MARICO
Marico Limited
Historical option data for MARICO
24 Jan 2025 09:30 AM IST
MARICO 30JAN2025 650 CE | ||||||||||
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Delta: 0.92
Vega: 0.13
Theta: -0.36
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 671.70 | 23.05 | 1.5 | 18.58 | 3 | 0 | 280 | |||
23 Jan | 667.90 | 21.95 | 2.60 | 20.65 | 123 | -7 | 279 | |||
22 Jan | 665.35 | 19.35 | -0.60 | 27.20 | 153 | -12 | 283 | |||
21 Jan | 666.40 | 19.95 | 2.65 | 23.92 | 270 | -29 | 295 | |||
20 Jan | 657.45 | 17.3 | -4.65 | 27.91 | 262 | -13 | 326 | |||
17 Jan | 664.40 | 21.95 | 6.15 | 25.62 | 698 | 17 | 340 | |||
16 Jan | 652.60 | 15.8 | -3.95 | 26.47 | 601 | 61 | 322 | |||
15 Jan | 659.75 | 19.75 | -2.10 | 21.47 | 459 | 12 | 279 | |||
14 Jan | 661.10 | 21.85 | -3.85 | 21.90 | 352 | 7 | 266 | |||
13 Jan | 668.40 | 25.7 | -5.90 | 27.31 | 86 | -4 | 258 | |||
10 Jan | 673.90 | 31.6 | 4.80 | 22.87 | 338 | -36 | 262 | |||
9 Jan | 666.90 | 26.8 | 15.20 | 22.40 | 1,908 | -181 | 298 | |||
8 Jan | 638.40 | 11.6 | -1.40 | 23.75 | 1,226 | 12 | 478 | |||
7 Jan | 643.60 | 13 | -3.50 | 24.69 | 1,239 | -18 | 466 | |||
6 Jan | 648.35 | 16.5 | -10.80 | 22.78 | 3,032 | 58 | 488 | |||
3 Jan | 660.95 | 27.3 | 5.45 | 26.83 | 2,593 | -226 | 446 | |||
2 Jan | 653.35 | 21.85 | 5.95 | 24.93 | 2,434 | 216 | 662 | |||
1 Jan | 644.00 | 15.9 | 1.60 | 23.43 | 2,439 | 90 | 445 | |||
31 Dec | 639.50 | 14.3 | -0.70 | 22.35 | 538 | 18 | 355 | |||
30 Dec | 642.20 | 15 | 4.25 | 22.89 | 798 | 88 | 332 | |||
27 Dec | 632.60 | 10.75 | -0.55 | 19.29 | 463 | 30 | 252 | |||
26 Dec | 632.60 | 11.3 | 0.65 | 22.01 | 390 | 37 | 223 | |||
24 Dec | 633.35 | 10.65 | -5.70 | 20.47 | 431 | 76 | 183 | |||
23 Dec | 636.55 | 16.35 | 3.35 | 23.88 | 155 | 72 | 107 | |||
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20 Dec | 627.95 | 13 | -4.05 | 22.33 | 44 | 14 | 34 | |||
19 Dec | 640.95 | 17.05 | -1.30 | 19.62 | 3 | 1 | 20 | |||
18 Dec | 640.85 | 18.35 | 2.30 | 21.53 | 12 | 6 | 18 | |||
17 Dec | 633.45 | 16.05 | -3.65 | 24.96 | 11 | 10 | 12 | |||
16 Dec | 645.10 | 19.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Dec | 639.80 | 19.7 | 0.00 | 22.60 | 1 | 0 | 2 | |||
12 Dec | 635.90 | 19.7 | -13.85 | 23.36 | 3 | 1 | 1 | |||
11 Dec | 632.90 | 33.55 | 0.00 | 1.05 | 0 | 0 | 0 | |||
10 Dec | 613.90 | 33.55 | 0.00 | 3.13 | 0 | 0 | 0 | |||
9 Dec | 607.75 | 33.55 | 0.00 | 3.61 | 0 | 0 | 0 | |||
29 Nov | 644.95 | 33.55 | - | 0 | 0 | 0 |
For Marico Limited - strike price 650 expiring on 30JAN2025
Delta for 650 CE is 0.92
Historical price for 650 CE is as follows
On 24 Jan MARICO was trading at 671.70. The strike last trading price was 23.05, which was 1.5 higher than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 280
On 23 Jan MARICO was trading at 667.90. The strike last trading price was 21.95, which was 2.60 higher than the previous day. The implied volatity was 20.65, the open interest changed by -7 which decreased total open position to 279
On 22 Jan MARICO was trading at 665.35. The strike last trading price was 19.35, which was -0.60 lower than the previous day. The implied volatity was 27.20, the open interest changed by -12 which decreased total open position to 283
On 21 Jan MARICO was trading at 666.40. The strike last trading price was 19.95, which was 2.65 higher than the previous day. The implied volatity was 23.92, the open interest changed by -29 which decreased total open position to 295
On 20 Jan MARICO was trading at 657.45. The strike last trading price was 17.3, which was -4.65 lower than the previous day. The implied volatity was 27.91, the open interest changed by -13 which decreased total open position to 326
On 17 Jan MARICO was trading at 664.40. The strike last trading price was 21.95, which was 6.15 higher than the previous day. The implied volatity was 25.62, the open interest changed by 17 which increased total open position to 340
On 16 Jan MARICO was trading at 652.60. The strike last trading price was 15.8, which was -3.95 lower than the previous day. The implied volatity was 26.47, the open interest changed by 61 which increased total open position to 322
On 15 Jan MARICO was trading at 659.75. The strike last trading price was 19.75, which was -2.10 lower than the previous day. The implied volatity was 21.47, the open interest changed by 12 which increased total open position to 279
On 14 Jan MARICO was trading at 661.10. The strike last trading price was 21.85, which was -3.85 lower than the previous day. The implied volatity was 21.90, the open interest changed by 7 which increased total open position to 266
