INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
27 Dec 2024 04:13 PM IST
| INDUSTOWER 30JAN2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.34
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 329.55 | 4.6 | -1.60 | 26.86 | 986 | 127 | 1,271 | |||
| 26 Dec | 332.35 | 6.2 | -0.45 | 28.64 | 990 | 184 | 1,144 | |||
| 24 Dec | 333.55 | 6.65 | -1.05 | 27.67 | 1,288 | 349 | 958 | |||
| 23 Dec | 335.00 | 7.7 | -2.25 | 28.74 | 466 | 146 | 611 | |||
| 20 Dec | 337.10 | 9.95 | -3.45 | 32.43 | 395 | 72 | 463 | |||
| 19 Dec | 346.40 | 13.4 | 2.40 | 28.07 | 331 | 60 | 388 | |||
| 18 Dec | 340.75 | 11 | -4.30 | 28.60 | 417 | 186 | 328 | |||
| 17 Dec | 345.85 | 15.3 | -2.90 | 33.21 | 63 | 36 | 141 | |||
| 16 Dec | 353.00 | 18.2 | 0.95 | 30.27 | 59 | 14 | 105 | |||
| 13 Dec | 350.00 | 17.25 | 1.15 | 29.54 | 137 | 32 | 91 | |||
| 12 Dec | 343.85 | 16.1 | -8.95 | 33.84 | 101 | 56 | 58 | |||
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| 11 Dec | 359.60 | 25.05 | -4.45 | 32.85 | 1 | 0 | 2 | |||
| 10 Dec | 360.05 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 362.15 | 29.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 364.65 | 29.5 | 8.15 | 32.12 | 2 | -1 | 1 | |||
| 5 Dec | 363.55 | 21.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 357.20 | 21.35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 353.90 | 21.35 | -7.30 | 30.05 | 4 | 2 | 2 | |||
| 2 Dec | 346.65 | 28.65 | - | 0 | 0 | 0 | ||||
For Indus Towers Limited - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.28
Historical price for 350 CE is as follows
On 27 Dec INDUSTOWER was trading at 329.55. The strike last trading price was 4.6, which was -1.60 lower than the previous day. The implied volatity was 26.86, the open interest changed by 127 which increased total open position to 1271
On 26 Dec INDUSTOWER was trading at 332.35. The strike last trading price was 6.2, which was -0.45 lower than the previous day. The implied volatity was 28.64, the open interest changed by 184 which increased total open position to 1144
On 24 Dec INDUSTOWER was trading at 333.55. The strike last trading price was 6.65, which was -1.05 lower than the previous day. The implied volatity was 27.67, the open interest changed by 349 which increased total open position to 958
On 23 Dec INDUSTOWER was trading at 335.00. The strike last trading price was 7.7, which was -2.25 lower than the previous day. The implied volatity was 28.74, the open interest changed by 146 which increased total open position to 611
On 20 Dec INDUSTOWER was trading at 337.10. The strike last trading price was 9.95, which was -3.45 lower than the previous day. The implied volatity was 32.43, the open interest changed by 72 which increased total open position to 463
On 19 Dec INDUSTOWER was trading at 346.40. The strike last trading price was 13.4, which was 2.40 higher than the previous day. The implied volatity was 28.07, the open interest changed by 60 which increased total open position to 388
On 18 Dec INDUSTOWER was trading at 340.75. The strike last trading price was 11, which was -4.30 lower than the previous day. The implied volatity was 28.60, the open interest changed by 186 which increased total open position to 328
On 17 Dec INDUSTOWER was trading at 345.85. The strike last trading price was 15.3, which was -2.90 lower than the previous day. The implied volatity was 33.21, the open interest changed by 36 which increased total open position to 141
On 16 Dec INDUSTOWER was trading at 353.00. The strike last trading price was 18.2, which was 0.95 higher than the previous day. The implied volatity was 30.27, the open interest changed by 14 which increased total open position to 105
On 13 Dec INDUSTOWER was trading at 350.00. The strike last trading price was 17.25, which was 1.15 higher than the previous day. The implied volatity was 29.54, the open interest changed by 32 which increased total open position to 91
On 12 Dec INDUSTOWER was trading at 343.85. The strike last trading price was 16.1, which was -8.95 lower than the previous day. The implied volatity was 33.84, the open interest changed by 56 which increased total open position to 58
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 25.05, which was -4.45 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 2
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 29.5, 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 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 29.5, 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 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 29.5, which was 8.15 higher than the previous day. The implied volatity was 32.12, the open interest changed by -1 which decreased total open position to 1
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 21.35, 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 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 21.35, which was -7.30 lower than the previous day. The implied volatity was 30.05, the open interest changed by 2 which increased total open position to 2
