EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
21 Nov 2024 04:12 PM IST
| EXIDEIND 28NOV2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.11
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 415.35 | 27.5 | -8.10 | 40.31 | 11 | 0 | 27 | |||
| 20 Nov | 421.50 | 35.6 | 0.00 | 65.10 | 14 | 2 | 26 | |||
| 19 Nov | 421.50 | 35.6 | 8.30 | 65.10 | 14 | 1 | 26 | |||
| 18 Nov | 414.50 | 27.3 | -2.50 | 35.91 | 16 | -2 | 25 | |||
| 14 Nov | 418.10 | 29.8 | -2.95 | - | 41 | 7 | 26 | |||
| 13 Nov | 418.45 | 32.75 | -14.25 | 30.00 | 23 | 3 | 23 | |||
| 12 Nov | 431.80 | 47 | -3.50 | 48.61 | 1 | 0 | 20 | |||
| 11 Nov | 436.60 | 50.5 | -10.40 | 29.61 | 4 | -1 | 21 | |||
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| 8 Nov | 437.05 | 60.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 447.80 | 60.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 452.20 | 60.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 443.55 | 60.9 | 0.35 | 56.52 | 3 | 0 | 19 | |||
| 4 Nov | 445.05 | 60.55 | -30.35 | 46.47 | 25 | 19 | 19 | |||
| 1 Nov | 458.95 | 90.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 455.45 | 90.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 465.25 | 90.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 467.05 | 90.9 | - | 0 | 0 | 0 | ||||
For Exide Industries Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 CE is 0.88
Historical price for 390 CE is as follows
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 27.5, which was -8.10 lower than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 27
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 35.6, which was 0.00 lower than the previous day. The implied volatity was 65.10, the open interest changed by 2 which increased total open position to 26
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 35.6, which was 8.30 higher than the previous day. The implied volatity was 65.10, the open interest changed by 1 which increased total open position to 26
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 27.3, which was -2.50 lower than the previous day. The implied volatity was 35.91, the open interest changed by -2 which decreased total open position to 25
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 29.8, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 26
On 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 32.75, which was -14.25 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 23
On 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 47, which was -3.50 lower than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 20
On 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 50.5, which was -10.40 lower than the previous day. The implied volatity was 29.61, the open interest changed by -1 which decreased total open position to 21
On 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 60.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov EXIDEIND was trading at 447.80. The strike last trading price was 60.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov EXIDEIND was trading at 452.20. The strike last trading price was 60.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov EXIDEIND was trading at 443.55. The strike last trading price was 60.9, which was 0.35 higher than the previous day. The implied volatity was 56.52, the open interest changed by 0 which decreased total open position to 19
On 4 Nov EXIDEIND was trading at 445.05. The strike last trading price was 60.55, which was -30.35 lower than the previous day. The implied volatity was 46.47, the open interest changed by 19 which increased total open position to 19
On 1 Nov EXIDEIND was trading at 458.95. The strike last trading price was 90.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct EXIDEIND was trading at 455.45. The strike last trading price was 90.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct EXIDEIND was trading at 465.25. The strike last trading price was 90.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct EXIDEIND was trading at 467.05. The strike last trading price was 90.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| EXIDEIND 28NOV2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.12
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 415.35 | 1.6 | -0.30 | 42.43 | 658 | 3 | 371 |
| 20 Nov | 421.50 | 1.9 | 0.00 | 43.19 | 627 | 33 | 364 |
| 19 Nov | 421.50 | 1.9 | -0.05 | 43.19 | 627 | 29 | 364 |
| 18 Nov | 414.50 | 1.95 | 0.45 | 37.33 | 658 | 7 | 337 |
| 14 Nov | 418.10 | 1.5 | -0.85 | 33.35 | 1,965 | 81 | 333 |
| 13 Nov | 418.45 | 2.35 | 1.05 | 37.14 | 889 | 66 | 254 |
| 12 Nov | 431.80 | 1.3 | 0.20 | 37.66 | 190 | 35 | 200 |
| 11 Nov | 436.60 | 1.1 | 0.10 | 38.59 | 125 | -3 | 166 |
| 8 Nov | 437.05 | 1 | 0.05 | 33.92 | 103 | 12 | 168 |
| 7 Nov | 447.80 | 0.95 | 0.10 | 38.46 | 42 | 14 | 164 |
| 6 Nov | 452.20 | 0.85 | -0.45 | 38.78 | 144 | -31 | 149 |
| 5 Nov | 443.55 | 1.3 | -1.15 | 37.06 | 799 | -78 | 182 |
| 4 Nov | 445.05 | 2.45 | -1.15 | 43.85 | 1,214 | 244 | 267 |
| 1 Nov | 458.95 | 3.6 | 0.05 | 52.65 | 19 | 1 | 20 |
| 31 Oct | 455.45 | 3.55 | -0.10 | - | 71 | 17 | 26 |
| 30 Oct | 465.25 | 3.65 | -0.65 | - | 12 | 8 | 8 |
| 29 Oct | 467.05 | 4.3 | - | 0 | 0 | 0 | |
For Exide Industries Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 PE is -0.13
Historical price for 390 PE is as follows
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 42.43, the open interest changed by 3 which increased total open position to 371
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 43.19, the open interest changed by 33 which increased total open position to 364
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 43.19, the open interest changed by 29 which increased total open position to 364
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 1.95, which was 0.45 higher than the previous day. The implied volatity was 37.33, the open interest changed by 7 which increased total open position to 337
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 33.35, the open interest changed by 81 which increased total open position to 333
On 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 2.35, which was 1.05 higher than the previous day. The implied volatity was 37.14, the open interest changed by 66 which increased total open position to 254
On 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 37.66, the open interest changed by 35 which increased total open position to 200
On 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 38.59, the open interest changed by -3 which decreased total open position to 166
On 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by 12 which increased total open position to 168
On 7 Nov EXIDEIND was trading at 447.80. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 38.46, the open interest changed by 14 which increased total open position to 164
On 6 Nov EXIDEIND was trading at 452.20. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 38.78, the open interest changed by -31 which decreased total open position to 149
On 5 Nov EXIDEIND was trading at 443.55. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was 37.06, the open interest changed by -78 which decreased total open position to 182
On 4 Nov EXIDEIND was trading at 445.05. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 43.85, the open interest changed by 244 which increased total open position to 267
On 1 Nov EXIDEIND was trading at 458.95. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 52.65, the open interest changed by 1 which increased total open position to 20
On 31 Oct EXIDEIND was trading at 455.45. The strike last trading price was 3.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct EXIDEIND was trading at 465.25. The strike last trading price was 3.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct EXIDEIND was trading at 467.05. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