On 13 Jan MARICO was trading at 668.40. The strike last trading price was 25.7, which was -5.90 lower than the previous day. The implied volatity was 27.31, the open interest changed by -4 which decreased total open position to 258
On 10 Jan MARICO was trading at 673.90. The strike last trading price was 31.6, which was 4.80 higher than the previous day. The implied volatity was 22.87, the open interest changed by -36 which decreased total open position to 262
On 9 Jan MARICO was trading at 666.90. The strike last trading price was 26.8, which was 15.20 higher than the previous day. The implied volatity was 22.40, the open interest changed by -181 which decreased total open position to 298
On 8 Jan MARICO was trading at 638.40. The strike last trading price was 11.6, which was -1.40 lower than the previous day. The implied volatity was 23.75, the open interest changed by 12 which increased total open position to 478
On 7 Jan MARICO was trading at 643.60. The strike last trading price was 13, which was -3.50 lower than the previous day. The implied volatity was 24.69, the open interest changed by -18 which decreased total open position to 466
On 6 Jan MARICO was trading at 648.35. The strike last trading price was 16.5, which was -10.80 lower than the previous day. The implied volatity was 22.78, the open interest changed by 58 which increased total open position to 488
On 3 Jan MARICO was trading at 660.95. The strike last trading price was 27.3, which was 5.45 higher than the previous day. The implied volatity was 26.83, the open interest changed by -226 which decreased total open position to 446
On 2 Jan MARICO was trading at 653.35. The strike last trading price was 21.85, which was 5.95 higher than the previous day. The implied volatity was 24.93, the open interest changed by 216 which increased total open position to 662
On 1 Jan MARICO was trading at 644.00. The strike last trading price was 15.9, which was 1.60 higher than the previous day. The implied volatity was 23.43, the open interest changed by 90 which increased total open position to 445
On 31 Dec MARICO was trading at 639.50. The strike last trading price was 14.3, which was -0.70 lower than the previous day. The implied volatity was 22.35, the open interest changed by 18 which increased total open position to 355
On 30 Dec MARICO was trading at 642.20. The strike last trading price was 15, which was 4.25 higher than the previous day. The implied volatity was 22.89, the open interest changed by 88 which increased total open position to 332
On 27 Dec MARICO was trading at 632.60. The strike last trading price was 10.75, which was -0.55 lower than the previous day. The implied volatity was 19.29, the open interest changed by 30 which increased total open position to 252
On 26 Dec MARICO was trading at 632.60. The strike last trading price was 11.3, which was 0.65 higher than the previous day. The implied volatity was 22.01, the open interest changed by 37 which increased total open position to 223
On 24 Dec MARICO was trading at 633.35. The strike last trading price was 10.65, which was -5.70 lower than the previous day. The implied volatity was 20.47, the open interest changed by 76 which increased total open position to 183
On 23 Dec MARICO was trading at 636.55. The strike last trading price was 16.35, which was 3.35 higher than the previous day. The implied volatity was 23.88, the open interest changed by 72 which increased total open position to 107
On 20 Dec MARICO was trading at 627.95. The strike last trading price was 13, which was -4.05 lower than the previous day. The implied volatity was 22.33, the open interest changed by 14 which increased total open position to 34
On 19 Dec MARICO was trading at 640.95. The strike last trading price was 17.05, which was -1.30 lower than the previous day. The implied volatity was 19.62, the open interest changed by 1 which increased total open position to 20
On 18 Dec MARICO was trading at 640.85. The strike last trading price was 18.35, which was 2.30 higher than the previous day. The implied volatity was 21.53, the open interest changed by 6 which increased total open position to 18
On 17 Dec MARICO was trading at 633.45. The strike last trading price was 16.05, which was -3.65 lower than the previous day. The implied volatity was 24.96, the open interest changed by 10 which increased total open position to 12
On 16 Dec MARICO was trading at 645.10. The strike last trading price was 19.7, 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 13 Dec MARICO was trading at 639.80. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 2
On 12 Dec MARICO was trading at 635.90. The strike last trading price was 19.7, which was -13.85 lower than the previous day. The implied volatity was 23.36, the open interest changed by 1 which increased total open position to 1
