MARICO
Marico Limited
Historical option data for MARICO
21 Nov 2024 04:10 PM IST
MARICO 28NOV2024 600 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.33
Vega: 0.30
Theta: -0.50
Gamma: 0.02
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 591.05 | 3.7 | -1.80 | 21.25 | 1,066 | 176 | 630 | |||
20 Nov | 590.95 | 5.5 | 0.00 | 23.81 | 1,467 | 11 | 453 | |||
19 Nov | 590.95 | 5.5 | -2.45 | 23.81 | 1,467 | 10 | 453 | |||
18 Nov | 595.15 | 7.95 | 1.15 | 23.15 | 1,189 | 70 | 447 | |||
14 Nov | 592.25 | 6.8 | -4.00 | 20.04 | 774 | 52 | 380 | |||
13 Nov | 597.20 | 10.8 | 0.70 | 22.91 | 2,393 | -44 | 323 | |||
12 Nov | 595.55 | 10.1 | -14.25 | 23.44 | 1,213 | 347 | 366 | |||
11 Nov | 617.10 | 24.35 | -10.65 | 23.98 | 35 | 7 | 20 | |||
8 Nov | 629.85 | 35 | -3.00 | 24.86 | 1 | 0 | 14 | |||
7 Nov | 631.65 | 38 | -14.50 | 21.16 | 3 | 1 | 14 | |||
6 Nov | 648.70 | 52.5 | 10.50 | 31.02 | 5 | -1 | 13 | |||
5 Nov | 634.00 | 42 | 2.00 | 27.43 | 7 | 2 | 13 | |||
4 Nov | 634.95 | 40 | -15.00 | 15.59 | 4 | 0 | 8 | |||
1 Nov | 645.95 | 55 | 8.15 | 24.97 | 1 | 0 | 9 | |||
31 Oct | 640.00 | 46.85 | -15.15 | - | 4 | 1 | 9 | |||
30 Oct | 651.15 | 62 | 13.05 | - | 9 | 3 | 6 | |||
29 Oct | 629.15 | 48.95 | -0.05 | - | 3 | 0 | 2 | |||
28 Oct | 634.00 | 49 | -34.55 | - | 2 | 1 | 1 | |||
25 Oct | 640.10 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 634.25 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 656.60 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 657.00 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 661.95 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 669.30 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 666.10 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 679.55 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 685.70 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 689.35 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 685.50 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 685.10 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 698.20 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 697.90 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 678.80 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 690.20 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
|
||||||||||
3 Oct | 699.05 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 693.65 | 83.55 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 695.40 | 83.55 | 83.55 | - | 0 | 0 | 0 | |||
9 Sept | 676.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Sept | 665.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
5 Sept | 643.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Sept | 645.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Sept | 640.05 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 600 expiring on 28NOV2024
Delta for 600 CE is 0.33
Historical price for 600 CE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 3.7, which was -1.80 lower than the previous day. The implied volatity was 21.25, the open interest changed by 176 which increased total open position to 630
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by 11 which increased total open position to 453
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 5.5, which was -2.45 lower than the previous day. The implied volatity was 23.81, the open interest changed by 10 which increased total open position to 453
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 7.95, which was 1.15 higher than the previous day. The implied volatity was 23.15, the open interest changed by 70 which increased total open position to 447
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 6.8, which was -4.00 lower than the previous day. The implied volatity was 20.04, the open interest changed by 52 which increased total open position to 380
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 10.8, which was 0.70 higher than the previous day. The implied volatity was 22.91, the open interest changed by -44 which decreased total open position to 323
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 10.1, which was -14.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 347 which increased total open position to 366
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 24.35, which was -10.65 lower than the previous day. The implied volatity was 23.98, the open interest changed by 7 which increased total open position to 20
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 35, which was -3.00 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 14
On 7 Nov MARICO was trading at 631.65. The strike last trading price was 38, which was -14.50 lower than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 14
On 6 Nov MARICO was trading at 648.70. The strike last trading price was 52.5, which was 10.50 higher than the previous day. The implied volatity was 31.02, the open interest changed by -1 which decreased total open position to 13
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 42, which was 2.00 higher than the previous day. The implied volatity was 27.43, the open interest changed by 2 which increased total open position to 13
