MARICO
Marico Limited
Historical option data for MARICO
21 Nov 2024 04:10 PM IST
| MARICO 28NOV2024 580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.26
Theta: -0.53
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 591.05 | 14.7 | -1.30 | 22.26 | 34 | 7 | 35 | |||
| 20 Nov | 590.95 | 16 | 0.00 | 23.51 | 68 | 1 | 28 | |||
| 19 Nov | 590.95 | 16 | -4.80 | 23.51 | 68 | 1 | 28 | |||
| 18 Nov | 595.15 | 20.8 | 1.80 | 24.86 | 203 | 14 | 27 | |||
| 14 Nov | 592.25 | 19 | -4.30 | 22.44 | 26 | 0 | 15 | |||
| 13 Nov | 597.20 | 23.3 | 0.70 | 23.17 | 85 | 13 | 16 | |||
| 12 Nov | 595.55 | 22.6 | -17.55 | 25.69 | 5 | 2 | 4 | |||
| 11 Nov | 617.10 | 40.15 | -17.95 | 22.08 | 1 | 0 | 3 | |||
| 8 Nov | 629.85 | 58.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 631.65 | 58.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 648.70 | 58.1 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 634.00 | 58.1 | -15.90 | 21.86 | 3 | 0 | 1 | |||
| 4 Nov | 634.95 | 74 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 645.95 | 74 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 640.00 | 74 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 651.15 | 74 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 629.15 | 74 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 634.00 | 74 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 640.10 | 74 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 634.25 | 74 | -25.00 | - | 1 | 0 | 0 | |||
| 23 Oct | 656.60 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 657.00 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 661.95 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 669.30 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 666.10 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 679.55 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 685.70 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 689.35 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 685.50 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 685.10 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 698.20 | 99 | - | 0 | 0 | 0 | ||||
For Marico Limited - strike price 580 expiring on 28NOV2024
Delta for 580 CE is 0.75
Historical price for 580 CE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 14.7, which was -1.30 lower than the previous day. The implied volatity was 22.26, the open interest changed by 7 which increased total open position to 35
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 28
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 16, which was -4.80 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 28
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 20.8, which was 1.80 higher than the previous day. The implied volatity was 24.86, the open interest changed by 14 which increased total open position to 27
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 19, which was -4.30 lower than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 15
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 23.3, which was 0.70 higher than the previous day. The implied volatity was 23.17, the open interest changed by 13 which increased total open position to 16
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 22.6, which was -17.55 lower than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 4
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 40.15, which was -17.95 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 3
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 58.1, 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 58.1, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 58.1, which was -15.90 lower than the previous day. The implied volatity was 21.86, the open interest changed by 0 which decreased total open position to 1
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 74, 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 1 Nov MARICO was trading at 645.95. The strike last trading price was 74, 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 31 Oct MARICO was trading at 640.00. The strike last trading price was 74, 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 74, 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 74, 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 74, 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 74, 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 24 Oct MARICO was trading at 634.25. The strike last trading price was 74, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MARICO was trading at 656.60. The strike last trading price was 99, 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 22 Oct MARICO was trading at 657.00. The strike last trading price was 99, 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 21 Oct MARICO was trading at 661.95. The strike last trading price was 99, 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 18 Oct MARICO was trading at 669.30. The strike last trading price was 99, 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 17 Oct MARICO was trading at 666.10. The strike last trading price was 99, 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 16 Oct MARICO was trading at 679.55. The strike last trading price was 99, 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 15 Oct MARICO was trading at 685.70. The strike last trading price was 99, 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 14 Oct MARICO was trading at 689.35. The strike last trading price was 99, 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 11 Oct MARICO was trading at 685.50. The strike last trading price was 99, 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 10 Oct MARICO was trading at 685.10. The strike last trading price was 99, 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 9 Oct MARICO was trading at 698.20. The strike last trading price was 99, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARICO 28NOV2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.27
