INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 300 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.06
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 58.55 | 3.35 | 63.69 | 3 | -2 | 71 | |||||||||
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| 14 Sept | 361.85 | 60.8 | 5.8 | - | 27 | 9 | 70 | |||||||||
| 17 Aug | 333.00 | 122.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 300 expiring on 30SEP2025
Delta for 300 CE is 0.95
Historical price for 300 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 58.55, which was 3.35 higher than the previous day. The implied volatity was 63.69, the open interest changed by -2 which decreased total open position to 71
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 60.8, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 70
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 122.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 0.1 | -0.1 | 44.68 | 45 | -5 | 490 |
| 14 Sept | 361.85 | 0.25 | 0 | 42.94 | 282 | -70 | 591 |
| 17 Aug | 333.00 | 2.9 | -0.1 | 32.12 | 2 | 1 | 4 |
For Indus Towers Limited - strike price 300 expiring on 30SEP2025
Delta for 300 PE is -0.01
Historical price for 300 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 44.68, the open interest changed by -5 which decreased total open position to 490
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 42.94, the open interest changed by -70 which decreased total open position to 591
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 4
