Historical option data for MARICO
23 Jun 2026 04:10 PM IST
| MARICO 28-Jul-2026 (35d) 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.4
Gamma: 0.00618
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 821.05 | 29.9 | 8.9 (42.38%) | 24.76 | 112 | 45 | 53 | |||||||||
| 22 Jun | 812.45 | 20.4 | -1.6 (-7.27%) | 21.45 | 3 | 0 | 7 | |||||||||
| 19 Jun | 817.05 | 21.5 | -4.5 (-17.31%) | 20.25 | 10 | 3 | 8 | |||||||||
| 18 Jun | 820.75 | 26.1 | 8.1 (45.00%) | 21.47 | 10 | 0 | 4 | |||||||||
| 17 Jun | 805.00 | 21.55 | -0.45 (-2.05%) | 20.7 | 2 | 2 | 4 | |||||||||
| 16 Jun | 808.45 | 21.55 | -0.45 (-2.05%) | - | 2 | 0 | 2 | |||||||||
| 15 Jun | 809.65 | 21.55 | -0.45 (-2.05%) | 17.4 | 2 | 0 | 2 | |||||||||
| 12 Jun | 819.05 | 21.55 | -4.45 (-17.12%) | 17.4 | 2 | 2 | 2 | |||||||||
For Marico Limited - strike price 820 expiring on 28JUL2026
Delta for 820 CE is 0.57
Historical price for 820 CE is as follows
On 23 Jun MARICO was trading at 821.05. The strike last trading price was 29.9, which was 8.9 higher than the previous day. The implied volatity was 24.76, the open interest changed by 45 which increased total open position to 53
On 22 Jun MARICO was trading at 812.45. The strike last trading price was 20.4, which was -1.6 lower than the previous day. The implied volatity was 21.45, the open interest changed by 0 which decreased total open position to 7
On 19 Jun MARICO was trading at 817.05. The strike last trading price was 21.5, which was -4.5 lower than the previous day. The implied volatity was 20.25, the open interest changed by 3 which increased total open position to 8
On 18 Jun MARICO was trading at 820.75. The strike last trading price was 26.1, which was 8.1 higher than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 4
On 17 Jun MARICO was trading at 805.00. The strike last trading price was 21.55, which was -0.45 lower than the previous day. The implied volatity was 20.7, the open interest changed by 2 which increased total open position to 4
On 16 Jun MARICO was trading at 808.45. The strike last trading price was 21.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun MARICO was trading at 809.65. The strike last trading price was 21.55, which was -0.45 lower than the previous day. The implied volatity was 17.4, the open interest changed by 0 which decreased total open position to 2
On 12 Jun MARICO was trading at 819.05. The strike last trading price was 21.55, which was -4.45 lower than the previous day. The implied volatity was 17.4, the open interest changed by 2 which increased total open position to 2
| MARICO 28-Jul-2026 (35d) 820 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.01
Theta: -0.25
Gamma: 0.00675
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 821.05 | 18.85 | -35 (-65.00%) | 22.63 | 74 | 65 | 65 |
| 22 Jun | 812.45 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 817.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 820.75 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 805.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 808.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 809.65 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 819.05 | 0 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 820 expiring on 28JUL2026
Delta for 820 PE is -0.42
Historical price for 820 PE is as follows
On 23 Jun MARICO was trading at 821.05. The strike last trading price was 18.85, which was -35 lower than the previous day. The implied volatity was 22.63, the open interest changed by 65 which increased total open position to 65
On 22 Jun MARICO was trading at 812.45. 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 19 Jun MARICO was trading at 817.05. 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 18 Jun MARICO was trading at 820.75. 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 Jun MARICO was trading at 805.00. 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 16 Jun MARICO was trading at 808.45. 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 Jun MARICO was trading at 809.65. 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 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
