IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 820 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 | |||||||||
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| 22 Sept | 727.10 | 0.25 | -0.05 | 37.04 | 18 | -11 | 39 | |||||||||
| 21 Sept | 736.60 | 0.3 | -0.1 | 29.30 | 2 | 0 | 50 | |||||||||
| 18 Sept | 735.40 | 0.4 | -0.1 | 29.90 | 28 | 14 | 50 | |||||||||
| 14 Sept | 722.20 | 0.2 | -0.25 | 24.98 | 10 | -6 | 40 | |||||||||
| 17 Aug | 724.80 | 2 | -1.5 | 21.46 | 3 | 3 | 1 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.02
Historical price for 820 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 37.04, the open interest changed by -11 which decreased total open position to 39
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 50
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 29.90, the open interest changed by 14 which increased total open position to 50
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 24.98, the open interest changed by -6 which decreased total open position to 40
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 2, which was -1.5 lower than the previous day. The implied volatity was 21.46, the open interest changed by 3 which increased total open position to 1
| IRCTC 30SEP2025 820 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 | 94.95 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 736.60 | 94.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 735.40 | 94.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 722.20 | 113.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 724.80 | 75.5 | 0 | - | 0 | 0 | 0 |
For Indian Rail Tour Corp Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is 0.00
Historical price for 820 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 94.95, 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 94.95, 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 94.95, 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 14 Sept IRCTC was trading at 722.20. The strike last trading price was 113.5, 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 17 Aug IRCTC was trading at 724.80. The strike last trading price was 75.5, 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
