IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 790 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.07
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 0.35 | -0.5 | 28.31 | 91 | -11 | 83 | |||||||||
| 21 Sept | 736.60 | 0.8 | -0.05 | 24.39 | 68 | -15 | 94 | |||||||||
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| 18 Sept | 735.40 | 0.85 | -0.05 | 24.29 | 85 | 12 | 109 | |||||||||
| 14 Sept | 722.20 | 0.85 | 0.2 | 23.50 | 45 | -2 | 69 | |||||||||
| 17 Aug | 724.80 | 4.05 | -2.95 | 19.57 | 1 | 1 | 1 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.03
Historical price for 790 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.35, which was -0.5 lower than the previous day. The implied volatity was 28.31, the open interest changed by -11 which decreased total open position to 83
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 24.39, the open interest changed by -15 which decreased total open position to 94
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 24.29, the open interest changed by 12 which increased total open position to 109
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 23.50, the open interest changed by -2 which decreased total open position to 69
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 4.05, which was -2.95 lower than the previous day. The implied volatity was 19.57, the open interest changed by 1 which increased total open position to 1
| IRCTC 30SEP2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 53.65 | 0 | 0.00 | 0 | -1 | 0 |
| 21 Sept | 736.60 | 53.65 | -0.25 | 34.03 | 1 | -1 | 17 |
| 18 Sept | 735.40 | 54.5 | -2.1 | 30.46 | 5 | 1 | 17 |
| 14 Sept | 722.20 | 74.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 724.80 | 75.25 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is 0.00
Historical price for 790 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 53.65, which was -0.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by -1 which decreased total open position to 17
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 54.5, which was -2.1 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 17
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 74.05, which was 0 lower 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 75.25, 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
