MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10700 CE | ||||||||||
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Delta: 0.74
Vega: 4.50
Theta: -10.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 232.95 | -83.40 | 21.19 | 141 | 22 | 145 | |||
| 19 Dec | 10955.35 | 316.35 | -56.95 | 22.86 | 85 | -11 | 123 | |||
| 18 Dec | 11002.45 | 373.3 | -189.70 | 23.32 | 64 | 37 | 135 | |||
| 17 Dec | 11108.55 | 563 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 11277.00 | 563 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 11272.55 | 563 | 11.45 | - | 11 | 2 | 98 | |||
| 12 Dec | 11167.40 | 551.55 | -98.45 | 28.22 | 52 | 20 | 96 | |||
| 11 Dec | 11277.75 | 650 | 50.00 | 19.65 | 20 | 0 | 94 | |||
| 10 Dec | 11198.20 | 600 | -65.00 | 22.11 | 25 | 4 | 93 | |||
| 9 Dec | 11279.80 | 665 | -51.05 | 26.57 | 5 | 0 | 89 | |||
| 6 Dec | 11317.95 | 716.05 | 163.65 | 25.68 | 5 | -3 | 89 | |||
| 5 Dec | 11182.25 | 552.4 | 4.90 | 14.91 | 32 | -16 | 92 | |||
| 4 Dec | 11129.85 | 547.5 | -109.95 | 20.86 | 41 | 23 | 105 | |||
| 3 Dec | 11279.25 | 657.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 11239.30 | 657.45 | 97.45 | 22.48 | 6 | 1 | 82 | |||
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| 29 Nov | 11074.20 | 560 | 83.85 | 22.93 | 101 | 12 | 85 | |||
| 28 Nov | 10949.85 | 476.15 | -65.15 | 21.42 | 147 | 39 | 72 | |||
| 27 Nov | 11058.35 | 541.3 | 59.70 | 20.61 | 37 | 1 | 33 | |||
| 26 Nov | 10943.95 | 481.6 | -67.65 | 23.68 | 33 | 14 | 31 | |||
| 25 Nov | 11025.15 | 549.25 | -196.55 | 24.99 | 27 | 18 | 18 | |||
| 22 Nov | 11063.60 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10861.45 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 745.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 745.8 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10700 expiring on 26DEC2024
Delta for 10700 CE is 0.74
Historical price for 10700 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 232.95, which was -83.40 lower than the previous day. The implied volatity was 21.19, the open interest changed by 22 which increased total open position to 145
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 316.35, which was -56.95 lower than the previous day. The implied volatity was 22.86, the open interest changed by -11 which decreased total open position to 123
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 373.3, which was -189.70 lower than the previous day. The implied volatity was 23.32, the open interest changed by 37 which increased total open position to 135
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 563, 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 563, 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 563, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 98
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 551.55, which was -98.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by 20 which increased total open position to 96
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 650, which was 50.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 94
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 600, which was -65.00 lower than the previous day. The implied volatity was 22.11, the open interest changed by 4 which increased total open position to 93
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 665, which was -51.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 89
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 716.05, which was 163.65 higher than the previous day. The implied volatity was 25.68, the open interest changed by -3 which decreased total open position to 89
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 552.4, which was 4.90 higher than the previous day. The implied volatity was 14.91, the open interest changed by -16 which decreased total open position to 92
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 547.5, which was -109.95 lower than the previous day. The implied volatity was 20.86, the open interest changed by 23 which increased total open position to 105
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 657.45, 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 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 657.45, which was 97.45 higher than the previous day. The implied volatity was 22.48, the open interest changed by 1 which increased total open position to 82
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 560, which was 83.85 higher than the previous day. The implied volatity was 22.93, the open interest changed by 12 which increased total open position to 85
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 476.15, which was -65.15 lower than the previous day. The implied volatity was 21.42, the open interest changed by 39 which increased total open position to 72
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 541.3, which was 59.70 higher than the previous day. The implied volatity was 20.61, the open interest changed by 1 which increased total open position to 33
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 481.6, which was -67.65 lower than the previous day. The implied volatity was 23.68, the open interest changed by 14 which increased total open position to 31
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 549.25, which was -196.55 lower than the previous day. The implied volatity was 24.99, the open interest changed by 18 which increased total open position to 18
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 745.8, 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 26DEC2024 10700 PE | |||||||
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Delta: -0.25
Vega: 4.43
Theta: -6.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 43 | 3.00 | 20.41 | 10,305 | -178 | 1,026 |
| 19 Dec | 10955.35 | 40 | 2.05 | 22.67 | 4,074 | 178 | 1,216 |
| 18 Dec | 11002.45 | 37.95 | 0.55 | 23.34 | 7,315 | -232 | 1,040 |
| 17 Dec | 11108.55 | 37.4 | 19.35 | 24.83 | 2,819 | 79 | 1,279 |
| 16 Dec | 11277.00 | 18.05 | -3.90 | 24.19 | 1,421 | -89 | 1,209 |
| 13 Dec | 11272.55 | 21.95 | -19.85 | 22.83 | 2,997 | -378 | 1,315 |
| 12 Dec | 11167.40 | 41.8 | 14.00 | 22.79 | 2,846 | 563 | 1,692 |
| 11 Dec | 11277.75 | 27.8 | -12.25 | 23.37 | 827 | -35 | 1,131 |
| 10 Dec | 11198.20 | 40.05 | -0.50 | 23.42 | 1,171 | 55 | 1,169 |
| 9 Dec | 11279.80 | 40.55 | 1.40 | 23.94 | 1,106 | -31 | 1,115 |
| 6 Dec | 11317.95 | 39.15 | -22.45 | 23.04 | 2,091 | 37 | 1,147 |
| 5 Dec | 11182.25 | 61.6 | -15.20 | 23.06 | 1,672 | -59 | 1,114 |
| 4 Dec | 11129.85 | 76.8 | 19.15 | 23.33 | 2,013 | 330 | 1,172 |
| 3 Dec | 11279.25 | 57.65 | -9.35 | 23.66 | 1,499 | 114 | 856 |
| 2 Dec | 11239.30 | 67 | -38.55 | 23.81 | 2,417 | 322 | 745 |
| 29 Nov | 11074.20 | 105.55 | -47.00 | 23.52 | 1,549 | 119 | 436 |
