[--[65.84.65.76]--]

EXIDEIND

Exide Industries Ltd
346.45 -6.35 (-1.80%)
L: 345.6 H: 353.75

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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