INDUSTOWER
Indus Towers Limited
Historical option data for INDUSTOWER
11 Dec 2024 04:13 PM IST
| INDUSTOWER 26DEC2024 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.27
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 359.60 | 5 | -0.90 | 29.99 | 2,130 | -27 | 3,648 | |||
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| 10 Dec | 360.05 | 5.9 | -1.30 | 30.74 | 4,269 | 205 | 3,674 | |||
| 9 Dec | 362.15 | 7.2 | -1.75 | 32.25 | 4,107 | 518 | 3,465 | |||
| 6 Dec | 364.65 | 8.95 | 0.15 | 30.45 | 11,026 | -355 | 2,926 | |||
| 5 Dec | 363.55 | 8.8 | 0.25 | 32.24 | 20,330 | 1,949 | 3,315 | |||
| 4 Dec | 357.20 | 8.55 | 3.20 | 34.16 | 4,162 | 208 | 1,352 | |||
| 3 Dec | 353.90 | 5.35 | 1.25 | 30.87 | 1,599 | 170 | 1,145 | |||
| 2 Dec | 346.65 | 4.1 | -1.20 | 31.48 | 763 | 33 | 977 | |||
| 29 Nov | 349.35 | 5.3 | -0.95 | 31.56 | 1,297 | 36 | 944 | |||
| 28 Nov | 348.25 | 6.25 | -0.55 | 33.13 | 1,731 | -20 | 882 | |||
| 27 Nov | 349.75 | 6.8 | 1.60 | 33.38 | 1,569 | 190 | 899 | |||
| 26 Nov | 340.95 | 5.2 | 1.35 | 36.27 | 3,069 | 423 | 708 | |||
| 25 Nov | 337.35 | 3.85 | 0.80 | 32.53 | 616 | 232 | 287 | |||
| 22 Nov | 330.10 | 3.05 | -0.30 | 34.33 | 53 | -5 | 50 | |||
| 21 Nov | 329.10 | 3.35 | 1.55 | 35.38 | 111 | 49 | 57 | |||
| 20 Nov | 328.15 | 1.8 | 0.00 | 29.73 | 11 | 8 | 8 | |||
| 19 Nov | 328.15 | 1.8 | -14.45 | 29.73 | 11 | 8 | 8 | |||
| 18 Nov | 323.15 | 16.25 | 0.00 | 11.64 | 0 | 0 | 0 | |||
| 14 Nov | 317.75 | 16.25 | 0.00 | 11.87 | 0 | 0 | 0 | |||
| 13 Nov | 318.10 | 16.25 | 0.00 | 10.72 | 0 | 0 | 0 | |||
| 12 Nov | 321.00 | 16.25 | 0.00 | 10.45 | 0 | 0 | 0 | |||
| 11 Nov | 325.05 | 16.25 | 0.00 | 9.34 | 0 | 0 | 0 | |||
| 8 Nov | 326.20 | 16.25 | 0.00 | 9.03 | 0 | 0 | 0 | |||
| 7 Nov | 339.50 | 16.25 | 0.00 | 5.93 | 0 | 0 | 0 | |||
| 6 Nov | 342.05 | 16.25 | 0.00 | 5.17 | 0 | 0 | 0 | |||
| 5 Nov | 342.15 | 16.25 | 0.00 | 5.04 | 0 | 0 | 0 | |||
| 1 Nov | 342.85 | 16.25 | 4.78 | 0 | 0 | 0 | ||||
For Indus Towers Limited - strike price 370 expiring on 26DEC2024
Delta for 370 CE is 0.35
Historical price for 370 CE is as follows
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 5, which was -0.90 lower than the previous day. The implied volatity was 29.99, the open interest changed by -27 which decreased total open position to 3648
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 5.9, which was -1.30 lower than the previous day. The implied volatity was 30.74, the open interest changed by 205 which increased total open position to 3674
On 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 7.2, which was -1.75 lower than the previous day. The implied volatity was 32.25, the open interest changed by 518 which increased total open position to 3465
On 6 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 8.95, which was 0.15 higher than the previous day. The implied volatity was 30.45, the open interest changed by -355 which decreased total open position to 2926
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 8.8, which was 0.25 higher than the previous day. The implied volatity was 32.24, the open interest changed by 1949 which increased total open position to 3315
On 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 8.55, which was 3.20 higher than the previous day. The implied volatity was 34.16, the open interest changed by 208 which increased total open position to 1352
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 5.35, which was 1.25 higher than the previous day. The implied volatity was 30.87, the open interest changed by 170 which increased total open position to 1145
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 4.1, which was -1.20 lower than the previous day. The implied volatity was 31.48, the open interest changed by 33 which increased total open position to 977
On 29 Nov INDUSTOWER was trading at 349.35. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 31.56, the open interest changed by 36 which increased total open position to 944
On 28 Nov INDUSTOWER was trading at 348.25. The strike last trading price was 6.25, which was -0.55 lower than the previous day. The implied volatity was 33.13, the open interest changed by -20 which decreased total open position to 882
