MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 1028.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 10955.35 | 1028.25 | -51.80 | 58.99 | 2 | 0 | 27 | |||
| 18 Dec | 11002.45 | 1080.05 | -329.95 | 54.78 | 6 | 0 | 27 | |||
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| 17 Dec | 11108.55 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11277.00 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 11272.55 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 11167.40 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11277.75 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11198.20 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11279.80 | 1410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11317.95 | 1410 | 160.00 | 43.17 | 10 | 0 | 27 | |||
| 5 Dec | 11182.25 | 1250 | 17.50 | 30.01 | 1 | 0 | 27 | |||
| 4 Dec | 11129.85 | 1232.5 | -67.50 | 36.60 | 2 | 0 | 26 | |||
| 3 Dec | 11279.25 | 1300 | 10.00 | - | 6 | 0 | 25 | |||
| 2 Dec | 11239.30 | 1290 | 150.05 | - | 9 | 8 | 25 | |||
| 29 Nov | 11074.20 | 1139.95 | 79.95 | - | 6 | 0 | 12 | |||
| 28 Nov | 10949.85 | 1060 | -90.00 | 17.64 | 13 | 12 | 12 | |||
| 27 Nov | 11058.35 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 10943.95 | 1150 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 25 Nov | 11025.15 | 1150 | 1.20 | 31.62 | 10 | 3 | 3 | |||
| 22 Nov | 11063.60 | 1148.8 | -2418.95 | - | 2 | 0 | 0 | |||
| 21 Nov | 10861.45 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 3567.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 3567.75 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10000 expiring on 26DEC2024
Delta for 10000 CE is 0.00
Historical price for 10000 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 1028.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 1028.25, which was -51.80 lower than the previous day. The implied volatity was 58.99, the open interest changed by 0 which decreased total open position to 27
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 1080.05, which was -329.95 lower than the previous day. The implied volatity was 54.78, the open interest changed by 0 which decreased total open position to 27
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 1410, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 1410, which was 160.00 higher than the previous day. The implied volatity was 43.17, the open interest changed by 0 which decreased total open position to 27
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 1250, which was 17.50 higher than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 27
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 1232.5, which was -67.50 lower than the previous day. The implied volatity was 36.60, the open interest changed by 0 which decreased total open position to 26
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 1300, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 1290, which was 150.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 25
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 1139.95, which was 79.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 1060, which was -90.00 lower than the previous day. The implied volatity was 17.64, the open interest changed by 12 which increased total open position to 12
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 1150, which was 1.20 higher than the previous day. The implied volatity was 31.62, the open interest changed by 3 which increased total open position to 3
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 1148.8, which was -2418.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 3567.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 3567.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARUTI 26DEC2024 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.79
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 4.35 | 0.30 | 33.92 | 1,762 | -83 | 1,158 |
| 19 Dec | 10955.35 | 4.05 | -1.65 | 33.52 | 1,341 | -244 | 1,242 |
| 18 Dec | 11002.45 | 5.7 | -0.45 | 34.74 | 745 | 64 | 1,487 |
| 17 Dec | 11108.55 | 6.15 | 1.85 | 35.07 | 959 | -159 | 1,422 |
| 16 Dec | 11277.00 | 4.3 | -2.20 | 35.41 | 1,001 | 53 | 1,578 |
| 13 Dec | 11272.55 | 6.5 | -0.80 | 33.50 | 726 | -27 | 1,529 |
| 12 Dec | 11167.40 | 7.3 | 1.00 | 30.32 | 1,110 | -128 | 1,562 |
| 11 Dec | 11277.75 | 6.3 | -1.70 | 31.52 | 520 | 53 | 1,698 |
| 10 Dec | 11198.20 | 8 | -0.60 | 30.47 | 1,354 | 6 | 1,663 |
| 9 Dec | 11279.80 | 8.6 | -1.55 | 30.72 | 940 | 156 | 1,658 |
| 6 Dec | 11317.95 | 10.15 | -2.65 | 30.06 | 1,607 | -36 | 1,502 |
| 5 Dec | 11182.25 | 12.8 | -2.15 | 28.48 | 1,198 | 12 | 1,542 |
| 4 Dec | 11129.85 | 14.95 | 3.00 | 27.86 | 1,628 | 8 | 1,530 |
| 3 Dec | 11279.25 | 11.95 | -3.20 | 28.35 | 1,067 | -96 | 1,523 |
| 2 Dec | 11239.30 | 15.15 | -12.10 | 28.59 | 1,955 | 52 | 1,622 |
| 29 Nov | 11074.20 | 27.25 | -16.25 | 28.19 | 2,508 | 387 | 1,566 |
| 28 Nov | 10949.85 | 43.5 | 7.50 | 29.37 | 1,597 | 68 | 1,190 |
| 27 Nov | 11058.35 | 36 | -19.00 | 29.06 | 1,087 | 217 | 1,122 |
| 26 Nov | 10943.95 | 55 | 5.00 | 29.65 | 756 | 132 | 913 |
| 25 Nov | 11025.15 | 50 | 1.35 | 29.63 | 605 | 317 | 785 |
| 22 Nov | 11063.60 | 48.65 | -23.70 | 29.37 | 783 | 86 | 554 |
| 21 Nov | 10861.45 | 72.35 | 2.85 | 28.79 | 583 | 81 | 468 |
| 20 Nov | 10959.30 | 69.5 | 0.00 | 29.45 | 147 | 43 | 375 |
| 19 Nov | 10959.30 | 69.5 | 15.60 | 29.45 | 147 | 31 | 375 |
| 18 Nov | 11093.95 | 53.9 | -16.60 | 29.56 | 148 | 8 | 343 |
| 14 Nov | 11006.05 | 70.5 | -4.50 | 28.65 | 242 | 98 | 326 |
| 13 Nov | 11049.60 | 75 | 31.40 | 30.54 | 401 | 205 | 229 |
| 12 Nov | 11143.10 | 43.6 | 23.60 | 26.30 | 11 | 4 | 20 |
| 11 Nov | 11399.70 | 20 | -11.00 | 24.71 | 3 | 2 | 16 |
| 7 Nov | 11300.15 | 31 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 31 | -21.50 | 25.68 | 2 | 0 | 14 |
| 5 Nov | 11170.10 | 52.5 | 26.82 | 10 | 0 | 4 | |
For Maruti Suzuki India Ltd. - strike price 10000 expiring on 26DEC2024
Delta for 10000 PE is -0.02
Historical price for 10000 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 4.35, which was 0.30 higher than the previous day. The implied volatity was 33.92, the open interest changed by -83 which decreased total open position to 1158
