MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
15 Jan 2025 04:12 PM IST
| MARUTI 30JAN2025 10500 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 | |||
| 15 Jan | 11947.40 | 1123.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 11741.15 | 1123.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Jan | 11497.70 | 1123.05 | -37.95 | 41.97 | 4 | -2 | 172 | |||
| 10 Jan | 11631.10 | 1161 | -106.30 | - | 7 | 1 | 176 | |||
| 9 Jan | 11740.55 | 1267.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 11822.00 | 1267.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Jan | 11721.30 | 1267.3 | -178.70 | - | 2 | 0 | 176 | |||
| 6 Jan | 11755.65 | 1446 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 3 Jan | 11934.25 | 1446 | 47.00 | - | 12 | 0 | 186 | |||
| 2 Jan | 11841.30 | 1399 | 617.30 | - | 97 | 24 | 186 | |||
| 1 Jan | 11208.30 | 781.7 | 247.90 | 16.46 | 187 | -23 | 161 | |||
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| 31 Dec | 10858.40 | 533.8 | 18.80 | 19.90 | 100 | 27 | 183 | |||
| 30 Dec | 10798.95 | 515 | -80.80 | 22.30 | 61 | 4 | 158 | |||
| 27 Dec | 10941.05 | 595.8 | 31.75 | 16.29 | 56 | -1 | 153 | |||
| 26 Dec | 10896.00 | 564.05 | 71.80 | 16.66 | 141 | 32 | 154 | |||
| 24 Dec | 10736.60 | 492.25 | -65.45 | 21.07 | 88 | 31 | 121 | |||
| 23 Dec | 10822.00 | 557.7 | -110.00 | 22.25 | 159 | 78 | 90 | |||
| 20 Dec | 10901.05 | 667.7 | -2.30 | 26.45 | 2 | 1 | 11 | |||
| 19 Dec | 10955.35 | 670 | -80.00 | 20.67 | 10 | 0 | 0 | |||
| 18 Dec | 11002.45 | 750 | -155.20 | 23.44 | 2 | 0 | 2 | |||
| 17 Dec | 11108.55 | 905.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11277.00 | 905.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 11272.55 | 905.2 | 90.80 | - | 2 | 1 | 1 | |||
| 12 Dec | 11167.40 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 11277.75 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 11198.20 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 11317.95 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 11182.25 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 11129.85 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 11279.25 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 11239.30 | 814.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 11074.20 | 814.4 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 30JAN2025
Delta for 10500 CE is 0.00
Historical price for 10500 CE is as follows
On 15 Jan MARUTI was trading at 11947.40. The strike last trading price was 1123.05, 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 14 Jan MARUTI was trading at 11741.15. The strike last trading price was 1123.05, 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 13 Jan MARUTI was trading at 11497.70. The strike last trading price was 1123.05, which was -37.95 lower than the previous day. The implied volatity was 41.97, the open interest changed by -2 which decreased total open position to 172
On 10 Jan MARUTI was trading at 11631.10. The strike last trading price was 1161, which was -106.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 176
On 9 Jan MARUTI was trading at 11740.55. The strike last trading price was 1267.3, 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 Jan MARUTI was trading at 11822.00. The strike last trading price was 1267.3, 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 7 Jan MARUTI was trading at 11721.30. The strike last trading price was 1267.3, which was -178.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176
On 6 Jan MARUTI was trading at 11755.65. The strike last trading price was 1446, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 3 Jan MARUTI was trading at 11934.25. The strike last trading price was 1446, which was 47.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 186
On 2 Jan MARUTI was trading at 11841.30. The strike last trading price was 1399, which was 617.30 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 186
On 1 Jan MARUTI was trading at 11208.30. The strike last trading price was 781.7, which was 247.90 higher than the previous day. The implied volatity was 16.46, the open interest changed by -23 which decreased total open position to 161
On 31 Dec MARUTI was trading at 10858.40. The strike last trading price was 533.8, which was 18.80 higher than the previous day. The implied volatity was 19.90, the open interest changed by 27 which increased total open position to 183
On 30 Dec MARUTI was trading at 10798.95. The strike last trading price was 515, which was -80.80 lower than the previous day. The implied volatity was 22.30, the open interest changed by 4 which increased total open position to 158
On 27 Dec MARUTI was trading at 10941.05. The strike last trading price was 595.8, which was 31.75 higher than the previous day. The implied volatity was 16.29, the open interest changed by -1 which decreased total open position to 153
On 26 Dec MARUTI was trading at 10896.00. The strike last trading price was 564.05, which was 71.80 higher than the previous day. The implied volatity was 16.66, the open interest changed by 32 which increased total open position to 154
On 24 Dec MARUTI was trading at 10736.60. The strike last trading price was 492.25, which was -65.45 lower than the previous day. The implied volatity was 21.07, the open interest changed by 31 which increased total open position to 121
