INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 325 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 33 | 2.2 | 30.00 | 45 | -5 | 130 | |||||||||
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| 14 Sept | 361.85 | 38.25 | 8.25 | - | 118 | -26 | 146 | |||||||||
| 17 Aug | 333.00 | 49.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 325 expiring on 30SEP2025
Delta for 325 CE is 0.97
Historical price for 325 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 33, which was 2.2 higher than the previous day. The implied volatity was 30.00, the open interest changed by -5 which decreased total open position to 130
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 38.25, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 146
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 49.65, 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 325 PE | |||||||
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Delta: -0.05
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 0.4 | -0.05 | 33.48 | 113 | -39 | 422 |
| 14 Sept | 361.85 | 0.55 | -0.45 | 31.61 | 795 | -439 | 467 |
| 17 Aug | 333.00 | 8.35 | 0 | 3.18 | 0 | 0 | 0 |
For Indus Towers Limited - strike price 325 expiring on 30SEP2025
Delta for 325 PE is -0.05
Historical price for 325 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by -39 which decreased total open position to 422
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 31.61, the open interest changed by -439 which decreased total open position to 467
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 8.35, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
