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[--[65.84.65.76]--]
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 940 CE
Delta: 0.64
Vega: 0.62
Theta: -1.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 31.3 2.2 32.11 1,114 -115 527
14 Sept 927.50 23.6 8.7 33.45 2,523 100 489

For Titagarh Rail Systems Ltd - strike price 940 expiring on 30SEP2025

Delta for 940 CE is 0.64

Historical price for 940 CE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 31.3, which was 2.2 higher than the previous day. The implied volatity was 32.11, the open interest changed by -115 which decreased total open position to 527


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 23.6, which was 8.7 higher than the previous day. The implied volatity was 33.45, the open interest changed by 100 which increased total open position to 489


TITAGARH 30SEP2025 940 PE
Delta: -0.36
Vega: 0.62
Theta: -0.82
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 13.55 -5.7 32.64 354 -33 312
14 Sept 927.50 32.95 -15.05 34.64 87 17 63

For Titagarh Rail Systems Ltd - strike price 940 expiring on 30SEP2025

Delta for 940 PE is -0.36

Historical price for 940 PE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 13.55, which was -5.7 lower than the previous day. The implied volatity was 32.64, the open interest changed by -33 which decreased total open position to 312


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 32.95, which was -15.05 lower than the previous day. The implied volatity was 34.64, the open interest changed by 17 which increased total open position to 63