EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 405 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.23
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 13.9 | -9.05 | 23.79 | 45 | 7 | 125 | |||||||||
| 14 Sept | 418.55 | 18.45 | -3.7 | 23.41 | 42 | -15 | 120 | |||||||||
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| 17 Aug | 374.45 | 16.25 | 0 | 5.53 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.76
Historical price for 405 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 13.9, which was -9.05 lower than the previous day. The implied volatity was 23.79, the open interest changed by 7 which increased total open position to 125
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 18.45, which was -3.7 lower than the previous day. The implied volatity was 23.41, the open interest changed by -15 which decreased total open position to 120
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 30SEP2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.23
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 2.5 | 1.4 | 23.65 | 146 | 26 | 179 |
| 14 Sept | 418.55 | 2.95 | 0.4 | 23.56 | 99 | -9 | 177 |
| 17 Aug | 374.45 | 32.85 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.24
Historical price for 405 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 2.5, which was 1.4 higher than the previous day. The implied volatity was 23.65, the open interest changed by 26 which increased total open position to 179
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 2.95, which was 0.4 higher than the previous day. The implied volatity was 23.56, the open interest changed by -9 which decreased total open position to 177
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 32.85, 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
