MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 2.75
Theta: -9.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 511 | -60.45 | 30.59 | 2 | 0 | 48 | |||
| 19 Dec | 10955.35 | 571.45 | -248.55 | - | 12 | 8 | 47 | |||
| 18 Dec | 11002.45 | 820 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 11108.55 | 820 | 90.00 | 53.29 | 2 | -1 | 39 | |||
| 16 Dec | 11277.00 | 730 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 11272.55 | 730 | -72.55 | - | 3 | 2 | 40 | |||
| 12 Dec | 11167.40 | 802.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11277.75 | 802.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11198.20 | 802.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11279.80 | 802.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 11317.95 | 802.55 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 11182.25 | 802.55 | -13.75 | - | 5 | 3 | 38 | |||
| 4 Dec | 11129.85 | 816.3 | -87.75 | 23.27 | 2 | 1 | 36 | |||
| 3 Dec | 11279.25 | 904.05 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 2 Dec | 11239.30 | 904.05 | 100.80 | 17.47 | 12 | -8 | 35 | |||
| 29 Nov | 11074.20 | 803.25 | -2377.10 | 23.39 | 48 | 41 | 41 | |||
| 28 Nov | 10949.85 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 11058.35 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 10943.95 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 11025.15 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 11063.60 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 10861.45 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 3180.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 3180.35 | 3180.35 | - | 0 | 0 | 0 | |||
| 31 Oct | 11076.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11256.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11046.00 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10400 expiring on 26DEC2024
Delta for 10400 CE is 0.88
Historical price for 10400 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 511, which was -60.45 lower than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 48
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 571.45, which was -248.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 47
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 820, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 820, which was 90.00 higher than the previous day. The implied volatity was 53.29, the open interest changed by -1 which decreased total open position to 39
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 730, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 730, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 40
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 802.55, 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 802.55, 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 802.55, 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 802.55, 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 802.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 802.55, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 38
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 816.3, which was -87.75 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1 which increased total open position to 36
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 904.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 904.05, which was 100.80 higher than the previous day. The implied volatity was 17.47, the open interest changed by -8 which decreased total open position to 35
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 803.25, which was -2377.10 lower than the previous day. The implied volatity was 23.39, the open interest changed by 41 which increased total open position to 41
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 3180.35, 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 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 3180.35, 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 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 3180.35, 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 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 3180.35, 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 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 3180.35, 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 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, 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 3180.35, which was 3180.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 26DEC2024 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 1.73
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 9.15 | -2.15 | 23.59 | 2,604 | 69 | 1,182 |
| 19 Dec | 10955.35 | 11.3 | -0.45 | 25.99 | 2,351 | -27 | 1,114 |
| 18 Dec | 11002.45 | 11.75 | -1.40 | 26.41 | 1,920 | -68 | 1,150 |
| 17 Dec | 11108.55 | 13.15 | 5.65 | 27.79 | 1,431 | -12 | 1,217 |
| 16 Dec | 11277.00 | 7.5 | -2.05 | 27.96 | 1,016 | -18 | 1,230 |
| 13 Dec | 11272.55 | 9.55 | -6.75 | 26.08 | 1,484 | 20 | 1,257 |
| 12 Dec | 11167.40 | 16.3 | 4.00 | 25.03 | 1,368 | -27 | 1,251 |
| 11 Dec | 11277.75 | 12.3 | -4.60 | 26.10 | 556 | 28 | 1,278 |
| 10 Dec | 11198.20 | 16.9 | -0.10 | 25.56 | 538 | 7 | 1,249 |
| 9 Dec | 11279.80 | 17 | -1.60 | 25.74 | 1,146 | 489 | 1,245 |
| 6 Dec | 11317.95 | 18.6 | -10.00 | 25.23 | 917 | 85 | 754 |
| 5 Dec | 11182.25 | 28.6 | -8.15 | 24.78 | 1,048 | 18 | 671 |
| 4 Dec | 11129.85 | 36.75 | 9.30 | 24.91 | 736 | 9 | 663 |
| 3 Dec | 11279.25 | 27.45 | -7.05 | 25.19 | 740 | 14 | 666 |
| 2 Dec | 11239.30 | 34.5 | -25.00 | 25.64 | 1,164 | 44 | 659 |
| 29 Nov | 11074.20 | 59.5 | -26.55 | 25.53 | 1,706 | 97 | 608 |
| 28 Nov | 10949.85 | 86.05 | 18.25 | 26.40 | 989 | 94 | 510 |
| 27 Nov | 11058.35 | 67.8 | -34.65 | 25.67 | 496 | -28 | 411 |
| 26 Nov | 10943.95 | 102.45 | 7.45 | 26.52 | 347 | 93 | 440 |
| 25 Nov | 11025.15 | 95 | 15.00 | 26.84 | 212 | 101 | 346 |
| 22 Nov | 11063.60 | 80 | -50.00 | 25.48 | 169 | 5 | 250 |
| 21 Nov | 10861.45 | 130 | 15.20 | 25.65 | 46 | 9 | 245 |
| 20 Nov | 10959.30 | 114.8 | 0.00 | 26.08 | 151 | 84 | 236 |
| 19 Nov | 10959.30 | 114.8 | 21.80 | 26.08 | 151 | 84 | 236 |
| 18 Nov | 11093.95 | 93 | 84.00 | 26.65 | 212 | 148 | 148 |