| 28 Nov | 10949.85 | 152.55 | 34.65 | 25.09 | 2,040 | 27 | 319 |
| 27 Nov | 11058.35 | 117.9 | -55.20 | 23.82 | 696 | 138 | 293 |
| 26 Nov | 10943.95 | 173.1 | 22.75 | 25.02 | 215 | 69 | 153 |
| 25 Nov | 11025.15 | 150.35 | 22.35 | 24.52 | 71 | 19 | 85 |
| 22 Nov | 11063.60 | 128 | -83.30 | 23.30 | 70 | -7 | 59 |
| 21 Nov | 10861.45 | 211.3 | 14.35 | 24.57 | 115 | 20 | 62 |
| 20 Nov | 10959.30 | 196.95 | 0.00 | 25.58 | 22 | 12 | 44 |
| 19 Nov | 10959.30 | 196.95 | 42.25 | 25.58 | 22 | 14 | 44 |
| 18 Nov | 11093.95 | 154.7 | -47.30 | 25.25 | 53 | 27 | 30 |
| 14 Nov | 11006.05 | 202 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 11049.60 | 202 | 22.00 | 27.66 | 5 | 1 | 2 |
| 12 Nov | 11143.10 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 180 | 0.00 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10700 expiring on 26DEC2024
Delta for 10700 PE is -0.25
Historical price for 10700 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 43, which was 3.00 higher than the previous day. The implied volatity was 20.41, the open interest changed by -178 which decreased total open position to 1026
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 40, which was 2.05 higher than the previous day. The implied volatity was 22.67, the open interest changed by 178 which increased total open position to 1216
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 37.95, which was 0.55 higher than the previous day. The implied volatity was 23.34, the open interest changed by -232 which decreased total open position to 1040
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 37.4, which was 19.35 higher than the previous day. The implied volatity was 24.83, the open interest changed by 79 which increased total open position to 1279
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 18.05, which was -3.90 lower than the previous day. The implied volatity was 24.19, the open interest changed by -89 which decreased total open position to 1209
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 21.95, which was -19.85 lower than the previous day. The implied volatity was 22.83, the open interest changed by -378 which decreased total open position to 1315
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 41.8, which was 14.00 higher than the previous day. The implied volatity was 22.79, the open interest changed by 563 which increased total open position to 1692
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 27.8, which was -12.25 lower than the previous day. The implied volatity was 23.37, the open interest changed by -35 which decreased total open position to 1131
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 40.05, which was -0.50 lower than the previous day. The implied volatity was 23.42, the open interest changed by 55 which increased total open position to 1169
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 40.55, which was 1.40 higher than the previous day. The implied volatity was 23.94, the open interest changed by -31 which decreased total open position to 1115
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 39.15, which was -22.45 lower than the previous day. The implied volatity was 23.04, the open interest changed by 37 which increased total open position to 1147
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 61.6, which was -15.20 lower than the previous day. The implied volatity was 23.06, the open interest changed by -59 which decreased total open position to 1114
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 76.8, which was 19.15 higher than the previous day. The implied volatity was 23.33, the open interest changed by 330 which increased total open position to 1172
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 57.65, which was -9.35 lower than the previous day. The implied volatity was 23.66, the open interest changed by 114 which increased total open position to 856
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 67, which was -38.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 322 which increased total open position to 745
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 105.55, which was -47.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 119 which increased total open position to 436
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 152.55, which was 34.65 higher than the previous day. The implied volatity was 25.09, the open interest changed by 27 which increased total open position to 319
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 117.9, which was -55.20 lower than the previous day. The implied volatity was 23.82, the open interest changed by 138 which increased total open position to 293
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 173.1, which was 22.75 higher than the previous day. The implied volatity was 25.02, the open interest changed by 69 which increased total open position to 153
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 150.35, which was 22.35 higher than the previous day. The implied volatity was 24.52, the open interest changed by 19 which increased total open position to 85
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 128, which was -83.30 lower than the previous day. The implied volatity was 23.30, the open interest changed by -7 which decreased total open position to 59
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 211.3, which was 14.35 higher than the previous day. The implied volatity was 24.57, the open interest changed by 20 which increased total open position to 62
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 196.95, which was 0.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by 12 which increased total open position to 44
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 196.95, which was 42.25 higher than the previous day. The implied volatity was 25.58, the open interest changed by 14 which increased total open position to 44
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 154.7, which was -47.30 lower than the previous day. The implied volatity was 25.25, the open interest changed by 27 which increased total open position to 30
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 202, 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 Nov MARUTI was trading at 11049.60. The strike last trading price was 202, which was 22.00 higher than the previous day. The implied volatity was 27.66, the open interest changed by 1 which increased total open position to 2
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 180, 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 180, 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 180, 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 180, 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 180, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
