EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 395 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.14
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 22.5 | -3.55 | 26.50 | 8 | -2 | 116 | |||||||||
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| 14 Sept | 418.55 | 28.1 | -2.85 | 30.45 | 6 | -1 | 116 | |||||||||
| 17 Aug | 374.45 | 20.15 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.88
Historical price for 395 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 22.5, which was -3.55 lower than the previous day. The implied volatity was 26.50, the open interest changed by -2 which decreased total open position to 116
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 28.1, which was -2.85 lower than the previous day. The implied volatity was 30.45, the open interest changed by -1 which decreased total open position to 116
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 30SEP2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.13
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 0.95 | 0.4 | 24.99 | 71 | 9 | 208 |
| 14 Sept | 418.55 | 1.45 | 0.15 | 25.01 | 82 | -24 | 201 |
| 17 Aug | 374.45 | 26.85 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.11
Historical price for 395 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.95, which was 0.4 higher than the previous day. The implied volatity was 24.99, the open interest changed by 9 which increased total open position to 208
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 1.45, which was 0.15 higher than the previous day. The implied volatity was 25.01, the open interest changed by -24 which decreased total open position to 201
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
