INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 370 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.19
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 2.2 | -0.1 | 26.04 | 7,665 | 164 | 1,969 | |||||||||
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| 14 Sept | 361.85 | 5.1 | 2.2 | 24.13 | 7,262 | 10 | 1,437 | |||||||||
| 17 Aug | 333.00 | 65.7 | 0 | 7.40 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.24
Historical price for 370 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 26.04, the open interest changed by 164 which increased total open position to 1969
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 5.1, which was 2.2 higher than the previous day. The implied volatity was 24.13, the open interest changed by 10 which increased total open position to 1437
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 65.7, which was 0 lower than the previous day. The implied volatity was 7.40, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 370 PE | |||||||
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Delta: -0.72
Vega: 0.21
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 15.25 | -1.05 | 30.86 | 519 | 49 | 457 |
| 14 Sept | 361.85 | 12.5 | -6.1 | 28.07 | 423 | 135 | 206 |
| 17 Aug | 333.00 | 14.45 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.72
Historical price for 370 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 15.25, which was -1.05 lower than the previous day. The implied volatity was 30.86, the open interest changed by 49 which increased total open position to 457
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 12.5, which was -6.1 lower than the previous day. The implied volatity was 28.07, the open interest changed by 135 which increased total open position to 206
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 14.45, 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
