MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 2.66
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 441.55 | -56.85 | 13.53 | 4 | -1 | 60 | |||
| 13 Nov | 11049.60 | 498.4 | -126.55 | - | 32 | 0 | 61 | |||
| 12 Nov | 11143.10 | 624.95 | -317.05 | 26.25 | 26 | 19 | 60 | |||
| 11 Nov | 11399.70 | 942 | 172.00 | 40.84 | 30 | -26 | 42 | |||
| 8 Nov | 11303.00 | 770 | 34.30 | 18.24 | 8 | -3 | 68 | |||
| 7 Nov | 11300.15 | 735.7 | -61.25 | 15.07 | 18 | 5 | 70 | |||
| 6 Nov | 11354.25 | 796.95 | 96.95 | - | 37 | 5 | 66 | |||
| 5 Nov | 11170.10 | 700 | 85.65 | 23.01 | 18 | -6 | 60 | |||
| 4 Nov | 11052.45 | 614.35 | -77.85 | 24.15 | 84 | -27 | 68 | |||
| 1 Nov | 11110.00 | 692.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 11076.45 | 692.2 | -187.70 | - | 11 | 0 | 94 | |||
| 30 Oct | 11256.45 | 879.9 | 244.90 | - | 60 | 8 | 92 | |||
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| 29 Oct | 11046.00 | 635 | -1469.00 | - | 178 | 76 | 76 | |||
| 28 Oct | 11483.25 | 2104 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 2104 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10600 expiring on 28NOV2024
Delta for 10600 CE is 0.94
Historical price for 10600 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 441.55, which was -56.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by -1 which decreased total open position to 60
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 498.4, which was -126.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 624.95, which was -317.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 19 which increased total open position to 60
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 942, which was 172.00 higher than the previous day. The implied volatity was 40.84, the open interest changed by -26 which decreased total open position to 42
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 770, which was 34.30 higher than the previous day. The implied volatity was 18.24, the open interest changed by -3 which decreased total open position to 68
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 735.7, which was -61.25 lower than the previous day. The implied volatity was 15.07, the open interest changed by 5 which increased total open position to 70
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 796.95, which was 96.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 66
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 700, which was 85.65 higher than the previous day. The implied volatity was 23.01, the open interest changed by -6 which decreased total open position to 60
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 614.35, which was -77.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by -27 which decreased total open position to 68
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 692.2, 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 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 692.2, which was -187.70 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 879.9, which was 244.90 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 635, which was -1469.00 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 2104, 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 2104, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 5.90
Theta: -4.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 57.15 | -3.50 | 24.35 | 1,845 | 111 | 880 |
| 13 Nov | 11049.60 | 60.65 | 9.05 | 27.30 | 3,829 | -62 | 771 |
| 12 Nov | 11143.10 | 51.6 | 25.60 | 25.90 | 1,360 | 78 | 839 |
| 11 Nov | 11399.70 | 26 | -13.20 | 26.43 | 1,267 | -96 | 761 |
| 8 Nov | 11303.00 | 39.2 | -8.80 | 25.51 | 1,116 | -56 | 858 |
| 7 Nov | 11300.15 | 48 | 3.40 | 25.83 | 2,017 | 188 | 915 |
| 6 Nov | 11354.25 | 44.6 | -40.30 | 26.49 | 2,266 | 127 | 734 |
| 5 Nov | 11170.10 | 84.9 | -34.75 | 28.21 | 1,475 | -76 | 612 |
| 4 Nov | 11052.45 | 119.65 | -9.95 | 28.78 | 2,337 | 167 | 688 |
| 1 Nov | 11110.00 | 129.6 | -0.40 | 29.52 | 60 | 12 | 521 |
| 31 Oct | 11076.45 | 130 | 30.50 | - | 1,218 | -22 | 503 |
| 30 Oct | 11256.45 | 99.5 | -103.15 | - | 1,240 | 264 | 525 |
| 29 Oct | 11046.00 | 202.65 | 71.20 | - | 2,906 | -143 | 260 |
| 28 Oct | 11483.25 | 131.45 | 71.75 | - | 924 | 396 | 400 |
| 25 Oct | 11502.85 | 59.7 | - | 1 | 0 | 4 | |
For Maruti Suzuki India Ltd. - strike price 10600 expiring on 28NOV2024
Delta for 10600 PE is -0.19
Historical price for 10600 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 57.15, which was -3.50 lower than the previous day. The implied volatity was 24.35, the open interest changed by 111 which increased total open position to 880
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 60.65, which was 9.05 higher than the previous day. The implied volatity was 27.30, the open interest changed by -62 which decreased total open position to 771
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 51.6, which was 25.60 higher than the previous day. The implied volatity was 25.90, the open interest changed by 78 which increased total open position to 839
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 26, which was -13.20 lower than the previous day. The implied volatity was 26.43, the open interest changed by -96 which decreased total open position to 761
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 39.2, which was -8.80 lower than the previous day. The implied volatity was 25.51, the open interest changed by -56 which decreased total open position to 858
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 48, which was 3.40 higher than the previous day. The implied volatity was 25.83, the open interest changed by 188 which increased total open position to 915
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 44.6, which was -40.30 lower than the previous day. The implied volatity was 26.49, the open interest changed by 127 which increased total open position to 734
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 84.9, which was -34.75 lower than the previous day. The implied volatity was 28.21, the open interest changed by -76 which decreased total open position to 612
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 119.65, which was -9.95 lower than the previous day. The implied volatity was 28.78, the open interest changed by 167 which increased total open position to 688
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 129.6, which was -0.40 lower than the previous day. The implied volatity was 29.52, the open interest changed by 12 which increased total open position to 521
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 130, which was 30.50 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 99.5, which was -103.15 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 202.65, which was 71.20 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 131.45, which was 71.75 higher 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 59.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
