PHOENIXLTD
The Phoenix Mills Ltd
Historical option data for PHOENIXLTD
21 Sep 2025 04:15 PM IST
PHOENIXLTD 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.98
Theta: -1.33
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1629.80 | 45.75 | -2.65 | 23.20 | 384 | -88 | 405 | |||||||||
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14 Sept | 1560.10 | 20.8 | -0.75 | 24.80 | 435 | 73 | 644 |
For The Phoenix Mills Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.70
Historical price for 1600 CE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 45.75, which was -2.65 lower than the previous day. The implied volatity was 23.20, the open interest changed by -88 which decreased total open position to 405
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 20.8, which was -0.75 lower than the previous day. The implied volatity was 24.80, the open interest changed by 73 which increased total open position to 644
PHOENIXLTD 30SEP2025 1600 PE | |||||||
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Delta: -0.30
Vega: 0.98
Theta: -0.92
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1629.80 | 13.05 | -5.95 | 23.62 | 184 | 40 | 210 |
14 Sept | 1560.10 | 58.25 | -4.85 | 28.63 | 10 | 1 | 61 |
For The Phoenix Mills Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.30
Historical price for 1600 PE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 13.05, which was -5.95 lower than the previous day. The implied volatity was 23.62, the open interest changed by 40 which increased total open position to 210
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 58.25, which was -4.85 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 61