INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
11 Dec 2024 04:13 PM IST
| INDUSTOWER 26DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.17
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 359.60 | 33.3 | 0.80 | 44.30 | 11 | -5 | 229 | |||
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| 10 Dec | 360.05 | 32.5 | -1.45 | 29.83 | 56 | 1 | 236 | |||
| 9 Dec | 362.15 | 33.95 | -4.10 | 29.99 | 148 | -92 | 235 | |||
| 6 Dec | 364.65 | 38.05 | 2.25 | 35.28 | 95 | -23 | 326 | |||
| 5 Dec | 363.55 | 35.8 | 2.35 | 33.06 | 368 | 9 | 348 | |||
| 4 Dec | 357.20 | 33.45 | 5.75 | 34.90 | 344 | -10 | 343 | |||
| 3 Dec | 353.90 | 27.7 | 3.55 | 31.29 | 114 | -23 | 354 | |||
| 2 Dec | 346.65 | 24.15 | -2.40 | 34.74 | 51 | 3 | 377 | |||
| 29 Nov | 349.35 | 26.55 | -1.40 | 35.20 | 359 | -17 | 374 | |||
| 28 Nov | 348.25 | 27.95 | 0.45 | 37.36 | 427 | 3 | 392 | |||
| 27 Nov | 349.75 | 27.5 | 5.40 | 33.20 | 399 | -18 | 393 | |||
| 26 Nov | 340.95 | 22.1 | 2.20 | 37.21 | 1,086 | -43 | 410 | |||
| 25 Nov | 337.35 | 19.9 | 4.50 | 33.49 | 1,202 | 128 | 452 | |||
| 22 Nov | 330.10 | 15.4 | -0.20 | 34.28 | 594 | 60 | 384 | |||
| 21 Nov | 329.10 | 15.6 | 3.60 | 35.13 | 587 | 113 | 325 | |||
| 20 Nov | 328.15 | 12 | 0.00 | 28.96 | 189 | 11 | 213 | |||
| 19 Nov | 328.15 | 12 | 2.35 | 28.96 | 189 | 12 | 213 | |||
| 18 Nov | 323.15 | 9.65 | 1.15 | 28.39 | 125 | 79 | 201 | |||
| 14 Nov | 317.75 | 8.5 | -3.00 | 27.44 | 121 | 84 | 122 | |||
| 13 Nov | 318.10 | 11.5 | -1.05 | 33.98 | 4 | 3 | 38 | |||
| 12 Nov | 321.00 | 12.55 | -1.70 | 33.19 | 35 | 19 | 35 | |||
| 11 Nov | 325.05 | 14.25 | -1.75 | 32.31 | 21 | 10 | 14 | |||
| 8 Nov | 326.20 | 16 | 16.00 | 34.80 | 4 | 3 | 3 | |||
| 1 Nov | 342.85 | 0 | - | 0 | 0 | 0 | ||||
For Indus Towers Limited - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.85
Historical price for 330 CE is as follows
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 33.3, which was 0.80 higher than the previous day. The implied volatity was 44.30, the open interest changed by -5 which decreased total open position to 229
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 32.5, which was -1.45 lower than the previous day. The implied volatity was 29.83, the open interest changed by 1 which increased total open position to 236
On 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 33.95, which was -4.10 lower than the previous day. The implied volatity was 29.99, the open interest changed by -92 which decreased total open position to 235
On 6 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 38.05, which was 2.25 higher than the previous day. The implied volatity was 35.28, the open interest changed by -23 which decreased total open position to 326
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 35.8, which was 2.35 higher than the previous day. The implied volatity was 33.06, the open interest changed by 9 which increased total open position to 348
On 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 33.45, which was 5.75 higher than the previous day. The implied volatity was 34.90, the open interest changed by -10 which decreased total open position to 343
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 27.7, which was 3.55 higher than the previous day. The implied volatity was 31.29, the open interest changed by -23 which decreased total open position to 354
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 24.15, which was -2.40 lower than the previous day. The implied volatity was 34.74, the open interest changed by 3 which increased total open position to 377
On 29 Nov INDUSTOWER was trading at 349.35. The strike last trading price was 26.55, which was -1.40 lower than the previous day. The implied volatity was 35.20, the open interest changed by -17 which decreased total open position to 374
On 28 Nov INDUSTOWER was trading at 348.25. The strike last trading price was 27.95, which was 0.45 higher than the previous day. The implied volatity was 37.36, the open interest changed by 3 which increased total open position to 392
On 27 Nov INDUSTOWER was trading at 349.75. The strike last trading price was 27.5, which was 5.40 higher than the previous day. The implied volatity was 33.20, the open interest changed by -18 which decreased total open position to 393
