EXIDEIND
Exide Industries Ltd
Historical option data for EXIDEIND
20 Dec 2024 04:12 PM IST
EXIDEIND 26DEC2024 470 CE | ||||||||||
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Delta: 0.07
Vega: 0.08
Theta: -0.37
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 426.30 | 1 | -0.60 | 57.87 | 7,847 | 264 | 2,841 | |||
19 Dec | 439.70 | 1.6 | -1.00 | 40.13 | 1,816 | 64 | 2,580 | |||
18 Dec | 444.70 | 2.6 | -1.10 | 39.28 | 2,282 | 202 | 2,531 | |||
17 Dec | 451.10 | 3.7 | -3.80 | 36.78 | 3,810 | 420 | 2,349 | |||
16 Dec | 459.55 | 7.5 | 2.85 | 33.96 | 2,621 | 11 | 1,964 | |||
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13 Dec | 455.15 | 4.65 | -3.85 | 27.74 | 2,975 | 120 | 1,957 | |||
12 Dec | 461.50 | 8.5 | -2.50 | 32.26 | 4,860 | 254 | 1,829 | |||
11 Dec | 468.10 | 11 | 0.55 | 28.75 | 2,286 | 3 | 1,573 | |||
10 Dec | 464.70 | 10.45 | -0.85 | 29.41 | 1,771 | 80 | 1,588 | |||
9 Dec | 467.00 | 11.3 | 0.85 | 29.09 | 5,190 | 277 | 1,508 | |||
6 Dec | 462.70 | 10.45 | 3.00 | 29.40 | 3,899 | 338 | 1,255 | |||
5 Dec | 453.45 | 7.45 | -0.65 | 29.54 | 546 | 17 | 918 | |||
4 Dec | 454.70 | 8.1 | -0.15 | 30.18 | 1,283 | 113 | 904 | |||
3 Dec | 455.55 | 8.25 | -0.05 | 29.08 | 832 | 64 | 793 | |||
2 Dec | 451.25 | 8.3 | -1.25 | 31.48 | 860 | 30 | 725 | |||
29 Nov | 452.60 | 9.55 | -3.20 | 32.36 | 2,483 | 176 | 698 | |||
28 Nov | 457.05 | 12.75 | 5.05 | 33.42 | 2,653 | 324 | 523 | |||
27 Nov | 445.05 | 7.7 | 4.10 | 30.42 | 635 | 89 | 200 | |||
26 Nov | 425.80 | 3.6 | -0.75 | 32.49 | 81 | 12 | 111 | |||
25 Nov | 428.35 | 4.35 | 1.35 | 31.54 | 176 | 82 | 98 | |||
22 Nov | 424.05 | 3 | 0.50 | 29.24 | 17 | 6 | 22 | |||
21 Nov | 415.35 | 2.5 | -0.65 | 31.25 | 8 | 0 | 15 | |||
20 Nov | 421.50 | 3.15 | 0.00 | 30.76 | 19 | 15 | 15 | |||
19 Nov | 421.50 | 3.15 | -23.15 | 30.76 | 19 | 15 | 15 | |||
18 Nov | 414.50 | 26.3 | 0.00 | 9.87 | 0 | 0 | 0 | |||
14 Nov | 418.10 | 26.3 | 0.00 | 8.43 | 0 | 0 | 0 | |||
13 Nov | 418.45 | 26.3 | 0.00 | 8.23 | 0 | 0 | 0 | |||
12 Nov | 431.80 | 26.3 | 0.00 | 6.08 | 0 | 0 | 0 | |||
11 Nov | 436.60 | 26.3 | 0.00 | 4.87 | 0 | 0 | 0 | |||
8 Nov | 437.05 | 26.3 | 0.00 | 5.04 | 0 | 0 | 0 | |||
7 Nov | 447.80 | 26.3 | 0.00 | 2.82 | 0 | 0 | 0 | |||
6 Nov | 452.20 | 26.3 | 0.00 | 2.00 | 0 | 0 | 0 | |||
5 Nov | 443.55 | 26.3 | 0.00 | 3.72 | 0 | 0 | 0 | |||
4 Nov | 445.05 | 26.3 | 26.30 | 3.26 | 0 | 0 | 0 | |||
1 Nov | 458.95 | 0 | 0.54 | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.07
Historical price for 470 CE is as follows
On 20 Dec EXIDEIND was trading at 426.30. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 57.87, the open interest changed by 264 which increased total open position to 2841
On 19 Dec EXIDEIND was trading at 439.70. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 40.13, the open interest changed by 64 which increased total open position to 2580
On 18 Dec EXIDEIND was trading at 444.70. The strike last trading price was 2.6, which was -1.10 lower than the previous day. The implied volatity was 39.28, the open interest changed by 202 which increased total open position to 2531
On 17 Dec EXIDEIND was trading at 451.10. The strike last trading price was 3.7, which was -3.80 lower than the previous day. The implied volatity was 36.78, the open interest changed by 420 which increased total open position to 2349
On 16 Dec EXIDEIND was trading at 459.55. The strike last trading price was 7.5, which was 2.85 higher than the previous day. The implied volatity was 33.96, the open interest changed by 11 which increased total open position to 1964
On 13 Dec EXIDEIND was trading at 455.15. The strike last trading price was 4.65, which was -3.85 lower than the previous day. The implied volatity was 27.74, the open interest changed by 120 which increased total open position to 1957
On 12 Dec EXIDEIND was trading at 461.50. The strike last trading price was 8.5, which was -2.50 lower than the previous day. The implied volatity was 32.26, the open interest changed by 254 which increased total open position to 1829
On 11 Dec EXIDEIND was trading at 468.10. The strike last trading price was 11, which was 0.55 higher than the previous day. The implied volatity was 28.75, the open interest changed by 3 which increased total open position to 1573