On 27 Nov INDUSTOWER was trading at 349.75. The strike last trading price was 6.8, which was 1.60 higher than the previous day. The implied volatity was 33.38, the open interest changed by 190 which increased total open position to 899
On 26 Nov INDUSTOWER was trading at 340.95. The strike last trading price was 5.2, which was 1.35 higher than the previous day. The implied volatity was 36.27, the open interest changed by 423 which increased total open position to 708
On 25 Nov INDUSTOWER was trading at 337.35. The strike last trading price was 3.85, which was 0.80 higher than the previous day. The implied volatity was 32.53, the open interest changed by 232 which increased total open position to 287
On 22 Nov INDUSTOWER was trading at 330.10. The strike last trading price was 3.05, which was -0.30 lower than the previous day. The implied volatity was 34.33, the open interest changed by -5 which decreased total open position to 50
On 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 3.35, which was 1.55 higher than the previous day. The implied volatity was 35.38, the open interest changed by 49 which increased total open position to 57
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 29.73, the open interest changed by 8 which increased total open position to 8
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 1.8, which was -14.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by 8 which increased total open position to 8
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 11.64, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 11.87, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSTOWER was trading at 318.10. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 16.25, which was 0.00 lower than the previous day. The implied volatity was 10.45, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSTOWER was trading at 325.05. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 9.34, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSTOWER was trading at 326.20. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSTOWER was trading at 339.50. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSTOWER was trading at 342.05. The strike last trading price was 16.25, which was 0.00 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INDUSTOWER was trading at 342.15. The strike last trading price was 16.25, 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 1 Nov INDUSTOWER was trading at 342.85. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 26DEC2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.27
Theta: -0.20
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 359.60 | 14 | -0.15 | 29.50 | 448 | -65 | 1,144 |
| 10 Dec | 360.05 | 14.15 | 0.40 | 31.67 | 703 | -70 | 1,209 |
| 9 Dec | 362.15 | 13.75 | 1.70 | 32.31 | 951 | 134 | 1,278 |
| 6 Dec | 364.65 | 12.05 | -2.95 | 30.51 | 3,002 | 429 | 1,147 |
| 5 Dec | 363.55 | 15 | -2.00 | 34.78 | 2,475 | 331 | 719 |
| 4 Dec | 357.20 | 17 | -3.90 | 34.56 | 783 | 72 | 385 |
| 3 Dec | 353.90 | 20.9 | -4.10 | 34.08 | 181 | 21 | 312 |
| 2 Dec | 346.65 | 25 | 1.75 | 33.64 | 29 | -1 | 290 |
| 29 Nov | 349.35 | 23.25 | -0.10 | 31.34 | 190 | -2 | 291 |
| 28 Nov | 348.25 | 23.35 | -0.45 | 32.63 | 411 | 114 | 295 |
| 27 Nov | 349.75 | 23.8 | -8.20 | 34.85 | 153 | 40 | 177 |
| 26 Nov | 340.95 | 32 | -0.05 | 38.86 | 231 | 126 | 137 |
| 25 Nov | 337.35 | 32.05 | -3.95 | 34.64 | 22 | -1 | 11 |
| 22 Nov | 330.10 | 36 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 329.10 | 36 | 0.00 | 0.00 | 0 | 4 | 0 |
| 20 Nov | 328.15 | 36 | 0.00 | - | 4 | 4 | 9 |
| 19 Nov | 328.15 | 36 | -9.75 | - | 4 | 1 | 9 |
| 18 Nov | 323.15 | 45.75 | 4.20 | 30.37 | 8 | 7 | 7 |
| 14 Nov | 317.75 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 318.10 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 321.00 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 325.05 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 326.20 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 339.50 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 342.05 | 41.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 342.15 | 41.55 | 41.55 | - | 0 | 0 | 0 |
| 1 Nov | 342.85 | 0 | - | 0 | 0 | 0 | |
For Indus Towers Limited - strike price 370 expiring on 26DEC2024
Delta for 370 PE is -0.65
Historical price for 370 PE is as follows