On 11 Dec MARICO was trading at 632.90. The strike last trading price was 33.55, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MARICO was trading at 613.90. The strike last trading price was 33.55, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MARICO was trading at 607.75. The strike last trading price was 33.55, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 29 Nov MARICO was trading at 644.95. The strike last trading price was 33.55, 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 30JAN2025 650 PE | |||||||
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Delta: -0.16
Vega: 0.22
Theta: -0.43
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 671.70 | 2.05 | -0.2 | 26.85 | 48 | 11 | 157 |
23 Jan | 667.90 | 2.3 | -2.20 | 25.12 | 812 | -124 | 150 |
22 Jan | 665.35 | 4.5 | -0.50 | 26.21 | 641 | 70 | 277 |
21 Jan | 666.40 | 5 | -1.90 | 27.44 | 761 | 14 | 207 |
20 Jan | 657.45 | 6.9 | 0.00 | 25.42 | 358 | 22 | 193 |
17 Jan | 664.40 | 6.9 | -3.20 | 26.89 | 692 | 22 | 172 |
16 Jan | 652.60 | 10.1 | 1.20 | 24.06 | 604 | -6 | 148 |
15 Jan | 659.75 | 8.9 | 0.25 | 28.14 | 668 | -46 | 152 |
14 Jan | 661.10 | 8.65 | 0.15 | 28.23 | 1,174 | -72 | 200 |
13 Jan | 668.40 | 8.5 | 1.90 | 27.84 | 673 | -29 | 269 |
10 Jan | 673.90 | 6.6 | -2.00 | 27.24 | 1,096 | 54 | 302 |
9 Jan | 666.90 | 8.6 | -11.15 | 27.05 | 1,489 | 101 | 249 |
8 Jan | 638.40 | 19.75 | -0.30 | 25.22 | 386 | -46 | 149 |
7 Jan | 643.60 | 20.05 | 2.75 | 26.08 | 478 | 9 | 197 |
6 Jan | 648.35 | 17.3 | 3.90 | 28.17 | 1,840 | -19 | 197 |
3 Jan | 660.95 | 13.4 | -1.40 | 28.15 | 802 | 28 | 216 |
2 Jan | 653.35 | 14.8 | -5.70 | 25.52 | 478 | -5 | 188 |
1 Jan | 644.00 | 20.5 | 1.05 | 26.81 | 909 | 122 | 205 |
31 Dec | 639.50 | 19.45 | 0.70 | 23.34 | 90 | 17 | 83 |
30 Dec | 642.20 | 18.75 | -4.05 | 22.07 | 213 | 40 | 69 |
27 Dec | 632.60 | 22.8 | -2.70 | 22.70 | 41 | 26 | 28 |
26 Dec | 632.60 | 25.5 | 1.55 | 22.61 | 2 | 0 | 2 |
24 Dec | 633.35 | 23.95 | -6.60 | 20.15 | 2 | 0 | 0 |
23 Dec | 636.55 | 30.55 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 627.95 | 30.55 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 640.95 | 30.55 | 0.00 | 0.04 | 0 | 0 | 0 |
18 Dec | 640.85 | 30.55 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 633.45 | 30.55 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 645.10 | 30.55 | 0.00 | 0.45 | 0 | 0 | 0 |
13 Dec | 639.80 | 30.55 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 635.90 | 30.55 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 632.90 | 30.55 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 613.90 | 30.55 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 607.75 | 30.55 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 644.95 | 30.55 | 0.46 | 0 | 0 | 0 |
For Marico Limited - strike price 650 expiring on 30JAN2025
Delta for 650 PE is -0.16
Historical price for 650 PE is as follows
On 24 Jan MARICO was trading at 671.70. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 26.85, the open interest changed by 11 which increased total open position to 157
On 23 Jan MARICO was trading at 667.90. The strike last trading price was 2.3, which was -2.20 lower than the previous day. The implied volatity was 25.12, the open interest changed by -124 which decreased total open position to 150
On 22 Jan MARICO was trading at 665.35. The strike last trading price was 4.5, which was -0.50 lower than the previous day. The implied volatity was 26.21, the open interest changed by 70 which increased total open position to 277
On 21 Jan MARICO was trading at 666.40. The strike last trading price was 5, which was -1.90 lower than the previous day. The implied volatity was 27.44, the open interest changed by 14 which increased total open position to 207
On 20 Jan MARICO was trading at 657.45. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 22 which increased total open position to 193
On 17 Jan MARICO was trading at 664.40. The strike last trading price was 6.9, which was -3.20 lower than the previous day. The implied volatity was 26.89, the open interest changed by 22 which increased total open position to 172
On 16 Jan MARICO was trading at 652.60. The strike last trading price was 10.1, which was 1.20 higher than the previous day. The implied volatity was 24.06, the open interest changed by -6 which decreased total open position to 148
On 15 Jan MARICO was trading at 659.75. The strike last trading price was 8.9, which was 0.25 higher than the previous day. The implied volatity was 28.14, the open interest changed by -46 which decreased total open position to 152
