PHOENIXLTD
The Phoenix Mills Ltd
Historical option data for PHOENIXLTD
21 Sep 2025 04:15 PM IST
PHOENIXLTD 30SEP2025 1560 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.88
Vega: 0.58
Theta: -0.98
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 1629.80 | 77.05 | -0.85 | 23.17 | 15 | -3 | 116 | |||||||||
14 Sept | 1560.10 | 36 | -1.6 | 23.35 | 226 | 0 | 283 |
For The Phoenix Mills Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.88
Historical price for 1560 CE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 77.05, which was -0.85 lower than the previous day. The implied volatity was 23.17, the open interest changed by -3 which decreased total open position to 116
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 36, which was -1.6 lower than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 283
PHOENIXLTD 30SEP2025 1560 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.14
Vega: 0.63
Theta: -0.64
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1629.80 | 5.05 | -3.05 | 24.83 | 145 | 26 | 219 |
14 Sept | 1560.10 | 35.15 | -4.85 | 28.10 | 36 | 7 | 107 |
For The Phoenix Mills Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.14
Historical price for 1560 PE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 5.05, which was -3.05 lower than the previous day. The implied volatity was 24.83, the open interest changed by 26 which increased total open position to 219
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 35.15, which was -4.85 lower than the previous day. The implied volatity was 28.10, the open interest changed by 7 which increased total open position to 107