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

3670.55 -9.65 (-0.26%)

Back to Option Chain


Historical option data for TIINDIA

12 Dec 2024 01:14 PM IST
TIINDIA 26DEC2024 3850 CE
Delta: 0.29
Vega: 2.48
Theta: -3.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3678.25 46.5 -5.50 36.42 1 0 13
11 Dec 3680.20 52 -27.90 33.68 19 -1 12
10 Dec 3698.65 79.9 0.00 0.00 0 11 0
9 Dec 3710.15 79.9 -19.15 39.71 81 9 11
6 Dec 3680.15 99.05 0.00 0.00 0 2 0
5 Dec 3755.05 99.05 5.95 37.09 16 2 2
4 Dec 3659.65 93.1 0.00 4.90 0 0 0
3 Dec 3620.15 93.1 6.01 0 0 0


For Tube Invest Of India Ltd - strike price 3850 expiring on 26DEC2024

Delta for 3850 CE is 0.29

Historical price for 3850 CE is as follows

On 12 Dec TIINDIA was trading at 3678.25. The strike last trading price was 46.5, which was -5.50 lower than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 13


On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 52, which was -27.90 lower than the previous day. The implied volatity was 33.68, the open interest changed by -1 which decreased total open position to 12


On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 79.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 79.9, which was -19.15 lower than the previous day. The implied volatity was 39.71, the open interest changed by 9 which increased total open position to 11


On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 99.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 99.05, which was 5.95 higher than the previous day. The implied volatity was 37.09, the open interest changed by 2 which increased total open position to 2


On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 93.1, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 93.1, which was lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0


TIINDIA 26DEC2024 3850 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3678.25 164 0.00 0.00 0 0 0
11 Dec 3680.20 164 0.00 0.00 0 0 0
10 Dec 3698.65 164 0.00 0.00 0 1 0
9 Dec 3710.15 164 -179.30 29.66 1 0 0
6 Dec 3680.15 343.3 0.00 - 0 0 0
5 Dec 3755.05 343.3 0.00 - 0 0 0
4 Dec 3659.65 343.3 0.00 - 0 0 0
3 Dec 3620.15 343.3 - 0 0 0


For Tube Invest Of India Ltd - strike price 3850 expiring on 26DEC2024

Delta for 3850 PE is 0.00

Historical price for 3850 PE is as follows

On 12 Dec TIINDIA was trading at 3678.25. The strike last trading price was 164, 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 164, 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 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 164, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 164, which was -179.30 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 343.3, 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 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 343.3, 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 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 343.3, 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 343.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0