On 14 Jan MARICO was trading at 661.10. The strike last trading price was 8.65, which was 0.15 higher than the previous day. The implied volatity was 28.23, the open interest changed by -72 which decreased total open position to 200
On 13 Jan MARICO was trading at 668.40. The strike last trading price was 8.5, which was 1.90 higher than the previous day. The implied volatity was 27.84, the open interest changed by -29 which decreased total open position to 269
On 10 Jan MARICO was trading at 673.90. The strike last trading price was 6.6, which was -2.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 54 which increased total open position to 302
On 9 Jan MARICO was trading at 666.90. The strike last trading price was 8.6, which was -11.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 101 which increased total open position to 249
On 8 Jan MARICO was trading at 638.40. The strike last trading price was 19.75, which was -0.30 lower than the previous day. The implied volatity was 25.22, the open interest changed by -46 which decreased total open position to 149
On 7 Jan MARICO was trading at 643.60. The strike last trading price was 20.05, which was 2.75 higher than the previous day. The implied volatity was 26.08, the open interest changed by 9 which increased total open position to 197
On 6 Jan MARICO was trading at 648.35. The strike last trading price was 17.3, which was 3.90 higher than the previous day. The implied volatity was 28.17, the open interest changed by -19 which decreased total open position to 197
On 3 Jan MARICO was trading at 660.95. The strike last trading price was 13.4, which was -1.40 lower than the previous day. The implied volatity was 28.15, the open interest changed by 28 which increased total open position to 216
On 2 Jan MARICO was trading at 653.35. The strike last trading price was 14.8, which was -5.70 lower than the previous day. The implied volatity was 25.52, the open interest changed by -5 which decreased total open position to 188
On 1 Jan MARICO was trading at 644.00. The strike last trading price was 20.5, which was 1.05 higher than the previous day. The implied volatity was 26.81, the open interest changed by 122 which increased total open position to 205
On 31 Dec MARICO was trading at 639.50. The strike last trading price was 19.45, which was 0.70 higher than the previous day. The implied volatity was 23.34, the open interest changed by 17 which increased total open position to 83
On 30 Dec MARICO was trading at 642.20. The strike last trading price was 18.75, which was -4.05 lower than the previous day. The implied volatity was 22.07, the open interest changed by 40 which increased total open position to 69
On 27 Dec MARICO was trading at 632.60. The strike last trading price was 22.8, which was -2.70 lower than the previous day. The implied volatity was 22.70, the open interest changed by 26 which increased total open position to 28
On 26 Dec MARICO was trading at 632.60. The strike last trading price was 25.5, which was 1.55 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 2
On 24 Dec MARICO was trading at 633.35. The strike last trading price was 23.95, which was -6.60 lower than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 0
On 23 Dec MARICO was trading at 636.55. The strike last trading price was 30.55, 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 Dec MARICO was trading at 627.95. The strike last trading price was 30.55, 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 Dec MARICO was trading at 640.95. The strike last trading price was 30.55, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 18 Dec MARICO was trading at 640.85. The strike last trading price was 30.55, 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 17 Dec MARICO was trading at 633.45. The strike last trading price was 30.55, 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 16 Dec MARICO was trading at 645.10. The strike last trading price was 30.55, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MARICO was trading at 639.80. The strike last trading price was 30.55, 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 Dec MARICO was trading at 635.90. The strike last trading price was 30.55, 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 Dec MARICO was trading at 632.90. The strike last trading price was 30.55, 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 10 Dec MARICO was trading at 613.90. The strike last trading price was 30.55, 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 9 Dec MARICO was trading at 607.75. The strike last trading price was 30.55, 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 29 Nov MARICO was trading at 644.95. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0