TIINDIA
Tube Invest Of India Ltd
Historical option data for TIINDIA
21 Sep 2025 04:14 PM IST
| TIINDIA 30SEP2025 3500 CE | ||||||||||||||||
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Delta: 0.21
Vega: 1.68
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3329.70 | 20 | -14.85 | 29.44 | 727 | 65 | 664 | |||||||||
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| 14 Sept | 3231.20 | 18.9 | 3 | 30.17 | 383 | -73 | 385 | |||||||||
| 17 Aug | 3063.60 | 32.85 | -101.15 | 33.53 | 30 | 28 | 27 | |||||||||
For Tube Invest Of India Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.21
Historical price for 3500 CE is as follows
On 21 Sept TIINDIA was trading at 3329.70. The strike last trading price was 20, which was -14.85 lower than the previous day. The implied volatity was 29.44, the open interest changed by 65 which increased total open position to 664
On 14 Sept TIINDIA was trading at 3231.20. The strike last trading price was 18.9, which was 3 higher than the previous day. The implied volatity was 30.17, the open interest changed by -73 which decreased total open position to 385
On 17 Aug TIINDIA was trading at 3063.60. The strike last trading price was 32.85, which was -101.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 28 which increased total open position to 27
| TIINDIA 30SEP2025 3500 PE | |||||||
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Delta: -0.77
Vega: 1.74
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3329.70 | 167.5 | 29.05 | 31.21 | 12 | -3 | 108 |
| 14 Sept | 3231.20 | 422.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3063.60 | 572.65 | 0 | - | 0 | 0 | 0 |
For Tube Invest Of India Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.77
Historical price for 3500 PE is as follows
On 21 Sept TIINDIA was trading at 3329.70. The strike last trading price was 167.5, which was 29.05 higher than the previous day. The implied volatity was 31.21, the open interest changed by -3 which decreased total open position to 108
On 14 Sept TIINDIA was trading at 3231.20. The strike last trading price was 422.8, 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 TIINDIA was trading at 3063.60. The strike last trading price was 572.65, 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
