EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.29
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 7.65 | -6.8 | 24.14 | 382 | 68 | 286 | |||||||||
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| 14 Sept | 418.55 | 11.55 | -2.95 | 22.98 | 90 | 12 | 207 | |||||||||
| 17 Aug | 374.45 | 13 | 0 | 7.34 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.54
Historical price for 415 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 7.65, which was -6.8 lower than the previous day. The implied volatity was 24.14, the open interest changed by 68 which increased total open position to 286
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 11.55, which was -2.95 lower than the previous day. The implied volatity was 22.98, the open interest changed by 12 which increased total open position to 207
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 30SEP2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.29
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 6.05 | 3.4 | 23.44 | 492 | -29 | 319 |
| 14 Sept | 418.55 | 5.95 | 1.05 | 22.95 | 243 | -2 | 230 |
| 17 Aug | 374.45 | 39.45 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.46
Historical price for 415 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 6.05, which was 3.4 higher than the previous day. The implied volatity was 23.44, the open interest changed by -29 which decreased total open position to 319
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 5.95, which was 1.05 higher than the previous day. The implied volatity was 22.95, the open interest changed by -2 which decreased total open position to 230
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 39.45, 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
