EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.12
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 414.50 | 0.8 | -1.05 | 27.80 | 306 | 51 | 367 | |||||||||
| 14 Sept | 418.55 | 1.8 | -0.8 | 24.40 | 221 | 31 | 322 | |||||||||
For Exide Industries Ltd - strike price 445 expiring on 30SEP2025
Delta for 445 CE is 0.09
Historical price for 445 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.8, which was -1.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by 51 which increased total open position to 367
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 1.8, which was -0.8 lower than the previous day. The implied volatity was 24.40, the open interest changed by 31 which increased total open position to 322
| EXIDEIND 30SEP2025 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 20.65 | 1.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 418.55 | 20.65 | 1.05 | 0.00 | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 445 expiring on 30SEP2025
Delta for 445 PE is 0.00
Historical price for 445 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 20.65, which was 1.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 20.65, which was 1.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
