INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.22
Theta: -0.28
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 3.25 | -0.05 | 24.69 | 4,895 | -8 | 1,150 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 361.85 | 7.1 | 3.05 | 23.93 | 5,514 | 166 | 629 | |||||||||
| 17 Aug | 333.00 | 25.65 | 0 | 6.40 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.33
Historical price for 365 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by -8 which decreased total open position to 1150
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 7.1, which was 3.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by 166 which increased total open position to 629
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.23
Theta: -0.24
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 11.35 | -1.1 | 29.07 | 860 | -21 | 230 |
| 14 Sept | 361.85 | 9.4 | -5.6 | 27.35 | 781 | 116 | 200 |
| 17 Aug | 333.00 | 23.95 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.64
Historical price for 365 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 11.35, which was -1.1 lower than the previous day. The implied volatity was 29.07, the open interest changed by -21 which decreased total open position to 230
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 9.4, which was -5.6 lower than the previous day. The implied volatity was 27.35, the open interest changed by 116 which increased total open position to 200
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 23.95, 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
