TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
28 Sep 2025 10:10 PM IST
| TITAGARH 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.18
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 879.25 | 1.7 | -5.1 | 33.84 | 1,874 | -52 | 597 | |||||||||
| 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 0.11
Historical price for 920 CE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 1.7, which was -5.1 lower than the previous day. The implied volatity was 33.84, the open interest changed by -52 which decreased total open position to 597
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1.00
Vega: 0.01
Theta: 0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 879.25 | 39 | 16.45 | 14.46 | 147 | -58 | 174 |
| 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 -1.00
Historical price for 920 PE is as follows
On 28 Sept TITAGARH was trading at 879.25. The strike last trading price was 39, which was 16.45 higher than the previous day. The implied volatity was 14.46, the open interest changed by -58 which decreased total open position to 174
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
