IRCTC
Indian Rail Tour Corp Ltd
Historical option data for IRCTC
22 Sep 2025 08:01 PM IST
| IRCTC 30SEP2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 727.10 | 0.15 | -0.05 | 40.61 | 28 | -2 | 99 | |||||||||
| 21 Sept | 736.60 | 0.2 | -0.1 | 33.58 | 1 | 0 | 101 | |||||||||
| 18 Sept | 735.40 | 0.3 | 0 | 33.95 | 3 | -1 | 101 | |||||||||
| 14 Sept | 722.20 | 0.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 724.80 | 1.55 | -0.8 | 23.56 | 2 | 0 | 5 | |||||||||
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.01
Historical price for 840 CE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 40.61, the open interest changed by -2 which decreased total open position to 99
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 101
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 33.95, the open interest changed by -1 which decreased total open position to 101
On 14 Sept IRCTC was trading at 722.20. The strike last trading price was 0.15, 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 1.55, which was -0.8 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 5
| IRCTC 30SEP2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.10
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 727.10 | 111.6 | 9.6 | 55.25 | 24 | -14 | 201 |
| 21 Sept | 736.60 | 102 | -9 | 47.92 | 1 | -1 | 216 |
| 18 Sept | 735.40 | 111 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 722.20 | 117 | -8 | 47.35 | 5 | -5 | 224 |
| 17 Aug | 724.80 | 110 | 21.65 | 30.54 | 8 | 8 | 5 |
For Indian Rail Tour Corp Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.95
Historical price for 840 PE is as follows
On 22 Sept IRCTC was trading at 727.10. The strike last trading price was 111.6, which was 9.6 higher than the previous day. The implied volatity was 55.25, the open interest changed by -14 which decreased total open position to 201
On 21 Sept IRCTC was trading at 736.60. The strike last trading price was 102, which was -9 lower than the previous day. The implied volatity was 47.92, the open interest changed by -1 which decreased total open position to 216
On 18 Sept IRCTC was trading at 735.40. The strike last trading price was 111, 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 117, which was -8 lower than the previous day. The implied volatity was 47.35, the open interest changed by -5 which decreased total open position to 224
On 17 Aug IRCTC was trading at 724.80. The strike last trading price was 110, which was 21.65 higher than the previous day. The implied volatity was 30.54, the open interest changed by 8 which increased total open position to 5
