Historical option data for PHOENIXLTD
29 Jun 2026 10:49 AM IST
| PHOENIXLTD 28-Jul-2026 (27d) 1940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.02
Theta: -1.23
Gamma: 0.0024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1898.30 | 57.45 | 1.75 (3.14%) | 30.46 | 12 | 4 | 36 | |||||||||
| 25 Jun | 1904.60 | 55 | -5.45 (-9.02%) | 29.73 | 46 | 16 | 31 | |||||||||
| 24 Jun | 1912.30 | 60.5 | 11.05 (22.35%) | 29.4 | 22 | 14 | 15 | |||||||||
| 23 Jun | 1851.60 | 49.45 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 22 Jun | 1871.10 | 49.45 | 0 (0.00%) | 29.03 | 1 | 0 | 1 | |||||||||
| 19 Jun | 1881.10 | 49.45 | -14.5 (-22.67%) | 29.03 | 1 | 1 | 1 | |||||||||
For The Phoenix Mills Ltd - strike price 1940 expiring on 28JUL2026
Delta for 1940 CE is 0.47
Historical price for 1940 CE is as follows
On 29 Jun PHOENIXLTD was trading at 1898.30. The strike last trading price was 57.45, which was 1.75 higher than the previous day. The implied volatity was 30.46, the open interest changed by 4 which increased total open position to 36
On 25 Jun PHOENIXLTD was trading at 1904.60. The strike last trading price was 55, which was -5.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by 16 which increased total open position to 31
On 24 Jun PHOENIXLTD was trading at 1912.30. The strike last trading price was 60.5, which was 11.05 higher than the previous day. The implied volatity was 29.4, the open interest changed by 14 which increased total open position to 15
On 23 Jun PHOENIXLTD was trading at 1851.60. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun PHOENIXLTD was trading at 1871.10. The strike last trading price was 49.45, which was 0 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 1
On 19 Jun PHOENIXLTD was trading at 1881.10. The strike last trading price was 49.45, which was -14.5 lower than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 1
| PHOENIXLTD 28-Jul-2026 (27d) 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.02
Theta: -0.83
Gamma: 0.0026
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1898.30 | 77 | -1 (-1.28%) | 28.07 | 10 | -6 | 81 |
| 25 Jun | 1904.60 | 78 | 7 (9.86%) | 28.19 | 115 | 67 | 87 |
| 24 Jun | 1912.30 | 71 | -16 (-18.39%) | 26.01 | 22 | 16 | 17 |
| 23 Jun | 1851.60 | 87 | 87 | - | 1 | 0 | 1 |
| 22 Jun | 1871.10 | 87 | 87 (-56.28%) | 23.56 | 1 | 0 | 1 |
| 19 Jun | 1881.10 | 87 | -112 (-56.28%) | 23.56 | 1 | 1 | 1 |
For The Phoenix Mills Ltd - strike price 1940 expiring on 28JUL2026
Delta for 1940 PE is -0.56
Historical price for 1940 PE is as follows
On 29 Jun PHOENIXLTD was trading at 1898.30. The strike last trading price was 77, which was -1 lower than the previous day. The implied volatity was 28.07, the open interest changed by -6 which decreased total open position to 81
On 25 Jun PHOENIXLTD was trading at 1904.60. The strike last trading price was 78, which was 7 higher than the previous day. The implied volatity was 28.19, the open interest changed by 67 which increased total open position to 87
On 24 Jun PHOENIXLTD was trading at 1912.30. The strike last trading price was 71, which was -16 lower than the previous day. The implied volatity was 26.01, the open interest changed by 16 which increased total open position to 17
On 23 Jun PHOENIXLTD was trading at 1851.60. The strike last trading price was 87, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jun PHOENIXLTD was trading at 1871.10. The strike last trading price was 87, which was 87 higher than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 1
On 19 Jun PHOENIXLTD was trading at 1881.10. The strike last trading price was 87, which was -112 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1 which increased total open position to 1
