INOXWIND
Inox Wind Limited
Historical option data for INOXWIND
21 Sep 2025 04:15 PM IST
| INOXWIND 30SEP2025 145 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.04
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 151.34 | 7.65 | 2 | 21.12 | 329 | -40 | 227 | |||||||||
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| 14 Sept | 148.92 | 6.75 | 0.2 | 31.74 | 52 | -1 | 444 | |||||||||
| 17 Aug | 137.03 | 5.1 | 0.05 | 36.96 | 24 | -1 | 14 | |||||||||
For Inox Wind Limited - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.92
Historical price for 145 CE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 7.65, which was 2 higher than the previous day. The implied volatity was 21.12, the open interest changed by -40 which decreased total open position to 227
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 6.75, which was 0.2 higher than the previous day. The implied volatity was 31.74, the open interest changed by -1 which decreased total open position to 444
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 5.1, which was 0.05 higher than the previous day. The implied volatity was 36.96, the open interest changed by -1 which decreased total open position to 14
| INOXWIND 30SEP2025 145 PE | |||||||
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Delta: -0.13
Vega: 0.06
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 151.34 | 0.45 | -0.8 | 26.02 | 461 | 15 | 265 |
| 14 Sept | 148.92 | 2.15 | 0 | 30.84 | 94 | 8 | 276 |
| 17 Aug | 137.03 | 9 | 0 | 0.00 | 0 | 0 | 0 |
For Inox Wind Limited - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.13
Historical price for 145 PE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 0.45, which was -0.8 lower than the previous day. The implied volatity was 26.02, the open interest changed by 15 which increased total open position to 265
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 30.84, the open interest changed by 8 which increased total open position to 276
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 9, 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
