EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.18
Theta: -0.29
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 414.50 | 18 | -9.15 | 24.76 | 64 | -7 | 610 | |||||||||
| 14 Sept | 418.55 | 22.55 | -3.7 | 24.25 | 82 | -6 | 639 | |||||||||
| 17 Aug | 374.45 | 5.45 | -0.75 | 24.38 | 48 | 23 | 52 | |||||||||
For Exide Industries Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.83
Historical price for 400 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 18, which was -9.15 lower than the previous day. The implied volatity was 24.76, the open interest changed by -7 which decreased total open position to 610
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 22.55, which was -3.7 lower than the previous day. The implied volatity was 24.25, the open interest changed by -6 which decreased total open position to 639
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 5.45, which was -0.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by 23 which increased total open position to 52
| EXIDEIND 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.18
Theta: -0.17
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 1.5 | 0.75 | 23.95 | 299 | -63 | 693 |
| 14 Sept | 418.55 | 2.05 | 0.3 | 24.11 | 514 | -184 | 611 |
| 17 Aug | 374.45 | 28.15 | -5.1 | 28.09 | 4 | 4 | 3 |
For Exide Industries Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.16
Historical price for 400 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 1.5, which was 0.75 higher than the previous day. The implied volatity was 23.95, the open interest changed by -63 which decreased total open position to 693
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 2.05, which was 0.3 higher than the previous day. The implied volatity was 24.11, the open interest changed by -184 which decreased total open position to 611
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 28.15, which was -5.1 lower than the previous day. The implied volatity was 28.09, the open interest changed by 4 which increased total open position to 3
