INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
21 Nov 2024 04:13 PM IST
| INDUSTOWER 28NOV2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.08
Theta: -0.42
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 329.10 | 31.5 | 3.85 | 57.84 | 155 | -63 | 45.5 | |||
| 20 Nov | 328.15 | 27.65 | 0.00 | 32.06 | 38 | -6.5 | 109 | |||
| 19 Nov | 328.15 | 27.65 | 3.70 | 32.06 | 38 | -6 | 109 | |||
| 18 Nov | 323.15 | 23.95 | 3.75 | 38.48 | 67 | -6 | 114 | |||
| 14 Nov | 317.75 | 20.2 | -2.60 | 23.63 | 34 | 0.5 | 116.5 | |||
| 13 Nov | 318.10 | 22.8 | -0.85 | 39.80 | 29 | 2 | 115.5 | |||
| 12 Nov | 321.00 | 23.65 | -4.30 | 29.93 | 19 | -1 | 114 | |||
| 11 Nov | 325.05 | 27.95 | 0.10 | 35.06 | 144 | 75 | 114.5 | |||
| 8 Nov | 326.20 | 27.85 | -17.15 | 30.53 | 28.5 | 5 | 38 | |||
| 7 Nov | 339.50 | 45 | 0.25 | 57.59 | 20.5 | -10.5 | 33 | |||
| 6 Nov | 342.05 | 44.75 | -0.45 | 36.24 | 4 | 0.5 | 44 | |||
| 5 Nov | 342.15 | 45.2 | 4.70 | 34.35 | 18.5 | -3 | 43.5 | |||
| 4 Nov | 337.40 | 40.5 | -4.95 | 38.67 | 49 | -9.5 | 45.5 | |||
| 1 Nov | 342.85 | 45.45 | 0.00 | 0.00 | 0 | 40 | 0 | |||
| 31 Oct | 340.55 | 45.45 | -0.55 | - | 41 | 33 | 48 | |||
| 30 Oct | 342.75 | 46 | -3.65 | - | 4 | 3 | 14 | |||
| 29 Oct | 347.90 | 49.65 | 0.00 | - | 0 | 4 | 0 | |||
|
|
||||||||||
| 28 Oct | 346.25 | 49.65 | 9.15 | - | 4 | 4 | 10 | |||
| 25 Oct | 334.70 | 40.5 | -113.20 | - | 7 | 6 | 6 | |||
| 24 Oct | 350.25 | 153.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 357.10 | 153.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 366.75 | 153.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 375.35 | 153.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 384.55 | 153.7 | - | 0 | 0 | 0 | ||||
For Indus Towers Limited - strike price 300 expiring on 28NOV2024
Delta for 300 CE is 0.89
Historical price for 300 CE is as follows
On 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 31.5, which was 3.85 higher than the previous day. The implied volatity was 57.84, the open interest changed by -126 which decreased total open position to 91
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 27.65, which was 0.00 lower than the previous day. The implied volatity was 32.06, the open interest changed by -13 which decreased total open position to 218
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 27.65, which was 3.70 higher than the previous day. The implied volatity was 32.06, the open interest changed by -12 which decreased total open position to 218
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 23.95, which was 3.75 higher than the previous day. The implied volatity was 38.48, the open interest changed by -12 which decreased total open position to 228
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 20.2, which was -2.60 lower than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 233
On 13 Nov INDUSTOWER was trading at 318.10. The strike last trading price was 22.8, which was -0.85 lower than the previous day. The implied volatity was 39.80, the open interest changed by 4 which increased total open position to 231
On 12 Nov INDUSTOWER was trading at 321.00. The strike last trading price was 23.65, which was -4.30 lower than the previous day. The implied volatity was 29.93, the open interest changed by -2 which decreased total open position to 228
On 11 Nov INDUSTOWER was trading at 325.05. The strike last trading price was 27.95, which was 0.10 higher than the previous day. The implied volatity was 35.06, the open interest changed by 150 which increased total open position to 229
On 8 Nov INDUSTOWER was trading at 326.20. The strike last trading price was 27.85, which was -17.15 lower than the previous day. The implied volatity was 30.53, the open interest changed by 10 which increased total open position to 76
On 7 Nov INDUSTOWER was trading at 339.50. The strike last trading price was 45, which was 0.25 higher than the previous day. The implied volatity was 57.59, the open interest changed by -21 which decreased total open position to 66
On 6 Nov INDUSTOWER was trading at 342.05. The strike last trading price was 44.75, which was -0.45 lower than the previous day. The implied volatity was 36.24, the open interest changed by 1 which increased total open position to 88
On 5 Nov INDUSTOWER was trading at 342.15. The strike last trading price was 45.2, which was 4.70 higher than the previous day. The implied volatity was 34.35, the open interest changed by -6 which decreased total open position to 87
On 4 Nov INDUSTOWER was trading at 337.40. The strike last trading price was 40.5, which was -4.95 lower than the previous day. The implied volatity was 38.67, the open interest changed by -19 which decreased total open position to 91
On 1 Nov INDUSTOWER was trading at 342.85. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 80 which increased total open position to 0
