[--[65.84.65.76]--]
TIINDIA
Tube Invest Of India Ltd

3350.1 20.40 (0.61%)

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Historical option data for TIINDIA

21 Sep 2025 04:14 PM IST
TIINDIA 30SEP2025 3400 CE
Delta: 0.41
Vega: 2.25
Theta: -3.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3329.70 48 -24.6 29.18 991 24 672
14 Sept 3231.20 38.15 7.5 29.54 223 -13 287
17 Aug 3063.60 159.8 0 6.40 0 0 0


For Tube Invest Of India Ltd - strike price 3400 expiring on 30SEP2025

Delta for 3400 CE is 0.41

Historical price for 3400 CE is as follows

On 21 Sept TIINDIA was trading at 3329.70. The strike last trading price was 48, which was -24.6 lower than the previous day. The implied volatity was 29.18, the open interest changed by 24 which increased total open position to 672


On 14 Sept TIINDIA was trading at 3231.20. The strike last trading price was 38.15, which was 7.5 higher than the previous day. The implied volatity was 29.54, the open interest changed by -13 which decreased total open position to 287


On 17 Aug TIINDIA was trading at 3063.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0


TIINDIA 30SEP2025 3400 PE
Delta: -0.59
Vega: 2.26
Theta: -2.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3329.70 94.75 19.75 30.06 182 -24 166
14 Sept 3231.20 200.25 4.25 43.45 5 1 0
17 Aug 3063.60 500.05 0 - 0 0 0


For Tube Invest Of India Ltd - strike price 3400 expiring on 30SEP2025

Delta for 3400 PE is -0.59

Historical price for 3400 PE is as follows

On 21 Sept TIINDIA was trading at 3329.70. The strike last trading price was 94.75, which was 19.75 higher than the previous day. The implied volatity was 30.06, the open interest changed by -24 which decreased total open position to 166


On 14 Sept TIINDIA was trading at 3231.20. The strike last trading price was 200.25, which was 4.25 higher than the previous day. The implied volatity was 43.45, the open interest changed by 1 which increased total open position to 0


On 17 Aug TIINDIA was trading at 3063.60. The strike last trading price was 500.05, 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