On 10 Dec EXIDEIND was trading at 464.70. The strike last trading price was 10.45, which was -0.85 lower than the previous day. The implied volatity was 29.41, the open interest changed by 80 which increased total open position to 1588
On 9 Dec EXIDEIND was trading at 467.00. The strike last trading price was 11.3, which was 0.85 higher than the previous day. The implied volatity was 29.09, the open interest changed by 277 which increased total open position to 1508
On 6 Dec EXIDEIND was trading at 462.70. The strike last trading price was 10.45, which was 3.00 higher than the previous day. The implied volatity was 29.40, the open interest changed by 338 which increased total open position to 1255
On 5 Dec EXIDEIND was trading at 453.45. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by 17 which increased total open position to 918
On 4 Dec EXIDEIND was trading at 454.70. The strike last trading price was 8.1, which was -0.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by 113 which increased total open position to 904
On 3 Dec EXIDEIND was trading at 455.55. The strike last trading price was 8.25, which was -0.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 64 which increased total open position to 793
On 2 Dec EXIDEIND was trading at 451.25. The strike last trading price was 8.3, which was -1.25 lower than the previous day. The implied volatity was 31.48, the open interest changed by 30 which increased total open position to 725
On 29 Nov EXIDEIND was trading at 452.60. The strike last trading price was 9.55, which was -3.20 lower than the previous day. The implied volatity was 32.36, the open interest changed by 176 which increased total open position to 698
On 28 Nov EXIDEIND was trading at 457.05. The strike last trading price was 12.75, which was 5.05 higher than the previous day. The implied volatity was 33.42, the open interest changed by 324 which increased total open position to 523
On 27 Nov EXIDEIND was trading at 445.05. The strike last trading price was 7.7, which was 4.10 higher than the previous day. The implied volatity was 30.42, the open interest changed by 89 which increased total open position to 200
On 26 Nov EXIDEIND was trading at 425.80. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 32.49, the open interest changed by 12 which increased total open position to 111
On 25 Nov EXIDEIND was trading at 428.35. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was 31.54, the open interest changed by 82 which increased total open position to 98
On 22 Nov EXIDEIND was trading at 424.05. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was 29.24, the open interest changed by 6 which increased total open position to 22
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 15
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 30.76, the open interest changed by 15 which increased total open position to 15
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 3.15, which was -23.15 lower than the previous day. The implied volatity was 30.76, the open interest changed by 15 which increased total open position to 15
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 9.87, the open interest changed by 0 which decreased total open position to 0
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 8.23, the open interest changed by 0 which decreased total open position to 0
On 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 26.3, which was 26.30 higher than the previous day. The implied volatity was 3.26, 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 0.54, the open interest changed by 0 which decreased total open position to 0
EXIDEIND 26DEC2024 470 PE | |||||||
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Delta: -0.87
Vega: 0.11
Theta: -0.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 426.30 | 51.3 | 20.45 | 72.36 | 216 | -49 | 462 |
19 Dec | 439.70 | 30.85 | 4.10 | 43.41 | 70 | -36 | 512 |
18 Dec | 444.70 | 26.75 | 4.30 | 38.60 | 46 | -17 | 549 |
17 Dec | 451.10 | 22.45 | 8.50 | 35.91 | 687 | 11 | 567 |
16 Dec | 459.55 | 13.95 | -3.50 | 33.74 | 142 | 54 | 550 |
13 Dec | 455.15 | 17.45 | 2.85 | 28.63 | 199 | -46 | 499 |
12 Dec | 461.50 | 14.6 | 3.65 | 29.41 | 1,914 | 32 | 542 |
