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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 920 CE
Delta: 0.78
Vega: 0.49
Theta: -0.87
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 44.5 3.3 30.85 77 -17 237
14 Sept 927.50 33.2 10.75 33.15 4,097 -22 459

For Titagarh Rail Systems Ltd - strike price 920 expiring on 30SEP2025

Delta for 920 CE is 0.78

Historical price for 920 CE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 44.5, which was 3.3 higher than the previous day. The implied volatity was 30.85, the open interest changed by -17 which decreased total open position to 237


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 33.2, which was 10.75 higher than the previous day. The implied volatity was 33.15, the open interest changed by -22 which decreased total open position to 459


TITAGARH 30SEP2025 920 PE
Delta: -0.24
Vega: 0.51
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 7.95 -3.35 33.80 464 37 441
14 Sept 927.50 22.4 -14.6 34.05 332 87 133

For Titagarh Rail Systems Ltd - strike price 920 expiring on 30SEP2025

Delta for 920 PE is -0.24

Historical price for 920 PE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 7.95, which was -3.35 lower than the previous day. The implied volatity was 33.80, the open interest changed by 37 which increased total open position to 441


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 22.4, which was -14.6 lower than the previous day. The implied volatity was 34.05, the open interest changed by 87 which increased total open position to 133