EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
03 Dec 2024 04:12 PM IST
| EXIDEIND 26DEC2024 450 CE | ||||||||||
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Delta: 0.61
Vega: 0.44
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 455.55 | 17.4 | 0.50 | 29.04 | 895 | 17 | 1,786 | |||
| 2 Dec | 451.25 | 16.9 | -1.20 | 31.83 | 1,151 | 211 | 1,774 | |||
| 29 Nov | 452.60 | 18.1 | -4.20 | 32.44 | 3,749 | 366 | 1,568 | |||
| 28 Nov | 457.05 | 22.3 | 7.20 | 33.19 | 4,142 | 545 | 1,206 | |||
| 27 Nov | 445.05 | 15.1 | 7.30 | 29.92 | 3,338 | -119 | 661 | |||
| 26 Nov | 425.80 | 7.8 | -1.50 | 32.30 | 368 | 5 | 782 | |||
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| 25 Nov | 428.35 | 9.3 | 2.40 | 31.55 | 1,924 | 703 | 780 | |||
| 22 Nov | 424.05 | 6.9 | 1.30 | 29.13 | 57 | 11 | 88 | |||
| 21 Nov | 415.35 | 5.6 | -1.40 | 31.07 | 33 | 16 | 75 | |||
| 20 Nov | 421.50 | 7 | 0.00 | 31.11 | 62 | 4 | 59 | |||
| 19 Nov | 421.50 | 7 | 1.00 | 31.11 | 62 | 4 | 59 | |||
| 18 Nov | 414.50 | 6 | -1.70 | 31.10 | 22 | 10 | 55 | |||
| 14 Nov | 418.10 | 7.7 | -1.05 | 29.71 | 24 | 7 | 44 | |||
| 13 Nov | 418.45 | 8.75 | -3.25 | 31.36 | 39 | 0 | 37 | |||
| 12 Nov | 431.80 | 12 | -3.00 | 28.88 | 46 | 10 | 36 | |||
| 11 Nov | 436.60 | 15 | -0.50 | 28.93 | 24 | 9 | 26 | |||
| 8 Nov | 437.05 | 15.5 | -7.15 | 30.13 | 13 | 4 | 15 | |||
| 7 Nov | 447.80 | 22.65 | -0.85 | 31.81 | 2 | 0 | 12 | |||
| 6 Nov | 452.20 | 23.5 | 3.65 | 28.26 | 15 | 5 | 12 | |||
| 5 Nov | 443.55 | 19.85 | -5.05 | 30.61 | 7 | 4 | 7 | |||
| 4 Nov | 445.05 | 24.9 | -10.70 | 36.22 | 3 | 2 | 2 | |||
| 1 Nov | 458.95 | 35.6 | - | 0 | 0 | 0 | ||||
For Exide Industries Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is 0.61
Historical price for 450 CE is as follows
On 3 Dec EXIDEIND was trading at 455.55. The strike last trading price was 17.4, which was 0.50 higher than the previous day. The implied volatity was 29.04, the open interest changed by 17 which increased total open position to 1786
On 2 Dec EXIDEIND was trading at 451.25. The strike last trading price was 16.9, which was -1.20 lower than the previous day. The implied volatity was 31.83, the open interest changed by 211 which increased total open position to 1774
On 29 Nov EXIDEIND was trading at 452.60. The strike last trading price was 18.1, which was -4.20 lower than the previous day. The implied volatity was 32.44, the open interest changed by 366 which increased total open position to 1568
On 28 Nov EXIDEIND was trading at 457.05. The strike last trading price was 22.3, which was 7.20 higher than the previous day. The implied volatity was 33.19, the open interest changed by 545 which increased total open position to 1206
On 27 Nov EXIDEIND was trading at 445.05. The strike last trading price was 15.1, which was 7.30 higher than the previous day. The implied volatity was 29.92, the open interest changed by -119 which decreased total open position to 661
On 26 Nov EXIDEIND was trading at 425.80. The strike last trading price was 7.8, which was -1.50 lower than the previous day. The implied volatity was 32.30, the open interest changed by 5 which increased total open position to 782
On 25 Nov EXIDEIND was trading at 428.35. The strike last trading price was 9.3, which was 2.40 higher than the previous day. The implied volatity was 31.55, the open interest changed by 703 which increased total open position to 780
On 22 Nov EXIDEIND was trading at 424.05. The strike last trading price was 6.9, which was 1.30 higher than the previous day. The implied volatity was 29.13, the open interest changed by 11 which increased total open position to 88
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 5.6, which was -1.40 lower than the previous day. The implied volatity was 31.07, the open interest changed by 16 which increased total open position to 75
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 31.11, the open interest changed by 4 which increased total open position to 59