On 26 Nov INDUSTOWER was trading at 340.95. The strike last trading price was 22.1, which was 2.20 higher than the previous day. The implied volatity was 37.21, the open interest changed by -43 which decreased total open position to 410
On 25 Nov INDUSTOWER was trading at 337.35. The strike last trading price was 19.9, which was 4.50 higher than the previous day. The implied volatity was 33.49, the open interest changed by 128 which increased total open position to 452
On 22 Nov INDUSTOWER was trading at 330.10. The strike last trading price was 15.4, which was -0.20 lower than the previous day. The implied volatity was 34.28, the open interest changed by 60 which increased total open position to 384
On 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 15.6, which was 3.60 higher than the previous day. The implied volatity was 35.13, the open interest changed by 113 which increased total open position to 325
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 11 which increased total open position to 213
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 12, which was 2.35 higher than the previous day. The implied volatity was 28.96, the open interest changed by 12 which increased total open position to 213
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 9.65, which was 1.15 higher than the previous day. The implied volatity was 28.39, the open interest changed by 79 which increased total open position to 201
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 8.5, which was -3.00 lower than the previous day. The implied volatity was 27.44, the open interest changed by 84 which increased total open position to 122
On 13 Nov INDUSTOWER was trading at 318.10. The strike last trading price was 11.5, which was -1.05 lower than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 38
On 12 Nov INDUSTOWER was trading at 321.00. The strike last trading price was 12.55, which was -1.70 lower than the previous day. The implied volatity was 33.19, the open interest changed by 19 which increased total open position to 35
On 11 Nov INDUSTOWER was trading at 325.05. The strike last trading price was 14.25, which was -1.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by 10 which increased total open position to 14
On 8 Nov INDUSTOWER was trading at 326.20. The strike last trading price was 16, which was 16.00 higher than the previous day. The implied volatity was 34.80, the open interest changed by 3 which increased total open position to 3
On 1 Nov INDUSTOWER was trading at 342.85. 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
| INDUSTOWER 26DEC2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.10
Theta: -0.10
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 359.60 | 0.8 | -0.30 | 31.44 | 416 | -70 | 943 |
| 10 Dec | 360.05 | 1.1 | 0.00 | 33.88 | 1,197 | -126 | 1,003 |
| 9 Dec | 362.15 | 1.1 | 0.10 | 33.90 | 687 | 2 | 1,133 |
| 6 Dec | 364.65 | 1 | -0.75 | 32.67 | 1,162 | -58 | 1,128 |
| 5 Dec | 363.55 | 1.75 | -0.90 | 35.55 | 2,915 | 477 | 1,186 |
| 4 Dec | 357.20 | 2.65 | -0.75 | 37.33 | 1,681 | 20 | 723 |
| 3 Dec | 353.90 | 3.4 | -1.60 | 35.31 | 1,156 | -35 | 706 |
| 2 Dec | 346.65 | 5 | 0.30 | 35.85 | 281 | -6 | 742 |
| 29 Nov | 349.35 | 4.7 | -0.80 | 34.63 | 842 | -40 | 749 |
| 28 Nov | 348.25 | 5.5 | 0.10 | 37.27 | 995 | 30 | 794 |
| 27 Nov | 349.75 | 5.4 | -3.55 | 36.92 | 725 | 27 | 766 |
| 26 Nov | 340.95 | 8.95 | 0.65 | 38.76 | 1,323 | 73 | 740 |
| 25 Nov | 337.35 | 8.3 | -4.70 | 34.84 | 830 | 380 | 664 |
| 22 Nov | 330.10 | 13 | 0.40 | 36.44 | 58 | 7 | 291 |
| 21 Nov | 329.10 | 12.6 | -0.40 | 34.26 | 406 | 54 | 288 |
| 20 Nov | 328.15 | 13 | 0.00 | 31.32 | 198 | 27 | 234 |
| 19 Nov | 328.15 | 13 | -2.40 | 31.32 | 198 | 27 | 234 |
| 18 Nov | 323.15 | 15.4 | -2.85 | 30.98 | 126 | 81 | 206 |
| 14 Nov | 317.75 | 18.25 | 2.65 | 32.23 | 113 | 102 | 125 |
| 13 Nov | 318.10 | 15.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 321.00 | 15.6 | 0.00 | 0.00 | 0 | 20 | 0 |
| 11 Nov | 325.05 | 15.6 | -0.40 | 33.18 | 30 | 20 | 23 |
| 8 Nov | 326.20 | 16 | 16.00 | 33.22 | 3 | 0 | 1 |
| 1 Nov | 342.85 | 0 | 4.36 | 0 | 0 | 0 | |
For Indus Towers Limited - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.08
Historical price for 330 PE is as follows