| 14 Nov | 11006.05 | 9 | 0.00 | 4.79 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 9 | 0.00 | 5.35 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 9 | 0.00 | 6.00 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 9 | 0.00 | 6.99 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 9 | 0.00 | 6.11 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 9 | 0.00 | 6.50 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 9 | 0.00 | 5.58 | 0 | 0 | 0 |
| 31 Oct | 11076.45 | 9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11256.45 | 9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11046.00 | 9 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10400 expiring on 26DEC2024
Delta for 10400 PE is -0.06
Historical price for 10400 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 9.15, which was -2.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by 69 which increased total open position to 1182
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 11.3, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by -27 which decreased total open position to 1114
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 11.75, which was -1.40 lower than the previous day. The implied volatity was 26.41, the open interest changed by -68 which decreased total open position to 1150
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 13.15, which was 5.65 higher than the previous day. The implied volatity was 27.79, the open interest changed by -12 which decreased total open position to 1217
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 7.5, which was -2.05 lower than the previous day. The implied volatity was 27.96, the open interest changed by -18 which decreased total open position to 1230
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 9.55, which was -6.75 lower than the previous day. The implied volatity was 26.08, the open interest changed by 20 which increased total open position to 1257
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 16.3, which was 4.00 higher than the previous day. The implied volatity was 25.03, the open interest changed by -27 which decreased total open position to 1251
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 12.3, which was -4.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by 28 which increased total open position to 1278
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 16.9, which was -0.10 lower than the previous day. The implied volatity was 25.56, the open interest changed by 7 which increased total open position to 1249
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 17, which was -1.60 lower than the previous day. The implied volatity was 25.74, the open interest changed by 489 which increased total open position to 1245
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 18.6, which was -10.00 lower than the previous day. The implied volatity was 25.23, the open interest changed by 85 which increased total open position to 754
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 28.6, which was -8.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 18 which increased total open position to 671
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 36.75, which was 9.30 higher than the previous day. The implied volatity was 24.91, the open interest changed by 9 which increased total open position to 663
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 27.45, which was -7.05 lower than the previous day. The implied volatity was 25.19, the open interest changed by 14 which increased total open position to 666
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 34.5, which was -25.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 44 which increased total open position to 659
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 59.5, which was -26.55 lower than the previous day. The implied volatity was 25.53, the open interest changed by 97 which increased total open position to 608
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 86.05, which was 18.25 higher than the previous day. The implied volatity was 26.40, the open interest changed by 94 which increased total open position to 510
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 67.8, which was -34.65 lower than the previous day. The implied volatity was 25.67, the open interest changed by -28 which decreased total open position to 411
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 102.45, which was 7.45 higher than the previous day. The implied volatity was 26.52, the open interest changed by 93 which increased total open position to 440
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 95, which was 15.00 higher than the previous day. The implied volatity was 26.84, the open interest changed by 101 which increased total open position to 346
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 80, which was -50.00 lower than the previous day. The implied volatity was 25.48, the open interest changed by 5 which increased total open position to 250
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 130, which was 15.20 higher than the previous day. The implied volatity was 25.65, the open interest changed by 9 which increased total open position to 245
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 114.8, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 84 which increased total open position to 236
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 114.8, which was 21.80 higher than the previous day. The implied volatity was 26.08, the open interest changed by 84 which increased total open position to 236
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 93, which was 84.00 higher than the previous day. The implied volatity was 26.65, the open interest changed by 148 which increased total open position to 148
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 9, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 9, which was 0.00 lower than the previous day. The implied volatity was 6.00, 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 9, which was 0.00 lower than the previous day. The implied volatity was 6.99, 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 9, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 9, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 9, which was 0.00 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