Theta: -0.42
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 591.05 | 3.25 | -0.30 | 24.20 | 498 | 30 | 198 |
| 20 Nov | 590.95 | 3.55 | 0.00 | 22.48 | 333 | -43 | 169 |
| 19 Nov | 590.95 | 3.55 | -0.10 | 22.48 | 333 | -42 | 169 |
| 18 Nov | 595.15 | 3.65 | -1.10 | 25.97 | 809 | 24 | 212 |
| 14 Nov | 592.25 | 4.75 | -0.05 | 22.74 | 500 | -3 | 192 |
| 13 Nov | 597.20 | 4.8 | -0.80 | 25.48 | 611 | -8 | 196 |
| 12 Nov | 595.55 | 5.6 | 3.30 | 24.84 | 1,010 | -22 | 209 |
| 11 Nov | 617.10 | 2.3 | 1.00 | 27.15 | 283 | 39 | 231 |
| 8 Nov | 629.85 | 1.3 | -0.10 | 26.14 | 175 | 30 | 191 |
| 7 Nov | 631.65 | 1.4 | 0.55 | 27.41 | 77 | 28 | 160 |
| 6 Nov | 648.70 | 0.85 | -1.20 | 27.73 | 168 | -13 | 137 |
| 5 Nov | 634.00 | 2.05 | -0.75 | 29.30 | 164 | -19 | 148 |
| 4 Nov | 634.95 | 2.8 | 0.35 | 31.94 | 265 | 19 | 170 |
| 1 Nov | 645.95 | 2.45 | 0.25 | 33.47 | 19 | -1 | 151 |
| 31 Oct | 640.00 | 2.2 | -0.10 | - | 155 | 46 | 161 |
| 30 Oct | 651.15 | 2.3 | -9.50 | - | 209 | 18 | 114 |
| 29 Oct | 629.15 | 11.8 | 3.30 | - | 104 | 60 | 96 |
| 28 Oct | 634.00 | 8.5 | 1.80 | - | 26 | 9 | 36 |
| 25 Oct | 640.10 | 6.7 | -0.15 | - | 14 | -3 | 27 |
| 24 Oct | 634.25 | 6.85 | 3.70 | - | 133 | 22 | 31 |
| 23 Oct | 656.60 | 3.15 | -0.25 | - | 82 | 1 | 11 |
| 22 Oct | 657.00 | 3.4 | 0.70 | - | 73 | -5 | 10 |
| 21 Oct | 661.95 | 2.7 | 0.15 | - | 136 | -10 | 14 |
| 18 Oct | 669.30 | 2.55 | 0.25 | - | 62 | 5 | 21 |
| 17 Oct | 666.10 | 2.3 | 0.15 | - | 40 | -2 | 16 |
| 16 Oct | 679.55 | 2.15 | -0.05 | - | 51 | -8 | 19 |
| 15 Oct | 685.70 | 2.2 | 0.15 | - | 103 | 15 | 27 |
| 14 Oct | 689.35 | 2.05 | -0.15 | - | 40 | 7 | 12 |
| 11 Oct | 685.50 | 2.2 | -0.20 | - | 26 | 0 | 3 |
| 10 Oct | 685.10 | 2.4 | -0.40 | - | 68 | 1 | 3 |
| 9 Oct | 698.20 | 2.8 | - | 28 | 2 | 2 | |
For Marico Limited - strike price 580 expiring on 28NOV2024
Delta for 580 PE is -0.27
Historical price for 580 PE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 3.25, which was -0.30 lower than the previous day. The implied volatity was 24.20, the open interest changed by 30 which increased total open position to 198
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 22.48, the open interest changed by -43 which decreased total open position to 169
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 3.55, which was -0.10 lower than the previous day. The implied volatity was 22.48, the open interest changed by -42 which decreased total open position to 169
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 3.65, which was -1.10 lower than the previous day. The implied volatity was 25.97, the open interest changed by 24 which increased total open position to 212
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 22.74, the open interest changed by -3 which decreased total open position to 192
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 4.8, which was -0.80 lower than the previous day. The implied volatity was 25.48, the open interest changed by -8 which decreased total open position to 196
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 5.6, which was 3.30 higher than the previous day. The implied volatity was 24.84, the open interest changed by -22 which decreased total open position to 209
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 2.3, which was 1.00 higher than the previous day. The implied volatity was 27.15, the open interest changed by 39 which increased total open position to 231
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 26.14, the open interest changed by 30 which increased total open position to 191
On 7 Nov MARICO was trading at 631.65. The strike last trading price was 1.4, which was 0.55 higher than the previous day. The implied volatity was 27.41, the open interest changed by 28 which increased total open position to 160
On 6 Nov MARICO was trading at 648.70. The strike last trading price was 0.85, which was -1.20 lower than the previous day. The implied volatity was 27.73, the open interest changed by -13 which decreased total open position to 137
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 29.30, the open interest changed by -19 which decreased total open position to 148
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 31.94, the open interest changed by 19 which increased total open position to 170
On 1 Nov MARICO was trading at 645.95. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 33.47, the open interest changed by -1 which decreased total open position to 151
On 31 Oct MARICO was trading at 640.00. The strike last trading price was 2.2, which was -0.10 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 2.3, which was -9.50 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 11.8, which was 3.30 higher 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 8.5, which was 1.80 higher 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 6.7, which was -0.15 lower 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 6.85, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MARICO was trading at 656.60. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MARICO was trading at 657.00. The strike last trading price was 3.4, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MARICO was trading at 661.95. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MARICO was trading at 669.30. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct MARICO was trading at 666.10. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MARICO was trading at 679.55. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct MARICO was trading at 685.70. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct MARICO was trading at 689.35. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct MARICO was trading at 685.50. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct MARICO was trading at 685.10. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MARICO was trading at 698.20. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