On 11 Dec INDUSTOWER was trading at 359.60. The strike last trading price was 14, which was -0.15 lower than the previous day. The implied volatity was 29.50, the open interest changed by -65 which decreased total open position to 1144
On 10 Dec INDUSTOWER was trading at 360.05. The strike last trading price was 14.15, which was 0.40 higher than the previous day. The implied volatity was 31.67, the open interest changed by -70 which decreased total open position to 1209
On 9 Dec INDUSTOWER was trading at 362.15. The strike last trading price was 13.75, which was 1.70 higher than the previous day. The implied volatity was 32.31, the open interest changed by 134 which increased total open position to 1278
On 6 Dec INDUSTOWER was trading at 364.65. The strike last trading price was 12.05, which was -2.95 lower than the previous day. The implied volatity was 30.51, the open interest changed by 429 which increased total open position to 1147
On 5 Dec INDUSTOWER was trading at 363.55. The strike last trading price was 15, which was -2.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by 331 which increased total open position to 719
On 4 Dec INDUSTOWER was trading at 357.20. The strike last trading price was 17, which was -3.90 lower than the previous day. The implied volatity was 34.56, the open interest changed by 72 which increased total open position to 385
On 3 Dec INDUSTOWER was trading at 353.90. The strike last trading price was 20.9, which was -4.10 lower than the previous day. The implied volatity was 34.08, the open interest changed by 21 which increased total open position to 312
On 2 Dec INDUSTOWER was trading at 346.65. The strike last trading price was 25, which was 1.75 higher than the previous day. The implied volatity was 33.64, the open interest changed by -1 which decreased total open position to 290
On 29 Nov INDUSTOWER was trading at 349.35. The strike last trading price was 23.25, which was -0.10 lower than the previous day. The implied volatity was 31.34, the open interest changed by -2 which decreased total open position to 291
On 28 Nov INDUSTOWER was trading at 348.25. The strike last trading price was 23.35, which was -0.45 lower than the previous day. The implied volatity was 32.63, the open interest changed by 114 which increased total open position to 295
On 27 Nov INDUSTOWER was trading at 349.75. The strike last trading price was 23.8, which was -8.20 lower than the previous day. The implied volatity was 34.85, the open interest changed by 40 which increased total open position to 177
On 26 Nov INDUSTOWER was trading at 340.95. The strike last trading price was 32, which was -0.05 lower than the previous day. The implied volatity was 38.86, the open interest changed by 126 which increased total open position to 137
On 25 Nov INDUSTOWER was trading at 337.35. The strike last trading price was 32.05, which was -3.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by -1 which decreased total open position to 11
On 22 Nov INDUSTOWER was trading at 330.10. The strike last trading price was 36, 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 21 Nov INDUSTOWER was trading at 329.10. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 36, 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 9
On 19 Nov INDUSTOWER was trading at 328.15. The strike last trading price was 36, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 18 Nov INDUSTOWER was trading at 323.15. The strike last trading price was 45.75, which was 4.20 higher than the previous day. The implied volatity was 30.37, the open interest changed by 7 which increased total open position to 7
On 14 Nov INDUSTOWER was trading at 317.75. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 318.10. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 321.00. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 325.05. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 326.20. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 339.50. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 342.05. The strike last trading price was 41.55, 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 INDUSTOWER was trading at 342.15. The strike last trading price was 41.55, which was 41.55 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 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
