TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
21 Sep 2025 04:15 PM IST
| TITAGARH 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.35
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 955.35 | 61.55 | 5.5 | 32.71 | 185 | -27 | 275 | |||||||||
| 14 Sept | 927.50 | 44.6 | 13.4 | 32.10 | 2,235 | -231 | 433 | |||||||||
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| 17 Aug | 810.35 | 14.85 | 0 | 0.00 | 0 | 0 | 16 | |||||||||
For Titagarh Rail Systems Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.87
Historical price for 900 CE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 61.55, which was 5.5 higher than the previous day. The implied volatity was 32.71, the open interest changed by -27 which decreased total open position to 275
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 44.6, which was 13.4 higher than the previous day. The implied volatity was 32.10, the open interest changed by -231 which decreased total open position to 433
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 14.85, 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 16
| TITAGARH 30SEP2025 900 PE | |||||||
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Delta: -0.14
Vega: 0.36
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 955.35 | 4 | -2.4 | 33.86 | 579 | 81 | 606 |
| 14 Sept | 927.50 | 14.6 | -10.9 | 34.08 | 730 | 143 | 305 |
| 17 Aug | 810.35 | 99.5 | 0 | - | 0 | 0 | 0 |
For Titagarh Rail Systems Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.14
Historical price for 900 PE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 4, which was -2.4 lower than the previous day. The implied volatity was 33.86, the open interest changed by 81 which increased total open position to 606
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 14.6, which was -10.9 lower than the previous day. The implied volatity was 34.08, the open interest changed by 143 which increased total open position to 305
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 99.5, 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
