INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Sep 2025 04:13 PM IST
INDUSTOWER 30SEP2025 410 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 356.85 | 0.2 | -0.1 | 38.58 | 164 | 26 | 220 | |||||||||
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14 Sept | 361.85 | 0.4 | 0.1 | 30.44 | 109 | 8 | 207 |
For Indus Towers Limited - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.02
Historical price for 410 CE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 38.58, the open interest changed by 26 which increased total open position to 220
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 30.44, the open interest changed by 8 which increased total open position to 207
INDUSTOWER 30SEP2025 410 PE | |||||||
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Delta: -0.90
Vega: 0.10
Theta: -0.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 356.85 | 53.5 | -0.35 | 57.66 | 17 | 1 | 75 |
14 Sept | 361.85 | 49.3 | -7.35 | 51.33 | 17 | 1 | 81 |
For Indus Towers Limited - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.90
Historical price for 410 PE is as follows
On 21 Sept INDUSTOWER was trading at 356.85. The strike last trading price was 53.5, which was -0.35 lower than the previous day. The implied volatity was 57.66, the open interest changed by 1 which increased total open position to 75
On 14 Sept INDUSTOWER was trading at 361.85. The strike last trading price was 49.3, which was -7.35 lower than the previous day. The implied volatity was 51.33, the open interest changed by 1 which increased total open position to 81