INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.13
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 1.1 | -0.1 | 29.34 | 3,452 | -162 | 1,984 | |||||||||
| 14 Sept | 361.85 | 2.65 | 1.15 | 25.48 | 2,626 | 421 | 1,572 | |||||||||
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| 17 Aug | 333.00 | 2.75 | -2.25 | 30.58 | 2 | 2 | 4 | |||||||||
For Indus Towers Limited - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.12
Historical price for 380 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 29.34, the open interest changed by -162 which decreased total open position to 1984
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 2.65, which was 1.15 higher than the previous day. The implied volatity was 25.48, the open interest changed by 421 which increased total open position to 1572
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was 30.58, the open interest changed by 2 which increased total open position to 4
| INDUSTOWER 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.16
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 24.05 | -1.05 | 35.56 | 127 | -5 | 121 |
| 14 Sept | 361.85 | 19.65 | -7.65 | 28.93 | 210 | -34 | 132 |
| 17 Aug | 333.00 | 23 | 0 | 0.00 | 0 | 0 | 0 |
For Indus Towers Limited - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.83
Historical price for 380 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 24.05, which was -1.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by -5 which decreased total open position to 121
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 19.65, which was -7.65 lower than the previous day. The implied volatity was 28.93, the open interest changed by -34 which decreased total open position to 132
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 23, 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
