MARICO
Marico Limited
Historical option data for MARICO
17 Dec 2024 04:10 PM IST
| MARICO 26DEC2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.36
Theta: -1.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Dec | 633.45 | 32.25 | -6.00 | 52.31 | 3 | -1 | 110 | |||
| 16 Dec | 645.10 | 38.25 | 4.55 | 28.80 | 21 | 2 | 112 | |||
| 13 Dec | 639.80 | 33.7 | 5.05 | 26.27 | 5 | 0 | 109 | |||
| 12 Dec | 635.90 | 28.65 | 0.55 | - | 128 | -15 | 109 | |||
| 11 Dec | 632.90 | 28.1 | 12.40 | 21.27 | 501 | -67 | 124 | |||
| 10 Dec | 613.90 | 15.7 | 2.20 | 23.43 | 847 | -67 | 206 | |||
| 9 Dec | 607.75 | 13.5 | -14.80 | 22.59 | 2,508 | 246 | 275 | |||
| 6 Dec | 633.65 | 28.3 | -1.00 | 20.89 | 13 | -1 | 27 | |||
| 5 Dec | 633.25 | 29.3 | 0.00 | 21.39 | 1 | 0 | 28 | |||
| 4 Dec | 631.60 | 29.3 | -9.10 | 23.17 | 2 | 0 | 27 | |||
| 3 Dec | 641.70 | 38.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 646.55 | 38.4 | -5.30 | - | 3 | 0 | 26 | |||
| 29 Nov | 644.95 | 43.7 | 0.70 | 29.46 | 1 | 0 | 25 | |||
| 28 Nov | 644.85 | 43 | -2.60 | 24.90 | 17 | 3 | 25 | |||
| 27 Nov | 649.90 | 45.6 | 16.60 | - | 7 | -3 | 23 | |||
| 26 Nov | 628.35 | 29 | 12.25 | 20.91 | 123 | 4 | 28 | |||
| 25 Nov | 607.80 | 16.75 | -33.95 | 21.37 | 62 | 23 | 23 | |||
| 22 Nov | 599.15 | 50.7 | 0.00 | 1.08 | 0 | 0 | 0 | |||
| 21 Nov | 591.05 | 50.7 | 0.00 | 2.17 | 0 | 0 | 0 | |||
| 20 Nov | 590.95 | 50.7 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 19 Nov | 590.95 | 50.7 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 18 Nov | 595.15 | 50.7 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 14 Nov | 592.25 | 50.7 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 13 Nov | 597.20 | 50.7 | 0.00 | 0.86 | 0 | 0 | 0 | |||
| 12 Nov | 595.55 | 50.7 | 0.00 | 1.28 | 0 | 0 | 0 | |||
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| 11 Nov | 617.10 | 50.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 629.85 | 50.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 648.70 | 50.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 634.00 | 50.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 634.95 | 50.7 | -327.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 645.95 | 378.05 | - | 0 | 0 | 0 | ||||
For Marico Limited - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.67
Historical price for 610 CE is as follows
On 17 Dec MARICO was trading at 633.45. The strike last trading price was 32.25, which was -6.00 lower than the previous day. The implied volatity was 52.31, the open interest changed by -1 which decreased total open position to 110
On 16 Dec MARICO was trading at 645.10. The strike last trading price was 38.25, which was 4.55 higher than the previous day. The implied volatity was 28.80, the open interest changed by 2 which increased total open position to 112
On 13 Dec MARICO was trading at 639.80. The strike last trading price was 33.7, which was 5.05 higher than the previous day. The implied volatity was 26.27, the open interest changed by 0 which decreased total open position to 109
On 12 Dec MARICO was trading at 635.90. The strike last trading price was 28.65, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 109
On 11 Dec MARICO was trading at 632.90. The strike last trading price was 28.1, which was 12.40 higher than the previous day. The implied volatity was 21.27, the open interest changed by -67 which decreased total open position to 124
On 10 Dec MARICO was trading at 613.90. The strike last trading price was 15.7, which was 2.20 higher than the previous day. The implied volatity was 23.43, the open interest changed by -67 which decreased total open position to 206
On 9 Dec MARICO was trading at 607.75. The strike last trading price was 13.5, which was -14.80 lower than the previous day. The implied volatity was 22.59, the open interest changed by 246 which increased total open position to 275
On 6 Dec MARICO was trading at 633.65. The strike last trading price was 28.3, which was -1.00 lower than the previous day. The implied volatity was 20.89, the open interest changed by -1 which decreased total open position to 27
On 5 Dec MARICO was trading at 633.25. The strike last trading price was 29.3, which was 0.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by 0 which decreased total open position to 28
On 4 Dec MARICO was trading at 631.60. The strike last trading price was 29.3, which was -9.10 lower than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 27
On 3 Dec MARICO was trading at 641.70. The strike last trading price was 38.4, 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 2 Dec MARICO was trading at 646.55. The strike last trading price was 38.4, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 29 Nov MARICO was trading at 644.95. The strike last trading price was 43.7, which was 0.70 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 25
