MARICO
Marico Limited
Historical option data for MARICO
20 Dec 2024 04:10 PM IST
| MARICO 26DEC2024 630 CE | ||||||||||
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Delta: 0.51
Vega: 0.32
Theta: -0.68
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 627.95 | 7.3 | -8.95 | 22.24 | 850 | -8 | 400 | |||
| 19 Dec | 640.95 | 16.25 | -1.75 | 21.17 | 636 | -63 | 404 | |||
| 18 Dec | 640.85 | 18 | 6.60 | 28.00 | 1,353 | 123 | 437 | |||
| 17 Dec | 633.45 | 11.4 | -9.30 | 28.04 | 649 | 95 | 311 | |||
| 16 Dec | 645.10 | 20.7 | 3.75 | 24.36 | 475 | -86 | 216 | |||
| 13 Dec | 639.80 | 16.95 | 2.60 | 21.76 | 572 | -46 | 302 | |||
| 12 Dec | 635.90 | 14.35 | 0.30 | 18.01 | 1,289 | -160 | 346 | |||
| 11 Dec | 632.90 | 14.05 | 7.50 | 21.41 | 3,501 | -23 | 500 | |||
| 10 Dec | 613.90 | 6.55 | 0.80 | 23.07 | 853 | -137 | 525 | |||
| 9 Dec | 607.75 | 5.75 | -9.25 | 23.19 | 2,840 | 485 | 673 | |||
| 6 Dec | 633.65 | 15 | -1.25 | 21.11 | 470 | 29 | 188 | |||
| 5 Dec | 633.25 | 16.25 | 0.70 | 22.02 | 371 | 59 | 154 | |||
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| 4 Dec | 631.60 | 15.55 | -6.95 | 21.61 | 336 | 41 | 93 | |||
| 3 Dec | 641.70 | 22.5 | -2.50 | 22.65 | 32 | 1 | 52 | |||
| 2 Dec | 646.55 | 25 | -2.85 | 19.87 | 50 | 15 | 49 | |||
| 29 Nov | 644.95 | 27.85 | -0.65 | 26.12 | 254 | -4 | 36 | |||
| 28 Nov | 644.85 | 28.5 | -1.70 | 24.55 | 92 | 10 | 40 | |||
| 27 Nov | 649.90 | 30.2 | 11.70 | 17.41 | 347 | -16 | 30 | |||
| 26 Nov | 628.35 | 18.5 | 9.35 | 23.56 | 160 | 43 | 45 | |||
| 25 Nov | 607.80 | 9.15 | -29.20 | 22.47 | 6 | 2 | 2 | |||
| 22 Nov | 599.15 | 38.35 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 21 Nov | 591.05 | 38.35 | 0.00 | 5.18 | 0 | 0 | 0 | |||
| 20 Nov | 590.95 | 38.35 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 19 Nov | 590.95 | 38.35 | 0.00 | 5.01 | 0 | 0 | 0 | |||
| 18 Nov | 595.15 | 38.35 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 14 Nov | 592.25 | 38.35 | 0.00 | 3.97 | 0 | 0 | 0 | |||
| 13 Nov | 597.20 | 38.35 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 12 Nov | 595.55 | 38.35 | 0.00 | 3.75 | 0 | 0 | 0 | |||
| 11 Nov | 617.10 | 38.35 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 8 Nov | 629.85 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 648.70 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 634.00 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 634.95 | 38.35 | -284.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 645.95 | 322.35 | - | 0 | 0 | 0 | ||||
For Marico Limited - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.51
Historical price for 630 CE is as follows
On 20 Dec MARICO was trading at 627.95. The strike last trading price was 7.3, which was -8.95 lower than the previous day. The implied volatity was 22.24, the open interest changed by -8 which decreased total open position to 400
On 19 Dec MARICO was trading at 640.95. The strike last trading price was 16.25, which was -1.75 lower than the previous day. The implied volatity was 21.17, the open interest changed by -63 which decreased total open position to 404
On 18 Dec MARICO was trading at 640.85. The strike last trading price was 18, which was 6.60 higher than the previous day. The implied volatity was 28.00, the open interest changed by 123 which increased total open position to 437
On 17 Dec MARICO was trading at 633.45. The strike last trading price was 11.4, which was -9.30 lower than the previous day. The implied volatity was 28.04, the open interest changed by 95 which increased total open position to 311
On 16 Dec MARICO was trading at 645.10. The strike last trading price was 20.7, which was 3.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by -86 which decreased total open position to 216
On 13 Dec MARICO was trading at 639.80. The strike last trading price was 16.95, which was 2.60 higher than the previous day. The implied volatity was 21.76, the open interest changed by -46 which decreased total open position to 302
On 12 Dec MARICO was trading at 635.90. The strike last trading price was 14.35, which was 0.30 higher than the previous day. The implied volatity was 18.01, the open interest changed by -160 which decreased total open position to 346
On 11 Dec MARICO was trading at 632.90. The strike last trading price was 14.05, which was 7.50 higher than the previous day. The implied volatity was 21.41, the open interest changed by -23 which decreased total open position to 500
On 10 Dec MARICO was trading at 613.90. The strike last trading price was 6.55, which was 0.80 higher than the previous day. The implied volatity was 23.07, the open interest changed by -137 which decreased total open position to 525
On 9 Dec MARICO was trading at 607.75. The strike last trading price was 5.75, which was -9.25 lower than the previous day. The implied volatity was 23.19, the open interest changed by 485 which increased total open position to 673
