MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 6.09
Theta: -6.52
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 382.55 | -53.80 | 19.44 | 100 | 1 | 237 | |||
| 13 Nov | 11049.60 | 436.35 | -103.55 | - | 382 | 131 | 237 | |||
| 12 Nov | 11143.10 | 539.9 | -202.80 | 25.45 | 23 | 4 | 107 | |||
| 11 Nov | 11399.70 | 742.7 | 126.50 | 15.43 | 11 | 6 | 103 | |||
| 8 Nov | 11303.00 | 616.2 | -59.35 | - | 9 | -1 | 97 | |||
|
|
||||||||||
| 7 Nov | 11300.15 | 675.55 | -46.45 | 22.67 | 49 | 16 | 97 | |||
| 6 Nov | 11354.25 | 722 | 105.20 | 15.19 | 45 | -6 | 81 | |||
| 5 Nov | 11170.10 | 616.8 | 78.20 | 22.82 | 90 | 11 | 88 | |||
| 4 Nov | 11052.45 | 538.6 | -85.15 | 24.07 | 151 | -24 | 78 | |||
| 1 Nov | 11110.00 | 623.75 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 31 Oct | 11076.45 | 623.75 | -134.60 | - | 13 | 6 | 101 | |||
| 30 Oct | 11256.45 | 758.35 | 197.60 | - | 28 | 3 | 95 | |||
| 29 Oct | 11046.00 | 560.75 | -2262.65 | - | 233 | 84 | 84 | |||
| 28 Oct | 11483.25 | 2823.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 2823.4 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10700 expiring on 28NOV2024
Delta for 10700 CE is 0.80
Historical price for 10700 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 382.55, which was -53.80 lower than the previous day. The implied volatity was 19.44, the open interest changed by 1 which increased total open position to 237
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 436.35, which was -103.55 lower than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 237
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 539.9, which was -202.80 lower than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 107
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 742.7, which was 126.50 higher than the previous day. The implied volatity was 15.43, the open interest changed by 6 which increased total open position to 103
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 616.2, which was -59.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 97
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 675.55, which was -46.45 lower than the previous day. The implied volatity was 22.67, the open interest changed by 16 which increased total open position to 97
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 722, which was 105.20 higher than the previous day. The implied volatity was 15.19, the open interest changed by -6 which decreased total open position to 81
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 616.8, which was 78.20 higher than the previous day. The implied volatity was 22.82, the open interest changed by 11 which increased total open position to 88
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 538.6, which was -85.15 lower than the previous day. The implied volatity was 24.07, the open interest changed by -24 which decreased total open position to 78
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 623.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 623.75, which was -134.60 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 758.35, which was 197.60 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 560.75, which was -2262.65 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 2823.4, 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 2823.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 6.77
Theta: -4.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 75.5 | -3.55 | 23.60 | 2,571 | 52 | 1,015 |
| 13 Nov | 11049.60 | 79.05 | 12.80 | 26.82 | 4,602 | -61 | 970 |
| 12 Nov | 11143.10 | 66.25 | 33.50 | 25.17 | 1,905 | 142 | 1,059 |
| 11 Nov | 11399.70 | 32.75 | -14.65 | 25.53 | 1,558 | -9 | 918 |
| 8 Nov | 11303.00 | 47.4 | -12.60 | 24.47 | 1,304 | -24 | 933 |
| 7 Nov | 11300.15 | 60 | 4.20 | 25.18 | 3,390 | -244 | 954 |
| 6 Nov | 11354.25 | 55.8 | -46.55 | 25.93 | 3,767 | 460 | 1,198 |
| 5 Nov | 11170.10 | 102.35 | -45.40 | 27.59 | 2,497 | -74 | 744 |
| 4 Nov | 11052.45 | 147.75 | -5.25 | 28.76 | 3,060 | -48 | 818 |
| 1 Nov | 11110.00 | 153 | 3.00 | 29.05 | 109 | 5 | 865 |
| 31 Oct | 11076.45 | 150 | 33.00 | - | 2,451 | -201 | 927 |
| 30 Oct | 11256.45 | 117 | -103.00 | - | 3,331 | 910 | 1,130 |
| 29 Oct | 11046.00 | 220 | 214.40 | - | 1,081 | 216 | 216 |
| 28 Oct | 11483.25 | 5.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 5.6 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10700 expiring on 28NOV2024
Delta for 10700 PE is -0.24
Historical price for 10700 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 75.5, which was -3.55 lower than the previous day. The implied volatity was 23.60, the open interest changed by 52 which increased total open position to 1015
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 79.05, which was 12.80 higher than the previous day. The implied volatity was 26.82, the open interest changed by -61 which decreased total open position to 970
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 66.25, which was 33.50 higher than the previous day. The implied volatity was 25.17, the open interest changed by 142 which increased total open position to 1059
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 32.75, which was -14.65 lower than the previous day. The implied volatity was 25.53, the open interest changed by -9 which decreased total open position to 918
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 47.4, which was -12.60 lower than the previous day. The implied volatity was 24.47, the open interest changed by -24 which decreased total open position to 933
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 60, which was 4.20 higher than the previous day. The implied volatity was 25.18, the open interest changed by -244 which decreased total open position to 954
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 55.8, which was -46.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 460 which increased total open position to 1198
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 102.35, which was -45.40 lower than the previous day. The implied volatity was 27.59, the open interest changed by -74 which decreased total open position to 744
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 147.75, which was -5.25 lower than the previous day. The implied volatity was 28.76, the open interest changed by -48 which decreased total open position to 818
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 153, which was 3.00 higher than the previous day. The implied volatity was 29.05, the open interest changed by 5 which increased total open position to 865
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 150, which was 33.00 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 117, which was -103.00 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 220, which was 214.40 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 5.6, 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 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
