PHOENIXLTD
The Phoenix Mills Ltd
Historical option data for PHOENIXLTD
21 Sep 2025 04:15 PM IST
PHOENIXLTD 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.37
Vega: 1.07
Theta: -1.42
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 1629.80 | 18.2 | -2.35 | 26.09 | 250 | -69 | 210 | |||||||||
14 Sept | 1560.10 | 7.05 | -2.05 | 25.11 | 73 | 11 | 159 |
For The Phoenix Mills Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.37
Historical price for 1660 CE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 18.2, which was -2.35 lower than the previous day. The implied volatity was 26.09, the open interest changed by -69 which decreased total open position to 210
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 7.05, which was -2.05 lower than the previous day. The implied volatity was 25.11, the open interest changed by 11 which increased total open position to 159
PHOENIXLTD 30SEP2025 1660 PE | |||||||
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Delta: -0.63
Vega: 1.06
Theta: -0.94
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1629.80 | 44.35 | -8.25 | 25.57 | 26 | 4 | 14 |
14 Sept | 1560.10 | 107.3 | -1.9 | 33.58 | 2 | 1 | 4 |
For The Phoenix Mills Ltd - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.63
Historical price for 1660 PE is as follows
On 21 Sept PHOENIXLTD was trading at 1629.80. The strike last trading price was 44.35, which was -8.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 4 which increased total open position to 14
On 14 Sept PHOENIXLTD was trading at 1560.10. The strike last trading price was 107.3, which was -1.9 lower than the previous day. The implied volatity was 33.58, the open interest changed by 1 which increased total open position to 4