EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
28 Sep 2025 10:08 PM IST
| EXIDEIND 28-OCT-2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.45
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 388.80 | 8.4 | -2.25 | 25.62 | 822 | 202 | 651 | |||||||||
| 21 Sept | 414.50 | 23.95 | -9.55 | 22.32 | 63 | 52 | 66 | |||||||||
| 14 Sept | 418.55 | 33.35 | -2.85 | 33.58 | 1 | 0 | 13 | |||||||||
| 17 Aug | 374.45 | 23.65 | 0 | 3.57 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.41
Historical price for 400 CE is as follows
On 28 Sept EXIDEIND was trading at 388.80. The strike last trading price was 8.4, which was -2.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 202 which increased total open position to 651
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 23.95, which was -9.55 lower than the previous day. The implied volatity was 22.32, the open interest changed by 52 which increased total open position to 66
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 33.35, which was -2.85 lower than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 13
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 23.65, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 28OCT2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.45
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 388.80 | 17.6 | 3 | 28.83 | 275 | 101 | 362 |
| 21 Sept | 414.50 | 5.9 | 2 | 25.41 | 82 | 47 | 99 |
| 14 Sept | 418.55 | 6.15 | 0.75 | 26.19 | 21 | 0 | 32 |
| 17 Aug | 374.45 | 0 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.57
Historical price for 400 PE is as follows
On 28 Sept EXIDEIND was trading at 388.80. The strike last trading price was 17.6, which was 3 higher than the previous day. The implied volatity was 28.83, the open interest changed by 101 which increased total open position to 362
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 5.9, which was 2 higher than the previous day. The implied volatity was 25.41, the open interest changed by 47 which increased total open position to 99
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 6.15, which was 0.75 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 32
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 0, 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
