INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.08
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 0.6 | 0 | 32.71 | 1,076 | 203 | 577 | |||||||||
| 14 Sept | 361.85 | 1.4 | 0.65 | 27.20 | 884 | 86 | 558 | |||||||||
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| 17 Aug | 333.00 | 53.05 | 0 | 10.93 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.07
Historical price for 390 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 32.71, the open interest changed by 203 which increased total open position to 577
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 1.4, which was 0.65 higher than the previous day. The implied volatity was 27.20, the open interest changed by 86 which increased total open position to 558
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 53.05, which was 0 lower than the previous day. The implied volatity was 10.93, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 30SEP2025 390 PE | |||||||
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Delta: -0.90
Vega: 0.11
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 33.15 | -1.9 | 38.11 | 104 | 11 | 57 |
| 14 Sept | 361.85 | 28.05 | -8.55 | 30.30 | 46 | -2 | 86 |
| 17 Aug | 333.00 | 21.45 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.90
Historical price for 390 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 33.15, which was -1.9 lower than the previous day. The implied volatity was 38.11, the open interest changed by 11 which increased total open position to 57
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 28.05, which was -8.55 lower than the previous day. The implied volatity was 30.30, the open interest changed by -2 which decreased total open position to 86
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 21.45, 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
