INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 385 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 0.75 | 0 | 30.50 | 816 | 1 | 407 | |||||||||
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| 14 Sept | 361.85 | 1.9 | 0.8 | 26.22 | 363 | 20 | 269 | |||||||||
| 17 Aug | 333.00 | 17.45 | 0 | 10.11 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 385 expiring on 30SEP2025
Delta for 385 CE is 0.09
Historical price for 385 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 407
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 1.9, which was 0.8 higher than the previous day. The implied volatity was 26.22, the open interest changed by 20 which increased total open position to 269
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 17.45, which was 0 lower than the previous day. The implied volatity was 10.11, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 385 PE | |||||||
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Delta: -0.86
Vega: 0.14
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 28.75 | -1.4 | 38.42 | 69 | 9 | 43 |
| 14 Sept | 361.85 | 23.6 | -8.3 | 28.98 | 65 | -4 | 58 |
| 17 Aug | 333.00 | 35.55 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 385 expiring on 30SEP2025
Delta for 385 PE is -0.86
Historical price for 385 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 28.75, which was -1.4 lower than the previous day. The implied volatity was 38.42, the open interest changed by 9 which increased total open position to 43
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 23.6, which was -8.3 lower than the previous day. The implied volatity was 28.98, the open interest changed by -4 which decreased total open position to 58
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 35.55, 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