On 6 Dec MARICO was trading at 633.65. The strike last trading price was 15, which was -1.25 lower than the previous day. The implied volatity was 21.11, the open interest changed by 29 which increased total open position to 188
On 5 Dec MARICO was trading at 633.25. The strike last trading price was 16.25, which was 0.70 higher than the previous day. The implied volatity was 22.02, the open interest changed by 59 which increased total open position to 154
On 4 Dec MARICO was trading at 631.60. The strike last trading price was 15.55, which was -6.95 lower than the previous day. The implied volatity was 21.61, the open interest changed by 41 which increased total open position to 93
On 3 Dec MARICO was trading at 641.70. The strike last trading price was 22.5, which was -2.50 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 52
On 2 Dec MARICO was trading at 646.55. The strike last trading price was 25, which was -2.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 15 which increased total open position to 49
On 29 Nov MARICO was trading at 644.95. The strike last trading price was 27.85, which was -0.65 lower than the previous day. The implied volatity was 26.12, the open interest changed by -4 which decreased total open position to 36
On 28 Nov MARICO was trading at 644.85. The strike last trading price was 28.5, which was -1.70 lower than the previous day. The implied volatity was 24.55, the open interest changed by 10 which increased total open position to 40
On 27 Nov MARICO was trading at 649.90. The strike last trading price was 30.2, which was 11.70 higher than the previous day. The implied volatity was 17.41, the open interest changed by -16 which decreased total open position to 30
On 26 Nov MARICO was trading at 628.35. The strike last trading price was 18.5, which was 9.35 higher than the previous day. The implied volatity was 23.56, the open interest changed by 43 which increased total open position to 45
On 25 Nov MARICO was trading at 607.80. The strike last trading price was 9.15, which was -29.20 lower than the previous day. The implied volatity was 22.47, the open interest changed by 2 which increased total open position to 2
On 22 Nov MARICO was trading at 599.15. The strike last trading price was 38.35, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 38.35, 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 20 Nov MARICO was trading at 590.95. The strike last trading price was 38.35, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 38.35, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 38.35, 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 38.35, 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 38.35, 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 38.35, which was -284.00 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 322.35, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.32
Theta: -0.45
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 627.95 | 6.35 | 2.60 | 20.17 | 1,281 | -87 | 282 |
| 19 Dec | 640.95 | 3.75 | -1.00 | 25.65 | 875 | -24 | 377 |
| 18 Dec | 640.85 | 4.75 | -3.05 | 26.13 | 959 | 34 | 401 |
| 17 Dec | 633.45 | 7.8 | 3.85 | 20.68 | 713 | 53 | 368 |
| 16 Dec | 645.10 | 3.95 | -1.25 | 24.28 | 776 | 22 | 319 |
| 13 Dec | 639.80 | 5.2 | -2.90 | 20.58 | 1,196 | -48 | 312 |
| 12 Dec | 635.90 | 8.1 | -1.80 | 24.73 | 1,467 | 91 | 365 |
| 11 Dec | 632.90 | 9.9 | -11.35 | 24.68 | 1,243 | 103 | 275 |
| 10 Dec | 613.90 | 21.25 | -3.75 | 26.53 | 10 | 0 | 172 |
| 9 Dec | 607.75 | 25 | 14.30 | 28.54 | 532 | -24 | 178 |
| 6 Dec | 633.65 | 10.7 | -0.45 | 22.13 | 312 | 6 | 203 |
| 5 Dec | 633.25 | 11.15 | -1.95 | 22.88 | 346 | 7 | 198 |
| 4 Dec | 631.60 | 13.1 | 3.80 | 24.62 | 653 | 18 | 200 |
| 3 Dec | 641.70 | 9.3 | 0.10 | 24.19 | 250 | -26 | 184 |
| 2 Dec | 646.55 | 9.2 | 0.20 | 26.54 | 412 | 13 | 207 |
| 29 Nov | 644.95 | 9 | -0.05 | 23.50 | 1,033 | 71 | 193 |
| 28 Nov | 644.85 | 9.05 | 0.05 | 23.98 | 517 | 16 | 122 |
| 27 Nov | 649.90 | 9 | -6.90 | 27.23 | 298 | 93 | 107 |
| 26 Nov | 628.35 | 15.9 | -5.45 | 24.31 | 30 | 14 | 14 |
| 25 Nov | 607.80 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 599.15 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 591.05 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 590.95 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 590.95 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 595.15 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 592.25 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 597.20 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 595.55 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 617.10 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 629.85 | 21.35 | 0.00 | 0.86 | 0 | 0 | 0 |
| 6 Nov | 648.70 | 21.35 | 0.00 | 3.09 | 0 | 0 | 0 |
| 5 Nov | 634.00 | 21.35 | 0.00 | 1.60 | 0 | 0 | 0 |
| 4 Nov | 634.95 | 21.35 | -28.10 | 1.88 | 0 | 0 | 0 |
| 1 Nov | 645.95 | 49.45 | 3.10 | 0 | 0 | 0 | |
For Marico Limited - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.49
Historical price for 630 PE is as follows
