MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10500 CE | ||||||||||
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Delta: 0.82
Vega: 3.68
Theta: -12.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 430.6 | -46.45 | 31.72 | 49 | 21 | 312 | |||
| 19 Dec | 10955.35 | 477.05 | -76.00 | 15.90 | 45 | -24 | 289 | |||
| 18 Dec | 11002.45 | 553.05 | -94.40 | 25.63 | 82 | 62 | 311 | |||
| 17 Dec | 11108.55 | 647.45 | -167.05 | 32.41 | 21 | -1 | 250 | |||
| 16 Dec | 11277.00 | 814.5 | 14.50 | 32.41 | 9 | -4 | 252 | |||
| 13 Dec | 11272.55 | 800 | 92.70 | - | 27 | -9 | 256 | |||
| 12 Dec | 11167.40 | 707.3 | -123.55 | 26.20 | 17 | -3 | 265 | |||
| 11 Dec | 11277.75 | 830.85 | 7.25 | - | 3 | 0 | 268 | |||
| 10 Dec | 11198.20 | 823.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11279.80 | 823.6 | -78.80 | 22.70 | 3 | -1 | 267 | |||
| 6 Dec | 11317.95 | 902.4 | 92.10 | 28.55 | 49 | -19 | 268 | |||
| 5 Dec | 11182.25 | 810.3 | 85.30 | 30.38 | 43 | 1 | 287 | |||
| 4 Dec | 11129.85 | 725 | -105.00 | 22.57 | 13 | 0 | 286 | |||
| 3 Dec | 11279.25 | 830 | -6.85 | 14.90 | 10 | 1 | 286 | |||
| 2 Dec | 11239.30 | 836.85 | 111.40 | 24.11 | 8 | -2 | 285 | |||
| 29 Nov | 11074.20 | 725.45 | 99.45 | 24.18 | 152 | 44 | 287 | |||
| 28 Nov | 10949.85 | 626 | -77.30 | 21.42 | 170 | 76 | 246 | |||
| 27 Nov | 11058.35 | 703.3 | 70.50 | 20.99 | 149 | 73 | 171 | |||
| 26 Nov | 10943.95 | 632.8 | -82.05 | 24.82 | 47 | 25 | 99 | |||
| 25 Nov | 11025.15 | 714.85 | -10.15 | 27.32 | 39 | 56 | 71 | |||
| 22 Nov | 11063.60 | 725 | 142.00 | 20.63 | 60 | 28 | 43 | |||
| 21 Nov | 10861.45 | 583 | -182.00 | 22.74 | 18 | 6 | 7 | |||
| 20 Nov | 10959.30 | 765 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 765 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 765 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 765 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 11049.60 | 765 | -115.80 | 18.22 | 3 | 1 | 1 | |||
| 12 Nov | 11143.10 | 880.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 880.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 11300.15 | 880.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 880.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 880.8 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 26DEC2024
Delta for 10500 CE is 0.82
Historical price for 10500 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 430.6, which was -46.45 lower than the previous day. The implied volatity was 31.72, the open interest changed by 21 which increased total open position to 312
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 477.05, which was -76.00 lower than the previous day. The implied volatity was 15.90, the open interest changed by -24 which decreased total open position to 289
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 553.05, which was -94.40 lower than the previous day. The implied volatity was 25.63, the open interest changed by 62 which increased total open position to 311
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 647.45, which was -167.05 lower than the previous day. The implied volatity was 32.41, the open interest changed by -1 which decreased total open position to 250
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 814.5, which was 14.50 higher than the previous day. The implied volatity was 32.41, the open interest changed by -4 which decreased total open position to 252
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 800, which was 92.70 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 256
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 707.3, which was -123.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by -3 which decreased total open position to 265
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 830.85, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 268
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 823.6, 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 823.6, which was -78.80 lower than the previous day. The implied volatity was 22.70, the open interest changed by -1 which decreased total open position to 267
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 902.4, which was 92.10 higher than the previous day. The implied volatity was 28.55, the open interest changed by -19 which decreased total open position to 268
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 810.3, which was 85.30 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 287
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 725, which was -105.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 286
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 830, which was -6.85 lower than the previous day. The implied volatity was 14.90, the open interest changed by 1 which increased total open position to 286
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 836.85, which was 111.40 higher than the previous day. The implied volatity was 24.11, the open interest changed by -2 which decreased total open position to 285
