TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
21 Sep 2025 04:15 PM IST
| TITAGARH 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.13
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 955.35 | 78.55 | 4.55 | 27.50 | 20 | 1 | 75 | |||||||||
| 14 Sept | 927.50 | 59 | 16.8 | 32.00 | 205 | -46 | 118 | |||||||||
| 17 Aug | 810.35 | 152.85 | 0 | 5.44 | 0 | 0 | 0 | |||||||||
For Titagarh Rail Systems Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.96
Historical price for 880 CE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 78.55, which was 4.55 higher than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 75
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 59, which was 16.8 higher than the previous day. The implied volatity was 32.00, the open interest changed by -46 which decreased total open position to 118
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
| TITAGARH 30SEP2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.24
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 955.35 | 2 | -1.45 | 34.84 | 339 | -79 | 233 |
| 14 Sept | 927.50 | 9 | -8 | 34.25 | 402 | 71 | 357 |
| 17 Aug | 810.35 | 79.95 | 0 | - | 0 | 0 | 0 |
For Titagarh Rail Systems Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.08
Historical price for 880 PE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 34.84, the open interest changed by -79 which decreased total open position to 233
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 9, which was -8 lower than the previous day. The implied volatity was 34.25, the open interest changed by 71 which increased total open position to 357
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 79.95, 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
