TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
28 Sep 2025 10:10 PM IST
| TITAGARH 28-OCT-2025 920 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.99
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 879.25 | 22.25 | -12.95 | 34.03 | 136 | 23 | 153 | |||||||||
| 21 Sept | 955.35 | 65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 927.50 | 52.45 | 11.15 | 32.76 | 8 | 0 | 5 | |||||||||
| 17 Aug | 810.35 | 0 | 0 | 6.44 | 0 | 0 | 0 | |||||||||
For Titagarh Rail Systems Ltd - strike price 920 expiring on 28OCT2025
Delta for 920 CE is 0.38
Historical price for 920 CE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 22.25, which was -12.95 lower than the previous day. The implied volatity was 34.03, the open interest changed by 23 which increased total open position to 153
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 65, 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 0
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 52.45, which was 11.15 higher than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 5
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
| TITAGARH 28OCT2025 920 PE | |||||||
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Delta: -0.60
Vega: 1.01
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 879.25 | 58.3 | 11.8 | 38.12 | 57 | -1 | 32 |
| 21 Sept | 955.35 | 30.2 | -0.95 | 40.73 | 2 | 2 | 1 |
| 14 Sept | 927.50 | 126.15 | 0 | 1.75 | 0 | 0 | 0 |
| 17 Aug | 810.35 | 0 | 0 | - | 0 | 0 | 0 |
For Titagarh Rail Systems Ltd - strike price 920 expiring on 28OCT2025
Delta for 920 PE is -0.60
Historical price for 920 PE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 58.3, which was 11.8 higher than the previous day. The implied volatity was 38.12, the open interest changed by -1 which decreased total open position to 32
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 30.2, which was -0.95 lower than the previous day. The implied volatity was 40.73, the open interest changed by 2 which increased total open position to 1
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 126.15, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 17 Aug TITAGARH was trading at 810.35. The strike last trading price was 0, 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
