PHOENIXLTD
The Phoenix Mills Ltd
Historical option data for PHOENIXLTD
21 Sep 2025 04:15 PM IST
PHOENIXLTD 30SEP2025 1620 CE | ||||||||||||||||
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Delta: 0.58
Vega: 1.10
Theta: -1.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1629.80 | 36.4 | -1.05 | 26.13 | 418 | -55 | 269 | |||||||||
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14 Sept | 1560.10 | 14.6 | -1.85 | 24.68 | 74 | 35 | 183 |
For The Phoenix Mills Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.58
Historical price for 1620 CE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 36.4, which was -1.05 lower than the previous day. The implied volatity was 26.13, the open interest changed by -55 which decreased total open position to 269
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 14.6, which was -1.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by 35 which increased total open position to 183
PHOENIXLTD 30SEP2025 1620 PE | |||||||
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Delta: -0.42
Vega: 1.10
Theta: -1.07
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1629.80 | 22.1 | -5.2 | 25.11 | 198 | 9 | 75 |
14 Sept | 1560.10 | 84 | 0 | 0.00 | 0 | 0 | 0 |
For The Phoenix Mills Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.42
Historical price for 1620 PE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 22.1, which was -5.2 lower than the previous day. The implied volatity was 25.11, the open interest changed by 9 which increased total open position to 75
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 84, 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