MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10400 CE | ||||||||||
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Delta: 0.90
Vega: 2.64
Theta: -7.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10861.45 | 498.15 | -100.90 | 25.83 | 16 | 9 | 19 | |||
| 20 Nov | 10959.30 | 599.05 | 0.00 | 24.51 | 12 | -7 | 11 | |||
| 19 Nov | 10959.30 | 599.05 | -79.65 | 24.51 | 12 | -6 | 11 | |||
| 18 Nov | 11093.95 | 678.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 678.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 678.7 | -240.55 | - | 6 | 0 | 17 | |||
| 12 Nov | 11143.10 | 919.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 919.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 11303.00 | 919.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 919.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 919.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 11170.10 | 919.25 | 61.20 | 31.22 | 4 | 1 | 15 | |||
| 4 Nov | 11052.45 | 858.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Nov | 11110.00 | 858.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 11076.45 | 858.05 | 77.25 | - | 11 | 2 | 17 | |||
| 30 Oct | 11256.45 | 780.8 | 0.00 | - | 0 | 15 | 0 | |||
| 29 Oct | 11046.00 | 780.8 | -1502.80 | - | 35 | 13 | 13 | |||
| 28 Oct | 11483.25 | 2283.6 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10400 expiring on 28NOV2024
Delta for 10400 CE is 0.90
Historical price for 10400 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 498.15, which was -100.90 lower than the previous day. The implied volatity was 25.83, the open interest changed by 9 which increased total open position to 19
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 599.05, which was 0.00 lower than the previous day. The implied volatity was 24.51, the open interest changed by -7 which decreased total open position to 11
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 599.05, which was -79.65 lower than the previous day. The implied volatity was 24.51, the open interest changed by -6 which decreased total open position to 11
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 678.7, 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 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 678.7, 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 Nov MARUTI was trading at 11049.60. The strike last trading price was 678.7, which was -240.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 919.25, 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 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 919.25, 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 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 919.25, 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 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 919.25, 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 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 919.25, 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 Nov MARUTI was trading at 11170.10. The strike last trading price was 919.25, which was 61.20 higher than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 15
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 858.05, 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 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 858.05, 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 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 858.05, which was 77.25 higher 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 780.8, 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 780.8, which was -1502.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MARUTI was trading at 11483.25. The strike last trading price was 2283.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 3.34
Theta: -6.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 33.35 | 1.80 | 30.70 | 1,465 | 77 | 782 |
| 20 Nov | 10959.30 | 31.55 | 0.00 | 30.39 | 1,478 | 70 | 703 |
| 19 Nov | 10959.30 | 31.55 | 11.15 | 30.39 | 1,478 | 68 | 703 |
| 18 Nov | 11093.95 | 20.4 | -11.05 | 30.27 | 1,166 | 145 | 637 |
| 14 Nov | 11006.05 | 31.45 | -4.95 | 25.68 | 1,457 | 48 | 497 |
| 13 Nov | 11049.60 | 36.4 | 5.05 | 28.68 | 1,464 | -114 | 428 |
| 12 Nov | 11143.10 | 31.35 | 14.15 | 27.47 | 902 | 89 | 547 |
| 11 Nov | 11399.70 | 17.2 | -5.80 | 28.47 | 848 | -123 | 469 |
| 8 Nov | 11303.00 | 23 | -7.50 | 26.49 | 634 | 73 | 599 |
| 7 Nov | 11300.15 | 30.5 | 0.30 | 27.14 | 621 | -27 | 530 |
| 6 Nov | 11354.25 | 30.2 | -28.80 | 28.11 | 1,263 | 107 | 556 |
| 5 Nov | 11170.10 | 59 | -25.50 | 29.63 | 1,049 | -16 | 447 |
| 4 Nov | 11052.45 | 84.5 | -6.60 | 30.06 | 1,421 | 223 | 474 |
| 1 Nov | 11110.00 | 91.1 | -6.15 | 30.37 | 151 | -3 | 251 |
| 31 Oct | 11076.45 | 97.25 | 20.30 | - | 887 | 23 | 246 |
| 30 Oct | 11256.45 | 76.95 | -67.95 | - | 873 | -22 | 224 |
| 29 Oct | 11046.00 | 144.9 | 102.20 | - | 760 | 246 | 246 |
| 28 Oct | 11483.25 | 42.7 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10400 expiring on 28NOV2024
Delta for 10400 PE is -0.14
Historical price for 10400 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 33.35, which was 1.80 higher than the previous day. The implied volatity was 30.70, the open interest changed by 77 which increased total open position to 782
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 70 which increased total open position to 703
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 31.55, which was 11.15 higher than the previous day. The implied volatity was 30.39, the open interest changed by 68 which increased total open position to 703
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 20.4, which was -11.05 lower than the previous day. The implied volatity was 30.27, the open interest changed by 145 which increased total open position to 637
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 31.45, which was -4.95 lower than the previous day. The implied volatity was 25.68, the open interest changed by 48 which increased total open position to 497
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 36.4, which was 5.05 higher than the previous day. The implied volatity was 28.68, the open interest changed by -114 which decreased total open position to 428
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 31.35, which was 14.15 higher than the previous day. The implied volatity was 27.47, the open interest changed by 89 which increased total open position to 547
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 17.2, which was -5.80 lower than the previous day. The implied volatity was 28.47, the open interest changed by -123 which decreased total open position to 469
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 23, which was -7.50 lower than the previous day. The implied volatity was 26.49, the open interest changed by 73 which increased total open position to 599
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 30.5, which was 0.30 higher than the previous day. The implied volatity was 27.14, the open interest changed by -27 which decreased total open position to 530
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 30.2, which was -28.80 lower than the previous day. The implied volatity was 28.11, the open interest changed by 107 which increased total open position to 556
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 59, which was -25.50 lower than the previous day. The implied volatity was 29.63, the open interest changed by -16 which decreased total open position to 447
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 84.5, which was -6.60 lower than the previous day. The implied volatity was 30.06, the open interest changed by 223 which increased total open position to 474
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 91.1, which was -6.15 lower than the previous day. The implied volatity was 30.37, the open interest changed by -3 which decreased total open position to 251
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 97.25, which was 20.30 higher 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 76.95, which was -67.95 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 144.9, which was 102.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MARUTI was trading at 11483.25. The strike last trading price was 42.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