11 Dec | 468.10 | 10.95 | -1.55 | 29.22 | 490 | 48 | 506 |
10 Dec | 464.70 | 12.5 | -1.55 | 29.29 | 298 | -21 | 458 |
9 Dec | 467.00 | 14.05 | -1.05 | 33.90 | 817 | 134 | 482 |
6 Dec | 462.70 | 15.1 | -7.30 | 28.75 | 268 | 26 | 350 |
5 Dec | 453.45 | 22.4 | 0.50 | 33.68 | 34 | -1 | 325 |
4 Dec | 454.70 | 21.9 | 0.70 | 32.14 | 398 | 44 | 335 |
3 Dec | 455.55 | 21.2 | -1.85 | 31.16 | 118 | 35 | 288 |
2 Dec | 451.25 | 23.05 | -1.15 | 29.68 | 84 | 22 | 254 |
29 Nov | 452.60 | 24.2 | 2.30 | 30.66 | 322 | 92 | 234 |
28 Nov | 457.05 | 21.9 | -8.40 | 32.90 | 174 | 116 | 141 |
27 Nov | 445.05 | 30.3 | -13.50 | 36.74 | 7 | 3 | 24 |
26 Nov | 425.80 | 43.8 | 1.80 | 31.19 | 7 | 5 | 19 |
25 Nov | 428.35 | 42 | -4.00 | 36.29 | 4 | 6 | 12 |
22 Nov | 424.05 | 46 | -4.00 | 33.31 | 5 | 4 | 10 |
21 Nov | 415.35 | 50 | 6.30 | - | 1 | 0 | 5 |
20 Nov | 421.50 | 43.7 | 0.00 | - | 4 | 4 | 4 |
19 Nov | 421.50 | 43.7 | -9.60 | - | 4 | 3 | 4 |
18 Nov | 414.50 | 53.3 | 17.65 | 29.76 | 1 | 0 | 0 |
14 Nov | 418.10 | 35.65 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 418.45 | 35.65 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 431.80 | 35.65 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 436.60 | 35.65 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 437.05 | 35.65 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 447.80 | 35.65 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 452.20 | 35.65 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 443.55 | 35.65 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 445.05 | 35.65 | 35.65 | - | 0 | 0 | 0 |
1 Nov | 458.95 | 0 | - | 0 | 0 | 0 |
For Exide Industries Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.87
Historical price for 470 PE is as follows
On 20 Dec EXIDEIND was trading at 426.30. The strike last trading price was 51.3, which was 20.45 higher than the previous day. The implied volatity was 72.36, the open interest changed by -49 which decreased total open position to 462
On 19 Dec EXIDEIND was trading at 439.70. The strike last trading price was 30.85, which was 4.10 higher than the previous day. The implied volatity was 43.41, the open interest changed by -36 which decreased total open position to 512
On 18 Dec EXIDEIND was trading at 444.70. The strike last trading price was 26.75, which was 4.30 higher than the previous day. The implied volatity was 38.60, the open interest changed by -17 which decreased total open position to 549
On 17 Dec EXIDEIND was trading at 451.10. The strike last trading price was 22.45, which was 8.50 higher than the previous day. The implied volatity was 35.91, the open interest changed by 11 which increased total open position to 567
On 16 Dec EXIDEIND was trading at 459.55. The strike last trading price was 13.95, which was -3.50 lower than the previous day. The implied volatity was 33.74, the open interest changed by 54 which increased total open position to 550
On 13 Dec EXIDEIND was trading at 455.15. The strike last trading price was 17.45, which was 2.85 higher than the previous day. The implied volatity was 28.63, the open interest changed by -46 which decreased total open position to 499
On 12 Dec EXIDEIND was trading at 461.50. The strike last trading price was 14.6, which was 3.65 higher than the previous day. The implied volatity was 29.41, the open interest changed by 32 which increased total open position to 542
On 11 Dec EXIDEIND was trading at 468.10. The strike last trading price was 10.95, which was -1.55 lower than the previous day. The implied volatity was 29.22, the open interest changed by 48 which increased total open position to 506
On 10 Dec EXIDEIND was trading at 464.70. The strike last trading price was 12.5, which was -1.55 lower than the previous day. The implied volatity was 29.29, the open interest changed by -21 which decreased total open position to 458
On 9 Dec EXIDEIND was trading at 467.00. The strike last trading price was 14.05, which was -1.05 lower than the previous day. The implied volatity was 33.90, the open interest changed by 134 which increased total open position to 482
