INOXWIND
Inox Wind Limited
Historical option data for INOXWIND
21 Sep 2025 04:15 PM IST
| INOXWIND 30SEP2025 150 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.10
Theta: -0.12
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 151.34 | 3.75 | 1.1 | 22.23 | 2,934 | -67 | 1,150 | |||||||||
| 14 Sept | 148.92 | 3.9 | 0.3 | 31.34 | 1,007 | 66 | 1,059 | |||||||||
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| 17 Aug | 137.03 | 3.8 | -16.15 | 38.47 | 30 | 11 | 11 | |||||||||
For Inox Wind Limited - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.67
Historical price for 150 CE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 3.75, which was 1.1 higher than the previous day. The implied volatity was 22.23, the open interest changed by -67 which decreased total open position to 1150
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 31.34, the open interest changed by 66 which increased total open position to 1059
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 3.8, which was -16.15 lower than the previous day. The implied volatity was 38.47, the open interest changed by 11 which increased total open position to 11
| INOXWIND 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.10
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 151.34 | 1.65 | -1.55 | 25.86 | 771 | 0 | 326 |
| 14 Sept | 148.92 | 4.35 | -0.05 | 31.10 | 157 | 38 | 247 |
| 17 Aug | 137.03 | 12.1 | 0 | - | 0 | 0 | 0 |
For Inox Wind Limited - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.35
Historical price for 150 PE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 1.65, which was -1.55 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 326
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 4.35, which was -0.05 lower than the previous day. The implied volatity was 31.10, the open interest changed by 38 which increased total open position to 247
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 12.1, 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
