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Historical option data for DIXON

27 May 2026 04:10 PM IST
DIXON 30-Jun-2026 (33d) 11700 CE
Delta: 0.56
Vega: 0.14
Theta: -8.5
Gamma: 0.00029
Date Close Ltp Change IV Volume OI Chg OI
27 May 11756.00 597.1 91.1 (18.00%) 37.61 2,178 -277 1,253
26 May 11673.00 514.9 -136.1 (-20.91%) 34.01 2,149 640 1,529
25 May 11824.00 645 24 (3.86%) 37.98 2,226 354 881
22 May 11722.00 620.65 208.65 (50.64%) 37.63 2,132 521 538
21 May 11258.00 410.9 113.9 (38.35%) 37.73 30 15 17
20 May 10997.00 300 -521 (-63.46%) 36.68 2 1 1
18 May 10780.00 0 -821.4 (-100.00%) - 0 0 0
15 May 10979.00 0 -821.4 (-100.00%) - 0 0 0
14 May 11103.00 0 -821.4 (-100.00%) 0 0 0 0
13 May 11124.00 0 -821.4 (-100.00%) 0 0 0 0
12 May 10138.00 0 -821 (-100.00%) 0 0 0 0
11 May 10772.00 0 -821 (-100.00%) 0 0 0 0
8 May 10803.00 0 0 - 0 0 0
7 May 11048.00 0 0 - 0 0 0
6 May 11299.00 0 0 - 0 0 0
5 May 11253.00 0 0 - 0 0 0
4 May 11408.00 0 0 - 0 0 0
30 Apr 11166.50 0 0 - 0 0 0
29 Apr 11325.00 0 0 - 0 0 0


For Dixon Techno (India) Ltd - strike price 11700 expiring on 30JUN2026

Delta for 11700 CE is 0.56

Historical price for 11700 CE is as follows

On 27 May DIXON was trading at 11756.00. The strike last trading price was 597.1, which was 91.1 higher than the previous day. The implied volatity was 37.61, the open interest changed by -277 which decreased total open position to 1253


On 26 May DIXON was trading at 11673.00. The strike last trading price was 514.9, which was -136.1 lower than the previous day. The implied volatity was 34.01, the open interest changed by 640 which increased total open position to 1529


On 25 May DIXON was trading at 11824.00. The strike last trading price was 645, which was 24 higher than the previous day. The implied volatity was 37.98, the open interest changed by 354 which increased total open position to 881


On 22 May DIXON was trading at 11722.00. The strike last trading price was 620.65, which was 208.65 higher than the previous day. The implied volatity was 37.63, the open interest changed by 521 which increased total open position to 538


On 21 May DIXON was trading at 11258.00. The strike last trading price was 410.9, which was 113.9 higher than the previous day. The implied volatity was 37.73, the open interest changed by 15 which increased total open position to 17


On 20 May DIXON was trading at 10997.00. The strike last trading price was 300, which was -521 lower than the previous day. The implied volatity was 36.68, the open interest changed by 1 which increased total open position to 1


On 18 May DIXON was trading at 10780.00. The strike last trading price was 0, which was -821.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May DIXON was trading at 10979.00. The strike last trading price was 0, which was -821.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May DIXON was trading at 11103.00. The strike last trading price was 0, which was -821.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May DIXON was trading at 11124.00. The strike last trading price was 0, which was -821.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May DIXON was trading at 10138.00. The strike last trading price was 0, which was -821 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May DIXON was trading at 10772.00. The strike last trading price was 0, which was -821 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May DIXON was trading at 10803.00. 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 7 May DIXON was trading at 11048.00. 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 6 May DIXON was trading at 11299.00. 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 5 May DIXON was trading at 11253.00. 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 4 May DIXON was trading at 11408.00. 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 30 Apr DIXON was trading at 11166.50. 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 29 Apr DIXON was trading at 11325.00. 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


DIXON 30-Jun-2026 (33d) 11700 PE
Delta: -0.44
Vega: 0.14
Theta: -6.29
Gamma: 0.00031
Date Close Ltp Change IV Volume OI Chg OI
27 May 11756.00 451.5 -112.55 (-19.95%) 35.42 1,173 234 650
26 May 11673.00 553.95 36.4 (7.03%) 38.9 786 170 415
25 May 11824.00 507.25 -103.2 (-16.91%) 39.64 600 118 247
22 May 11722.00 612.55 -422.3 (-40.81%) 42.95 324 128 128
21 May 11258.00 0 0 - 0 0 0
20 May 10997.00 0 0 - 0 0 0
18 May 10780.00 0 -1034.85 (-100.00%) - 0 0 0
15 May 10979.00 0 -1034.85 (-100.00%) - 0 0 0
14 May 11103.00 0 -1034.85 (-100.00%) 0 0 0 0
13 May 11124.00 0 -1034.85 (-100.00%) 0 0 0 0
12 May 10138.00 0 -1034.85 (-100.00%) 0 0 0 0
11 May 10772.00 0 -1034.85 (-100.00%) 0 0 0 0
8 May 10803.00 0 0 - 0 0 0
7 May 11048.00 0 0 - 0 0 0
6 May 11299.00 0 0 - 0 0 0
5 May 11253.00 0 0 - 0 0 0
4 May 11408.00 0 0 - 0 0 0
30 Apr 11166.50 0 0 - 0 0 0
29 Apr 11325.00 0 0 - 0 0 0


For Dixon Techno (India) Ltd - strike price 11700 expiring on 30JUN2026

Delta for 11700 PE is -0.44

Historical price for 11700 PE is as follows

On 27 May DIXON was trading at 11756.00. The strike last trading price was 451.5, which was -112.55 lower than the previous day. The implied volatity was 35.42, the open interest changed by 234 which increased total open position to 650


On 26 May DIXON was trading at 11673.00. The strike last trading price was 553.95, which was 36.4 higher than the previous day. The implied volatity was 38.9, the open interest changed by 170 which increased total open position to 415


On 25 May DIXON was trading at 11824.00. The strike last trading price was 507.25, which was -103.2 lower than the previous day. The implied volatity was 39.64, the open interest changed by 118 which increased total open position to 247


On 22 May DIXON was trading at 11722.00. The strike last trading price was 612.55, which was -422.3 lower than the previous day. The implied volatity was 42.95, the open interest changed by 128 which increased total open position to 128


On 21 May DIXON was trading at 11258.00. 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 20 May DIXON was trading at 10997.00. 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 18 May DIXON was trading at 10780.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May DIXON was trading at 10979.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May DIXON was trading at 11103.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May DIXON was trading at 11124.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May DIXON was trading at 10138.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May DIXON was trading at 10772.00. The strike last trading price was 0, which was -1034.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May DIXON was trading at 10803.00. 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 7 May DIXON was trading at 11048.00. 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 6 May DIXON was trading at 11299.00. 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 5 May DIXON was trading at 11253.00. 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 4 May DIXON was trading at 11408.00. 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 30 Apr DIXON was trading at 11166.50. 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 29 Apr DIXON was trading at 11325.00. 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