IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 800 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 | -0.25 | 31.97 | 289 | -89 | 881 | |||||||||
| 21 Sept | 736.60 | 0.55 | -0.15 | 25.96 | 226 | 14 | 966 | |||||||||
| 18 Sept | 735.40 | 0.7 | 0 | 26.63 | 268 | -39 | 954 | |||||||||
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| 14 Sept | 722.20 | 0.6 | 0.05 | 24.54 | 345 | -131 | 1,161 | |||||||||
| 17 Aug | 724.80 | 4.4 | -1.45 | 22.33 | 235 | 39 | 177 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.03
Historical price for 800 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 31.97, the open interest changed by -89 which decreased total open position to 881
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 25.96, the open interest changed by 14 which increased total open position to 966
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 26.63, the open interest changed by -39 which decreased total open position to 954
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by -131 which decreased total open position to 1161
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 4.4, which was -1.45 lower than the previous day. The implied volatity was 22.33, the open interest changed by 39 which increased total open position to 177
| IRCTC 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.10
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 71 | 7.6 | 35.63 | 25 | -17 | 236 |
| 21 Sept | 736.60 | 63.4 | -0.45 | 37.49 | 12 | -6 | 252 |
| 18 Sept | 735.40 | 64 | -2.3 | 32.27 | 34 | -11 | 261 |
| 14 Sept | 722.20 | 78.4 | 2.4 | 39.20 | 10 | -10 | 379 |
| 17 Aug | 724.80 | 67.55 | -2.95 | 19.05 | 10 | 10 | 18 |
For Indian Rail Tour Corp Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.96
Historical price for 800 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 71, which was 7.6 higher than the previous day. The implied volatity was 35.63, the open interest changed by -17 which decreased total open position to 236
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 63.4, which was -0.45 lower than the previous day. The implied volatity was 37.49, the open interest changed by -6 which decreased total open position to 252
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 64, which was -2.3 lower than the previous day. The implied volatity was 32.27, the open interest changed by -11 which decreased total open position to 261
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 78.4, which was 2.4 higher than the previous day. The implied volatity was 39.20, the open interest changed by -10 which decreased total open position to 379
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 67.55, which was -2.95 lower than the previous day. The implied volatity was 19.05, the open interest changed by 10 which increased total open position to 18
