | -2.55 | 21.03 | 1,124 | -34 | 953 | |||||||||
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| 21 Sept | 736.60 | 4.65 | -0.35 | 17.62 | 1,296 | 24 | 987 | |||||||||
| 18 Sept | 735.40 | 4.85 | -0.35 | 18.39 | 1,183 | 25 | 960 | |||||||||
| 14 Sept | 722.20 | 4.1 | 0.6 | 19.57 | 648 | -33 | 718 | |||||||||
| 17 Aug | 724.80 | 12.85 | -19.85 | 18.76 | 38 | 15 | 13 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.19
Historical price for 750 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 2.35, which was -2.55 lower than the previous day. The implied volatity was 21.03, the open interest changed by -34 which decreased total open position to 953
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 17.62, the open interest changed by 24 which increased total open position to 987
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 18.39, the open interest changed by 25 which increased total open position to 960
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 4.1, which was 0.6 higher than the previous day. The implied volatity was 19.57, the open interest changed by -33 which decreased total open position to 718
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 12.85, which was -19.85 lower than the previous day. The implied volatity was 18.76, the open interest changed by 15 which increased total open position to 13
| IRCTC 30SEP2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.33
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 24.05 | 7.1 | 25.01 | 109 | -37 | 165 |
| 21 Sept | 736.60 | 17.3 | -0.75 | 21.48 | 107 | -5 | 201 |
| 18 Sept | 735.40 | 18.6 | -2.6 | 21.02 | 65 | -4 | 206 |
| 14 Sept | 722.20 | 30.4 | 0.1 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 724.80 | 35.8 | -13.25 | 26.03 | 2 | 1 | 1 |
For Indian Rail Tour Corp Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.77
Historical price for 750 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 24.05, which was 7.1 higher than the previous day. The implied volatity was 25.01, the open interest changed by -37 which decreased total open position to 165
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 17.3, which was -0.75 lower than the previous day. The implied volatity was 21.48, the open interest changed by -5 which decreased total open position to 201
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 18.6, which was -2.6 lower than the previous day. The implied volatity was 21.02, the open interest changed by -4 which decreased total open position to 206
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 30.4, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 35.8, which was -13.25 lower than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 1
