IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.21
Theta: -0.31
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 1.3 | -1.55 | 22.47 | 1,027 | -214 | 1,017 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 736.60 | 2.75 | -0.15 | 19.03 | 1,009 | 220 | 1,232 | |||||||||
| 18 Sept | 735.40 | 2.85 | -0.55 | 19.38 | 1,604 | -334 | 1,009 | |||||||||
| 14 Sept | 722.20 | 2.8 | 0.6 | 20.74 | 1,113 | 371 | 909 | |||||||||
| 17 Aug | 724.80 | 10.85 | -3.1 | 20.08 | 59 | 9 | 61 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.11
Historical price for 760 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 1.3, which was -1.55 lower than the previous day. The implied volatity was 22.47, the open interest changed by -214 which decreased total open position to 1017
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 19.03, the open interest changed by 220 which increased total open position to 1232
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 19.38, the open interest changed by -334 which decreased total open position to 1009
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 2.8, which was 0.6 higher than the previous day. The implied volatity was 20.74, the open interest changed by 371 which increased total open position to 909
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 10.85, which was -3.1 lower than the previous day. The implied volatity was 20.08, the open interest changed by 9 which increased total open position to 61
| IRCTC 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.27
Theta: -0.31
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 33.2 | 7.9 | 28.52 | 45 | -12 | 160 |
| 21 Sept | 736.60 | 25.5 | -0.4 | 23.99 | 22 | -6 | 172 |
| 18 Sept | 735.40 | 25.8 | -3.7 | 20.67 | 42 | -9 | 178 |
| 14 Sept | 722.20 | 39 | -0.3 | 25.23 | 11 | 1 | 178 |
| 17 Aug | 724.80 | 43.2 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.83
Historical price for 760 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 33.2, which was 7.9 higher than the previous day. The implied volatity was 28.52, the open interest changed by -12 which decreased total open position to 160
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 25.5, which was -0.4 lower than the previous day. The implied volatity was 23.99, the open interest changed by -6 which decreased total open position to 172
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 25.8, which was -3.7 lower than the previous day. The implied volatity was 20.67, the open interest changed by -9 which decreased total open position to 178
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 39, which was -0.3 lower than the previous day. The implied volatity was 25.23, the open interest changed by 1 which increased total open position to 178
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 43.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