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 31.11, the open interest changed by 4 which increased total open position to 59
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 6, which was -1.70 lower than the previous day. The implied volatity was 31.10, the open interest changed by 10 which increased total open position to 55
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 7.7, which was -1.05 lower than the previous day. The implied volatity was 29.71, the open interest changed by 7 which increased total open position to 44
On 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 8.75, which was -3.25 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 37
On 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 12, which was -3.00 lower than the previous day. The implied volatity was 28.88, the open interest changed by 10 which increased total open position to 36
On 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 15, which was -0.50 lower than the previous day. The implied volatity was 28.93, the open interest changed by 9 which increased total open position to 26
On 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 15.5, which was -7.15 lower than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 15
On 7 Nov EXIDEIND was trading at 447.80. The strike last trading price was 22.65, which was -0.85 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 12
On 6 Nov EXIDEIND was trading at 452.20. The strike last trading price was 23.5, which was 3.65 higher than the previous day. The implied volatity was 28.26, the open interest changed by 5 which increased total open position to 12
On 5 Nov EXIDEIND was trading at 443.55. The strike last trading price was 19.85, which was -5.05 lower than the previous day. The implied volatity was 30.61, the open interest changed by 4 which increased total open position to 7
On 4 Nov EXIDEIND was trading at 445.05. The strike last trading price was 24.9, which was -10.70 lower than the previous day. The implied volatity was 36.22, the open interest changed by 2 which increased total open position to 2
On 1 Nov EXIDEIND was trading at 458.95. The strike last trading price was 35.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| EXIDEIND 26DEC2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.44
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 455.55 | 10.45 | -1.50 | 31.04 | 742 | 73 | 1,056 |
| 2 Dec | 451.25 | 11.95 | -0.90 | 30.51 | 750 | 104 | 983 |
| 29 Nov | 452.60 | 12.85 | 0.75 | 30.80 | 3,462 | 281 | 912 |
| 28 Nov | 457.05 | 12.1 | -5.00 | 33.68 | 1,964 | 414 | 631 |
| 27 Nov | 445.05 | 17.1 | -11.65 | 34.23 | 233 | 45 | 219 |
| 26 Nov | 425.80 | 28.75 | 1.90 | 32.72 | 48 | 15 | 174 |
| 25 Nov | 428.35 | 26.85 | -3.30 | 34.73 | 134 | 122 | 160 |
| 22 Nov | 424.05 | 30.15 | -7.65 | 32.24 | 8 | 5 | 43 |
| 21 Nov | 415.35 | 37.8 | 8.10 | 35.58 | 3 | 0 | 37 |
| 20 Nov | 421.50 | 29.7 | 0.00 | 22.15 | 19 | 15 | 37 |
| 19 Nov | 421.50 | 29.7 | -7.30 | 22.15 | 19 | 15 | 37 |
| 18 Nov | 414.50 | 37 | 1.00 | 31.48 | 3 | 1 | 20 |
| 14 Nov | 418.10 | 36 | 6.30 | 36.45 | 3 | -1 | 18 |
| 13 Nov | 418.45 | 29.7 | 6.40 | 23.65 | 2 | -1 | 19 |
| 12 Nov | 431.80 | 23.3 | 1.30 | 26.89 | 19 | 10 | 21 |
| 11 Nov | 436.60 | 22 | -0.50 | 30.42 | 2 | -1 | 10 |
| 8 Nov | 437.05 | 22.5 | 4.20 | 28.74 | 7 | 4 | 10 |
| 7 Nov | 447.80 | 18.3 | 0.10 | 31.30 | 9 | 4 | 6 |
| 6 Nov | 452.20 | 18.2 | -6.95 | 33.95 | 2 | 0 | 0 |
| 5 Nov | 443.55 | 25.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 445.05 | 25.15 | 25.15 | 0.31 | 0 | 0 | 0 |
| 1 Nov | 458.95 | 0 | 2.94 | 0 | 0 | 0 | |
For Exide Industries Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -0.40
Historical price for 450 PE is as follows
On 3 Dec EXIDEIND was trading at 455.55. The strike last trading price was 10.45, which was -1.50 lower than the previous day. The implied volatity was 31.04, the open interest changed by 73 which increased total open position to 1056
