MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 5.10
Theta: -25.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 463.8 | 73.60 | 54.53 | 15 | 4 | 75 | |||
| 19 Dec | 10955.35 | 390.2 | -69.80 | 20.03 | 21 | -6 | 71 | |||
| 18 Dec | 11002.45 | 460 | -84.45 | 24.07 | 5 | 0 | 77 | |||
| 17 Dec | 11108.55 | 544.45 | 27.25 | 27.72 | 12 | -6 | 78 | |||
| 16 Dec | 11277.00 | 517.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 11272.55 | 517.2 | -281.80 | - | 3 | 1 | 84 | |||
| 12 Dec | 11167.40 | 799 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 11277.75 | 799 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 11198.20 | 799 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 11279.80 | 799 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 11317.95 | 799 | 79.00 | 25.31 | 3 | -1 | 83 | |||
| 5 Dec | 11182.25 | 720 | -55.00 | 28.89 | 45 | 0 | 84 | |||
| 4 Dec | 11129.85 | 775 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 11279.25 | 775 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 2 Dec | 11239.30 | 775 | 133.40 | 27.53 | 6 | 0 | 90 | |||
| 29 Nov | 11074.20 | 641.6 | 100.05 | 23.60 | 87 | 62 | 88 | |||
| 28 Nov | 10949.85 | 541.55 | -93.40 | 20.64 | 5 | 1 | 27 | |||
| 27 Nov | 11058.35 | 634.95 | 81.70 | 22.52 | 4 | 0 | 27 | |||
| 26 Nov | 10943.95 | 553.25 | -2435.35 | 24.05 | 32 | 27 | 27 | |||
| 25 Nov | 11025.15 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 11063.60 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10861.45 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 11049.60 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 2988.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 2988.6 | 2988.60 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 11483.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10600 expiring on 26DEC2024
Delta for 10600 CE is 0.66
Historical price for 10600 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 463.8, which was 73.60 higher than the previous day. The implied volatity was 54.53, the open interest changed by 4 which increased total open position to 75
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 390.2, which was -69.80 lower than the previous day. The implied volatity was 20.03, the open interest changed by -6 which decreased total open position to 71
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 460, which was -84.45 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 77
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 544.45, which was 27.25 higher than the previous day. The implied volatity was 27.72, the open interest changed by -6 which decreased total open position to 78
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 517.2, 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 Dec MARUTI was trading at 11272.55. The strike last trading price was 517.2, which was -281.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 799, 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 799, 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 799, 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 799, 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 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 799, which was 79.00 higher than the previous day. The implied volatity was 25.31, the open interest changed by -1 which decreased total open position to 83
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 720, which was -55.00 lower than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 84
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 775, 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 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 775, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 775, which was 133.40 higher than the previous day. The implied volatity was 27.53, the open interest changed by 0 which decreased total open position to 90
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 641.6, which was 100.05 higher than the previous day. The implied volatity was 23.60, the open interest changed by 62 which increased total open position to 88
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 541.55, which was -93.40 lower than the previous day. The implied volatity was 20.64, the open interest changed by 1 which increased total open position to 27
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 634.95, which was 81.70 higher than the previous day. The implied volatity was 22.52, the open interest changed by 0 which decreased total open position to 27
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 553.25, which was -2435.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by 27 which increased total open position to 27
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, 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 2988.6, which was 2988.60 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 0.00 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 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 25 Oct MARUTI was trading at 11502.85. 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 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 3.38
Theta: -5.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 24.9 | -1.40 | 21.13 | 6,393 | 4 | 750 |
| 19 Dec | 10955.35 | 26.3 | 1.75 | 23.75 | 3,330 | 30 | 761 |
| 18 Dec | 11002.45 | 24.55 | -1.35 | 24.00 | 3,327 | 186 | 739 |
| 17 Dec | 11108.55 | 25.9 | 12.85 | 25.65 | 2,162 | 51 | 557 |
| 16 Dec | 11277.00 | 13.05 | -2.90 | 25.32 | 1,312 | -120 | 514 |
| 13 Dec | 11272.55 | 15.95 | -14.50 | 23.72 | 2,234 | 15 | 633 |
| 12 Dec | 11167.40 | 30.45 | 9.50 | 23.49 | 1,814 | 62 | 619 |
| 11 Dec | 11277.75 | 20.95 | -8.75 | 24.23 | 658 | 28 | 558 |
| 10 Dec | 11198.20 | 29.7 | -1.50 | 24.04 | 708 | 14 | 526 |
| 9 Dec | 11279.80 | 31.2 | 0.75 | 24.69 | 588 | -107 | 516 |
| 6 Dec | 11317.95 | 30.45 | -18.10 | 23.75 | 1,585 | 70 | 625 |
| 5 Dec | 11182.25 | 48.55 | -11.20 | 23.74 | 1,527 | 5 | 559 |
| 4 Dec | 11129.85 | 59.75 | 15.20 | 23.76 | 1,204 | 45 | 559 |
| 3 Dec | 11279.25 | 44.55 | -8.60 | 24.05 | 1,214 | 61 | 521 |
| 2 Dec | 11239.30 | 53.15 | -33.25 | 24.31 | 1,361 | 155 | 460 |
| 29 Nov | 11074.20 | 86.4 | -41.55 | 24.08 | 795 | 103 | 306 |
| 28 Nov | 10949.85 | 127.95 | 29.95 | 25.65 | 918 | 82 | 206 |
| 27 Nov | 11058.35 | 98 | -47.85 | 23.72 | 523 | 54 | 126 |
| 26 Nov | 10943.95 | 145.85 | 15.15 | 25.51 | 114 | 40 | 72 |
| 25 Nov | 11025.15 | 130.7 | 12.70 | 25.46 | 26 | 19 | 31 |
