IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 0.25 | -0.25 | 33.73 | 7 | -2 | 38 | |||||||||
| 21 Sept | 736.60 | 0.45 | -0.05 | 28.20 | 6 | 0 | 41 | |||||||||
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| 18 Sept | 735.40 | 0.5 | 0 | 28.06 | 9 | 3 | 40 | |||||||||
| 14 Sept | 722.20 | 0.4 | 0.05 | 25.24 | 4 | 1 | 37 | |||||||||
| 17 Aug | 724.80 | 14.55 | 0 | 7.31 | 0 | 0 | 0 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.02
Historical price for 810 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 33.73, the open interest changed by -2 which decreased total open position to 38
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 41
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 40
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 37
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 14.55, which was 0 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
| IRCTC 30SEP2025 810 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 | 73.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 736.60 | 73.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 735.40 | 73.5 | 0 | 0.00 | 0 | -10 | 0 |
| 14 Sept | 722.20 | 86 | -12.15 | 34.54 | 3 | -3 | 23 |
| 17 Aug | 724.80 | 81.5 | -8.8 | 28.04 | 3 | 3 | 0 |
For Indian Rail Tour Corp Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 PE is 0.00
Historical price for 810 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 73.5, 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 21 Sept IRCTC was trading at 736.60. The strike last trading price was 73.5, 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 18 Sept IRCTC was trading at 735.40. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 86, which was -12.15 lower than the previous day. The implied volatity was 34.54, the open interest changed by -3 which decreased total open position to 23
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 81.5, which was -8.8 lower than the previous day. The implied volatity was 28.04, the open interest changed by 3 which increased total open position to 0
