EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.28
Theta: -0.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 5.35 | -5.55 | 24.23 | 1,391 | 223 | 1,004 | |||||||||
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| 14 Sept | 418.55 | 8.85 | -2.55 | 23.12 | 1,172 | 106 | 773 | |||||||||
| 17 Aug | 374.45 | 2.15 | -0.45 | 24.89 | 26 | 4 | 66 | |||||||||
For Exide Industries Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.43
Historical price for 420 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 5.35, which was -5.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by 223 which increased total open position to 1004
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 8.85, which was -2.55 lower than the previous day. The implied volatity was 23.12, the open interest changed by 106 which increased total open position to 773
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by 4 which increased total open position to 66
| EXIDEIND 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.28
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 8.7 | 4.55 | 23.40 | 657 | -62 | 472 |
| 14 Sept | 418.55 | 8.1 | 1.2 | 22.62 | 577 | 57 | 430 |
| 17 Aug | 374.45 | 42.5 | 0.05 | 0.00 | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.58
Historical price for 420 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 8.7, which was 4.55 higher than the previous day. The implied volatity was 23.40, the open interest changed by -62 which decreased total open position to 472
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 8.1, which was 1.2 higher than the previous day. The implied volatity was 22.62, the open interest changed by 57 which increased total open position to 430
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 42.5, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
