EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Sep 2025 04:12 PM IST
| EXIDEIND 30SEP2025 460 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 414.50 | 0.3 | -0.35 | 31.09 | 86 | 7 | 464 | |||||||||
| 14 Sept | 418.55 | 0.65 | -0.35 | 25.94 | 175 | -27 | 392 | |||||||||
For Exide Industries Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.03
Historical price for 460 CE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 31.09, the open interest changed by 7 which increased total open position to 464
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 25.94, the open interest changed by -27 which decreased total open position to 392
| EXIDEIND 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 414.50 | 38.5 | -1.05 | - | 7 | 3 | 22 |
| 14 Sept | 418.55 | 37.95 | 1.65 | - | 14 | -8 | 16 |
For Exide Industries Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 21 Sept EXIDEIND was trading at 414.50. The strike last trading price was 38.5, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 22
On 14 Sept EXIDEIND was trading at 418.55. The strike last trading price was 37.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 16