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 725.45, which was 99.45 higher than the previous day. The implied volatity was 24.18, the open interest changed by 44 which increased total open position to 287
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 626, which was -77.30 lower than the previous day. The implied volatity was 21.42, the open interest changed by 76 which increased total open position to 246
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 703.3, which was 70.50 higher than the previous day. The implied volatity was 20.99, the open interest changed by 73 which increased total open position to 171
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 632.8, which was -82.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 25 which increased total open position to 99
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 714.85, which was -10.15 lower than the previous day. The implied volatity was 27.32, the open interest changed by 56 which increased total open position to 71
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 725, which was 142.00 higher than the previous day. The implied volatity was 20.63, the open interest changed by 28 which increased total open position to 43
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 583, which was -182.00 lower than the previous day. The implied volatity was 22.74, the open interest changed by 6 which increased total open position to 7
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 765, 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 Nov MARUTI was trading at 10959.30. The strike last trading price was 765, 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 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 765, 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 765, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 765, which was -115.80 lower than the previous day. The implied volatity was 18.22, the open interest changed by 1 which increased total open position to 1
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 880.8, 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 880.8, 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 880.8, 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 880.8, 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 880.8, 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 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 2.41
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 14.4 | -1.85 | 22.07 | 6,206 | 172 | 2,364 |
| 19 Dec | 10955.35 | 16.25 | -0.30 | 24.48 | 4,121 | -275 | 2,211 |
| 18 Dec | 11002.45 | 16.55 | -1.75 | 25.05 | 3,386 | 178 | 2,490 |
| 17 Dec | 11108.55 | 18.3 | 8.55 | 26.67 | 3,267 | 179 | 2,319 |
| 16 Dec | 11277.00 | 9.75 | -2.15 | 26.59 | 2,504 | 100 | 2,159 |
| 13 Dec | 11272.55 | 11.9 | -10.50 | 24.73 | 3,485 | 182 | 2,072 |
| 12 Dec | 11167.40 | 22.4 | 6.60 | 24.29 | 2,187 | 38 | 1,893 |
| 11 Dec | 11277.75 | 15.8 | -6.60 | 25.09 | 1,427 | 108 | 1,935 |
| 10 Dec | 11198.20 | 22.4 | -0.05 | 24.79 | 1,567 | 113 | 1,832 |
| 9 Dec | 11279.80 | 22.45 | -1.20 | 25.03 | 1,074 | 153 | 1,720 |
| 6 Dec | 11317.95 | 23.65 | -14.20 | 24.45 | 2,210 | 216 | 1,581 |
| 5 Dec | 11182.25 | 37.85 | -9.35 | 24.35 | 3,507 | -85 | 1,367 |
| 4 Dec | 11129.85 | 47.2 | 12.35 | 24.37 | 2,499 | -103 | 1,459 |
| 3 Dec | 11279.25 | 34.85 | -7.35 | 24.59 | 2,081 | -112 | 1,566 |
| 2 Dec | 11239.30 | 42.2 | -29.60 | 24.86 | 4,832 | 129 | 1,676 |
| 29 Nov | 11074.20 | 71.8 | -34.00 | 24.82 | 3,141 | 102 | 1,574 |
| 28 Nov | 10949.85 | 105.8 | 24.15 | 26.09 | 3,528 | 651 | 1,469 |
| 27 Nov | 11058.35 | 81.65 | -40.35 | 25.05 | 1,580 | 161 | 821 |
| 26 Nov | 10943.95 | 122 | 11.00 | 25.97 | 786 | 27 | 656 |
| 25 Nov | 11025.15 | 111 | 8.35 | 26.10 | 726 | 179 | 629 |
| 22 Nov | 11063.60 | 102.65 | -56.15 | 25.72 | 496 | 71 | 521 |
| 21 Nov | 10861.45 | 158.8 | 14.80 | 25.93 | 426 | 215 | 451 |
| 20 Nov | 10959.30 | 144 | 0.00 | 26.37 | 288 | 236 | 218 |
| 19 Nov | 10959.30 | 144 | -43.75 | 26.37 | 288 | 218 | 218 |
| 18 Nov | 11093.95 | 187.75 | 0.00 | 4.94 | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 187.75 | 0.00 | 4.13 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 187.75 | 0.00 | 4.72 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 187.75 | 0.00 | 4.94 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 187.75 | 0.00 | 6.40 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 187.75 | 0.00 | 5.69 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 187.75 | 0.00 | 5.94 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 187.75 | 4.90 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 26DEC2024
Delta for 10500 PE is -0.10
Historical price for 10500 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 14.4, which was -1.85 lower than the previous day. The implied volatity was 22.07, the open interest changed by 172 which increased total open position to 2364
