Historical option data for INDUSTOWER
22 Jun 2026 01:17 PM IST
| INDUSTOWER 28-Jul-2026 (36d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.01
Theta: -0.23
Gamma: 0.01084
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 412.10 | 14.1 | -0.9 (-6.00%) | 28.3 | 14 | 8 | 49 | |||||||||
| 19 Jun | 411.20 | 15 | -1 (-6.25%) | 28.96 | 3 | 2 | 40 | |||||||||
| 18 Jun | 414.30 | 16.15 | -0.85 (-5.00%) | 27.57 | 36 | 34 | 37 | |||||||||
| 17 Jun | 413.85 | 17.1 | -0.9 (-5.00%) | 31.75 | 3 | 2 | 3 | |||||||||
| 16 Jun | 411.75 | 18 | 0 (0.00%) | 31.13 | 1 | 0 | 1 | |||||||||
| 15 Jun | 413.25 | 18 | -21 (-53.85%) | 31.13 | 1 | 0 | 0 | |||||||||
For Indus Towers Limited - strike price 415 expiring on 28JUL2026
Delta for 415 CE is 0.5
Historical price for 415 CE is as follows
On 22 Jun INDUSTOWER was trading at 412.10. The strike last trading price was 14.1, which was -0.9 lower than the previous day. The implied volatity was 28.3, the open interest changed by 8 which increased total open position to 49
On 19 Jun INDUSTOWER was trading at 411.20. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 28.96, the open interest changed by 2 which increased total open position to 40
On 18 Jun INDUSTOWER was trading at 414.30. The strike last trading price was 16.15, which was -0.85 lower than the previous day. The implied volatity was 27.57, the open interest changed by 34 which increased total open position to 37
On 17 Jun INDUSTOWER was trading at 413.85. The strike last trading price was 17.1, which was -0.9 lower than the previous day. The implied volatity was 31.75, the open interest changed by 2 which increased total open position to 3
On 16 Jun INDUSTOWER was trading at 411.75. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 1
On 15 Jun INDUSTOWER was trading at 413.25. The strike last trading price was 18, which was -21 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 0
| INDUSTOWER 28-Jul-2026 (36d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.15
Gamma: 0.01186
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 412.10 | 14 | 0.25 (1.82%) | 25.84 | 5 | 4 | 6 |
| 19 Jun | 411.20 | 13.75 | 1.5 (12.24%) | 25.52 | 1 | 1 | 2 |
| 18 Jun | 414.30 | 12.25 | 12.25 (-24.15%) | 23.73 | 1 | 0 | 1 |
| 17 Jun | 413.85 | 12.25 | -3.9 (-24.15%) | 23.73 | 1 | 1 | 1 |
| 16 Jun | 411.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 413.25 | 0 | 0 | - | 0 | 0 | 0 |
For Indus Towers Limited - strike price 415 expiring on 28JUL2026
Delta for 415 PE is -0.5
Historical price for 415 PE is as follows
On 22 Jun INDUSTOWER was trading at 412.10. The strike last trading price was 14, which was 0.25 higher than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 6
On 19 Jun INDUSTOWER was trading at 411.20. The strike last trading price was 13.75, which was 1.5 higher than the previous day. The implied volatity was 25.52, the open interest changed by 1 which increased total open position to 2
On 18 Jun INDUSTOWER was trading at 414.30. The strike last trading price was 12.25, which was 12.25 higher than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 1
On 17 Jun INDUSTOWER was trading at 413.85. The strike last trading price was 12.25, which was -3.9 lower than the previous day. The implied volatity was 23.73, the open interest changed by 1 which increased total open position to 1
On 16 Jun INDUSTOWER was trading at 411.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jun INDUSTOWER was trading at 413.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
