EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.26
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 414.50 | 3.6 | -4.4 | 24.36 | 748 | 127 | 811 | |||||||||
| 14 Sept | 418.55 | 6.6 | -2.1 | 23.09 | 1,893 | 186 | 883 | |||||||||
| 17 Aug | 374.45 | 10.25 | 0 | 8.99 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 CE is 0.32
Historical price for 425 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 3.6, which was -4.4 lower than the previous day. The implied volatity was 24.36, the open interest changed by 127 which increased total open position to 811
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 6.6, which was -2.1 lower than the previous day. The implied volatity was 23.09, the open interest changed by 186 which increased total open position to 883
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 30SEP2025 425 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.26
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 12 | 5.9 | 23.69 | 177 | -29 | 193 |
| 14 Sept | 418.55 | 10.95 | 1.65 | 23.06 | 416 | 46 | 223 |
| 17 Aug | 374.45 | 46.65 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 PE is -0.68
Historical price for 425 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 12, which was 5.9 higher than the previous day. The implied volatity was 23.69, the open interest changed by -29 which decreased total open position to 193
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 10.95, which was 1.65 higher than the previous day. The implied volatity was 23.06, the open interest changed by 46 which increased total open position to 223
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 46.65, 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
