TIINDIA
Tube Invest Of India Ltd
Historical option data for TIINDIA
12 Dec 2024 10:24 AM IST
| TIINDIA 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 1.56
Theta: -2.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3664.00 | 17.55 | -10.65 | 37.11 | 126 | -12 | 396 | |||
| 11 Dec | 3680.20 | 28.2 | -5.65 | 37.96 | 521 | 101 | 409 | |||
| 10 Dec | 3698.65 | 33.85 | -10.50 | 40.13 | 400 | 63 | 306 | |||
|
|
||||||||||
| 9 Dec | 3710.15 | 44.35 | 8.35 | 41.61 | 1,034 | 40 | 243 | |||
| 6 Dec | 3680.15 | 36 | -20.95 | 37.63 | 441 | 68 | 203 | |||
| 5 Dec | 3755.05 | 56.95 | 23.15 | 38.61 | 1,737 | 38 | 136 | |||
| 4 Dec | 3659.65 | 33.8 | 0.70 | 37.52 | 97 | 10 | 56 | |||
| 3 Dec | 3620.15 | 33.1 | 39.91 | 489 | 45 | 46 | ||||
For Tube Invest Of India Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.13
Historical price for 4000 CE is as follows
On 12 Dec TIINDIA was trading at 3664.00. The strike last trading price was 17.55, which was -10.65 lower than the previous day. The implied volatity was 37.11, the open interest changed by -12 which decreased total open position to 396
On 11 Dec TIINDIA was trading at 3680.20. The strike last trading price was 28.2, which was -5.65 lower than the previous day. The implied volatity was 37.96, the open interest changed by 101 which increased total open position to 409
On 10 Dec TIINDIA was trading at 3698.65. The strike last trading price was 33.85, which was -10.50 lower than the previous day. The implied volatity was 40.13, the open interest changed by 63 which increased total open position to 306
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 44.35, which was 8.35 higher than the previous day. The implied volatity was 41.61, the open interest changed by 40 which increased total open position to 243
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 36, which was -20.95 lower than the previous day. The implied volatity was 37.63, the open interest changed by 68 which increased total open position to 203
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 56.95, which was 23.15 higher than the previous day. The implied volatity was 38.61, the open interest changed by 38 which increased total open position to 136
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 33.8, which was 0.70 higher than the previous day. The implied volatity was 37.52, the open interest changed by 10 which increased total open position to 56
On 3 Dec TIINDIA was trading at 3620.15. The strike last trading price was 33.1, which was lower than the previous day. The implied volatity was 39.91, the open interest changed by 45 which increased total open position to 46
| TIINDIA 26DEC2024 4000 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 | 256.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3680.20 | 256.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3698.65 | 256.45 | 0.00 | 0.00 | 0 | -2 | 0 |
| 9 Dec | 3710.15 | 256.45 | -67.40 | - | 2 | 0 | 6 |
| 6 Dec | 3680.15 | 323.85 | 38.45 | 35.81 | 1 | 0 | 5 |
| 5 Dec | 3755.05 | 285.4 | -172.30 | 39.07 | 6 | 5 | 5 |
| 4 Dec | 3659.65 | 457.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3620.15 | 457.7 | - | 0 | 0 | 0 | |
For Tube Invest Of India Ltd - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is 0.00
Historical price for 4000 PE is as follows
On 12 Dec TIINDIA was trading at 3664.00. The strike last trading price was 256.45, 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 256.45, 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 256.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec TIINDIA was trading at 3710.15. The strike last trading price was 256.45, which was -67.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Dec TIINDIA was trading at 3680.15. The strike last trading price was 323.85, which was 38.45 higher than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 5
On 5 Dec TIINDIA was trading at 3755.05. The strike last trading price was 285.4, which was -172.30 lower than the previous day. The implied volatity was 39.07, the open interest changed by 5 which increased total open position to 5
On 4 Dec TIINDIA was trading at 3659.65. The strike last trading price was 457.7, 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 457.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
