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TITAGARH
Titagarh Rail Systems Ltd
933.9 -21.45 (-2.25%)

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Historical option data for TITAGARH

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TITAGARH 30SEP2025 1000 CE
Delta: 0.25
Vega: 0.52
Theta: -0.88
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 8.15 0.5 34.50 2,015 14 1,160
14 Sept 927.50 6.95 2.5 34.31 1,594 61 598

For Titagarh Rail Systems Ltd - strike price 1000 expiring on 30SEP2025

Delta for 1000 CE is 0.25

Historical price for 1000 CE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 8.15, which was 0.5 higher than the previous day. The implied volatity was 34.50, the open interest changed by 14 which increased total open position to 1160


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 6.95, which was 2.5 higher than the previous day. The implied volatity was 34.31, the open interest changed by 61 which increased total open position to 598


TITAGARH 30SEP2025 1000 PE
Delta: -0.68
Vega: 0.59
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 57.8 -3.7 48.53 3 -1 26
14 Sept 927.50 76.6 -18.55 37.07 10 4 27

For Titagarh Rail Systems Ltd - strike price 1000 expiring on 30SEP2025

Delta for 1000 PE is -0.68

Historical price for 1000 PE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 57.8, which was -3.7 lower than the previous day. The implied volatity was 48.53, the open interest changed by -1 which decreased total open position to 26


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 76.6, which was -18.55 lower than the previous day. The implied volatity was 37.07, the open interest changed by 4 which increased total open position to 27