IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.15
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 0.85 | -0.9 | 24.75 | 386 | -64 | 361 | |||||||||
| 21 Sept | 736.60 | 1.65 | -0.15 | 20.45 | 280 | 3 | 406 | |||||||||
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| 18 Sept | 735.40 | 1.85 | -0.25 | 21.05 | 807 | 93 | 422 | |||||||||
| 14 Sept | 722.20 | 1.75 | 0.35 | 21.28 | 59 | -15 | 231 | |||||||||
| 17 Aug | 724.80 | 25.3 | 0 | 3.71 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.07
Historical price for 770 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 24.75, the open interest changed by -64 which decreased total open position to 361
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 406
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 21.05, the open interest changed by 93 which increased total open position to 422
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 21.28, the open interest changed by -15 which decreased total open position to 231
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.22
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 42.45 | 7.85 | 31.09 | 15 | -4 | 70 |
| 21 Sept | 736.60 | 34.4 | 0 | 26.72 | 14 | -3 | 74 |
| 18 Sept | 735.40 | 34.4 | -3.25 | 21.49 | 1 | 0 | 77 |
| 14 Sept | 722.20 | 47.85 | -1.4 | 26.65 | 9 | 2 | 94 |
| 17 Aug | 724.80 | 61.45 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.88
Historical price for 770 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 42.45, which was 7.85 higher than the previous day. The implied volatity was 31.09, the open interest changed by -4 which decreased total open position to 70
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 34.4, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by -3 which decreased total open position to 74
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 34.4, which was -3.25 lower than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 77
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 47.85, which was -1.4 lower than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 94
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 61.45, 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
