EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 455 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 414.50 | 0.45 | -0.4 | 30.54 | 65 | -12 | 111 | |||||||||
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| 14 Sept | 418.55 | 0.95 | -0.45 | 25.64 | 42 | 11 | 155 | |||||||||
For Exide Industries Ltd - strike price 455 expiring on 30SEP2025
Delta for 455 CE is 0.05
Historical price for 455 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 30.54, the open interest changed by -12 which decreased total open position to 111
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 25.64, the open interest changed by 11 which increased total open position to 155
| EXIDEIND 30SEP2025 455 PE | |||||||
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Delta: -0.98
Vega: 0.04
Theta: 0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 38.65 | 5.5 | 25.67 | 5 | 0 | 3 |
| 14 Sept | 418.55 | 33.15 | -37.7 | - | 7 | 3 | 2 |
For Exide Industries Ltd - strike price 455 expiring on 30SEP2025
Delta for 455 PE is -0.98
Historical price for 455 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 38.65, which was 5.5 higher than the previous day. The implied volatity was 25.67, the open interest changed by 0 which decreased total open position to 3
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 33.15, which was -37.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 2