On 23 Dec MARUTI was trading at 10822.00. The strike last trading price was 557.7, which was -110.00 lower than the previous day. The implied volatity was 22.25, the open interest changed by 78 which increased total open position to 90
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 667.7, which was -2.30 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 11
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 670, which was -80.00 lower than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 0
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 750, which was -155.20 lower than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 2
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 905.2, 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 905.2, 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 905.2, which was 90.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 814.4, 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 Dec MARUTI was trading at 11277.75. The strike last trading price was 814.4, 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 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 814.4, 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 Dec MARUTI was trading at 11317.95. The strike last trading price was 814.4, 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 Dec MARUTI was trading at 11182.25. The strike last trading price was 814.4, 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 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 814.4, 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 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 814.4, 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 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 814.4, 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 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 814.4, 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 30JAN2025 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 2.08
Theta: -2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 11947.40 | 15.5 | -2.40 | 38.76 | 2,967 | -44 | 2,367 |
| 14 Jan | 11741.15 | 17.9 | -6.15 | 34.43 | 1,181 | -31 | 2,425 |
| 13 Jan | 11497.70 | 24.05 | 6.30 | 30.66 | 2,668 | -98 | 2,460 |
| 10 Jan | 11631.10 | 17.75 | 3.75 | 29.29 | 1,850 | 142 | 2,564 |
| 9 Jan | 11740.55 | 14 | 0.60 | 28.98 | 502 | 39 | 2,423 |
| 8 Jan | 11822.00 | 13.4 | -4.15 | 28.76 | 548 | 36 | 2,385 |
| 7 Jan | 11721.30 | 17.55 | -1.55 | 28.49 | 1,288 | 12 | 2,327 |
| 6 Jan | 11755.65 | 19.1 | 3.05 | 28.69 | 3,980 | -423 | 2,318 |
| 3 Jan | 11934.25 | 16.05 | -3.35 | 28.73 | 3,494 | 193 | 2,753 |
| 2 Jan | 11841.30 | 19.4 | -33.70 | 28.43 | 12,322 | 1,254 | 2,780 |
| 1 Jan | 11208.30 | 53.1 | -55.90 | 23.72 | 5,312 | 342 | 1,504 |
| 31 Dec | 10858.40 | 109 | -2.20 | 22.95 | 2,777 | 146 | 1,149 |
| 30 Dec | 10798.95 | 111.2 | 27.50 | 21.26 | 2,084 | -54 | 1,010 |
| 27 Dec | 10941.05 | 83.7 | -28.85 | 21.33 | 2,540 | 280 | 1,074 |
| 26 Dec | 10896.00 | 112.55 | -48.30 | 22.95 | 2,265 | 230 | 791 |
| 24 Dec | 10736.60 | 160.85 | -6.20 | 22.70 | 1,192 | 57 | 561 |
| 23 Dec | 10822.00 | 167.05 | 8.10 | 24.61 | 1,153 | 173 | 500 |
| 20 Dec | 10901.05 | 158.95 | 38.95 | 24.62 | 567 | 19 | 289 |
| 19 Dec | 10955.35 | 120 | 15.00 | 22.95 | 262 | 41 | 270 |
| 18 Dec | 11002.45 | 105 | -4.05 | 22.53 | 353 | 107 | 230 |
| 17 Dec | 11108.55 | 109.05 | 31.15 | 24.07 | 144 | 52 | 119 |
| 16 Dec | 11277.00 | 77.9 | -7.10 | 23.88 | 27 | 10 | 67 |
| 13 Dec | 11272.55 | 85 | -20.70 | 24.15 | 89 | 29 | 57 |
| 12 Dec | 11167.40 | 105.7 | -9.30 | 23.71 | 24 | 18 | 26 |
| 11 Dec | 11277.75 | 115 | 0.00 | 0.00 | 0 | 5 | 0 |
| 10 Dec | 11198.20 | 115 | 15.00 | 25.54 | 7 | 4 | 7 |
| 6 Dec | 11317.95 | 100 | -34.95 | 25.18 | 1 | 0 | 2 |
| 5 Dec | 11182.25 | 134.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 11129.85 | 134.95 | -98.15 | 24.57 | 2 | 0 | 0 |
| 3 Dec | 11279.25 | 233.1 | 0.00 | 5.20 | 0 | 0 | 0 |
| 2 Dec | 11239.30 | 233.1 | 0.00 | 5.02 | 0 | 0 | 0 |
| 29 Nov | 11074.20 | 233.1 | 4.20 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10500 expiring on 30JAN2025
Delta for 10500 PE is -0.04
Historical price for 10500 PE is as follows
On 15 Jan MARUTI was trading at 11947.40. The strike last trading price was 15.5, which was -2.40 lower than the previous day. The implied volatity was 38.76, the open interest changed by -44 which decreased total open position to 2367
On 14 Jan MARUTI was trading at 11741.15. The strike last trading price was 17.9, which was -6.15 lower than the previous day. The implied volatity was 34.43, the open interest changed by -31 which decreased total open position to 2425
On 13 Jan MARUTI was trading at 11497.70. The strike last trading price was 24.05, which was 6.30 higher than the previous day. The implied volatity was 30.66, the open interest changed by -98 which decreased total open position to 2460
On 10 Jan MARUTI was trading at 11631.10. The strike last trading price was 17.75, which was 3.75 higher than the previous day. The implied volatity was 29.29, the open interest changed by 142 which increased total open position to 2564
