EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
09 Jan 2026 04:11 PM IST
| EXIDEIND 27-JAN-2026 367.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.20
Theta: -0.15
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 346.45 | 1.75 | -1.35 | 25.50 | 182 | 8 | 144 | |||||||||
| 8 Jan | 352.80 | 3.05 | -2.05 | 24.69 | 312 | 26 | 134 | |||||||||
| 7 Jan | 359.40 | 5.4 | -1.45 | 23.28 | 265 | 41 | 112 | |||||||||
| 6 Jan | 363.80 | 6.75 | -2.35 | 21.55 | 365 | 23 | 72 | |||||||||
| 5 Jan | 367.30 | 8.9 | 0.15 | 22.66 | 136 | 2 | 49 | |||||||||
| 2 Jan | 367.70 | 8.75 | 2.05 | 18.44 | 175 | 10 | 45 | |||||||||
|
|
||||||||||||||||
| 1 Jan | 363.25 | 6.3 | -0.4 | 19.08 | 70 | 14 | 32 | |||||||||
| 31 Dec | 362.20 | 6.6 | -2.8 | 19.73 | 49 | 19 | 19 | |||||||||
For Exide Industries Ltd - strike price 367.5 expiring on 27JAN2026
Delta for 367.5 CE is 0.17
Historical price for 367.5 CE is as follows
On 9 Jan EXIDEIND was trading at 346.45. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 25.50, the open interest changed by 8 which increased total open position to 144
On 8 Jan EXIDEIND was trading at 352.80. The strike last trading price was 3.05, which was -2.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by 26 which increased total open position to 134
On 7 Jan EXIDEIND was trading at 359.40. The strike last trading price was 5.4, which was -1.45 lower than the previous day. The implied volatity was 23.28, the open interest changed by 41 which increased total open position to 112
On 6 Jan EXIDEIND was trading at 363.80. The strike last trading price was 6.75, which was -2.35 lower than the previous day. The implied volatity was 21.55, the open interest changed by 23 which increased total open position to 72
On 5 Jan EXIDEIND was trading at 367.30. The strike last trading price was 8.9, which was 0.15 higher than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 49
On 2 Jan EXIDEIND was trading at 367.70. The strike last trading price was 8.75, which was 2.05 higher than the previous day. The implied volatity was 18.44, the open interest changed by 10 which increased total open position to 45
On 1 Jan EXIDEIND was trading at 363.25. The strike last trading price was 6.3, which was -0.4 lower than the previous day. The implied volatity was 19.08, the open interest changed by 14 which increased total open position to 32
On 31 Dec EXIDEIND was trading at 362.20. The strike last trading price was 6.6, which was -2.8 lower than the previous day. The implied volatity was 19.73, the open interest changed by 19 which increased total open position to 19
| EXIDEIND 27JAN2026 367.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.16
Theta: -0.00
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 346.45 | 20.65 | 3.4 | 21.01 | 4 | -2 | 76 |
| 8 Jan | 352.80 | 17.25 | 5.3 | 27.35 | 3 | -2 | 77 |
| 7 Jan | 359.40 | 11.65 | 2.4 | 25.29 | 68 | 5 | 77 |
| 6 Jan | 363.80 | 9.3 | 2.25 | 24.31 | 165 | 28 | 72 |
| 5 Jan | 367.30 | 6.9 | -10.45 | 21.29 | 307 | 45 | 45 |
| 2 Jan | 367.70 | 17.35 | 0 | 1.13 | 0 | 0 | 0 |
| 1 Jan | 363.25 | 17.35 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 362.20 | 17.35 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 367.5 expiring on 27JAN2026
Delta for 367.5 PE is -0.88
Historical price for 367.5 PE is as follows
On 9 Jan EXIDEIND was trading at 346.45. The strike last trading price was 20.65, which was 3.4 higher than the previous day. The implied volatity was 21.01, the open interest changed by -2 which decreased total open position to 76
On 8 Jan EXIDEIND was trading at 352.80. The strike last trading price was 17.25, which was 5.3 higher than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 77
On 7 Jan EXIDEIND was trading at 359.40. The strike last trading price was 11.65, which was 2.4 higher than the previous day. The implied volatity was 25.29, the open interest changed by 5 which increased total open position to 77
On 6 Jan EXIDEIND was trading at 363.80. The strike last trading price was 9.3, which was 2.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by 28 which increased total open position to 72
On 5 Jan EXIDEIND was trading at 367.30. The strike last trading price was 6.9, which was -10.45 lower than the previous day. The implied volatity was 21.29, the open interest changed by 45 which increased total open position to 45
On 2 Jan EXIDEIND was trading at 367.70. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 1 Jan EXIDEIND was trading at 363.25. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec EXIDEIND was trading at 362.20. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































