INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 340 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.05
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 18 | 0.3 | 17.10 | 547 | -76 | 957 | |||||||||
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| 14 Sept | 361.85 | 23.85 | 6.7 | 16.75 | 452 | -116 | 1,183 | |||||||||
| 17 Aug | 333.00 | 12 | -2 | 27.66 | 7 | 6 | 14 | |||||||||
For Indus Towers Limited - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.96
Historical price for 340 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 18, which was 0.3 higher than the previous day. The implied volatity was 17.10, the open interest changed by -76 which decreased total open position to 957
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 23.85, which was 6.7 higher than the previous day. The implied volatity was 16.75, the open interest changed by -116 which decreased total open position to 1183
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 27.66, the open interest changed by 6 which increased total open position to 14
| INDUSTOWER 30SEP2025 340 PE | |||||||
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Delta: -0.13
Vega: 0.13
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 1.15 | -0.3 | 27.13 | 1,531 | 31 | 1,031 |
| 14 Sept | 361.85 | 1.5 | -1.4 | 27.83 | 2,507 | -291 | 1,207 |
| 17 Aug | 333.00 | 13.6 | 0 | 0.00 | 0 | 0 | 0 |
For Indus Towers Limited - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.13
Historical price for 340 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 27.13, the open interest changed by 31 which increased total open position to 1031
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 1.5, which was -1.4 lower than the previous day. The implied volatity was 27.83, the open interest changed by -291 which decreased total open position to 1207
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 13.6, 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
