INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 360 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.24
Theta: -0.31
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 4.8 | -0.1 | 24.30 | 11,785 | 474 | 2,366 | |||||||||
| 14 Sept | 361.85 | 9.3 | 3.65 | 22.76 | 7,927 | -291 | 1,729 | |||||||||
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| 17 Aug | 333.00 | 8.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.44
Historical price for 360 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 4.8, which was -0.1 lower than the previous day. The implied volatity was 24.30, the open interest changed by 474 which increased total open position to 2366
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 9.3, which was 3.65 higher than the previous day. The implied volatity was 22.76, the open interest changed by -291 which decreased total open position to 1729
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 8.75, 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
| INDUSTOWER 30SEP2025 360 PE | |||||||
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Delta: -0.54
Vega: 0.25
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 8.25 | -0.55 | 28.82 | 2,358 | -18 | 1,155 |
| 14 Sept | 361.85 | 6.7 | -4.8 | 26.50 | 3,526 | 457 | 870 |
| 17 Aug | 333.00 | 29 | 0.25 | 31.17 | 1 | 1 | 2 |
For Indus Towers Limited - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.54
Historical price for 360 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 8.25, which was -0.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by -18 which decreased total open position to 1155
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 6.7, which was -4.8 lower than the previous day. The implied volatity was 26.50, the open interest changed by 457 which increased total open position to 870
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 29, which was 0.25 higher than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 2
