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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 1640 CE
Delta: 0.47
Vega: 1.13
Theta: -1.56
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1629.80 26.7 -1.25 26.52 605 -114 484
14 Sept 1560.10 10.5 -1.65 25.14 56 -1 107

For The Phoenix Mills Ltd - strike price 1640 expiring on 30SEP2025

Delta for 1640 CE is 0.47

Historical price for 1640 CE is as follows

On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 26.7, which was -1.25 lower than the previous day. The implied volatity was 26.52, the open interest changed by -114 which decreased total open position to 484


On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 10.5, which was -1.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 107


PHOENIXLTD 30SEP2025 1640 PE
Delta: -0.53
Vega: 1.12
Theta: -1.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1629.80 31.75 -6.35 24.99 107 13 64
14 Sept 1560.10 89.15 -15.5 31.06 8 3 32

For The Phoenix Mills Ltd - strike price 1640 expiring on 30SEP2025

Delta for 1640 PE is -0.53

Historical price for 1640 PE is as follows

On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 31.75, which was -6.35 lower than the previous day. The implied volatity was 24.99, the open interest changed by 13 which increased total open position to 64


On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 89.15, which was -15.5 lower than the previous day. The implied volatity was 31.06, the open interest changed by 3 which increased total open position to 32