MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 3.48
Theta: -4.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 550.5 | -28.50 | 19.16 | 43 | 1 | 66 | |||
| 13 Nov | 11049.60 | 579 | -125.85 | - | 29 | 8 | 64 | |||
| 12 Nov | 11143.10 | 704.85 | -210.15 | 25.33 | 36 | 3 | 58 | |||
| 11 Nov | 11399.70 | 915 | 92.05 | - | 8 | -1 | 58 | |||
| 8 Nov | 11303.00 | 822.95 | -11.35 | - | 4 | 2 | 58 | |||
| 7 Nov | 11300.15 | 834.3 | -74.65 | 16.32 | 23 | -1 | 57 | |||
| 6 Nov | 11354.25 | 908.95 | 138.95 | - | 27 | -2 | 56 | |||
| 5 Nov | 11170.10 | 770 | 66.35 | 19.63 | 39 | 13 | 57 | |||
| 4 Nov | 11052.45 | 703.65 | -68.85 | 25.52 | 92 | 12 | 46 | |||
| 1 Nov | 11110.00 | 772.5 | 9.25 | 27.89 | 6 | 0 | 36 | |||
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| 31 Oct | 11076.45 | 763.25 | -162.10 | - | 18 | 10 | 34 | |||
| 30 Oct | 11256.45 | 925.35 | 214.90 | - | 106 | -47 | 23 | |||
| 29 Oct | 11046.00 | 710.45 | -2308.10 | - | 300 | 70 | 70 | |||
| 28 Oct | 11483.25 | 3018.55 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 28NOV2024
Delta for 10500 CE is 0.91
Historical price for 10500 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 550.5, which was -28.50 lower than the previous day. The implied volatity was 19.16, the open interest changed by 1 which increased total open position to 66
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 579, which was -125.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 64
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 704.85, which was -210.15 lower than the previous day. The implied volatity was 25.33, the open interest changed by 3 which increased total open position to 58
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 915, which was 92.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 58
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 822.95, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 58
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 834.3, which was -74.65 lower than the previous day. The implied volatity was 16.32, the open interest changed by -1 which decreased total open position to 57
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 908.95, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 56
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 770, which was 66.35 higher than the previous day. The implied volatity was 19.63, the open interest changed by 13 which increased total open position to 57
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 703.65, which was -68.85 lower than the previous day. The implied volatity was 25.52, the open interest changed by 12 which increased total open position to 46
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 772.5, which was 9.25 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 36
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 763.25, which was -162.10 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 925.35, which was 214.90 higher 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 710.45, which was -2308.10 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 3018.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 5.05
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 43.55 | -2.55 | 25.22 | 3,665 | -108 | 1,810 |
| 13 Nov | 11049.60 | 46.1 | 5.15 | 27.79 | 6,116 | -187 | 1,912 |
| 12 Nov | 11143.10 | 40.95 | 19.85 | 26.83 | 2,711 | 145 | 2,101 |
| 11 Nov | 11399.70 | 21.1 | -9.35 | 27.45 | 2,828 | 77 | 1,962 |
| 8 Nov | 11303.00 | 30.45 | -7.25 | 26.07 | 2,733 | 137 | 1,883 |
| 7 Nov | 11300.15 | 37.7 | 1.45 | 26.37 | 2,825 | -75 | 1,897 |
| 6 Nov | 11354.25 | 36.25 | -34.30 | 27.21 | 4,155 | -342 | 1,978 |
| 5 Nov | 11170.10 | 70.55 | -29.60 | 28.88 | 5,464 | 72 | 2,329 |
| 4 Nov | 11052.45 | 100.15 | -8.20 | 29.35 | 6,921 | -93 | 2,263 |
| 1 Nov | 11110.00 | 108.35 | -1.70 | 29.88 | 1,087 | 54 | 2,376 |
| 31 Oct | 11076.45 | 110.05 | 23.50 | - | 5,090 | -487 | 2,323 |
| 30 Oct | 11256.45 | 86.55 | -81.45 | - | 8,854 | 986 | 2,837 |
| 29 Oct | 11046.00 | 168 | 49.05 | - | 15,936 | 1,583 | 1,855 |
| 28 Oct | 11483.25 | 118.95 | - | 478 | 271 | 271 | |
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 28NOV2024
Delta for 10500 PE is -0.15
Historical price for 10500 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 43.55, which was -2.55 lower than the previous day. The implied volatity was 25.22, the open interest changed by -108 which decreased total open position to 1810
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 46.1, which was 5.15 higher than the previous day. The implied volatity was 27.79, the open interest changed by -187 which decreased total open position to 1912
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 40.95, which was 19.85 higher than the previous day. The implied volatity was 26.83, the open interest changed by 145 which increased total open position to 2101
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 21.1, which was -9.35 lower than the previous day. The implied volatity was 27.45, the open interest changed by 77 which increased total open position to 1962
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 30.45, which was -7.25 lower than the previous day. The implied volatity was 26.07, the open interest changed by 137 which increased total open position to 1883
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 37.7, which was 1.45 higher than the previous day. The implied volatity was 26.37, the open interest changed by -75 which decreased total open position to 1897
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 36.25, which was -34.30 lower than the previous day. The implied volatity was 27.21, the open interest changed by -342 which decreased total open position to 1978
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 70.55, which was -29.60 lower than the previous day. The implied volatity was 28.88, the open interest changed by 72 which increased total open position to 2329
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 100.15, which was -8.20 lower than the previous day. The implied volatity was 29.35, the open interest changed by -93 which decreased total open position to 2263
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 108.35, which was -1.70 lower than the previous day. The implied volatity was 29.88, the open interest changed by 54 which increased total open position to 2376
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 110.05, which was 23.50 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 86.55, which was -81.45 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 168, which was 49.05 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 118.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
