Historical option data for MARICO
29 Jun 2026 10:49 AM IST
| MARICO 28-Jul-2026 (27d) 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.01
Theta: -0.44
Gamma: 0.00683
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 839.85 | 24.75 | 6.75 (37.50%) | 24.39 | 492 | 219 | 253 | |||||||||
| 25 Jun | 825.80 | 18 | 3 (20.00%) | 22.95 | 53 | 21 | 35 | |||||||||
| 24 Jun | 819.45 | 15.15 | 4.15 (37.73%) | 21.4 | 13 | 8 | 13 | |||||||||
| 23 Jun | 821.05 | 10.75 | -0.25 (-2.27%) | - | 5 | 0 | 5 | |||||||||
| 22 Jun | 812.45 | 10.75 | -0.25 (-2.27%) | - | 5 | 0 | 5 | |||||||||
| 19 Jun | 817.05 | 10.75 | -0.25 (-2.27%) | - | 5 | 0 | 5 | |||||||||
| 18 Jun | 820.75 | 10.75 | -0.25 (-2.27%) | 20.18 | 5 | 0 | 5 | |||||||||
| 17 Jun | 805.00 | 10.7 | -9.3 (-46.50%) | 20.18 | 5 | 3 | 3 | |||||||||
| 30 Apr | 775.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 779.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 840 expiring on 28JUL2026
Delta for 840 CE is 0.53
Historical price for 840 CE is as follows
On 29 Jun MARICO was trading at 839.85. The strike last trading price was 24.75, which was 6.75 higher than the previous day. The implied volatity was 24.39, the open interest changed by 219 which increased total open position to 253
On 25 Jun MARICO was trading at 825.80. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was 22.95, the open interest changed by 21 which increased total open position to 35
On 24 Jun MARICO was trading at 819.45. The strike last trading price was 15.15, which was 4.15 higher than the previous day. The implied volatity was 21.4, the open interest changed by 8 which increased total open position to 13
On 23 Jun MARICO was trading at 821.05. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Jun MARICO was trading at 812.45. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun MARICO was trading at 817.05. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun MARICO was trading at 820.75. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 5
On 17 Jun MARICO was trading at 805.00. The strike last trading price was 10.7, which was -9.3 lower than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 3
On 30 Apr MARICO was trading at 775.00. 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 29 Apr MARICO was trading at 779.30. 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
| MARICO 28-Jul-2026 (27d) 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.01
Theta: -0.28
Gamma: 0.00743
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 839.85 | 19.8 | -47.25 (-70.47%) | 22.41 | 57 | 42 | 42 |
| 25 Jun | 825.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Jun | 819.45 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 821.05 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 30 Apr | 775.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 779.30 | 0 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 840 expiring on 28JUL2026
Delta for 840 PE is -0.46
Historical price for 840 PE is as follows
On 29 Jun MARICO was trading at 839.85. The strike last trading price was 19.8, which was -47.25 lower than the previous day. The implied volatity was 22.41, the open interest changed by 42 which increased total open position to 42
On 25 Jun MARICO was trading at 825.80. 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 24 Jun MARICO was trading at 819.45. 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 23 Jun MARICO was trading at 821.05. 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 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 30 Apr MARICO was trading at 775.00. 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 29 Apr MARICO was trading at 779.30. 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
