IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.10
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 0.5 | -0.7 | 26.19 | 502 | -119 | 438 | |||||||||
| 21 Sept | 736.60 | 1.15 | -0.15 | 22.56 | 345 | -83 | 554 | |||||||||
| 18 Sept | 735.40 | 1.35 | 0 | 23.20 | 921 | 254 | 610 | |||||||||
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| 14 Sept | 722.20 | 1.25 | 0.3 | 22.57 | 52 | 4 | 270 | |||||||||
| 17 Aug | 724.80 | 58.4 | 0 | 4.66 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.04
Historical price for 780 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.5, which was -0.7 lower than the previous day. The implied volatity was 26.19, the open interest changed by -119 which decreased total open position to 438
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by -83 which decreased total open position to 554
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 23.20, the open interest changed by 254 which increased total open position to 610
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 22.57, the open interest changed by 4 which increased total open position to 270
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 58.4, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 780 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 49.85 | 6.15 | - | 16 | -3 | 62 |
| 21 Sept | 736.60 | 43.9 | -0.35 | 30.22 | 16 | 0 | 64 |
| 18 Sept | 735.40 | 44.85 | -2.55 | 27.49 | 19 | -7 | 65 |
| 14 Sept | 722.20 | 57.2 | -1.6 | 28.66 | 8 | 3 | 76 |
| 17 Aug | 724.80 | 56.5 | 16.5 | 26.50 | 3 | 1 | 3 |
For Indian Rail Tour Corp Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 49.85, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 62
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 43.9, which was -0.35 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 64
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 44.85, which was -2.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by -7 which decreased total open position to 65
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 57.2, which was -1.6 lower than the previous day. The implied volatity was 28.66, the open interest changed by 3 which increased total open position to 76
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 56.5, which was 16.5 higher than the previous day. The implied volatity was 26.50, the open interest changed by 1 which increased total open position to 3
