EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 28OCT2025 420 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.54
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 13 | -6 | 24.36 | 140 | 83 | 155 | |||||||||
| 14 Sept | 418.55 | 17.25 | -2.3 | 25.89 | 10 | 8 | 22 | |||||||||
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| 17 Aug | 374.45 | 16.6 | 0 | 5.88 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 420 expiring on 28OCT2025
Delta for 420 CE is 0.51
Historical price for 420 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 13, which was -6 lower than the previous day. The implied volatity was 24.36, the open interest changed by 83 which increased total open position to 155
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 17.25, which was -2.3 lower than the previous day. The implied volatity was 25.89, the open interest changed by 8 which increased total open position to 22
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 16.6, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 28OCT2025 420 PE | |||||||
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Delta: -0.49
Vega: 0.54
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 14.25 | 4.65 | 25.96 | 53 | 20 | 69 |
| 14 Sept | 418.55 | 13 | 1.5 | 25.14 | 1 | 1 | 1 |
| 17 Aug | 374.45 | 0 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 420 expiring on 28OCT2025
Delta for 420 PE is -0.49
Historical price for 420 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 14.25, which was 4.65 higher than the previous day. The implied volatity was 25.96, the open interest changed by 20 which increased total open position to 69
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 13, which was 1.5 higher than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 1
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