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 16.25, which was -0.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by -275 which decreased total open position to 2211
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 16.55, which was -1.75 lower than the previous day. The implied volatity was 25.05, the open interest changed by 178 which increased total open position to 2490
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 18.3, which was 8.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by 179 which increased total open position to 2319
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 9.75, which was -2.15 lower than the previous day. The implied volatity was 26.59, the open interest changed by 100 which increased total open position to 2159
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 11.9, which was -10.50 lower than the previous day. The implied volatity was 24.73, the open interest changed by 182 which increased total open position to 2072
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 22.4, which was 6.60 higher than the previous day. The implied volatity was 24.29, the open interest changed by 38 which increased total open position to 1893
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 15.8, which was -6.60 lower than the previous day. The implied volatity was 25.09, the open interest changed by 108 which increased total open position to 1935
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 22.4, which was -0.05 lower than the previous day. The implied volatity was 24.79, the open interest changed by 113 which increased total open position to 1832
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 22.45, which was -1.20 lower than the previous day. The implied volatity was 25.03, the open interest changed by 153 which increased total open position to 1720
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 23.65, which was -14.20 lower than the previous day. The implied volatity was 24.45, the open interest changed by 216 which increased total open position to 1581
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 37.85, which was -9.35 lower than the previous day. The implied volatity was 24.35, the open interest changed by -85 which decreased total open position to 1367
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 47.2, which was 12.35 higher than the previous day. The implied volatity was 24.37, the open interest changed by -103 which decreased total open position to 1459
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 34.85, which was -7.35 lower than the previous day. The implied volatity was 24.59, the open interest changed by -112 which decreased total open position to 1566
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 42.2, which was -29.60 lower than the previous day. The implied volatity was 24.86, the open interest changed by 129 which increased total open position to 1676
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 71.8, which was -34.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 102 which increased total open position to 1574
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 105.8, which was 24.15 higher than the previous day. The implied volatity was 26.09, the open interest changed by 651 which increased total open position to 1469
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 81.65, which was -40.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 161 which increased total open position to 821
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 122, which was 11.00 higher than the previous day. The implied volatity was 25.97, the open interest changed by 27 which increased total open position to 656
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 111, which was 8.35 higher than the previous day. The implied volatity was 26.10, the open interest changed by 179 which increased total open position to 629
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 102.65, which was -56.15 lower than the previous day. The implied volatity was 25.72, the open interest changed by 71 which increased total open position to 521
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 158.8, which was 14.80 higher than the previous day. The implied volatity was 25.93, the open interest changed by 215 which increased total open position to 451
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 144, which was 0.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 236 which increased total open position to 218
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 144, which was -43.75 lower than the previous day. The implied volatity was 26.37, the open interest changed by 218 which increased total open position to 218
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 187.75, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 5.69, 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 187.75, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 187.75, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
