INOXWIND
Inox Wind Limited
Historical option data for INOXWIND
21 Sep 2025 04:15 PM IST
| INOXWIND 30SEP2025 160 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.06
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 151.34 | 0.6 | 0.15 | 27.41 | 1,691 | 150 | 842 | |||||||||
| 14 Sept | 148.92 | 0.95 | -0.1 | 31.49 | 929 | -64 | 802 | |||||||||
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| 17 Aug | 137.03 | 15.2 | 0 | 11.15 | 0 | 0 | 0 | |||||||||
For Inox Wind Limited - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.16
Historical price for 160 CE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 27.41, the open interest changed by 150 which increased total open position to 842
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 31.49, the open interest changed by -64 which decreased total open position to 802
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 11.15, the open interest changed by 0 which decreased total open position to 0
| INOXWIND 30SEP2025 160 PE | |||||||
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Delta: -0.75
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 151.34 | 9 | -1.95 | 39.11 | 73 | -7 | 60 |
| 14 Sept | 148.92 | 11.9 | 0 | 37.14 | 4 | 1 | 80 |
| 17 Aug | 137.03 | 13 | 0 | 0.00 | 0 | 0 | 0 |
For Inox Wind Limited - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.75
Historical price for 160 PE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 9, which was -1.95 lower than the previous day. The implied volatity was 39.11, the open interest changed by -7 which decreased total open position to 60
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 37.14, the open interest changed by 1 which increased total open position to 80
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 13, 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
