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PHOENIXLTD
The Phoenix Mills Ltd
1638.3 8.50 (0.52%)

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Historical option data for PHOENIXLTD

21 Sep 2025 04:15 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PHOENIXLTD 30SEP2025 1540 CE
Delta: 0.93
Vega: 0.37
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1629.80 94.9 2.4 22.98 8 -5 169
14 Sept 1560.10 48.75 0.85 24.35 41 4 273

For The Phoenix Mills Ltd - strike price 1540 expiring on 30SEP2025

Delta for 1540 CE is 0.93

Historical price for 1540 CE is as follows

On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 94.9, which was 2.4 higher than the previous day. The implied volatity was 22.98, the open interest changed by -5 which decreased total open position to 169


On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 48.75, which was 0.85 higher than the previous day. The implied volatity was 24.35, the open interest changed by 4 which increased total open position to 273


PHOENIXLTD 30SEP2025 1540 PE
Delta: -0.09
Vega: 0.45
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1629.80 2.95 -2.05 25.38 400 -36 350
14 Sept 1560.10 27.3 -1.7 28.81 16 5 241

For The Phoenix Mills Ltd - strike price 1540 expiring on 30SEP2025

Delta for 1540 PE is -0.09

Historical price for 1540 PE is as follows

On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 2.95, which was -2.05 lower than the previous day. The implied volatity was 25.38, the open interest changed by -36 which decreased total open position to 350


On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 27.3, which was -1.7 lower than the previous day. The implied volatity was 28.81, the open interest changed by 5 which increased total open position to 241