TIINDIA
Tube Invest Of India Ltd
Historical option data for TIINDIA
12 Dec 2024 01:14 PM IST
TIINDIA 26DEC2024 3700 CE | ||||||||||
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Delta: 0.50
Vega: 2.88
Theta: -4.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 3678.25 | 104.25 | -8.75 | 37.41 | 262 | -31 | 275 | |||
11 Dec | 3680.20 | 113 | -18.00 | 33.60 | 1,428 | 141 | 299 | |||
10 Dec | 3698.65 | 131 | -14.75 | 39.81 | 117 | 2 | 160 | |||
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9 Dec | 3710.15 | 145.75 | 17.60 | 39.99 | 426 | -10 | 159 | |||
6 Dec | 3680.15 | 128.15 | -46.85 | 36.38 | 185 | 44 | 166 | |||
5 Dec | 3755.05 | 175 | 52.00 | 38.40 | 1,224 | -33 | 122 | |||
4 Dec | 3659.65 | 123 | 14.75 | 37.76 | 232 | 8 | 156 | |||
3 Dec | 3620.15 | 108.25 | 16.25 | 38.75 | 870 | 127 | 146 | |||
2 Dec | 3541.85 | 92 | -23.20 | 39.45 | 40 | 16 | 19 | |||
29 Nov | 3590.55 | 115.2 | 40.11 | 8 | 2 | 2 |
For Tube Invest Of India Ltd - strike price 3700 expiring on 26DEC2024
Delta for 3700 CE is 0.50
Historical price for 3700 CE is as follows
On 12 Dec TIINDIA was trading at 3678.25. The strike last trading price was 104.25, which was -8.75 lower than the previous day. The implied volatity was 37.41, the open interest changed by -31 which decreased total open position to 275
On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 113, which was -18.00 lower than the previous day. The implied volatity was 33.60, the open interest changed by 141 which increased total open position to 299
On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 131, which was -14.75 lower than the previous day. The implied volatity was 39.81, the open interest changed by 2 which increased total open position to 160
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 145.75, which was 17.60 higher than the previous day. The implied volatity was 39.99, the open interest changed by -10 which decreased total open position to 159
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 128.15, which was -46.85 lower than the previous day. The implied volatity was 36.38, the open interest changed by 44 which increased total open position to 166
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 175, which was 52.00 higher than the previous day. The implied volatity was 38.40, the open interest changed by -33 which decreased total open position to 122
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 123, which was 14.75 higher than the previous day. The implied volatity was 37.76, the open interest changed by 8 which increased total open position to 156
On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 108.25, which was 16.25 higher than the previous day. The implied volatity was 38.75, the open interest changed by 127 which increased total open position to 146
On 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 92, which was -23.20 lower than the previous day. The implied volatity was 39.45, the open interest changed by 16 which increased total open position to 19
On 29 Nov TIINDIA was trading at 3590.55. The strike last trading price was 115.2, which was lower than the previous day. The implied volatity was 40.11, the open interest changed by 2 which increased total open position to 2
TIINDIA 26DEC2024 3700 PE | |||||||
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Delta: -0.50
Vega: 2.88
Theta: -3.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 3678.25 | 116.4 | 15.25 | 39.02 | 30 | -15 | 82 |
11 Dec | 3680.20 | 101.15 | -10.85 | 37.75 | 142 | 52 | 96 |
10 Dec | 3698.65 | 112 | -8.05 | 38.90 | 6 | 3 | 44 |
9 Dec | 3710.15 | 120.05 | -16.40 | 42.99 | 51 | -6 | 42 |
6 Dec | 3680.15 | 136.45 | 24.05 | 40.57 | 36 | -2 | 47 |
5 Dec | 3755.05 | 112.4 | -30.15 | 40.88 | 82 | 42 | 48 |
4 Dec | 3659.65 | 142.55 | -12.45 | 36.02 | 5 | 4 | 6 |
3 Dec | 3620.15 | 155 | -88.90 | 31.71 | 2 | 0 | 0 |
2 Dec | 3541.85 | 243.9 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 3590.55 | 243.9 | - | 0 | 0 | 0 |
For Tube Invest Of India Ltd - strike price 3700 expiring on 26DEC2024
Delta for 3700 PE is -0.50
Historical price for 3700 PE is as follows
On 12 Dec TIINDIA was trading at 3678.25. The strike last trading price was 116.4, which was 15.25 higher than the previous day. The implied volatity was 39.02, the open interest changed by -15 which decreased total open position to 82
On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 101.15, which was -10.85 lower than the previous day. The implied volatity was 37.75, the open interest changed by 52 which increased total open position to 96
On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 112, which was -8.05 lower than the previous day. The implied volatity was 38.90, the open interest changed by 3 which increased total open position to 44
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 120.05, which was -16.40 lower than the previous day. The implied volatity was 42.99, the open interest changed by -6 which decreased total open position to 42
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 136.45, which was 24.05 higher than the previous day. The implied volatity was 40.57, the open interest changed by -2 which decreased total open position to 47
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 112.4, which was -30.15 lower than the previous day. The implied volatity was 40.88, the open interest changed by 42 which increased total open position to 48
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 142.55, which was -12.45 lower than the previous day. The implied volatity was 36.02, the open interest changed by 4 which increased total open position to 6
On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 155, which was -88.90 lower than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 243.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TIINDIA was trading at 3590.55. The strike last trading price was 243.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0