INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
| INDUSTOWER 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.05
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 356.85 | 0.3 | -0.05 | 34.96 | 786 | 104 | 721 | |||||||||
| 14 Sept | 361.85 | 0.7 | 0.25 | 28.45 | 778 | -10 | 571 | |||||||||
| 17 Aug | 333.00 | 2.5 | 0.6 | 37.96 | 1 | 1 | 5 | |||||||||
For Indus Towers Limited - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.04
Historical price for 400 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 34.96, the open interest changed by 104 which increased total open position to 721
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 28.45, the open interest changed by -10 which decreased total open position to 571
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 2.5, which was 0.6 higher than the previous day. The implied volatity was 37.96, the open interest changed by 1 which increased total open position to 5
| INDUSTOWER 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.08
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 356.85 | 42.8 | 0.15 | 42.54 | 101 | 19 | 160 |
| 14 Sept | 361.85 | 37.5 | -7.6 | 34.25 | 93 | -3 | 176 |
| 17 Aug | 333.00 | 60 | 0 | 0.00 | 0 | 0 | 0 |
For Indus Towers Limited - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.93
Historical price for 400 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 42.8, which was 0.15 higher than the previous day. The implied volatity was 42.54, the open interest changed by 19 which increased total open position to 160
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 37.5, which was -7.6 lower than the previous day. The implied volatity was 34.25, the open interest changed by -3 which decreased total open position to 176
On 17 Aug INDUSTOWER was trading at 333.00. The strike last trading price was 60, 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