On 31 Oct INDUSTOWER was trading at 340.55. The strike last trading price was 45.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSTOWER was trading at 342.75. The strike last trading price was 46, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSTOWER was trading at 347.90. The strike last trading price was 49.65, 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 28 Oct INDUSTOWER was trading at 346.25. The strike last trading price was 49.65, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSTOWER was trading at 334.70. The strike last trading price was 40.5, which was -113.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDUSTOWER was trading at 350.25. The strike last trading price was 153.7, 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 23 Oct INDUSTOWER was trading at 357.10. The strike last trading price was 153.7, 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 22 Oct INDUSTOWER was trading at 366.75. The strike last trading price was 153.7, 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 21 Oct INDUSTOWER was trading at 375.35. The strike last trading price was 153.7, 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 18 Oct INDUSTOWER was trading at 384.55. The strike last trading price was 153.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSTOWER 28NOV2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.07
Theta: -0.24
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 329.10 | 0.85 | 0.05 | 50.32 | 566.5 | -5 | 335 |
| 20 Nov | 328.15 | 0.8 | 0.00 | 40.95 | 402 | -12 | 338.5 |
| 19 Nov | 328.15 | 0.8 | -0.60 | 40.95 | 402 | -13.5 | 338.5 |
| 18 Nov | 323.15 | 1.4 | -0.55 | 40.05 | 405 | -70.5 | 350 |
| 14 Nov | 317.75 | 1.95 | -0.45 | 34.60 | 544.5 | -2 | 426.5 |
| 13 Nov | 318.10 | 2.4 | -0.10 | 36.29 | 395.5 | -33 | 431.5 |
| 12 Nov | 321.00 | 2.5 | 0.35 | 38.45 | 563.5 | 34 | 466.5 |
| 11 Nov | 325.05 | 2.15 | -0.15 | 38.96 | 524 | 31.5 | 433 |
| 8 Nov | 326.20 | 2.3 | 1.20 | 36.96 | 524.5 | 93 | 401.5 |
| 7 Nov | 339.50 | 1.1 | 0.20 | 38.48 | 99.5 | 16 | 310 |
| 6 Nov | 342.05 | 0.9 | -0.60 | 37.78 | 103.5 | 9.5 | 289.5 |
| 5 Nov | 342.15 | 1.5 | -0.55 | 42.28 | 214.5 | 18.5 | 281 |
| 4 Nov | 337.40 | 2.05 | 0.25 | 41.30 | 208 | 31 | 262.5 |
| 1 Nov | 342.85 | 1.8 | 0.20 | 41.49 | 18 | 0.5 | 231.5 |
| 31 Oct | 340.55 | 1.6 | 0.15 | - | 289 | 52 | 233 |
| 30 Oct | 342.75 | 1.45 | 0.25 | - | 101 | 8 | 180 |
| 29 Oct | 347.90 | 1.2 | -0.40 | - | 142 | 25 | 171 |
| 28 Oct | 346.25 | 1.6 | -1.10 | - | 203 | 65 | 147 |
| 25 Oct | 334.70 | 2.7 | 1.35 | - | 147 | 37 | 82 |
| 24 Oct | 350.25 | 1.35 | 0.15 | - | 34 | 4 | 46 |
| 23 Oct | 357.10 | 1.2 | -0.15 | - | 40 | 26 | 40 |
| 22 Oct | 366.75 | 1.35 | 0.10 | - | 11 | 3 | 12 |
| 21 Oct | 375.35 | 1.25 | 0.20 | - | 2 | 1 | 8 |
| 18 Oct | 384.55 | 1.05 | - | 7 | 6 | 6 | |
For Indus Towers Limited - strike price 300 expiring on 28NOV2024
Delta for 300 PE is -0.08
Historical price for 300 PE is as follows
On 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 50.32, the open interest changed by -10 which decreased total open position to 670
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 40.95, the open interest changed by -24 which decreased total open position to 677
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 40.95, the open interest changed by -27 which decreased total open position to 677
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 40.05, the open interest changed by -141 which decreased total open position to 700
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 34.60, the open interest changed by -4 which decreased total open position to 853
On 13 Nov INDUSTOWER was trading at 318.10. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was 36.29, the open interest changed by -66 which decreased total open position to 863
On 12 Nov INDUSTOWER was trading at 321.00. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 38.45, the open interest changed by 68 which increased total open position to 933
On 11 Nov INDUSTOWER was trading at 325.05. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 38.96, the open interest changed by 63 which increased total open position to 866
On 8 Nov INDUSTOWER was trading at 326.20. The strike last trading price was 2.3, which was 1.20 higher than the previous day. The implied volatity was 36.96, the open interest changed by 186 which increased total open position to 803
On 7 Nov INDUSTOWER was trading at 339.50. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 38.48, the open interest changed by 32 which increased total open position to 620
On 6 Nov INDUSTOWER was trading at 342.05. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 37.78, the open interest changed by 19 which increased total open position to 579
On 5 Nov INDUSTOWER was trading at 342.15. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 42.28, the open interest changed by 37 which increased total open position to 562
On 4 Nov INDUSTOWER was trading at 337.40. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 41.30, the open interest changed by 62 which increased total open position to 525
On 1 Nov INDUSTOWER was trading at 342.85. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 41.49, the open interest changed by 1 which increased total open position to 463
On 31 Oct INDUSTOWER was trading at 340.55. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSTOWER was trading at 342.75. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSTOWER was trading at 347.90. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSTOWER was trading at 346.25. The strike last trading price was 1.6, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSTOWER was trading at 334.70. The strike last trading price was 2.7, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDUSTOWER was trading at 350.25. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDUSTOWER was trading at 357.10. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDUSTOWER was trading at 366.75. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDUSTOWER was trading at 375.35. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct INDUSTOWER was trading at 384.55. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
