Historical option data for MARICO
27 May 2026 04:10 PM IST
| MARICO 30-Jun-2026 (33d) 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0.01
Theta: -0.31
Gamma: 0.00828
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 833.80 | 24.1 | 2.2 (10.05%) | 18.21 | 1,282 | 490 | 573 | |||||||||
| 26 May | 830.00 | 22 | 2.65 (13.70%) | 20.94 | 163 | 63 | 84 | |||||||||
| 25 May | 823.35 | 19.7 | -1.85 (-8.58%) | 20.16 | 23 | 10 | 21 | |||||||||
| 22 May | 824.45 | 21.55 | -4.85 (-18.37%) | 20.13 | 15 | 0 | 11 | |||||||||
| 21 May | 831.85 | 26.4 | -2.6 (-8.97%) | 20.94 | 15 | 5 | 10 | |||||||||
| 20 May | 838.45 | 29 | 0 (0.00%) | - | 0 | 0 | 5 | |||||||||
| 19 May | 831.45 | 29 | 0 (0.00%) | 21.67 | 0 | 0 | 5 | |||||||||
| 18 May | 833.75 | 29.05 | 18.05 (164.09%) | 21.67 | 5 | 3 | 3 | |||||||||
| 15 May | 841.15 | 0 | -10.85 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 835.00 | 0 | -10.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 833.40 | 0 | -10.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 830.00 | 0 | -10.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 842.55 | 0 | -10.85 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 831.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 832.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 814.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 807.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 830 expiring on 30JUN2026
Delta for 830 CE is 0.6
Historical price for 830 CE is as follows
On 27 May MARICO was trading at 833.80. The strike last trading price was 24.1, which was 2.2 higher than the previous day. The implied volatity was 18.21, the open interest changed by 490 which increased total open position to 573
On 26 May MARICO was trading at 830.00. The strike last trading price was 22, which was 2.65 higher than the previous day. The implied volatity was 20.94, the open interest changed by 63 which increased total open position to 84
On 25 May MARICO was trading at 823.35. The strike last trading price was 19.7, which was -1.85 lower than the previous day. The implied volatity was 20.16, the open interest changed by 10 which increased total open position to 21
On 22 May MARICO was trading at 824.45. The strike last trading price was 21.55, which was -4.85 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 11
On 21 May MARICO was trading at 831.85. The strike last trading price was 26.4, which was -2.6 lower than the previous day. The implied volatity was 20.94, the open interest changed by 5 which increased total open position to 10
On 20 May MARICO was trading at 838.45. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May MARICO was trading at 831.45. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 5
On 18 May MARICO was trading at 833.75. The strike last trading price was 29.05, which was 18.05 higher than the previous day. The implied volatity was 21.67, the open interest changed by 3 which increased total open position to 3
On 15 May MARICO was trading at 841.15. The strike last trading price was 0, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MARICO was trading at 835.00. The strike last trading price was 0, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MARICO was trading at 833.40. The strike last trading price was 0, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MARICO was trading at 830.00. The strike last trading price was 0, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May MARICO was trading at 842.55. The strike last trading price was 0, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May MARICO was trading at 831.30. 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 7 May MARICO was trading at 832.15. 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 6 May MARICO was trading at 814.80. 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 5 May MARICO was trading at 807.20. 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 30-Jun-2026 (33d) 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.01
Theta: -0.19
Gamma: 0.0083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 833.80 | 15 | -3 (-16.67%) | 18.46 | 237 | 70 | 113 |
| 26 May | 830.00 | 19 | -2 (-9.52%) | 19.7 | 71 | 34 | 43 |
| 25 May | 823.35 | 20.55 | 0.55 (2.75%) | 19.34 | 19 | 7 | 10 |
| 22 May | 824.45 | 20.3 | -69.7 (-77.44%) | 18.86 | 4 | 2 | 2 |
| 21 May | 831.85 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 838.45 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 831.45 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 833.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 841.15 | 0 | -90.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 835.00 | 0 | -90.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 833.40 | 0 | -90.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 830.00 | 0 | -90.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 842.55 | 0 | -90 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 831.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 832.15 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 814.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 807.20 | 0 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 830 expiring on 30JUN2026
Delta for 830 PE is -0.42
Historical price for 830 PE is as follows
On 27 May MARICO was trading at 833.80. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 18.46, the open interest changed by 70 which increased total open position to 113
On 26 May MARICO was trading at 830.00. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 19.7, the open interest changed by 34 which increased total open position to 43
On 25 May MARICO was trading at 823.35. The strike last trading price was 20.55, which was 0.55 higher than the previous day. The implied volatity was 19.34, the open interest changed by 7 which increased total open position to 10
On 22 May MARICO was trading at 824.45. The strike last trading price was 20.3, which was -69.7 lower than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 2
On 21 May MARICO was trading at 831.85. 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 20 May MARICO was trading at 838.45. 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 May MARICO was trading at 831.45. 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 18 May MARICO was trading at 833.75. 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 15 May MARICO was trading at 841.15. The strike last trading price was 0, which was -90.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MARICO was trading at 835.00. The strike last trading price was 0, which was -90.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MARICO was trading at 833.40. The strike last trading price was 0, which was -90.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MARICO was trading at 830.00. The strike last trading price was 0, which was -90.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May MARICO was trading at 842.55. The strike last trading price was 0, which was -90 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May MARICO was trading at 831.30. 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 7 May MARICO was trading at 832.15. 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 6 May MARICO was trading at 814.80. 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 5 May MARICO was trading at 807.20. 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
