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Historical option data for MARICO

20 May 2026 04:10 PM IST
MARICO 26-May-2026 (5d) 820 CE
Delta: 0.91
Vega: 0
Theta: -0.22
Gamma: 0.01078
Date Close Ltp Change IV Volume OI Chg OI
20 May 838.45 20.65 2.65 (14.72%) 13.89 64 10 133
19 May 831.45 17.6 -0.4 (-2.22%) 21.05 19 -3 123
18 May 833.75 18.6 -7.4 (-28.46%) 20.22 16 0 126
15 May 841.15 25.95 2.95 (12.83%) 15.24 22 -10 126
14 May 835.00 23.55 2.55 (12.14%) 22.66 30 2 137
13 May 833.40 21.35 0.35 (1.67%) 0 88 14 135
12 May 830.00 20.25 -9.75 (-32.50%) 0 29 2 121
11 May 842.55 29.35 6.35 (27.61%) 0 129 -12 119
8 May 831.30 21.25 -2.05 (-8.80%) 18.51 227 -42 130
7 May 832.15 22.6 6.65 (41.69%) 18.84 1,139 -173 174
6 May 814.80 16 1.7 (11.89%) 20.45 3,242 -205 344
5 May 807.20 15.2 4.25 (38.81%) 23.77 6,936 285 579
4 May 784.55 11.85 3.35 (39.41%) 30.79 380 167 290
30 Apr 775.00 8.65 -1.45 (-14.36%) 27.28 151 9 132
29 Apr 779.30 9.8 -1.85 (-15.88%) 28.44 155 4 122
28 Apr 780.85 11.4 -2.95 (-20.56%) 29.9 37 23 118
27 Apr 787.00 14.35 0.3 (2.14%) 29.42 132 26 96
24 Apr 783.30 15 -25.9 (-63.33%) 29.06 113 70 70
23 Apr 778.90 0 0 - 0 0 0
22 Apr 772.50 0 0 - 0 0 0
21 Apr 762.50 0 0 - 0 0 0
20 Apr 760.70 0 0 - 0 0 0
17 Apr 757.30 0 0 - 0 0 0
16 Apr 744.40 0 0 - 0 0 0
15 Apr 755.55 0 0 - 0 0 0
13 Apr 753.10 0 0 - 0 0 0
10 Apr 763.25 0 0 - 0 0 0
12 Mar 757.15 - - - 0 0 0
11 Mar 761.60 0 0 (0.00%) 2.47 0 0 0
10 Mar 789.90 0 0 (0.00%) 1.13 0 0 0
9 Mar 778.00 0 0 (0.00%) - 0 0 0
6 Mar 785.25 0 0 (0.00%) 1.35 0 0 0
5 Mar 778.85 0 0 (0.00%) 1.49 0 0 0
4 Mar 771.85 0 0 (0.00%) 2.23 0 0 0
2 Mar 779.15 0 0 (0.00%) 1.68 0 0 0
27 Feb 788.65 0 0 (0.00%) 0.97 0 0 0


For Marico Limited - strike price 820 expiring on 26MAY2026

Delta for 820 CE is 0.91

Historical price for 820 CE is as follows

On 20 May MARICO was trading at 838.45. The strike last trading price was 20.65, which was 2.65 higher than the previous day. The implied volatity was 13.89, the open interest changed by 10 which increased total open position to 133


On 19 May MARICO was trading at 831.45. The strike last trading price was 17.6, which was -0.4 lower than the previous day. The implied volatity was 21.05, the open interest changed by -3 which decreased total open position to 123


On 18 May MARICO was trading at 833.75. The strike last trading price was 18.6, which was -7.4 lower than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 126


On 15 May MARICO was trading at 841.15. The strike last trading price was 25.95, which was 2.95 higher than the previous day. The implied volatity was 15.24, the open interest changed by -10 which decreased total open position to 126


On 14 May MARICO was trading at 835.00. The strike last trading price was 23.55, which was 2.55 higher than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 137


On 13 May MARICO was trading at 833.40. The strike last trading price was 21.35, which was 0.35 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 135


On 12 May MARICO was trading at 830.00. The strike last trading price was 20.25, which was -9.75 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 121


On 11 May MARICO was trading at 842.55. The strike last trading price was 29.35, which was 6.35 higher than the previous day. The implied volatity was 0, the open interest changed by -12 which decreased total open position to 119


On 8 May MARICO was trading at 831.30. The strike last trading price was 21.25, which was -2.05 lower than the previous day. The implied volatity was 18.51, the open interest changed by -42 which decreased total open position to 130


