INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 345 CE | ||||||||||||||||
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Delta: 0.82
Vega: 0.16
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 14.35 | 1.25 | 23.94 | 508 | 0 | 551 | |||||||||
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| 14 Sept | 361.85 | 19.9 | 6.8 | 21.92 | 1,343 | -373 | 754 | |||||||||
| 17 Aug | 333.00 | 36.4 | 0 | 1.91 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.82
Historical price for 345 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 14.35, which was 1.25 higher than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 551
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 19.9, which was 6.8 higher than the previous day. The implied volatity was 21.92, the open interest changed by -373 which decreased total open position to 754
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 36.4, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 345 PE | |||||||
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Delta: -0.21
Vega: 0.18
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 1.95 | -0.4 | 26.51 | 1,225 | -34 | 488 |
| 14 Sept | 361.85 | 2.1 | -2.1 | 26.60 | 1,834 | 233 | 708 |
| 17 Aug | 333.00 | 14.9 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.21
Historical price for 345 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 1.95, which was -0.4 lower than the previous day. The implied volatity was 26.51, the open interest changed by -34 which decreased total open position to 488
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 2.1, which was -2.1 lower than the previous day. The implied volatity was 26.60, the open interest changed by 233 which increased total open position to 708
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 14.9, 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