On 6 Dec EXIDEIND was trading at 462.70. The strike last trading price was 15.1, which was -7.30 lower than the previous day. The implied volatity was 28.75, the open interest changed by 26 which increased total open position to 350
On 5 Dec EXIDEIND was trading at 453.45. The strike last trading price was 22.4, which was 0.50 higher than the previous day. The implied volatity was 33.68, the open interest changed by -1 which decreased total open position to 325
On 4 Dec EXIDEIND was trading at 454.70. The strike last trading price was 21.9, which was 0.70 higher than the previous day. The implied volatity was 32.14, the open interest changed by 44 which increased total open position to 335
On 3 Dec EXIDEIND was trading at 455.55. The strike last trading price was 21.2, which was -1.85 lower than the previous day. The implied volatity was 31.16, the open interest changed by 35 which increased total open position to 288
On 2 Dec EXIDEIND was trading at 451.25. The strike last trading price was 23.05, which was -1.15 lower than the previous day. The implied volatity was 29.68, the open interest changed by 22 which increased total open position to 254
On 29 Nov EXIDEIND was trading at 452.60. The strike last trading price was 24.2, which was 2.30 higher than the previous day. The implied volatity was 30.66, the open interest changed by 92 which increased total open position to 234
On 28 Nov EXIDEIND was trading at 457.05. The strike last trading price was 21.9, which was -8.40 lower than the previous day. The implied volatity was 32.90, the open interest changed by 116 which increased total open position to 141
On 27 Nov EXIDEIND was trading at 445.05. The strike last trading price was 30.3, which was -13.50 lower than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 24
On 26 Nov EXIDEIND was trading at 425.80. The strike last trading price was 43.8, which was 1.80 higher than the previous day. The implied volatity was 31.19, the open interest changed by 5 which increased total open position to 19
On 25 Nov EXIDEIND was trading at 428.35. The strike last trading price was 42, which was -4.00 lower than the previous day. The implied volatity was 36.29, the open interest changed by 6 which increased total open position to 12
On 22 Nov EXIDEIND was trading at 424.05. The strike last trading price was 46, which was -4.00 lower than the previous day. The implied volatity was 33.31, the open interest changed by 4 which increased total open position to 10
On 21 Nov EXIDEIND was trading at 415.35. The strike last trading price was 50, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Nov EXIDEIND was trading at 421.50. The strike last trading price was 43.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 19 Nov EXIDEIND was trading at 421.50. The strike last trading price was 43.7, which was -9.60 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 18 Nov EXIDEIND was trading at 414.50. The strike last trading price was 53.3, which was 17.65 higher than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 0
On 14 Nov EXIDEIND was trading at 418.10. The strike last trading price was 35.65, 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 13 Nov EXIDEIND was trading at 418.45. The strike last trading price was 35.65, 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 12 Nov EXIDEIND was trading at 431.80. The strike last trading price was 35.65, 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 11 Nov EXIDEIND was trading at 436.60. The strike last trading price was 35.65, 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 8 Nov EXIDEIND was trading at 437.05. The strike last trading price was 35.65, 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 7 Nov EXIDEIND was trading at 447.80. The strike last trading price was 35.65, 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 6 Nov EXIDEIND was trading at 452.20. The strike last trading price was 35.65, 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 5 Nov EXIDEIND was trading at 443.55. The strike last trading price was 35.65, 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 35.65, which was 35.65 higher than the previous day. The implied volatity was -, 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 -, the open interest changed by 0 which decreased total open position to 0