| 22 Nov | 11063.60 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 10861.45 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 10959.30 | 118 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 118 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 11093.95 | 118 | -82.00 | 24.77 | 8 | 5 | 9 |
| 14 Nov | 11006.05 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 200 | 186.35 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 11076.45 | 13.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11256.45 | 13.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11046.00 | 13.65 | 13.65 | - | 0 | 0 | 0 |
| 28 Oct | 11483.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 0 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10600 expiring on 26DEC2024
Delta for 10600 PE is -0.16
Historical price for 10600 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 24.9, which was -1.40 lower than the previous day. The implied volatity was 21.13, the open interest changed by 4 which increased total open position to 750
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 26.3, which was 1.75 higher than the previous day. The implied volatity was 23.75, the open interest changed by 30 which increased total open position to 761
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 24.55, which was -1.35 lower than the previous day. The implied volatity was 24.00, the open interest changed by 186 which increased total open position to 739
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 25.9, which was 12.85 higher than the previous day. The implied volatity was 25.65, the open interest changed by 51 which increased total open position to 557
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 13.05, which was -2.90 lower than the previous day. The implied volatity was 25.32, the open interest changed by -120 which decreased total open position to 514
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 15.95, which was -14.50 lower than the previous day. The implied volatity was 23.72, the open interest changed by 15 which increased total open position to 633
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 30.45, which was 9.50 higher than the previous day. The implied volatity was 23.49, the open interest changed by 62 which increased total open position to 619
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 20.95, which was -8.75 lower than the previous day. The implied volatity was 24.23, the open interest changed by 28 which increased total open position to 558
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 29.7, which was -1.50 lower than the previous day. The implied volatity was 24.04, the open interest changed by 14 which increased total open position to 526
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 31.2, which was 0.75 higher than the previous day. The implied volatity was 24.69, the open interest changed by -107 which decreased total open position to 516
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 30.45, which was -18.10 lower than the previous day. The implied volatity was 23.75, the open interest changed by 70 which increased total open position to 625
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 48.55, which was -11.20 lower than the previous day. The implied volatity was 23.74, the open interest changed by 5 which increased total open position to 559
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 59.75, which was 15.20 higher than the previous day. The implied volatity was 23.76, the open interest changed by 45 which increased total open position to 559
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 44.55, which was -8.60 lower than the previous day. The implied volatity was 24.05, the open interest changed by 61 which increased total open position to 521
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 53.15, which was -33.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by 155 which increased total open position to 460
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 86.4, which was -41.55 lower than the previous day. The implied volatity was 24.08, the open interest changed by 103 which increased total open position to 306
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 127.95, which was 29.95 higher than the previous day. The implied volatity was 25.65, the open interest changed by 82 which increased total open position to 206
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 98, which was -47.85 lower than the previous day. The implied volatity was 23.72, the open interest changed by 54 which increased total open position to 126
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 145.85, which was 15.15 higher than the previous day. The implied volatity was 25.51, the open interest changed by 40 which increased total open position to 72
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 130.7, which was 12.70 higher than the previous day. The implied volatity was 25.46, the open interest changed by 19 which increased total open position to 31
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 118, 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 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 118, 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 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 118, 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 118, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 118, which was -82.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 5 which increased total open position to 9
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 200, 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 200, 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 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 200, 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 200, 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 200, 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 200, 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 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 200, which was 186.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 13.65, 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 13.65, 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 13.65, which was 13.65 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 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 25 Oct MARUTI was trading at 11502.85. 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
