TIINDIA
Tube Invest Of India Ltd
Historical option data for TIINDIA
12 Dec 2024 01:04 PM IST
| TIINDIA 26DEC2024 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.63
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3679.80 | 148.05 | -11.25 | 32.96 | 5 | 2 | 57 | |||
| 11 Dec | 3680.20 | 159.3 | -29.60 | 28.21 | 7 | 0 | 53 | |||
| 10 Dec | 3698.65 | 188.9 | -11.00 | 40.26 | 16 | 8 | 53 | |||
| 9 Dec | 3710.15 | 199.9 | 14.95 | 38.44 | 26 | 9 | 45 | |||
| 6 Dec | 3680.15 | 184.95 | -33.40 | 36.90 | 14 | 3 | 39 | |||
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| 5 Dec | 3755.05 | 218.35 | 43.20 | 32.28 | 60 | -3 | 36 | |||
| 4 Dec | 3659.65 | 175.15 | 21.15 | 38.19 | 29 | -13 | 39 | |||
| 3 Dec | 3620.15 | 154 | 23.05 | 38.88 | 344 | 13 | 52 | |||
| 2 Dec | 3541.85 | 130.95 | -29.05 | 39.25 | 62 | 21 | 37 | |||
| 29 Nov | 3590.55 | 160 | 40.56 | 35 | 14 | 14 | ||||
For Tube Invest Of India Ltd - strike price 3600 expiring on 26DEC2024
Delta for 3600 CE is 0.67
Historical price for 3600 CE is as follows
On 12 Dec TIINDIA was trading at 3679.80. The strike last trading price was 148.05, which was -11.25 lower than the previous day. The implied volatity was 32.96, the open interest changed by 2 which increased total open position to 57
On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 159.3, which was -29.60 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 53
On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 188.9, which was -11.00 lower than the previous day. The implied volatity was 40.26, the open interest changed by 8 which increased total open position to 53
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 199.9, which was 14.95 higher than the previous day. The implied volatity was 38.44, the open interest changed by 9 which increased total open position to 45
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 184.95, which was -33.40 lower than the previous day. The implied volatity was 36.90, the open interest changed by 3 which increased total open position to 39
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 218.35, which was 43.20 higher than the previous day. The implied volatity was 32.28, the open interest changed by -3 which decreased total open position to 36
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 175.15, which was 21.15 higher than the previous day. The implied volatity was 38.19, the open interest changed by -13 which decreased total open position to 39
On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 154, which was 23.05 higher than the previous day. The implied volatity was 38.88, the open interest changed by 13 which increased total open position to 52
On 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 130.95, which was -29.05 lower than the previous day. The implied volatity was 39.25, the open interest changed by 21 which increased total open position to 37
On 29 Nov TIINDIA was trading at 3590.55. The strike last trading price was 160, which was lower than the previous day. The implied volatity was 40.56, the open interest changed by 14 which increased total open position to 14
| TIINDIA 26DEC2024 3600 PE | |||||||
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Delta: -0.35
Vega: 2.67
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3679.80 | 64 | 4.80 | 36.59 | 116 | -25 | 56 |
| 11 Dec | 3680.20 | 59.2 | -9.85 | 37.38 | 126 | 37 | 80 |
| 10 Dec | 3698.65 | 69.05 | -2.90 | 38.80 | 22 | 4 | 43 |
| 9 Dec | 3710.15 | 71.95 | -16.15 | 40.81 | 53 | 1 | 40 |
| 6 Dec | 3680.15 | 88.1 | 27.10 | 39.61 | 62 | 8 | 39 |
| 5 Dec | 3755.05 | 61 | -38.05 | 36.70 | 102 | 3 | 32 |
| 4 Dec | 3659.65 | 99.05 | -28.55 | 37.47 | 19 | 10 | 29 |
| 3 Dec | 3620.15 | 127.6 | -24.45 | 39.22 | 29 | 12 | 19 |
| 2 Dec | 3541.85 | 152.05 | -35.25 | 38.21 | 12 | 6 | 6 |
| 29 Nov | 3590.55 | 187.3 | 0.49 | 0 | 0 | 0 | |
For Tube Invest Of India Ltd - strike price 3600 expiring on 26DEC2024
Delta for 3600 PE is -0.35
Historical price for 3600 PE is as follows
On 12 Dec TIINDIA was trading at 3679.80. The strike last trading price was 64, which was 4.80 higher than the previous day. The implied volatity was 36.59, the open interest changed by -25 which decreased total open position to 56
On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 59.2, which was -9.85 lower than the previous day. The implied volatity was 37.38, the open interest changed by 37 which increased total open position to 80
On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 69.05, which was -2.90 lower than the previous day. The implied volatity was 38.80, the open interest changed by 4 which increased total open position to 43
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 71.95, which was -16.15 lower than the previous day. The implied volatity was 40.81, the open interest changed by 1 which increased total open position to 40
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 88.1, which was 27.10 higher than the previous day. The implied volatity was 39.61, the open interest changed by 8 which increased total open position to 39
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 61, which was -38.05 lower than the previous day. The implied volatity was 36.70, the open interest changed by 3 which increased total open position to 32
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 99.05, which was -28.55 lower than the previous day. The implied volatity was 37.47, the open interest changed by 10 which increased total open position to 29
On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 127.6, which was -24.45 lower than the previous day. The implied volatity was 39.22, the open interest changed by 12 which increased total open position to 19
On 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 152.05, which was -35.25 lower than the previous day. The implied volatity was 38.21, the open interest changed by 6 which increased total open position to 6
On 29 Nov TIINDIA was trading at 3590.55. The strike last trading price was 187.3, which was lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
