INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 355 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.24
Theta: -0.30
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 7.1 | 0.1 | 22.55 | 3,987 | -41 | 482 | |||||||||
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| 14 Sept | 361.85 | 12.15 | 4.5 | 21.83 | 1,985 | -121 | 499 | |||||||||
| 17 Aug | 333.00 | 30.7 | 0 | 4.26 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.59
Historical price for 355 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 22.55, the open interest changed by -41 which decreased total open position to 482
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 12.15, which was 4.5 higher than the previous day. The implied volatity was 21.83, the open interest changed by -121 which decreased total open position to 499
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 30.7, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 355 PE | |||||||
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Delta: -0.42
Vega: 0.24
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 5.25 | -0.7 | 26.76 | 3,040 | 101 | 799 |
| 14 Sept | 361.85 | 4.75 | -3.8 | 26.55 | 2,519 | 270 | 567 |
| 17 Aug | 333.00 | 19.1 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.42
Historical price for 355 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 5.25, which was -0.7 lower than the previous day. The implied volatity was 26.76, the open interest changed by 101 which increased total open position to 799
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 4.75, which was -3.8 lower than the previous day. The implied volatity was 26.55, the open interest changed by 270 which increased total open position to 567
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 19.1, 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
