INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.20
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 356.85 | 10.1 | 0.3 | 21.56 | 2,996 | 8 | 1,661 | |||||||||
| 14 Sept | 361.85 | 15.6 | 5.45 | 20.94 | 2,634 | -511 | 1,663 | |||||||||
| 17 Aug | 333.00 | 9.45 | -1.05 | 30.57 | 10 | 6 | 13 | |||||||||
For Indus Towers Limited - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.73
Historical price for 350 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 10.1, which was 0.3 higher than the previous day. The implied volatity was 21.56, the open interest changed by 8 which increased total open position to 1661
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 15.6, which was 5.45 higher than the previous day. The implied volatity was 20.94, the open interest changed by -511 which decreased total open position to 1663
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 9.45, which was -1.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 6 which increased total open position to 13
| INDUSTOWER 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.22
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 3.3 | -0.5 | 25.83 | 4,387 | -80 | 1,608 |
| 14 Sept | 361.85 | 3.15 | -3 | 26.26 | 4,261 | 329 | 1,676 |
| 17 Aug | 333.00 | 22 | 3.4 | 30.85 | 1 | 1 | 6 |
For Indus Towers Limited - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.31
Historical price for 350 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 25.83, the open interest changed by -80 which decreased total open position to 1608
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 3.15, which was -3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 329 which increased total open position to 1676
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 22, which was 3.4 higher than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 6