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 28.65, 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 30JAN2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.34
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 329.55 | 21.65 | 2.10 | 27.28 | 75 | 3 | 741 |
| 26 Dec | 332.35 | 19.55 | -1.45 | 26.18 | 508 | 198 | 740 |
| 24 Dec | 333.55 | 21 | 1.45 | 31.76 | 337 | 187 | 540 |
| 23 Dec | 335.00 | 19.55 | -0.10 | 29.77 | 36 | 12 | 352 |
| 20 Dec | 337.10 | 19.65 | 5.55 | 29.68 | 56 | 5 | 344 |
| 19 Dec | 346.40 | 14.1 | -2.70 | 30.64 | 98 | 1 | 338 |
| 18 Dec | 340.75 | 16.8 | 0.80 | 29.90 | 297 | 216 | 337 |
| 17 Dec | 345.85 | 16 | 4.90 | 32.25 | 30 | 14 | 121 |
| 16 Dec | 353.00 | 11.1 | -2.40 | 28.75 | 59 | 40 | 105 |
| 13 Dec | 350.00 | 13.5 | -5.00 | 31.19 | 21 | 7 | 65 |
| 12 Dec | 343.85 | 18.5 | 8.10 | 34.87 | 51 | 28 | 58 |
| 11 Dec | 359.60 | 10.4 | -0.40 | 31.75 | 4 | 3 | 31 |
| 10 Dec | 360.05 | 10.8 | 0.20 | 33.05 | 9 | 1 | 27 |
| 9 Dec | 362.15 | 10.6 | 0.70 | 33.31 | 15 | 9 | 25 |
| 6 Dec | 364.65 | 9.9 | -3.65 | 33.17 | 23 | 8 | 17 |
| 5 Dec | 363.55 | 13.55 | -12.45 | 38.60 | 10 | 8 | 8 |
| 4 Dec | 357.20 | 26 | 0.00 | 3.22 | 0 | 0 | 0 |
| 3 Dec | 353.90 | 26 | 0.00 | 1.92 | 0 | 0 | 0 |
| 2 Dec | 346.65 | 26 | 0.72 | 0 | 0 | 0 | |
For Indus Towers Limited - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.71
Historical price for 350 PE is as follows
On 27 Dec INDUSTOWER was trading at 329.55. The strike last trading price was 21.65, which was 2.10 higher than the previous day. The implied volatity was 27.28, the open interest changed by 3 which increased total open position to 741
On 26 Dec INDUSTOWER was trading at 332.35. The strike last trading price was 19.55, which was -1.45 lower than the previous day. The implied volatity was 26.18, the open interest changed by 198 which increased total open position to 740
On 24 Dec INDUSTOWER was trading at 333.55. The strike last trading price was 21, which was 1.45 higher than the previous day. The implied volatity was 31.76, the open interest changed by 187 which increased total open position to 540
On 23 Dec INDUSTOWER was trading at 335.00. The strike last trading price was 19.55, which was -0.10 lower than the previous day. The implied volatity was 29.77, the open interest changed by 12 which increased total open position to 352
On 20 Dec INDUSTOWER was trading at 337.10. The strike last trading price was 19.65, which was 5.55 higher than the previous day. The implied volatity was 29.68, the open interest changed by 5 which increased total open position to 344
On 19 Dec INDUSTOWER was trading at 346.40. The strike last trading price was 14.1, which was -2.70 lower than the previous day. The implied volatity was 30.64, the open interest changed by 1 which increased total open position to 338
On 18 Dec INDUSTOWER was trading at 340.75. The strike last trading price was 16.8, which was 0.80 higher than the previous day. The implied volatity was 29.90, the open interest changed by 216 which increased total open position to 337
On 17 Dec INDUSTOWER was trading at 345.85. The strike last trading price was 16, which was 4.90 higher than the previous day. The implied volatity was 32.25, the open interest changed by 14 which increased total open position to 121
On 16 Dec INDUSTOWER was trading at 353.00. The strike last trading price was 11.1, which was -2.40 lower than the previous day. The implied volatity was 28.75, the open interest changed by 40 which increased total open position to 105
On 13 Dec INDUSTOWER was trading at 350.00. The strike last trading price was 13.5, which was -5.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by 7 which increased total open position to 65
On 12 Dec INDUSTOWER was trading at 343.85. The strike last trading price was 18.5, which was 8.10 higher than the previous day. The implied volatity was 34.87, the open interest changed by 28 which increased total open position to 58
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 10.4, which was -0.40 lower than the previous day. The implied volatity was 31.75, the open interest changed by 3 which increased total open position to 31
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 10.8, which was 0.20 higher than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 27
On 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 10.6, which was 0.70 higher than the previous day. The implied volatity was 33.31, the open interest changed by 9 which increased total open position to 25
On 6 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 9.9, which was -3.65 lower than the previous day. The implied volatity was 33.17, the open interest changed by 8 which increased total open position to 17
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 13.55, which was -12.45 lower than the previous day. The implied volatity was 38.60, the open interest changed by 8 which increased total open position to 8
On 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 26, which was lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
