MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 5.29
Theta: -10.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 162.25 | -83.80 | 20.54 | 1,431 | 78 | 316 | |||
| 19 Dec | 10955.35 | 246.05 | -49.65 | 23.51 | 1,483 | 96 | 236 | |||
| 18 Dec | 11002.45 | 295.7 | -73.30 | 23.19 | 130 | -23 | 143 | |||
| 17 Dec | 11108.55 | 369 | -151.00 | 24.77 | 69 | 6 | 165 | |||
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| 16 Dec | 11277.00 | 520 | 2.80 | 23.87 | 4 | 0 | 160 | |||
| 13 Dec | 11272.55 | 517.2 | 72.75 | 15.29 | 57 | -17 | 161 | |||
| 12 Dec | 11167.40 | 444.45 | -135.50 | 23.46 | 106 | -16 | 179 | |||
| 11 Dec | 11277.75 | 579.95 | 68.65 | 23.82 | 23 | -15 | 196 | |||
| 10 Dec | 11198.20 | 511.3 | -38.55 | 21.25 | 54 | -2 | 212 | |||
| 9 Dec | 11279.80 | 549.85 | -59.25 | 20.99 | 16 | 7 | 213 | |||
| 6 Dec | 11317.95 | 609.1 | 109.10 | 21.83 | 357 | 59 | 207 | |||
| 5 Dec | 11182.25 | 500 | 30.00 | 20.34 | 60 | -3 | 149 | |||
| 4 Dec | 11129.85 | 470 | -98.00 | 20.82 | 27 | 2 | 150 | |||
| 3 Dec | 11279.25 | 568 | -3.80 | 18.42 | 70 | -21 | 148 | |||
| 2 Dec | 11239.30 | 571.8 | 88.05 | 21.72 | 166 | -15 | 169 | |||
| 29 Nov | 11074.20 | 483.75 | 81.60 | 22.43 | 371 | 12 | 185 | |||
| 28 Nov | 10949.85 | 402.15 | -65.10 | 20.79 | 513 | 60 | 175 | |||
| 27 Nov | 11058.35 | 467.25 | 49.25 | 20.45 | 348 | 44 | 114 | |||
| 26 Nov | 10943.95 | 418 | -59.65 | 23.61 | 180 | 58 | 70 | |||
| 25 Nov | 11025.15 | 477.65 | -2321.10 | 24.43 | 30 | 12 | 12 | |||
| 22 Nov | 11063.60 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 10861.45 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 2798.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 2798.75 | 2798.75 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10800 expiring on 26DEC2024
Delta for 10800 CE is 0.62
Historical price for 10800 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 162.25, which was -83.80 lower than the previous day. The implied volatity was 20.54, the open interest changed by 78 which increased total open position to 316
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 246.05, which was -49.65 lower than the previous day. The implied volatity was 23.51, the open interest changed by 96 which increased total open position to 236
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 295.7, which was -73.30 lower than the previous day. The implied volatity was 23.19, the open interest changed by -23 which decreased total open position to 143
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 369, which was -151.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 6 which increased total open position to 165
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 520, which was 2.80 higher than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 160
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 517.2, which was 72.75 higher than the previous day. The implied volatity was 15.29, the open interest changed by -17 which decreased total open position to 161
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 444.45, which was -135.50 lower than the previous day. The implied volatity was 23.46, the open interest changed by -16 which decreased total open position to 179
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 579.95, which was 68.65 higher than the previous day. The implied volatity was 23.82, the open interest changed by -15 which decreased total open position to 196
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 511.3, which was -38.55 lower than the previous day. The implied volatity was 21.25, the open interest changed by -2 which decreased total open position to 212
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 549.85, which was -59.25 lower than the previous day. The implied volatity was 20.99, the open interest changed by 7 which increased total open position to 213
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 609.1, which was 109.10 higher than the previous day. The implied volatity was 21.83, the open interest changed by 59 which increased total open position to 207
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 500, which was 30.00 higher than the previous day. The implied volatity was 20.34, the open interest changed by -3 which decreased total open position to 149
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 470, which was -98.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 150
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 568, which was -3.80 lower than the previous day. The implied volatity was 18.42, the open interest changed by -21 which decreased total open position to 148
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 571.8, which was 88.05 higher than the previous day. The implied volatity was 21.72, the open interest changed by -15 which decreased total open position to 169
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 483.75, which was 81.60 higher than the previous day. The implied volatity was 22.43, the open interest changed by 12 which increased total open position to 185
