INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 395 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 356.85 | 0.4 | -0.05 | 33.48 | 158 | 17 | 157 | |||||||||
| 14 Sept | 361.85 | 0.95 | 0.35 | 27.53 | 175 | 52 | 103 | |||||||||
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| 17 Aug | 333.00 | 14.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.05
Historical price for 395 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by 17 which increased total open position to 157
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 27.53, the open interest changed by 52 which increased total open position to 103
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 14.2, 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
| INDUSTOWER 30SEP2025 395 PE | |||||||
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Delta: -0.90
Vega: 0.11
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 38.3 | -1.95 | 43.68 | 58 | 15 | 43 |
| 14 Sept | 361.85 | 33.3 | -11.6 | 35.33 | 63 | 8 | 43 |
| 17 Aug | 333.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Indus Towers Limited - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.90
Historical price for 395 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 38.3, which was -1.95 lower than the previous day. The implied volatity was 43.68, the open interest changed by 15 which increased total open position to 43
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 33.3, which was -11.6 lower than the previous day. The implied volatity was 35.33, the open interest changed by 8 which increased total open position to 43
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 0, 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