On 28 Nov MARICO was trading at 644.85. The strike last trading price was 43, which was -2.60 lower than the previous day. The implied volatity was 24.90, the open interest changed by 3 which increased total open position to 25
On 27 Nov MARICO was trading at 649.90. The strike last trading price was 45.6, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 23
On 26 Nov MARICO was trading at 628.35. The strike last trading price was 29, which was 12.25 higher than the previous day. The implied volatity was 20.91, the open interest changed by 4 which increased total open position to 28
On 25 Nov MARICO was trading at 607.80. The strike last trading price was 16.75, which was -33.95 lower than the previous day. The implied volatity was 21.37, the open interest changed by 23 which increased total open position to 23
On 22 Nov MARICO was trading at 599.15. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MARICO was trading at 591.05. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MARICO was trading at 590.95. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MARICO was trading at 590.95. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MARICO was trading at 595.15. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MARICO was trading at 592.25. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MARICO was trading at 597.20. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MARICO was trading at 595.55. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MARICO was trading at 617.10. The strike last trading price was 50.7, 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 8 Nov MARICO was trading at 629.85. The strike last trading price was 50.7, 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 6 Nov MARICO was trading at 648.70. The strike last trading price was 50.7, 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 5 Nov MARICO was trading at 634.00. The strike last trading price was 50.7, 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 4 Nov MARICO was trading at 634.95. The strike last trading price was 50.7, which was -327.35 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 378.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARICO 26DEC2024 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.25
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 633.45 | 2 | 0.75 | 22.41 | 597 | -53 | 272 |
| 16 Dec | 645.10 | 1.25 | -0.40 | 27.01 | 461 | -17 | 332 |
| 13 Dec | 639.80 | 1.65 | -1.00 | 22.91 | 507 | -110 | 360 |
| 12 Dec | 635.90 | 2.65 | -1.05 | 24.74 | 1,284 | -170 | 471 |
| 11 Dec | 632.90 | 3.7 | -5.50 | 25.11 | 1,546 | 227 | 640 |
| 10 Dec | 613.90 | 9.2 | -3.40 | 24.17 | 653 | 39 | 417 |
| 9 Dec | 607.75 | 12.6 | 8.60 | 26.97 | 2,183 | 189 | 376 |
| 6 Dec | 633.65 | 4 | -0.30 | 22.04 | 299 | 60 | 188 |
| 5 Dec | 633.25 | 4.3 | -1.60 | 22.54 | 171 | -18 | 132 |
| 4 Dec | 631.60 | 5.9 | 1.80 | 24.75 | 219 | 26 | 151 |
| 3 Dec | 641.70 | 4.1 | -0.05 | 24.88 | 132 | -11 | 121 |
| 2 Dec | 646.55 | 4.15 | -0.15 | 26.74 | 204 | 23 | 136 |
| 29 Nov | 644.95 | 4.3 | -0.10 | 24.63 | 471 | -101 | 112 |
| 28 Nov | 644.85 | 4.4 | 0.20 | 25.18 | 457 | 83 | 206 |
| 27 Nov | 649.90 | 4.2 | -3.40 | 27.07 | 170 | 82 | 126 |
| 26 Nov | 628.35 | 7.6 | -9.65 | 23.59 | 81 | 44 | 45 |
| 25 Nov | 607.80 | 17.25 | 3.35 | 26.72 | 1 | 0 | 0 |
| 22 Nov | 599.15 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 591.05 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 590.95 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 590.95 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 595.15 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 592.25 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 597.20 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 595.55 | 13.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 617.10 | 13.9 | 0.00 | 2.01 | 0 | 0 | 0 |
| 8 Nov | 629.85 | 13.9 | 0.00 | 3.29 | 0 | 0 | 0 |
| 6 Nov | 648.70 | 13.9 | 0.00 | 5.18 | 0 | 0 | 0 |
| 5 Nov | 634.00 | 13.9 | 0.00 | 3.85 | 0 | 0 | 0 |
| 4 Nov | 634.95 | 13.9 | -335.75 | 4.07 | 0 | 0 | 0 |
| 1 Nov | 645.95 | 349.65 | 5.31 | 0 | 0 | 0 | |
For Marico Limited - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.17
Historical price for 610 PE is as follows
On 17 Dec MARICO was trading at 633.45. The strike last trading price was 2, which was 0.75 higher than the previous day. The implied volatity was 22.41, the open interest changed by -53 which decreased total open position to 272