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 402.15, which was -65.10 lower than the previous day. The implied volatity was 20.79, the open interest changed by 60 which increased total open position to 175
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 467.25, which was 49.25 higher than the previous day. The implied volatity was 20.45, the open interest changed by 44 which increased total open position to 114
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 418, which was -59.65 lower than the previous day. The implied volatity was 23.61, the open interest changed by 58 which increased total open position to 70
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 477.65, which was -2321.10 lower than the previous day. The implied volatity was 24.43, the open interest changed by 12 which increased total open position to 12
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, 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 2798.75, which was 2798.75 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MARUTI was trading at 11763.70. 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 10800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 5.29
Theta: -7.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 76 | 15.45 | 20.61 | 9,752 | -47 | 1,864 |
| 19 Dec | 10955.35 | 60.55 | 4.65 | 21.64 | 5,292 | 199 | 1,929 |
| 18 Dec | 11002.45 | 55.9 | 1.05 | 22.40 | 9,422 | 678 | 1,744 |
| 17 Dec | 11108.55 | 54.85 | 29.20 | 24.28 | 3,933 | -11 | 1,086 |
| 16 Dec | 11277.00 | 25.65 | -4.40 | 23.22 | 1,881 | -102 | 1,105 |
| 13 Dec | 11272.55 | 30.05 | -24.95 | 21.91 | 7,186 | 107 | 1,209 |
| 12 Dec | 11167.40 | 55 | 17.90 | 21.78 | 2,988 | 79 | 1,103 |
| 11 Dec | 11277.75 | 37.1 | -16.35 | 22.56 | 1,142 | 29 | 1,019 |
| 10 Dec | 11198.20 | 53.45 | -0.05 | 22.78 | 1,788 | -39 | 993 |
| 9 Dec | 11279.80 | 53.5 | 3.70 | 23.33 | 1,369 | 88 | 1,036 |
| 6 Dec | 11317.95 | 49.8 | -30.00 | 22.26 | 2,753 | 307 | 950 |
| 5 Dec | 11182.25 | 79.8 | -17.70 | 22.63 | 3,932 | -125 | 650 |
| 4 Dec | 11129.85 | 97.5 | 25.30 | 22.85 | 2,148 | -58 | 767 |
| 3 Dec | 11279.25 | 72.2 | -12.10 | 23.03 | 1,981 | 73 | 826 |
| 2 Dec | 11239.30 | 84.3 | -45.70 | 23.33 | 3,558 | 10 | 763 |
| 29 Nov | 11074.20 | 130 | -55.00 | 23.12 | 3,196 | 175 | 756 |
| 28 Nov | 10949.85 | 185 | 41.60 | 24.87 | 2,755 | 107 | 581 |
| 27 Nov | 11058.35 | 143.4 | -61.45 | 23.42 | 1,084 | 154 | 476 |
| 26 Nov | 10943.95 | 204.85 | 25.65 | 24.56 | 450 | 52 | 322 |
| 25 Nov | 11025.15 | 179.2 | 16.40 | 24.10 | 544 | 112 | 271 |
| 22 Nov | 11063.60 | 162.8 | -87.35 | 23.68 | 336 | 76 | 235 |
| 21 Nov | 10861.45 | 250.15 | 28.15 | 24.41 | 198 | 72 | 156 |
| 20 Nov | 10959.30 | 222 | 0.00 | 24.57 | 111 | 64 | 85 |
| 19 Nov | 10959.30 | 222 | 52.65 | 24.57 | 111 | 65 | 85 |
| 18 Nov | 11093.95 | 169.35 | -63.20 | 24.36 | 9 | 7 | 20 |
| 14 Nov | 11006.05 | 232.55 | 109.85 | 25.21 | 6 | 1 | 8 |
| 13 Nov | 11049.60 | 122.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 122.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Nov | 11399.70 | 122.7 | -137.30 | 24.57 | 1 | 0 | 6 |
| 7 Nov | 11300.15 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 260 | 239.85 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 11076.45 | 20.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 11256.45 | 20.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 11046.00 | 20.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 11483.25 | 20.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 20.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11763.70 | 20.15 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10800 expiring on 26DEC2024
Delta for 10800 PE is -0.38
Historical price for 10800 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 76, which was 15.45 higher than the previous day. The implied volatity was 20.61, the open interest changed by -47 which decreased total open position to 1864
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 60.55, which was 4.65 higher than the previous day. The implied volatity was 21.64, the open interest changed by 199 which increased total open position to 1929
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 55.9, which was 1.05 higher than the previous day. The implied volatity was 22.40, the open interest changed by 678 which increased total open position to 1744
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 54.85, which was 29.20 higher than the previous day. The implied volatity was 24.28, the open interest changed by -11 which decreased total open position to 1086
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 25.65, which was -4.40 lower than the previous day. The implied volatity was 23.22, the open interest changed by -102 which decreased total open position to 1105
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 30.05, which was -24.95 lower than the previous day. The implied volatity was 21.91, the open interest changed by 107 which increased total open position to 1209
