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

3664 -16.20 (-0.44%)

Back to Option Chain


Historical option data for TIINDIA

12 Dec 2024 10:24 AM IST
TIINDIA 26DEC2024 3900 CE
Delta: 0.22
Vega: 2.12
Theta: -2.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3664.00 31.1 -14.85 36.11 36 8 104
11 Dec 3680.20 45.95 -7.05 36.64 59 6 94
10 Dec 3698.65 53 -16.00 39.02 78 15 89
9 Dec 3710.15 69 12.00 41.43 213 33 74
6 Dec 3680.15 57 -27.05 37.26 51 15 42
5 Dec 3755.05 84.05 30.05 38.00 254 20 28
4 Dec 3659.65 54 4.60 37.52 17 3 8
3 Dec 3620.15 49.4 39.18 24 9 9


For Tube Invest Of India Ltd - strike price 3900 expiring on 26DEC2024

Delta for 3900 CE is 0.22

Historical price for 3900 CE is as follows

On 12 Dec TIINDIA was trading at 3664.00. The strike last trading price was 31.1, which was -14.85 lower than the previous day. The implied volatity was 36.11, the open interest changed by 8 which increased total open position to 104


On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 45.95, which was -7.05 lower than the previous day. The implied volatity was 36.64, the open interest changed by 6 which increased total open position to 94


On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 53, which was -16.00 lower than the previous day. The implied volatity was 39.02, the open interest changed by 15 which increased total open position to 89


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 69, which was 12.00 higher than the previous day. The implied volatity was 41.43, the open interest changed by 33 which increased total open position to 74


On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 57, which was -27.05 lower than the previous day. The implied volatity was 37.26, the open interest changed by 15 which increased total open position to 42


On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 84.05, which was 30.05 higher than the previous day. The implied volatity was 38.00, the open interest changed by 20 which increased total open position to 28


On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 54, which was 4.60 higher than the previous day. The implied volatity was 37.52, the open interest changed by 3 which increased total open position to 8


On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 49.4, which was lower than the previous day. The implied volatity was 39.18, the open interest changed by 9 which increased total open position to 9


TIINDIA 26DEC2024 3900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3664.00 250 0.00 0.00 0 0 0
11 Dec 3680.20 250 0.00 0.00 0 1 0
10 Dec 3698.65 250 45.35 44.20 1 0 1
9 Dec 3710.15 204.65 0.00 0.00 0 0 0
6 Dec 3680.15 204.65 0.00 0.00 0 1 0
5 Dec 3755.05 204.65 -175.40 35.93 4 2 2
4 Dec 3659.65 380.05 0.00 - 0 0 0
3 Dec 3620.15 380.05 - 0 0 0


For Tube Invest Of India Ltd - strike price 3900 expiring on 26DEC2024

Delta for 3900 PE is 0.00

Historical price for 3900 PE is as follows

On 12 Dec TIINDIA was trading at 3664.00. The strike last trading price was 250, 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 250, 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 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 250, which was 45.35 higher than the previous day. The implied volatity was 44.20, the open interest changed by 0 which decreased total open position to 1


On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 204.65, 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 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 204.65, 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 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 204.65, which was -175.40 lower than the previous day. The implied volatity was 35.93, 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 380.05, 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 380.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0