TITAGARH
Titagarh Rail Systems Ltd
Historical option data for TITAGARH
21 Sep 2025 04:15 PM IST
| TITAGARH 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.62
Theta: -1.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 955.35 | 13.7 | 1.15 | 34.34 | 1,339 | 70 | 714 | |||||||||
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| 14 Sept | 927.50 | 10.75 | 4 | 33.98 | 363 | 104 | 198 | |||||||||
For Titagarh Rail Systems Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.36
Historical price for 980 CE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 13.7, which was 1.15 higher than the previous day. The implied volatity was 34.34, the open interest changed by 70 which increased total open position to 714
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 10.75, which was 4 higher than the previous day. The implied volatity was 33.98, the open interest changed by 104 which increased total open position to 198
| TITAGARH 30SEP2025 980 PE | |||||||
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Delta: -0.63
Vega: 0.63
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 955.35 | 36.65 | -8 | 36.18 | 4 | -1 | 21 |
| 14 Sept | 927.50 | 82.5 | 0 | 0.00 | 0 | 0 | 0 |
For Titagarh Rail Systems Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.63
Historical price for 980 PE is as follows
On 21 Sept TITAGARH was trading at 955.35. The strike last trading price was 36.65, which was -8 lower than the previous day. The implied volatity was 36.18, the open interest changed by -1 which decreased total open position to 21
On 14 Sept TITAGARH was trading at 927.50. The strike last trading price was 82.5, 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
