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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 960 CE
Delta: 0.50
Vega: 0.66
Theta: -1.14
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 21.5 1.8 33.86 2,923 -112 1,366
14 Sept 927.50 16.05 5.85 33.52 1,625 119 449

For Titagarh Rail Systems Ltd - strike price 960 expiring on 30SEP2025

Delta for 960 CE is 0.50

Historical price for 960 CE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 21.5, which was 1.8 higher than the previous day. The implied volatity was 33.86, the open interest changed by -112 which decreased total open position to 1366


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 16.05, which was 5.85 higher than the previous day. The implied volatity was 33.52, the open interest changed by 119 which increased total open position to 449


TITAGARH 30SEP2025 960 PE
Delta: -0.50
Vega: 0.66
Theta: -0.88
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 955.35 23.25 -5.95 33.69 128 -3 241
14 Sept 927.50 45.7 -17.75 35.30 17 6 23

For Titagarh Rail Systems Ltd - strike price 960 expiring on 30SEP2025

Delta for 960 PE is -0.50

Historical price for 960 PE is as follows

On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 23.25, which was -5.95 lower than the previous day. The implied volatity was 33.69, the open interest changed by -3 which decreased total open position to 241


On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 45.7, which was -17.75 lower than the previous day. The implied volatity was 35.30, the open interest changed by 6 which increased total open position to 23