EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.22
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 2.45 | -3.25 | 25.04 | 1,089 | 161 | 1,263 | |||||||||
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| 14 Sept | 418.55 | 4.75 | -1.8 | 23.06 | 1,302 | 29 | 1,048 | |||||||||
| 17 Aug | 374.45 | 1.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Exide Industries Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.24
Historical price for 430 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 2.45, which was -3.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by 161 which increased total open position to 1263
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 4.75, which was -1.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by 29 which increased total open position to 1048
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 30SEP2025 430 PE | |||||||
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Delta: -0.77
Vega: 0.22
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 15.8 | 7 | 24.10 | 103 | -11 | 408 |
| 14 Sept | 418.55 | 13.95 | 1.95 | 22.52 | 137 | -11 | 468 |
| 17 Aug | 374.45 | 51 | 0 | 0.00 | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.77
Historical price for 430 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 15.8, which was 7 higher than the previous day. The implied volatity was 24.10, the open interest changed by -11 which decreased total open position to 408
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 13.95, which was 1.95 higher than the previous day. The implied volatity was 22.52, the open interest changed by -11 which decreased total open position to 468
On 17 Aug EXIDEIND was trading at 374.45. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
