EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 380 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.00
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 36.3 | -10.8 | 18.13 | 10 | -1 | 73 | |||||||||
| 14 Sept | 418.55 | 41 | -5.2 | 29.00 | 7 | -2 | 78 | |||||||||
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| 17 Aug | 374.45 | 12.25 | -1.25 | 23.99 | 14 | 9 | 36 | |||||||||
For Exide Industries Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 1.00
Historical price for 380 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 36.3, which was -10.8 lower than the previous day. The implied volatity was 18.13, the open interest changed by -1 which decreased total open position to 73
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 41, which was -5.2 lower than the previous day. The implied volatity was 29.00, the open interest changed by -2 which decreased total open position to 78
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 12.25, which was -1.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by 9 which increased total open position to 36
| EXIDEIND 30SEP2025 380 PE | |||||||
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Delta: -0.05
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 0.45 | 0.1 | 31.89 | 22 | -6 | 299 |
| 14 Sept | 418.55 | 0.65 | 0.05 | 29.18 | 42 | -4 | 333 |
| 17 Aug | 374.45 | 15.3 | 0.8 | 27.38 | 2 | 0 | 16 |
For Exide Industries Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.05
Historical price for 380 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 31.89, the open interest changed by -6 which decreased total open position to 299
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 29.18, the open interest changed by -4 which decreased total open position to 333
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 15.3, which was 0.8 higher than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 16