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 33.52, the open interest changed by -244 which decreased total open position to 1242
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 5.7, which was -0.45 lower than the previous day. The implied volatity was 34.74, the open interest changed by 64 which increased total open position to 1487
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 6.15, which was 1.85 higher than the previous day. The implied volatity was 35.07, the open interest changed by -159 which decreased total open position to 1422
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 4.3, which was -2.20 lower than the previous day. The implied volatity was 35.41, the open interest changed by 53 which increased total open position to 1578
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 6.5, which was -0.80 lower than the previous day. The implied volatity was 33.50, the open interest changed by -27 which decreased total open position to 1529
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 7.3, which was 1.00 higher than the previous day. The implied volatity was 30.32, the open interest changed by -128 which decreased total open position to 1562
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 6.3, which was -1.70 lower than the previous day. The implied volatity was 31.52, the open interest changed by 53 which increased total open position to 1698
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 8, which was -0.60 lower than the previous day. The implied volatity was 30.47, the open interest changed by 6 which increased total open position to 1663
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 8.6, which was -1.55 lower than the previous day. The implied volatity was 30.72, the open interest changed by 156 which increased total open position to 1658
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 10.15, which was -2.65 lower than the previous day. The implied volatity was 30.06, the open interest changed by -36 which decreased total open position to 1502
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 12.8, which was -2.15 lower than the previous day. The implied volatity was 28.48, the open interest changed by 12 which increased total open position to 1542
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 14.95, which was 3.00 higher than the previous day. The implied volatity was 27.86, the open interest changed by 8 which increased total open position to 1530
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 11.95, which was -3.20 lower than the previous day. The implied volatity was 28.35, the open interest changed by -96 which decreased total open position to 1523
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 15.15, which was -12.10 lower than the previous day. The implied volatity was 28.59, the open interest changed by 52 which increased total open position to 1622
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 27.25, which was -16.25 lower than the previous day. The implied volatity was 28.19, the open interest changed by 387 which increased total open position to 1566
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 43.5, which was 7.50 higher than the previous day. The implied volatity was 29.37, the open interest changed by 68 which increased total open position to 1190
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 36, which was -19.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 217 which increased total open position to 1122
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 55, which was 5.00 higher than the previous day. The implied volatity was 29.65, the open interest changed by 132 which increased total open position to 913
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 50, which was 1.35 higher than the previous day. The implied volatity was 29.63, the open interest changed by 317 which increased total open position to 785
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 48.65, which was -23.70 lower than the previous day. The implied volatity was 29.37, the open interest changed by 86 which increased total open position to 554
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 72.35, which was 2.85 higher than the previous day. The implied volatity was 28.79, the open interest changed by 81 which increased total open position to 468
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 69.5, which was 0.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by 43 which increased total open position to 375
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 69.5, which was 15.60 higher than the previous day. The implied volatity was 29.45, the open interest changed by 31 which increased total open position to 375
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 53.9, which was -16.60 lower than the previous day. The implied volatity was 29.56, the open interest changed by 8 which increased total open position to 343
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 70.5, which was -4.50 lower than the previous day. The implied volatity was 28.65, the open interest changed by 98 which increased total open position to 326
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 75, which was 31.40 higher than the previous day. The implied volatity was 30.54, the open interest changed by 205 which increased total open position to 229
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 43.6, which was 23.60 higher than the previous day. The implied volatity was 26.30, the open interest changed by 4 which increased total open position to 20
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 20, which was -11.00 lower than the previous day. The implied volatity was 24.71, the open interest changed by 2 which increased total open position to 16
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 31, which was -21.50 lower than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 14
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 52.5, which was lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 4