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 40, which was -15.00 lower than the previous day. The implied volatity was 15.59, the open interest changed by 0 which decreased total open position to 8
On 1 Nov MARICO was trading at 645.95. The strike last trading price was 55, which was 8.15 higher than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 9
On 31 Oct MARICO was trading at 640.00. The strike last trading price was 46.85, which was -15.15 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 62, which was 13.05 higher 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 48.95, 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 28 Oct MARICO was trading at 634.00. The strike last trading price was 49, which was -34.55 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 83.55, 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 83.55, 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 23 Oct MARICO was trading at 656.60. The strike last trading price was 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 83.55, 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 8 Oct MARICO was trading at 697.90. The strike last trading price was 83.55, 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 7 Oct MARICO was trading at 678.80. The strike last trading price was 83.55, 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 4 Oct MARICO was trading at 690.20. The strike last trading price was 83.55, 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 3 Oct MARICO was trading at 699.05. The strike last trading price was 83.55, 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 1 Oct MARICO was trading at 693.65. The strike last trading price was 83.55, 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 Sept MARICO was trading at 695.40. The strike last trading price was 83.55, which was 83.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MARICO was trading at 676.00. The strike last trading price was 0, 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 6 Sept MARICO was trading at 665.25. The strike last trading price was 0, 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 5 Sept MARICO was trading at 643.90. The strike last trading price was 0, 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 4 Sept MARICO was trading at 645.60. The strike last trading price was 0, 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 3 Sept MARICO was trading at 640.05. 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 600 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.67
Vega: 0.30
Theta: -0.35
Gamma: 0.02
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 591.05 | 11.85 | -0.35 | 21.75 | 463 | 65 | 480 |
20 Nov | 590.95 | 12.2 | 0.00 | 20.57 | 620 | 32 | 416 |
19 Nov | 590.95 | 12.2 | 1.40 | 20.57 | 620 | 33 | 416 |
18 Nov | 595.15 | 10.8 | -2.45 | 24.15 | 475 | -60 | 387 |
14 Nov | 592.25 | 13.25 | 1.40 | 22.02 | 610 | -5 | 447 |
13 Nov | 597.20 | 11.85 | -1.65 | 23.97 | 1,309 | -42 | 450 |
12 Nov | 595.55 | 13.5 | 8.00 | 23.70 | 3,301 | 45 | 511 |
11 Nov | 617.10 | 5.5 | 2.35 | 24.73 | 863 | 64 | 466 |
8 Nov | 629.85 | 3.15 | -0.05 | 23.85 | 205 | -25 | 403 |
7 Nov | 631.65 | 3.2 | 1.10 | 25.03 | 220 | 31 | 430 |
6 Nov | 648.70 | 2.1 | -2.30 | 26.08 | 515 | -27 | 400 |
5 Nov | 634.00 | 4.4 | -0.90 | 27.60 | 478 | -10 | 434 |
4 Nov | 634.95 | 5.3 | 2.20 | 29.85 | 545 | -16 | 444 |
1 Nov | 645.95 | 3.1 | -1.60 | 28.04 | 83 | 1 | 460 |
31 Oct | 640.00 | 4.7 | 0.40 | - | 680 | 4 | 460 |
30 Oct | 651.15 | 4.3 | -13.70 | - | 1,712 | 73 | 454 |
29 Oct | 629.15 | 18 | 3.95 | - | 807 | 321 | 378 |
28 Oct | 634.00 | 14.05 | 3.05 | - | 48 | 13 | 57 |
25 Oct | 640.10 | 11 | -0.40 | - | 24 | 3 | 44 |
24 Oct | 634.25 | 11.4 | 5.50 | - | 42 | 0 | 41 |
23 Oct | 656.60 | 5.9 | 0.30 | - | 19 | 2 | 41 |
22 Oct | 657.00 | 5.6 | 0.65 | - | 89 | -2 | 40 |
21 Oct | 661.95 | 4.95 | 1.35 | - | 69 | 0 | 38 |
18 Oct | 669.30 | 3.6 | -0.30 | - | 55 | -2 | 38 |
17 Oct | 666.10 | 3.9 | 0.70 | - | 39 | -5 | 40 |
16 Oct | 679.55 | 3.2 | 0.05 | - | 43 | -1 | 43 |
15 Oct | 685.70 | 3.15 | -0.25 | - | 52 | 3 | 42 |
14 Oct | 689.35 | 3.4 | -0.40 | - | 47 | -3 | 40 |
11 Oct | 685.50 | 3.8 | 0.00 | - | 103 | 4 | 43 |
10 Oct | 685.10 | 3.8 | 0.00 | - | 92 | 8 | 44 |
9 Oct | 698.20 | 3.8 | -0.40 | - | 134 | 15 | 36 |
8 Oct | 697.90 | 4.2 | -0.20 | - | 43 | 9 | 24 |
7 Oct | 678.80 | 4.4 | 1.40 | - | 26 | 6 | 15 |
4 Oct | 690.20 | 3 | 0.50 | - | 6 | 1 | 9 |
3 Oct | 699.05 | 2.5 | -2.15 | - | 10 | 0 | 7 |
1 Oct | 693.65 | 4.65 | 0.65 | - | 2 | 1 | 8 |
30 Sept | 695.40 | 4 | -5.35 | - | 7 | 0 | 4 |
9 Sept | 676.00 | 9.35 | -0.15 | - | 17 | 0 | 18 |
6 Sept | 665.25 | 9.5 | -1.90 | - | 23 | -19 | 20 |
5 Sept | 643.90 | 11.4 | 0.00 | - | 0 | 19 | 0 |
4 Sept | 645.60 | 11.4 | 0.00 | - | 19 | 0 | 20 |
3 Sept | 640.05 | 11.4 | - | 20 | 13 | 13 |
For Marico Limited - strike price 600 expiring on 28NOV2024
Delta for 600 PE is -0.67
Historical price for 600 PE is as follows
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 11.85, which was -0.35 lower than the previous day. The implied volatity was 21.75, the open interest changed by 65 which increased total open position to 480
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 32 which increased total open position to 416