On 16 Dec MARICO was trading at 645.10. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 27.01, the open interest changed by -17 which decreased total open position to 332
On 13 Dec MARICO was trading at 639.80. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by -110 which decreased total open position to 360
On 12 Dec MARICO was trading at 635.90. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 24.74, the open interest changed by -170 which decreased total open position to 471
On 11 Dec MARICO was trading at 632.90. The strike last trading price was 3.7, which was -5.50 lower than the previous day. The implied volatity was 25.11, the open interest changed by 227 which increased total open position to 640
On 10 Dec MARICO was trading at 613.90. The strike last trading price was 9.2, which was -3.40 lower than the previous day. The implied volatity was 24.17, the open interest changed by 39 which increased total open position to 417
On 9 Dec MARICO was trading at 607.75. The strike last trading price was 12.6, which was 8.60 higher than the previous day. The implied volatity was 26.97, the open interest changed by 189 which increased total open position to 376
On 6 Dec MARICO was trading at 633.65. The strike last trading price was 4, which was -0.30 lower than the previous day. The implied volatity was 22.04, the open interest changed by 60 which increased total open position to 188
On 5 Dec MARICO was trading at 633.25. The strike last trading price was 4.3, which was -1.60 lower than the previous day. The implied volatity was 22.54, the open interest changed by -18 which decreased total open position to 132
On 4 Dec MARICO was trading at 631.60. The strike last trading price was 5.9, which was 1.80 higher than the previous day. The implied volatity was 24.75, the open interest changed by 26 which increased total open position to 151
On 3 Dec MARICO was trading at 641.70. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by -11 which decreased total open position to 121
On 2 Dec MARICO was trading at 646.55. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by 23 which increased total open position to 136
On 29 Nov MARICO was trading at 644.95. The strike last trading price was 4.3, which was -0.10 lower than the previous day. The implied volatity was 24.63, the open interest changed by -101 which decreased total open position to 112
On 28 Nov MARICO was trading at 644.85. The strike last trading price was 4.4, which was 0.20 higher than the previous day. The implied volatity was 25.18, the open interest changed by 83 which increased total open position to 206
On 27 Nov MARICO was trading at 649.90. The strike last trading price was 4.2, which was -3.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by 82 which increased total open position to 126
On 26 Nov MARICO was trading at 628.35. The strike last trading price was 7.6, which was -9.65 lower than the previous day. The implied volatity was 23.59, the open interest changed by 44 which increased total open position to 45
On 25 Nov MARICO was trading at 607.80. The strike last trading price was 17.25, which was 3.35 higher than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MARICO was trading at 599.15. The strike last trading price was 13.9, 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 21 Nov MARICO was trading at 591.05. The strike last trading price was 13.9, 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 20 Nov MARICO was trading at 590.95. The strike last trading price was 13.9, 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 19 Nov MARICO was trading at 590.95. The strike last trading price was 13.9, 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 18 Nov MARICO was trading at 595.15. The strike last trading price was 13.9, 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 14 Nov MARICO was trading at 592.25. The strike last trading price was 13.9, 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 13 Nov MARICO was trading at 597.20. The strike last trading price was 13.9, 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 12 Nov MARICO was trading at 595.55. The strike last trading price was 13.9, 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 11 Nov MARICO was trading at 617.10. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 13.9, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 13.9, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MARICO was trading at 634.00. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 13.9, which was -335.75 lower than the previous day. The implied volatity was 4.07, 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 349.65, which was lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
