INOXWIND
Inox Wind Limited
Historical option data for INOXWIND
11 Apr 2025 11:05 AM IST
| INOXWIND 24APR2025 165 CE | ||||||||||
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Delta: 0.25
Vega: 0.09
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 150.18 | 2.5 | 1.2 | 63.64 | 93 | -5 | 92 | |||
| 9 Apr | 141.15 | 1.35 | -0.7 | 66.49 | 107 | -5 | 98 | |||
| 8 Apr | 144.78 | 2.05 | -0.05 | 65.63 | 50 | 8 | 105 | |||
| 7 Apr | 140.88 | 2.3 | -1.6 | 76.37 | 87 | 0 | 99 | |||
| 4 Apr | 153.85 | 4.3 | -0.95 | 54.04 | 85 | 15 | 100 | |||
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| 3 Apr | 158.56 | 5.3 | -0.7 | 49.78 | 41 | -2 | 85 | |||
| 2 Apr | 159.98 | 6 | 1 | 50.71 | 33 | 2 | 87 | |||
| 1 Apr | 156.73 | 5.05 | -3.1 | 48.11 | 64 | 25 | 85 | |||
For Inox Wind Limited - strike price 165 expiring on 24APR2025
Delta for 165 CE is 0.25
Historical price for 165 CE is as follows
On 11 Apr INOXWIND was trading at 150.18. The strike last trading price was 2.5, which was 1.2 higher than the previous day. The implied volatity was 63.64, the open interest changed by -5 which decreased total open position to 92
On 9 Apr INOXWIND was trading at 141.15. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 66.49, the open interest changed by -5 which decreased total open position to 98
On 8 Apr INOXWIND was trading at 144.78. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 65.63, the open interest changed by 8 which increased total open position to 105
On 7 Apr INOXWIND was trading at 140.88. The strike last trading price was 2.3, which was -1.6 lower than the previous day. The implied volatity was 76.37, the open interest changed by 0 which decreased total open position to 99
On 4 Apr INOXWIND was trading at 153.85. The strike last trading price was 4.3, which was -0.95 lower than the previous day. The implied volatity was 54.04, the open interest changed by 15 which increased total open position to 100
On 3 Apr INOXWIND was trading at 158.56. The strike last trading price was 5.3, which was -0.7 lower than the previous day. The implied volatity was 49.78, the open interest changed by -2 which decreased total open position to 85
On 2 Apr INOXWIND was trading at 159.98. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 50.71, the open interest changed by 2 which increased total open position to 87
On 1 Apr INOXWIND was trading at 156.73. The strike last trading price was 5.05, which was -3.1 lower than the previous day. The implied volatity was 48.11, the open interest changed by 25 which increased total open position to 85
| INOXWIND 24APR2025 165 PE | |||||||
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Delta: -0.63
Vega: 0.11
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 150.18 | 21.05 | -3.75 | 106.72 | 2 | 0 | 50 |
| 9 Apr | 141.15 | 24.8 | 2.25 | 72.39 | 6 | 3 | 53 |
| 8 Apr | 144.78 | 22.55 | -3.3 | 76.81 | 6 | 0 | 50 |
| 7 Apr | 140.88 | 25.85 | 10.85 | 74.14 | 1 | 0 | 50 |
| 4 Apr | 153.85 | 15 | 5.65 | 65.09 | 2 | 0 | 50 |
| 3 Apr | 158.56 | 9.35 | -2 | 40.92 | 13 | -1 | 50 |
| 2 Apr | 159.98 | 11.35 | 0.6 | 56.53 | 2 | 0 | 50 |
| 1 Apr | 156.73 | 10.75 | 2.1 | 45.06 | 12 | 0 | 50 |
For Inox Wind Limited - strike price 165 expiring on 24APR2025
Delta for 165 PE is -0.63
Historical price for 165 PE is as follows
On 11 Apr INOXWIND was trading at 150.18. The strike last trading price was 21.05, which was -3.75 lower than the previous day. The implied volatity was 106.72, the open interest changed by 0 which decreased total open position to 50
On 9 Apr INOXWIND was trading at 141.15. The strike last trading price was 24.8, which was 2.25 higher than the previous day. The implied volatity was 72.39, the open interest changed by 3 which increased total open position to 53
On 8 Apr INOXWIND was trading at 144.78. The strike last trading price was 22.55, which was -3.3 lower than the previous day. The implied volatity was 76.81, the open interest changed by 0 which decreased total open position to 50
On 7 Apr INOXWIND was trading at 140.88. The strike last trading price was 25.85, which was 10.85 higher than the previous day. The implied volatity was 74.14, the open interest changed by 0 which decreased total open position to 50
On 4 Apr INOXWIND was trading at 153.85. The strike last trading price was 15, which was 5.65 higher than the previous day. The implied volatity was 65.09, the open interest changed by 0 which decreased total open position to 50
On 3 Apr INOXWIND was trading at 158.56. The strike last trading price was 9.35, which was -2 lower than the previous day. The implied volatity was 40.92, the open interest changed by -1 which decreased total open position to 50
On 2 Apr INOXWIND was trading at 159.98. The strike last trading price was 11.35, which was 0.6 higher than the previous day. The implied volatity was 56.53, the open interest changed by 0 which decreased total open position to 50
On 1 Apr INOXWIND was trading at 156.73. The strike last trading price was 10.75, which was 2.1 higher than the previous day. The implied volatity was 45.06, the open interest changed by 0 which decreased total open position to 50
