Historical option data for MARICO
22 Jun 2026 01:13 PM IST
| MARICO 28-Jul-2026 (36d) 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.01
Theta: -0.33
Gamma: 0.00708
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 812.25 | 29.25 | -10.75 (-26.88%) | 20.99 | 3 | 1 | 17 | |||||||||
| 19 Jun | 817.05 | 39.75 | -5.25 (-11.67%) | 20.45 | 14 | 6 | 16 | |||||||||
| 18 Jun | 820.75 | 44.9 | 16.9 (60.36%) | 23.71 | 18 | -2 | 10 | |||||||||
| 17 Jun | 805.00 | 28 | -6 (-17.65%) | 20.64 | 11 | 10 | 13 | |||||||||
| 16 Jun | 808.45 | 34.05 | 0.05 (0.15%) | 20.42 | 2 | 2 | 3 | |||||||||
| 15 Jun | 809.65 | 34.5 | 0.5 (1.47%) | 24.29 | 1 | 1 | 1 | |||||||||
| 12 Jun | 819.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 810.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 819.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 800 expiring on 28JUL2026
Delta for 800 CE is 0.62
Historical price for 800 CE is as follows
On 22 Jun MARICO was trading at 812.25. The strike last trading price was 29.25, which was -10.75 lower than the previous day. The implied volatity was 20.99, the open interest changed by 1 which increased total open position to 17
On 19 Jun MARICO was trading at 817.05. The strike last trading price was 39.75, which was -5.25 lower than the previous day. The implied volatity was 20.45, the open interest changed by 6 which increased total open position to 16
On 18 Jun MARICO was trading at 820.75. The strike last trading price was 44.9, which was 16.9 higher than the previous day. The implied volatity was 23.71, the open interest changed by -2 which decreased total open position to 10
On 17 Jun MARICO was trading at 805.00. The strike last trading price was 28, which was -6 lower than the previous day. The implied volatity was 20.64, the open interest changed by 10 which increased total open position to 13
On 16 Jun MARICO was trading at 808.45. The strike last trading price was 34.05, which was 0.05 higher than the previous day. The implied volatity was 20.42, the open interest changed by 2 which increased total open position to 3
On 15 Jun MARICO was trading at 809.65. The strike last trading price was 34.5, which was 0.5 higher than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 1
On 12 Jun MARICO was trading at 819.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun MARICO was trading at 810.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun MARICO was trading at 819.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARICO 28-Jul-2026 (36d) 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.01
Theta: -0.2
Gamma: 0.00718
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 812.25 | 13.85 | 1.65 (13.52%) | 20.5 | 32 | 18 | 61 |
| 19 Jun | 817.05 | 12.15 | 1.85 (17.96%) | 20.64 | 84 | 17 | 41 |
| 18 Jun | 820.75 | 10.3 | -4.7 (-31.33%) | 19.17 | 57 | 2 | 22 |
| 17 Jun | 805.00 | 15 | 1.75 (13.21%) | 18.62 | 10 | 8 | 19 |
| 16 Jun | 808.45 | 13.25 | 2.3 (21.00%) | 17.45 | 7 | 0 | 4 |
| 15 Jun | 809.65 | 10.95 | 0 (0.00%) | - | 5 | 0 | 4 |
| 12 Jun | 819.05 | 10.95 | 0 (0.00%) | - | 5 | 0 | 4 |
| 11 Jun | 810.80 | 10.95 | 0 (0.00%) | 18.87 | 5 | 0 | 4 |
| 10 Jun | 819.90 | 10.95 | -31.15 (-73.99%) | 18.87 | 5 | 4 | 4 |
For Marico Limited - strike price 800 expiring on 28JUL2026
Delta for 800 PE is -0.37
Historical price for 800 PE is as follows
On 22 Jun MARICO was trading at 812.25. The strike last trading price was 13.85, which was 1.65 higher than the previous day. The implied volatity was 20.5, the open interest changed by 18 which increased total open position to 61
On 19 Jun MARICO was trading at 817.05. The strike last trading price was 12.15, which was 1.85 higher than the previous day. The implied volatity was 20.64, the open interest changed by 17 which increased total open position to 41
On 18 Jun MARICO was trading at 820.75. The strike last trading price was 10.3, which was -4.7 lower than the previous day. The implied volatity was 19.17, the open interest changed by 2 which increased total open position to 22
On 17 Jun MARICO was trading at 805.00. The strike last trading price was 15, which was 1.75 higher than the previous day. The implied volatity was 18.62, the open interest changed by 8 which increased total open position to 19
On 16 Jun MARICO was trading at 808.45. The strike last trading price was 13.25, which was 2.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 0 which decreased total open position to 4
On 15 Jun MARICO was trading at 809.65. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun MARICO was trading at 819.05. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun MARICO was trading at 810.80. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 18.87, the open interest changed by 0 which decreased total open position to 4
On 10 Jun MARICO was trading at 819.90. The strike last trading price was 10.95, which was -31.15 lower than the previous day. The implied volatity was 18.87, the open interest changed by 4 which increased total open position to 4
