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[--[65.84.65.76]--]
TIINDIA
Tube Invest Of India Ltd

3684.95 4.75 (0.13%)

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Historical option data for TIINDIA

12 Dec 2024 10:04 AM IST
TIINDIA 26DEC2024 3750 CE
Delta: 0.44
Vega: 2.88
Theta: -4.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3687.95 86.25 0.00 37.11 1 0 136
11 Dec 3680.20 86.25 -19.50 32.74 99 28 137
10 Dec 3698.65 105.75 -13.80 39.25 42 7 110
9 Dec 3710.15 119.55 11.15 39.52 163 41 104
6 Dec 3680.15 108.4 -36.50 37.28 92 25 63
5 Dec 3755.05 144.9 40.90 37.43 188 32 39
4 Dec 3659.65 104 13.00 38.27 11 1 6
3 Dec 3620.15 91 -33.45 39.14 6 4 4
2 Dec 3541.85 124.45 0.00 4.80 0 0 0
29 Nov 3590.55 124.45 3.77 0 0 0


For Tube Invest Of India Ltd - strike price 3750 expiring on 26DEC2024

Delta for 3750 CE is 0.44

Historical price for 3750 CE is as follows

On 12 Dec TIINDIA was trading at 3687.95. The strike last trading price was 86.25, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by 0 which decreased total open position to 136


On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 86.25, which was -19.50 lower than the previous day. The implied volatity was 32.74, the open interest changed by 28 which increased total open position to 137


On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 105.75, which was -13.80 lower than the previous day. The implied volatity was 39.25, the open interest changed by 7 which increased total open position to 110


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 119.55, which was 11.15 higher than the previous day. The implied volatity was 39.52, the open interest changed by 41 which increased total open position to 104


On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 108.4, which was -36.50 lower than the previous day. The implied volatity was 37.28, the open interest changed by 25 which increased total open position to 63


On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 144.9, which was 40.90 higher than the previous day. The implied volatity was 37.43, the open interest changed by 32 which increased total open position to 39


On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 104, which was 13.00 higher than the previous day. The implied volatity was 38.27, the open interest changed by 1 which increased total open position to 6


On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 91, which was -33.45 lower than the previous day. The implied volatity was 39.14, the open interest changed by 4 which increased total open position to 4


On 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 124.45, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 124.45, which was lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0


TIINDIA 26DEC2024 3750 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3687.95 144.7 0.00 0.00 0 0 0
11 Dec 3680.20 144.7 -4.70 43.70 2 0 14
10 Dec 3698.65 149.4 15.80 42.51 4 0 15
9 Dec 3710.15 133.6 -24.95 39.35 10 2 14
6 Dec 3680.15 158.55 29.75 39.19 6 -1 12
5 Dec 3755.05 128.8 -146.40 38.94 26 12 12
4 Dec 3659.65 275.2 0.00 - 0 0 0
3 Dec 3620.15 275.2 0.00 - 0 0 0
2 Dec 3541.85 275.2 0.00 - 0 0 0
29 Nov 3590.55 275.2 - 0 0 0


For Tube Invest Of India Ltd - strike price 3750 expiring on 26DEC2024

Delta for 3750 PE is 0.00

Historical price for 3750 PE is as follows

On 12 Dec TIINDIA was trading at 3687.95. The strike last trading price was 144.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 144.7, which was -4.70 lower than the previous day. The implied volatity was 43.70, the open interest changed by 0 which decreased total open position to 14


On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 149.4, which was 15.80 higher than the previous day. The implied volatity was 42.51, the open interest changed by 0 which decreased total open position to 15


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 133.6, which was -24.95 lower than the previous day. The implied volatity was 39.35, the open interest changed by 2 which increased total open position to 14


On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 158.55, which was 29.75 higher than the previous day. The implied volatity was 39.19, the open interest changed by -1 which decreased total open position to 12


On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 128.8, which was -146.40 lower than the previous day. The implied volatity was 38.94, the open interest changed by 12 which increased total open position to 12


On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 275.2, 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 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 275.2, 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 2 Dec TIINDIA was trading at 3541.85. The strike last trading price was 275.2, 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 275.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0