PAGEIND
Page Industries Ltd
Historical option data for PAGEIND
14 Nov 2024 04:12 PM IST
| PAGEIND 28NOV2024 49000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 13.21
Theta: -13.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 45377.25 | 84.3 | -31.35 | 26.69 | 380 | 15 | 372 | |||
| 13 Nov | 45856.80 | 115.65 | -146.35 | 23.76 | 552 | 23 | 358 | |||
| 12 Nov | 47107.20 | 262 | -51.30 | 21.29 | 607 | 28 | 366 | |||
| 11 Nov | 47345.30 | 313.3 | -261.65 | 20.30 | 998 | -149 | 340 | |||
| 8 Nov | 48002.90 | 574.95 | 401.15 | 21.34 | 7,326 | 431 | 513 | |||
| 7 Nov | 45064.10 | 173.8 | -354.00 | 26.75 | 259 | 75 | 75 | |||
| 5 Nov | 43375.20 | 527.8 | 9.83 | 0 | 0 | 0 | ||||
For Page Industries Ltd - strike price 49000 expiring on 28NOV2024
Delta for 49000 CE is 0.08
Historical price for 49000 CE is as follows
On 14 Nov PAGEIND was trading at 45377.25. The strike last trading price was 84.3, which was -31.35 lower than the previous day. The implied volatity was 26.69, the open interest changed by 15 which increased total open position to 372
On 13 Nov PAGEIND was trading at 45856.80. The strike last trading price was 115.65, which was -146.35 lower than the previous day. The implied volatity was 23.76, the open interest changed by 23 which increased total open position to 358
On 12 Nov PAGEIND was trading at 47107.20. The strike last trading price was 262, which was -51.30 lower than the previous day. The implied volatity was 21.29, the open interest changed by 28 which increased total open position to 366
On 11 Nov PAGEIND was trading at 47345.30. The strike last trading price was 313.3, which was -261.65 lower than the previous day. The implied volatity was 20.30, the open interest changed by -149 which decreased total open position to 340
On 8 Nov PAGEIND was trading at 48002.90. The strike last trading price was 574.95, which was 401.15 higher than the previous day. The implied volatity was 21.34, the open interest changed by 431 which increased total open position to 513
On 7 Nov PAGEIND was trading at 45064.10. The strike last trading price was 173.8, which was -354.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by 75 which increased total open position to 75
On 5 Nov PAGEIND was trading at 43375.20. The strike last trading price was 527.8, which was lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0
| PAGEIND 28NOV2024 49000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 14.83
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 45377.25 | 3623.3 | 186.30 | 28.34 | 3 | 0 | 34 |
| 13 Nov | 45856.80 | 3437 | 1437.00 | 42.62 | 44 | -12 | 32 |
| 12 Nov | 47107.20 | 2000 | 0.00 | 0.00 | 0 | -6 | 0 |
| 11 Nov | 47345.30 | 2000 | 235.00 | 27.84 | 41 | -5 | 45 |
| 8 Nov | 48002.90 | 1765 | -2960.50 | 27.92 | 92 | 48 | 51 |
| 7 Nov | 45064.10 | 4725.5 | -1443.85 | 56.94 | 6 | 0 | 5 |
| 5 Nov | 43375.20 | 6169.35 | 57.37 | 5 | 1 | 1 | |
For Page Industries Ltd - strike price 49000 expiring on 28NOV2024
Delta for 49000 PE is -0.91
Historical price for 49000 PE is as follows
On 14 Nov PAGEIND was trading at 45377.25. The strike last trading price was 3623.3, which was 186.30 higher than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 34
On 13 Nov PAGEIND was trading at 45856.80. The strike last trading price was 3437, which was 1437.00 higher than the previous day. The implied volatity was 42.62, the open interest changed by -12 which decreased total open position to 32
On 12 Nov PAGEIND was trading at 47107.20. The strike last trading price was 2000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 11 Nov PAGEIND was trading at 47345.30. The strike last trading price was 2000, which was 235.00 higher than the previous day. The implied volatity was 27.84, the open interest changed by -5 which decreased total open position to 45
On 8 Nov PAGEIND was trading at 48002.90. The strike last trading price was 1765, which was -2960.50 lower than the previous day. The implied volatity was 27.92, the open interest changed by 48 which increased total open position to 51
On 7 Nov PAGEIND was trading at 45064.10. The strike last trading price was 4725.5, which was -1443.85 lower than the previous day. The implied volatity was 56.94, the open interest changed by 0 which decreased total open position to 5
On 5 Nov PAGEIND was trading at 43375.20. The strike last trading price was 6169.35, which was lower than the previous day. The implied volatity was 57.37, the open interest changed by 1 which increased total open position to 1
