TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
28 Sep 2025 10:10 PM IST
| TITAGARH 28-OCT-2025 900 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.04
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 879.25 | 30 | -13.15 | 33.58 | 286 | 67 | 127 | |||||||||
| 21 Sept | 955.35 | 75.15 | 0.95 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 927.50 | 49.6 | 0.7 | 20.33 | 2 | 0 | 2 | |||||||||
For Titagarh Rail Systems Ltd - strike price 900 expiring on 28OCT2025
Delta for 900 CE is 0.47
Historical price for 900 CE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 30, which was -13.15 lower than the previous day. The implied volatity was 33.58, the open interest changed by 67 which increased total open position to 127
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 75.15, which was 0.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 49.6, which was 0.7 higher than the previous day. The implied volatity was 20.33, the open interest changed by 0 which decreased total open position to 2
| TITAGARH 28OCT2025 900 PE | |||||||
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Delta: -0.52
Vega: 1.04
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 879.25 | 45 | 10.65 | 37.58 | 150 | 9 | 119 |
| 21 Sept | 955.35 | 20 | -3.65 | 37.61 | 35 | 27 | 32 |
| 14 Sept | 927.50 | 108.45 | 0 | 3.28 | 0 | 0 | 0 |
For Titagarh Rail Systems Ltd - strike price 900 expiring on 28OCT2025
Delta for 900 PE is -0.52
Historical price for 900 PE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 45, which was 10.65 higher than the previous day. The implied volatity was 37.58, the open interest changed by 9 which increased total open position to 119
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 20, which was -3.65 lower than the previous day. The implied volatity was 37.61, the open interest changed by 27 which increased total open position to 32
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 108.45, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
