EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.10
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 26.95 | -10.05 | 26.34 | 21 | -2 | 109 | |||||||||
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| 14 Sept | 418.55 | 31.65 | -3.9 | 27.19 | 17 | -1 | 106 | |||||||||
| 17 Aug | 374.45 | 8.5 | -1.1 | 24.54 | 4 | 2 | 4 | |||||||||
For Exide Industries Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.93
Historical price for 390 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 26.95, which was -10.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by -2 which decreased total open position to 109
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 31.65, which was -3.9 lower than the previous day. The implied volatity was 27.19, the open interest changed by -1 which decreased total open position to 106
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 8.5, which was -1.1 lower than the previous day. The implied volatity was 24.54, the open interest changed by 2 which increased total open position to 4
| EXIDEIND 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.11
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 0.7 | 0.2 | 27.06 | 107 | 1 | 246 |
| 14 Sept | 418.55 | 1 | 0.05 | 25.72 | 76 | -15 | 247 |
| 17 Aug | 374.45 | 21 | 1.05 | 27.23 | 1 | 1 | 4 |
For Exide Industries Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.08
Historical price for 390 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 246
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by -15 which decreased total open position to 247
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 21, which was 1.05 higher than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 4