On 20 Dec MARICO was trading at 627.95. The strike last trading price was 6.35, which was 2.60 higher than the previous day. The implied volatity was 20.17, the open interest changed by -87 which decreased total open position to 282
On 19 Dec MARICO was trading at 640.95. The strike last trading price was 3.75, which was -1.00 lower than the previous day. The implied volatity was 25.65, the open interest changed by -24 which decreased total open position to 377
On 18 Dec MARICO was trading at 640.85. The strike last trading price was 4.75, which was -3.05 lower than the previous day. The implied volatity was 26.13, the open interest changed by 34 which increased total open position to 401
On 17 Dec MARICO was trading at 633.45. The strike last trading price was 7.8, which was 3.85 higher than the previous day. The implied volatity was 20.68, the open interest changed by 53 which increased total open position to 368
On 16 Dec MARICO was trading at 645.10. The strike last trading price was 3.95, which was -1.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 22 which increased total open position to 319
On 13 Dec MARICO was trading at 639.80. The strike last trading price was 5.2, which was -2.90 lower than the previous day. The implied volatity was 20.58, the open interest changed by -48 which decreased total open position to 312
On 12 Dec MARICO was trading at 635.90. The strike last trading price was 8.1, which was -1.80 lower than the previous day. The implied volatity was 24.73, the open interest changed by 91 which increased total open position to 365
On 11 Dec MARICO was trading at 632.90. The strike last trading price was 9.9, which was -11.35 lower than the previous day. The implied volatity was 24.68, the open interest changed by 103 which increased total open position to 275
On 10 Dec MARICO was trading at 613.90. The strike last trading price was 21.25, which was -3.75 lower than the previous day. The implied volatity was 26.53, the open interest changed by 0 which decreased total open position to 172
On 9 Dec MARICO was trading at 607.75. The strike last trading price was 25, which was 14.30 higher than the previous day. The implied volatity was 28.54, the open interest changed by -24 which decreased total open position to 178
On 6 Dec MARICO was trading at 633.65. The strike last trading price was 10.7, which was -0.45 lower than the previous day. The implied volatity was 22.13, the open interest changed by 6 which increased total open position to 203
On 5 Dec MARICO was trading at 633.25. The strike last trading price was 11.15, which was -1.95 lower than the previous day. The implied volatity was 22.88, the open interest changed by 7 which increased total open position to 198
On 4 Dec MARICO was trading at 631.60. The strike last trading price was 13.1, which was 3.80 higher than the previous day. The implied volatity was 24.62, the open interest changed by 18 which increased total open position to 200
On 3 Dec MARICO was trading at 641.70. The strike last trading price was 9.3, which was 0.10 higher than the previous day. The implied volatity was 24.19, the open interest changed by -26 which decreased total open position to 184
On 2 Dec MARICO was trading at 646.55. The strike last trading price was 9.2, which was 0.20 higher than the previous day. The implied volatity was 26.54, the open interest changed by 13 which increased total open position to 207
On 29 Nov MARICO was trading at 644.95. The strike last trading price was 9, which was -0.05 lower than the previous day. The implied volatity was 23.50, the open interest changed by 71 which increased total open position to 193
On 28 Nov MARICO was trading at 644.85. The strike last trading price was 9.05, which was 0.05 higher than the previous day. The implied volatity was 23.98, the open interest changed by 16 which increased total open position to 122
On 27 Nov MARICO was trading at 649.90. The strike last trading price was 9, which was -6.90 lower than the previous day. The implied volatity was 27.23, the open interest changed by 93 which increased total open position to 107
On 26 Nov MARICO was trading at 628.35. The strike last trading price was 15.9, which was -5.45 lower than the previous day. The implied volatity was 24.31, the open interest changed by 14 which increased total open position to 14
On 25 Nov MARICO was trading at 607.80. The strike last trading price was 21.35, 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 22 Nov MARICO was trading at 599.15. The strike last trading price was 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 21.35, 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 6 Nov MARICO was trading at 648.70. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 21.35, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 21.35, which was -28.10 lower than the previous day. The implied volatity was 1.88, 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 49.45, which was lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