On 9 Jan MARUTI was trading at 11740.55. The strike last trading price was 14, which was 0.60 higher than the previous day. The implied volatity was 28.98, the open interest changed by 39 which increased total open position to 2423
On 8 Jan MARUTI was trading at 11822.00. The strike last trading price was 13.4, which was -4.15 lower than the previous day. The implied volatity was 28.76, the open interest changed by 36 which increased total open position to 2385
On 7 Jan MARUTI was trading at 11721.30. The strike last trading price was 17.55, which was -1.55 lower than the previous day. The implied volatity was 28.49, the open interest changed by 12 which increased total open position to 2327
On 6 Jan MARUTI was trading at 11755.65. The strike last trading price was 19.1, which was 3.05 higher than the previous day. The implied volatity was 28.69, the open interest changed by -423 which decreased total open position to 2318
On 3 Jan MARUTI was trading at 11934.25. The strike last trading price was 16.05, which was -3.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by 193 which increased total open position to 2753
On 2 Jan MARUTI was trading at 11841.30. The strike last trading price was 19.4, which was -33.70 lower than the previous day. The implied volatity was 28.43, the open interest changed by 1254 which increased total open position to 2780
On 1 Jan MARUTI was trading at 11208.30. The strike last trading price was 53.1, which was -55.90 lower than the previous day. The implied volatity was 23.72, the open interest changed by 342 which increased total open position to 1504
On 31 Dec MARUTI was trading at 10858.40. The strike last trading price was 109, which was -2.20 lower than the previous day. The implied volatity was 22.95, the open interest changed by 146 which increased total open position to 1149
On 30 Dec MARUTI was trading at 10798.95. The strike last trading price was 111.2, which was 27.50 higher than the previous day. The implied volatity was 21.26, the open interest changed by -54 which decreased total open position to 1010
On 27 Dec MARUTI was trading at 10941.05. The strike last trading price was 83.7, which was -28.85 lower than the previous day. The implied volatity was 21.33, the open interest changed by 280 which increased total open position to 1074
On 26 Dec MARUTI was trading at 10896.00. The strike last trading price was 112.55, which was -48.30 lower than the previous day. The implied volatity was 22.95, the open interest changed by 230 which increased total open position to 791
On 24 Dec MARUTI was trading at 10736.60. The strike last trading price was 160.85, which was -6.20 lower than the previous day. The implied volatity was 22.70, the open interest changed by 57 which increased total open position to 561
On 23 Dec MARUTI was trading at 10822.00. The strike last trading price was 167.05, which was 8.10 higher than the previous day. The implied volatity was 24.61, the open interest changed by 173 which increased total open position to 500
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 158.95, which was 38.95 higher than the previous day. The implied volatity was 24.62, the open interest changed by 19 which increased total open position to 289
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 120, which was 15.00 higher than the previous day. The implied volatity was 22.95, the open interest changed by 41 which increased total open position to 270
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 105, which was -4.05 lower than the previous day. The implied volatity was 22.53, the open interest changed by 107 which increased total open position to 230
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 109.05, which was 31.15 higher than the previous day. The implied volatity was 24.07, the open interest changed by 52 which increased total open position to 119
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 77.9, which was -7.10 lower than the previous day. The implied volatity was 23.88, the open interest changed by 10 which increased total open position to 67
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 85, which was -20.70 lower than the previous day. The implied volatity was 24.15, the open interest changed by 29 which increased total open position to 57
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 105.7, which was -9.30 lower than the previous day. The implied volatity was 23.71, the open interest changed by 18 which increased total open position to 26
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 115, which was 15.00 higher than the previous day. The implied volatity was 25.54, the open interest changed by 4 which increased total open position to 7
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 100, which was -34.95 lower than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 2
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 134.95, 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 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 134.95, which was -98.15 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 233.1, which was 0.00 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 233.1, which was 0.00 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 233.1, which was lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