On 2 Dec EXIDEIND was trading at 451.25. The strike last trading price was 11.95, which was -0.90 lower than the previous day. The implied volatity was 30.51, the open interest changed by 104 which increased total open position to 983
On 29 Nov EXIDEIND was trading at 452.60. The strike last trading price was 12.85, which was 0.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by 281 which increased total open position to 912
On 28 Nov EXIDEIND was trading at 457.05. The strike last trading price was 12.1, which was -5.00 lower than the previous day. The implied volatity was 33.68, the open interest changed by 414 which increased total open position to 631
On 27 Nov EXIDEIND was trading at 445.05. The strike last trading price was 17.1, which was -11.65 lower than the previous day. The implied volatity was 34.23, the open interest changed by 45 which increased total open position to 219
On 26 Nov EXIDEIND was trading at 425.80. The strike last trading price was 28.75, which was 1.90 higher than the previous day. The implied volatity was 32.72, the open interest changed by 15 which increased total open position to 174
On 25 Nov EXIDEIND was trading at 428.35. The strike last trading price was 26.85, which was -3.30 lower than the previous day. The implied volatity was 34.73, the open interest changed by 122 which increased total open position to 160
On 22 Nov EXIDEIND was trading at 424.05. The strike last trading price was 30.15, which was -7.65 lower than the previous day. The implied volatity was 32.24, the open interest changed by 5 which increased total open position to 43
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 37.8, which was 8.10 higher than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 37
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 29.7, which was 0.00 lower than the previous day. The implied volatity was 22.15, the open interest changed by 15 which increased total open position to 37
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 29.7, which was -7.30 lower than the previous day. The implied volatity was 22.15, the open interest changed by 15 which increased total open position to 37
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 37, which was 1.00 higher than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 20
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 36, which was 6.30 higher than the previous day. The implied volatity was 36.45, the open interest changed by -1 which decreased total open position to 18
On 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 29.7, which was 6.40 higher than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 19
On 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 23.3, which was 1.30 higher than the previous day. The implied volatity was 26.89, the open interest changed by 10 which increased total open position to 21
On 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 22, which was -0.50 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 10
On 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 22.5, which was 4.20 higher than the previous day. The implied volatity was 28.74, the open interest changed by 4 which increased total open position to 10
On 7 Nov EXIDEIND was trading at 447.80. The strike last trading price was 18.3, which was 0.10 higher than the previous day. The implied volatity was 31.30, the open interest changed by 4 which increased total open position to 6
On 6 Nov EXIDEIND was trading at 452.20. The strike last trading price was 18.2, which was -6.95 lower than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 0
On 5 Nov EXIDEIND was trading at 443.55. The strike last trading price was 25.15, 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 4 Nov EXIDEIND was trading at 445.05. The strike last trading price was 25.15, which was 25.15 higher than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 1 Nov EXIDEIND was trading at 458.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