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 31.44, the open interest changed by -70 which decreased total open position to 943
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 33.88, the open interest changed by -126 which decreased total open position to 1003
On 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 33.90, the open interest changed by 2 which increased total open position to 1133
On 6 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 32.67, the open interest changed by -58 which decreased total open position to 1128
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 35.55, the open interest changed by 477 which increased total open position to 1186
On 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 37.33, the open interest changed by 20 which increased total open position to 723
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 3.4, which was -1.60 lower than the previous day. The implied volatity was 35.31, the open interest changed by -35 which decreased total open position to 706
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was 35.85, the open interest changed by -6 which decreased total open position to 742
On 29 Nov INDUSTOWER was trading at 349.35. The strike last trading price was 4.7, which was -0.80 lower than the previous day. The implied volatity was 34.63, the open interest changed by -40 which decreased total open position to 749
On 28 Nov INDUSTOWER was trading at 348.25. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 37.27, the open interest changed by 30 which increased total open position to 794
On 27 Nov INDUSTOWER was trading at 349.75. The strike last trading price was 5.4, which was -3.55 lower than the previous day. The implied volatity was 36.92, the open interest changed by 27 which increased total open position to 766
On 26 Nov INDUSTOWER was trading at 340.95. The strike last trading price was 8.95, which was 0.65 higher than the previous day. The implied volatity was 38.76, the open interest changed by 73 which increased total open position to 740
On 25 Nov INDUSTOWER was trading at 337.35. The strike last trading price was 8.3, which was -4.70 lower than the previous day. The implied volatity was 34.84, the open interest changed by 380 which increased total open position to 664
On 22 Nov INDUSTOWER was trading at 330.10. The strike last trading price was 13, which was 0.40 higher than the previous day. The implied volatity was 36.44, the open interest changed by 7 which increased total open position to 291
On 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 12.6, which was -0.40 lower than the previous day. The implied volatity was 34.26, the open interest changed by 54 which increased total open position to 288
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 31.32, the open interest changed by 27 which increased total open position to 234
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 13, which was -2.40 lower than the previous day. The implied volatity was 31.32, the open interest changed by 27 which increased total open position to 234
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 15.4, which was -2.85 lower than the previous day. The implied volatity was 30.98, the open interest changed by 81 which increased total open position to 206
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 18.25, which was 2.65 higher than the previous day. The implied volatity was 32.23, the open interest changed by 102 which increased total open position to 125
On 13 Nov INDUSTOWER was trading at 318.10. The strike last trading price was 15.6, 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 12 Nov INDUSTOWER was trading at 321.00. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 11 Nov INDUSTOWER was trading at 325.05. The strike last trading price was 15.6, which was -0.40 lower than the previous day. The implied volatity was 33.18, the open interest changed by 20 which increased total open position to 23
On 8 Nov INDUSTOWER was trading at 326.20. The strike last trading price was 16, which was 16.00 higher than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 1
On 1 Nov INDUSTOWER was trading at 342.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
