PHOENIXLTD
The Phoenix Mills Ltd
Historical option data for PHOENIXLTD
21 Sep 2025 04:15 PM IST
| PHOENIXLTD 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.40
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1629.80 | 136.25 | 4.25 | 34.91 | 6 | -3 | 91 | |||||||||
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| 14 Sept | 1560.10 | 75.8 | 1.3 | 23.34 | 16 | -1 | 109 | |||||||||
| 17 Aug | 1430.00 | 34.45 | -8.4 | 26.79 | 40 | 9 | 29 | |||||||||
For The Phoenix Mills Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.92
Historical price for 1500 CE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 136.25, which was 4.25 higher than the previous day. The implied volatity was 34.91, the open interest changed by -3 which decreased total open position to 91
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 75.8, which was 1.3 higher than the previous day. The implied volatity was 23.34, the open interest changed by -1 which decreased total open position to 109
On 17 Aug PHOENIXLTD was trading at 1430.00. The strike last trading price was 34.45, which was -8.4 lower than the previous day. The implied volatity was 26.79, the open interest changed by 9 which increased total open position to 29
| PHOENIXLTD 30SEP2025 1500 PE | |||||||
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Delta: -0.05
Vega: 0.29
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1629.80 | 1.75 | -0.9 | 30.02 | 95 | -15 | 375 |
| 14 Sept | 1560.10 | 14.25 | -2.2 | 28.81 | 72 | -7 | 400 |
| 17 Aug | 1430.00 | 78 | 0 | 0.00 | 0 | 0 | 0 |
For The Phoenix Mills Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.05
Historical price for 1500 PE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 1.75, which was -0.9 lower than the previous day. The implied volatity was 30.02, the open interest changed by -15 which decreased total open position to 375
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 14.25, which was -2.2 lower than the previous day. The implied volatity was 28.81, the open interest changed by -7 which decreased total open position to 400
On 17 Aug PHOENIXLTD was trading at 1430.00. The strike last trading price was 78, 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