On 7 May MARICO was trading at 832.15. The strike last trading price was 22.6, which was 6.65 higher than the previous day. The implied volatity was 18.84, the open interest changed by -173 which decreased total open position to 174


On 6 May MARICO was trading at 814.80. The strike last trading price was 16, which was 1.7 higher than the previous day. The implied volatity was 20.45, the open interest changed by -205 which decreased total open position to 344


On 5 May MARICO was trading at 807.20. The strike last trading price was 15.2, which was 4.25 higher than the previous day. The implied volatity was 23.77, the open interest changed by 285 which increased total open position to 579


On 4 May MARICO was trading at 784.55. The strike last trading price was 11.85, which was 3.35 higher than the previous day. The implied volatity was 30.79, the open interest changed by 167 which increased total open position to 290


On 30 Apr MARICO was trading at 775.00. The strike last trading price was 8.65, which was -1.45 lower than the previous day. The implied volatity was 27.28, the open interest changed by 9 which increased total open position to 132


On 29 Apr MARICO was trading at 779.30. The strike last trading price was 9.8, which was -1.85 lower than the previous day. The implied volatity was 28.44, the open interest changed by 4 which increased total open position to 122


On 28 Apr MARICO was trading at 780.85. The strike last trading price was 11.4, which was -2.95 lower than the previous day. The implied volatity was 29.9, the open interest changed by 23 which increased total open position to 118


On 27 Apr MARICO was trading at 787.00. The strike last trading price was 14.35, which was 0.3 higher than the previous day. The implied volatity was 29.42, the open interest changed by 26 which increased total open position to 96


On 24 Apr MARICO was trading at 783.30. The strike last trading price was 15, which was -25.9 lower than the previous day. The implied volatity was 29.06, the open interest changed by 70 which increased total open position to 70


On 23 Apr MARICO was trading at 778.90. 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


On 22 Apr MARICO was trading at 772.50. 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 21 Apr MARICO was trading at 762.50. 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 20 Apr MARICO was trading at 760.70. 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 17 Apr MARICO was trading at 757.30. 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 16 Apr MARICO was trading at 744.40. 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 15 Apr MARICO was trading at 755.55. 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 13 Apr MARICO was trading at 753.10. 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 Apr MARICO was trading at 763.25. 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 12 Mar MARICO was trading at 757.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar MARICO was trading at 761.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


On 10 Mar MARICO was trading at 789.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 9 Mar MARICO was trading at 778.00. 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 6 Mar MARICO was trading at 785.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 5 Mar MARICO was trading at 778.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 4 Mar MARICO was trading at 771.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 2 Mar MARICO was trading at 779.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 27 Feb MARICO was trading at 788.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


MARICO 26-May-2026 (5d) 820 PE
Delta: -0.2
Vega: 0
Theta: -0.44
Gamma: 0.01151
Date Close Ltp Change IV Volume OI Chg OI
20 May 838.45 2.7 -1.85 (-40.66%) 21.87 810 1 383
19 May 831.45 4.55 -0.95 (-17.27%) 21.13 206 -10 381
18 May 833.75 5.05 0.4 (8.60%) 23 564 57 392
15 May 841.15 4.25 -1.35 (-24.11%) 21.48 268 4 336
14 May 835.00 5.35 -2.2 (-29.14%) 19.5 313 -23 332
13 May 833.40 7.35 -1.8 (-19.67%) 22.66 929 89 355
12 May 830.00 8.85 2.45 (38.28%) 0 497 -65 267
11 May 842.55 6.5 -2.55 (-28.18%) 0 481 63 333
8 May 831.30 9.45 0 (0.00%) 20.56 532 -40 270
7 May 832.15 9.8 -6.35 (-39.32%) 21.09 646 84 311
6 May 814.80 15.8 -8.15 (-34.03%) 20.85 2,810 162 229
5 May 807.20 23.5 -17.45 (-42.61%) 23.04 169 59 66
4 May 784.55 40.95 40.95 - 0 0 7
30 Apr 775.00 40.95 40.95 - 0 0 7
29 Apr 779.30 40.95 40.95 - 0 0 7
28 Apr 780.85 40.95 40.95 (-17.77%) 28.48 0 0 7
27 Apr 787.00 40.95 -8.85 (-17.77%) 28.48 2 0 6
24 Apr 783.30 49.8 12.75 (34.41%) 33.96 8 6 6
23 Apr 778.90 0 0 - 0 0 0
22 Apr 772.50 0 0 - 0 0 0
21 Apr 762.50 0 0 - 0 0 0
20 Apr 760.70 0 0 - 0 0 0
17 Apr 757.30 0 0 - 0 0 0
16 Apr 744.40 0 0 - 0 0 0
15 Apr 755.55 0 0 - 0 0 0
13 Apr 753.10 0 0 - 0 0 0
10 Apr 763.25 0 0 - 0 0 0
12 Mar 757.15 - - - 0 0 0
11 Mar 761.60 0 0 (0.00%) - 0 0 0
10 Mar 789.90 0 0 (0.00%) - 0 0 0
9 Mar 778.00 0 0 (0.00%) - 0 0 0
6 Mar 785.25 0 0 (0.00%) - 0 0 0
5 Mar 778.85 0 0 (0.00%) - 0 0 0
4 Mar 771.85 0 0 (0.00%) - 0 0 0
2 Mar 779.15 0 0 (0.00%) - 0 0 0
27 Feb 788.65 0 0 (0.00%) 0.46 0 0 0


