MARICO
Marico Limited
Historical option data for MARICO
21 Nov 2024 04:10 PM IST
| MARICO 28NOV2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.16
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 591.05 | 23 | -3.00 | 22.98 | 8 | 1 | 16 | |||
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| 20 Nov | 590.95 | 26 | 0.00 | 32.50 | 12 | -7 | 14 | |||
| 19 Nov | 590.95 | 26 | -2.55 | 32.50 | 12 | -8 | 14 | |||
| 18 Nov | 595.15 | 28.55 | 2.15 | 22.68 | 35 | 10 | 23 | |||
| 14 Nov | 592.25 | 26.4 | -7.60 | 21.57 | 41 | 10 | 12 | |||
| 13 Nov | 597.20 | 34 | 0.55 | 31.81 | 20 | -3 | 2 | |||
| 12 Nov | 595.55 | 33.45 | -34.75 | 34.92 | 17 | 5 | 6 | |||
| 11 Nov | 617.10 | 68.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 629.85 | 68.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 631.65 | 68.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 648.70 | 68.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 634.00 | 68.2 | -39.00 | 29.22 | 1 | 0 | 0 | |||
| 4 Nov | 634.95 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 645.95 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 640.00 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 651.15 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 629.15 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 634.00 | 107.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 640.10 | 107.2 | 107.20 | - | 0 | 0 | 0 | |||
| 24 Oct | 634.25 | 0 | - | 0 | 0 | 0 | ||||
For Marico Limited - strike price 570 expiring on 28NOV2024
Delta for 570 CE is 0.89
Historical price for 570 CE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 23, which was -3.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 16
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 32.50, the open interest changed by -7 which decreased total open position to 14
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 26, which was -2.55 lower than the previous day. The implied volatity was 32.50, the open interest changed by -8 which decreased total open position to 14
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 28.55, which was 2.15 higher than the previous day. The implied volatity was 22.68, the open interest changed by 10 which increased total open position to 23
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 26.4, which was -7.60 lower than the previous day. The implied volatity was 21.57, the open interest changed by 10 which increased total open position to 12
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 34, which was 0.55 higher than the previous day. The implied volatity was 31.81, the open interest changed by -3 which decreased total open position to 2
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 33.45, which was -34.75 lower than the previous day. The implied volatity was 34.92, the open interest changed by 5 which increased total open position to 6
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MARICO was trading at 631.65. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MARICO was trading at 648.70. The strike last trading price was 68.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 68.2, which was -39.00 lower than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MARICO was trading at 645.95. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MARICO was trading at 640.00. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MARICO was trading at 651.15. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MARICO was trading at 629.15. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MARICO was trading at 634.00. The strike last trading price was 107.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MARICO was trading at 640.10. The strike last trading price was 107.2, which was 107.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MARICO was trading at 634.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARICO 28NOV2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.19
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 591.05 | 1.65 | -0.30 | 26.40 | 176 | 12 | 177 |
| 20 Nov | 590.95 | 1.95 | 0.00 | 24.78 | 134 | -11 | 166 |
| 19 Nov | 590.95 | 1.95 | -0.10 | 24.78 | 134 | -10 | 166 |
| 18 Nov | 595.15 | 2.05 | -0.70 | 27.46 | 602 | -48 | 178 |
| 14 Nov | 592.25 | 2.75 | -0.20 | 23.92 | 320 | -11 | 235 |
| 13 Nov | 597.20 | 2.95 | -0.55 | 26.66 | 692 | 86 | 251 |
| 12 Nov | 595.55 | 3.5 | 2.15 | 25.91 | 581 | 105 | 167 |
| 11 Nov | 617.10 | 1.35 | 0.45 | 27.83 | 66 | 17 | 62 |
| 8 Nov | 629.85 | 0.9 | -0.15 | 27.79 | 26 | 5 | 44 |
| 7 Nov | 631.65 | 1.05 | 0.40 | 29.36 | 32 | 9 | 38 |
| 6 Nov | 648.70 | 0.65 | -0.85 | 29.64 | 18 | 0 | 31 |
| 5 Nov | 634.00 | 1.5 | -0.45 | 30.74 | 12 | 1 | 30 |
| 4 Nov | 634.95 | 1.95 | -4.25 | 32.73 | 49 | 28 | 28 |
| 1 Nov | 645.95 | 6.2 | 0.00 | 13.73 | 0 | 0 | 0 |
| 31 Oct | 640.00 | 6.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 651.15 | 6.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 629.15 | 6.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 634.00 | 6.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 640.10 | 6.2 | 6.20 | - | 0 | 0 | 0 |
| 24 Oct | 634.25 | 0 | - | 0 | 0 | 0 | |
For Marico Limited - strike price 570 expiring on 28NOV2024
Delta for 570 PE is -0.15
Historical price for 570 PE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 26.40, the open interest changed by 12 which increased total open position to 177
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 24.78, the open interest changed by -11 which decreased total open position to 166
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 24.78, the open interest changed by -10 which decreased total open position to 166
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 27.46, the open interest changed by -48 which decreased total open position to 178
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 2.75, which was -0.20 lower than the previous day. The implied volatity was 23.92, the open interest changed by -11 which decreased total open position to 235
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 26.66, the open interest changed by 86 which increased total open position to 251
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 3.5, which was 2.15 higher than the previous day. The implied volatity was 25.91, the open interest changed by 105 which increased total open position to 167
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 27.83, the open interest changed by 17 which increased total open position to 62
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 27.79, the open interest changed by 5 which increased total open position to 44
On 7 Nov MARICO was trading at 631.65. The strike last trading price was 1.05, which was 0.40 higher than the previous day. The implied volatity was 29.36, the open interest changed by 9 which increased total open position to 38
On 6 Nov MARICO was trading at 648.70. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 31
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by 1 which increased total open position to 30
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 1.95, which was -4.25 lower than the previous day. The implied volatity was 32.73, the open interest changed by 28 which increased total open position to 28
On 1 Nov MARICO was trading at 645.95. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 13.73, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MARICO was trading at 640.00. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MARICO was trading at 651.15. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MARICO was trading at 629.15. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MARICO was trading at 634.00. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MARICO was trading at 640.10. The strike last trading price was 6.2, which was 6.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MARICO was trading at 634.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
