EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.09
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 414.50 | 0.6 | -0.75 | 29.23 | 530 | 26 | 1,130 | |||||||||
| 14 Sept | 418.55 | 1.3 | -0.6 | 25.01 | 536 | 82 | 962 | |||||||||
For Exide Industries Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.07
Historical price for 450 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 29.23, the open interest changed by 26 which increased total open position to 1130
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 25.01, the open interest changed by 82 which increased total open position to 962
| EXIDEIND 30SEP2025 450 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 | 25.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 418.55 | 30.3 | 2.9 | 23.36 | 12 | 2 | 85 |
For Exide Industries Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 PE is 0.00
Historical price for 450 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 25.5, 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
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 30.3, which was 2.9 higher than the previous day. The implied volatity was 23.36, the open interest changed by 2 which increased total open position to 85