For Marico Limited - strike price 820 expiring on 26MAY2026

Delta for 820 PE is -0.2

Historical price for 820 PE is as follows

On 20 May MARICO was trading at 838.45. The strike last trading price was 2.7, which was -1.85 lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 383


On 19 May MARICO was trading at 831.45. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 21.13, the open interest changed by -10 which decreased total open position to 381


On 18 May MARICO was trading at 833.75. The strike last trading price was 5.05, which was 0.4 higher than the previous day. The implied volatity was 23, the open interest changed by 57 which increased total open position to 392


On 15 May MARICO was trading at 841.15. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 21.48, the open interest changed by 4 which increased total open position to 336


On 14 May MARICO was trading at 835.00. The strike last trading price was 5.35, which was -2.2 lower than the previous day. The implied volatity was 19.5, the open interest changed by -23 which decreased total open position to 332


On 13 May MARICO was trading at 833.40. The strike last trading price was 7.35, which was -1.8 lower than the previous day. The implied volatity was 22.66, the open interest changed by 89 which increased total open position to 355


On 12 May MARICO was trading at 830.00. The strike last trading price was 8.85, which was 2.45 higher than the previous day. The implied volatity was 0, the open interest changed by -65 which decreased total open position to 267


On 11 May MARICO was trading at 842.55. The strike last trading price was 6.5, which was -2.55 lower than the previous day. The implied volatity was 0, the open interest changed by 63 which increased total open position to 333


On 8 May MARICO was trading at 831.30. The strike last trading price was 9.45, which was 0 lower than the previous day. The implied volatity was 20.56, the open interest changed by -40 which decreased total open position to 270


On 7 May MARICO was trading at 832.15. The strike last trading price was 9.8, which was -6.35 lower than the previous day. The implied volatity was 21.09, the open interest changed by 84 which increased total open position to 311


On 6 May MARICO was trading at 814.80. The strike last trading price was 15.8, which was -8.15 lower than the previous day. The implied volatity was 20.85, the open interest changed by 162 which increased total open position to 229


On 5 May MARICO was trading at 807.20. The strike last trading price was 23.5, which was -17.45 lower than the previous day. The implied volatity was 23.04, the open interest changed by 59 which increased total open position to 66


On 4 May MARICO was trading at 784.55. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 30 Apr MARICO was trading at 775.00. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 29 Apr MARICO was trading at 779.30. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 28 Apr MARICO was trading at 780.85. The strike last trading price was 40.95, which was 40.95 higher than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 7


On 27 Apr MARICO was trading at 787.00. The strike last trading price was 40.95, which was -8.85 lower than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 6


On 24 Apr MARICO was trading at 783.30. The strike last trading price was 49.8, which was 12.75 higher than the previous day. The implied volatity was 33.96, the open interest changed by 6 which increased total open position to 6


On 23 Apr MARICO was trading at 778.90. 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


On 22 Apr MARICO was trading at 772.50. 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 21 Apr MARICO was trading at 762.50. 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 20 Apr MARICO was trading at 760.70. 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 17 Apr MARICO was trading at 757.30. 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 16 Apr MARICO was trading at 744.40. 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 15 Apr MARICO was trading at 755.55. 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 13 Apr MARICO was trading at 753.10. 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 Apr MARICO was trading at 763.25. 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 12 Mar MARICO was trading at 757.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar MARICO was trading at 761.60. 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 Mar MARICO was trading at 789.90. 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


On 9 Mar MARICO was trading at 778.00. 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 6 Mar MARICO was trading at 785.25. 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 5 Mar MARICO was trading at 778.85. 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 4 Mar MARICO was trading at 771.85. 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 2 Mar MARICO was trading at 779.15. 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 27 Feb MARICO was trading at 788.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0