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 12.2, which was 1.40 higher than the previous day. The implied volatity was 20.57, the open interest changed by 33 which increased total open position to 416
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 10.8, which was -2.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by -60 which decreased total open position to 387
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 13.25, which was 1.40 higher than the previous day. The implied volatity was 22.02, the open interest changed by -5 which decreased total open position to 447
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 11.85, which was -1.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by -42 which decreased total open position to 450
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 13.5, which was 8.00 higher than the previous day. The implied volatity was 23.70, the open interest changed by 45 which increased total open position to 511
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 5.5, which was 2.35 higher than the previous day. The implied volatity was 24.73, the open interest changed by 64 which increased total open position to 466
On 8 Nov MARICO was trading at 629.85. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by -25 which decreased total open position to 403
On 7 Nov MARICO was trading at 631.65. The strike last trading price was 3.2, which was 1.10 higher than the previous day. The implied volatity was 25.03, the open interest changed by 31 which increased total open position to 430
On 6 Nov MARICO was trading at 648.70. The strike last trading price was 2.1, which was -2.30 lower than the previous day. The implied volatity was 26.08, the open interest changed by -27 which decreased total open position to 400
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 4.4, which was -0.90 lower than the previous day. The implied volatity was 27.60, the open interest changed by -10 which decreased total open position to 434
On 4 Nov MARICO was trading at 634.95. The strike last trading price was 5.3, which was 2.20 higher than the previous day. The implied volatity was 29.85, the open interest changed by -16 which decreased total open position to 444
On 1 Nov MARICO was trading at 645.95. The strike last trading price was 3.1, which was -1.60 lower than the previous day. The implied volatity was 28.04, the open interest changed by 1 which increased total open position to 460
On 31 Oct MARICO was trading at 640.00. The strike last trading price was 4.7, which was 0.40 higher 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 4.3, which was -13.70 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 18, which was 3.95 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 14.05, which was 3.05 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 11, 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 24 Oct MARICO was trading at 634.25. The strike last trading price was 11.4, which was 5.50 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 5.9, which was 0.30 higher 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 5.6, which was 0.65 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 4.95, which was 1.35 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 3.6, which was -0.30 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 3.9, 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 16 Oct MARICO was trading at 679.55. The strike last trading price was 3.2, which was 0.05 higher 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 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 14 Oct MARICO was trading at 689.35. The strike last trading price was 3.4, 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 11 Oct MARICO was trading at 685.50. The strike last trading price was 3.8, 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 3.8, 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 3.8, 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 8 Oct MARICO was trading at 697.90. The strike last trading price was 4.2, 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 7 Oct MARICO was trading at 678.80. The strike last trading price was 4.4, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MARICO was trading at 690.20. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct MARICO was trading at 699.05. The strike last trading price was 2.5, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct MARICO was trading at 693.65. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept MARICO was trading at 695.40. The strike last trading price was 4, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MARICO was trading at 676.00. The strike last trading price was 9.35, 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 6 Sept MARICO was trading at 665.25. The strike last trading price was 9.5, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept MARICO was trading at 643.90. The strike last trading price was 11.4, 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 4 Sept MARICO was trading at 645.60. The strike last trading price was 11.4, 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 3 Sept MARICO was trading at 640.05. The strike last trading price was 11.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to