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 55, which was 17.90 higher than the previous day. The implied volatity was 21.78, the open interest changed by 79 which increased total open position to 1103
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 37.1, which was -16.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by 29 which increased total open position to 1019
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 53.45, which was -0.05 lower than the previous day. The implied volatity was 22.78, the open interest changed by -39 which decreased total open position to 993
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 53.5, which was 3.70 higher than the previous day. The implied volatity was 23.33, the open interest changed by 88 which increased total open position to 1036
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 49.8, which was -30.00 lower than the previous day. The implied volatity was 22.26, the open interest changed by 307 which increased total open position to 950
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 79.8, which was -17.70 lower than the previous day. The implied volatity was 22.63, the open interest changed by -125 which decreased total open position to 650
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 97.5, which was 25.30 higher than the previous day. The implied volatity was 22.85, the open interest changed by -58 which decreased total open position to 767
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 72.2, which was -12.10 lower than the previous day. The implied volatity was 23.03, the open interest changed by 73 which increased total open position to 826
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 84.3, which was -45.70 lower than the previous day. The implied volatity was 23.33, the open interest changed by 10 which increased total open position to 763
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 130, which was -55.00 lower than the previous day. The implied volatity was 23.12, the open interest changed by 175 which increased total open position to 756
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 185, which was 41.60 higher than the previous day. The implied volatity was 24.87, the open interest changed by 107 which increased total open position to 581
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 143.4, which was -61.45 lower than the previous day. The implied volatity was 23.42, the open interest changed by 154 which increased total open position to 476
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 204.85, which was 25.65 higher than the previous day. The implied volatity was 24.56, the open interest changed by 52 which increased total open position to 322
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 179.2, which was 16.40 higher than the previous day. The implied volatity was 24.10, the open interest changed by 112 which increased total open position to 271
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 162.8, which was -87.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 76 which increased total open position to 235
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 250.15, which was 28.15 higher than the previous day. The implied volatity was 24.41, the open interest changed by 72 which increased total open position to 156
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 222, which was 0.00 lower than the previous day. The implied volatity was 24.57, the open interest changed by 64 which increased total open position to 85
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 222, which was 52.65 higher than the previous day. The implied volatity was 24.57, the open interest changed by 65 which increased total open position to 85
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 169.35, which was -63.20 lower than the previous day. The implied volatity was 24.36, the open interest changed by 7 which increased total open position to 20
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 232.55, which was 109.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by 1 which increased total open position to 8
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 122.7, 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 122.7, 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 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 122.7, which was -137.30 lower than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 6
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 260, 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 260, 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 260, which was 239.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 20.15, 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 20.15, 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 20.15, 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 20.15, 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 20.15, 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 24 Oct MARUTI was trading at 11763.70. The strike last trading price was 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
