MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 7.22
Theta: -7.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 307.25 | -53.80 | 19.32 | 855 | 29 | 359 | |||
| 13 Nov | 11049.60 | 361.05 | -104.20 | 13.31 | 940 | -23 | 333 | |||
| 12 Nov | 11143.10 | 465.25 | -189.75 | 25.55 | 45 | -13 | 356 | |||
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| 11 Nov | 11399.70 | 655 | 88.25 | 18.59 | 57 | -6 | 370 | |||
| 8 Nov | 11303.00 | 566.75 | -14.85 | 12.67 | 16 | -2 | 375 | |||
| 7 Nov | 11300.15 | 581.6 | -58.95 | 20.98 | 47 | 1 | 384 | |||
| 6 Nov | 11354.25 | 640.55 | 113.55 | 18.12 | 75 | -30 | 384 | |||
| 5 Nov | 11170.10 | 527 | 59.00 | 21.35 | 454 | -12 | 404 | |||
| 4 Nov | 11052.45 | 468 | -76.00 | 24.02 | 897 | 159 | 417 | |||
| 1 Nov | 11110.00 | 544 | -8.05 | 26.79 | 11 | -1 | 259 | |||
| 31 Oct | 11076.45 | 552.05 | -134.95 | - | 195 | 29 | 260 | |||
| 30 Oct | 11256.45 | 687 | 197.00 | - | 683 | -119 | 232 | |||
| 29 Oct | 11046.00 | 490 | -1439.30 | - | 2,713 | 348 | 348 | |||
| 28 Oct | 11483.25 | 1929.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 1929.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 1929.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 1929.3 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10800 expiring on 28NOV2024
Delta for 10800 CE is 0.72
Historical price for 10800 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 307.25, which was -53.80 lower than the previous day. The implied volatity was 19.32, the open interest changed by 29 which increased total open position to 359
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 361.05, which was -104.20 lower than the previous day. The implied volatity was 13.31, the open interest changed by -23 which decreased total open position to 333
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 465.25, which was -189.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by -13 which decreased total open position to 356
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 655, which was 88.25 higher than the previous day. The implied volatity was 18.59, the open interest changed by -6 which decreased total open position to 370
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 566.75, which was -14.85 lower than the previous day. The implied volatity was 12.67, the open interest changed by -2 which decreased total open position to 375
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 581.6, which was -58.95 lower than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 384
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 640.55, which was 113.55 higher than the previous day. The implied volatity was 18.12, the open interest changed by -30 which decreased total open position to 384
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 527, which was 59.00 higher than the previous day. The implied volatity was 21.35, the open interest changed by -12 which decreased total open position to 404
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 468, which was -76.00 lower than the previous day. The implied volatity was 24.02, the open interest changed by 159 which increased total open position to 417
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 544, which was -8.05 lower than the previous day. The implied volatity was 26.79, the open interest changed by -1 which decreased total open position to 259
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 552.05, which was -134.95 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 687, which was 197.00 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 490, which was -1439.30 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 1929.3, 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 1929.3, 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 1929.3, 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 22 Oct MARUTI was trading at 11923.30. The strike last trading price was 1929.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 7.59
Theta: -5.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 101.6 | -2.40 | 23.18 | 4,952 | -48 | 1,129 |
| 13 Nov | 11049.60 | 104 | 19.95 | 26.62 | 6,789 | 219 | 1,173 |
| 12 Nov | 11143.10 | 84.05 | 42.05 | 24.34 | 2,627 | -176 | 956 |
| 11 Nov | 11399.70 | 42 | -19.75 | 24.76 | 2,573 | 116 | 1,134 |
| 8 Nov | 11303.00 | 61.75 | -13.35 | 24.05 | 1,308 | -46 | 1,020 |
| 7 Nov | 11300.15 | 75.1 | 7.40 | 24.56 | 1,799 | 110 | 1,064 |
| 6 Nov | 11354.25 | 67.7 | -56.25 | 25.11 | 2,958 | -76 | 955 |
| 5 Nov | 11170.10 | 123.95 | -50.80 | 27.08 | 3,292 | -65 | 1,032 |
| 4 Nov | 11052.45 | 174.75 | -5.25 | 28.20 | 5,542 | 33 | 1,091 |
| 1 Nov | 11110.00 | 180 | 0.20 | 28.59 | 276 | 70 | 1,021 |
| 31 Oct | 11076.45 | 179.8 | 44.80 | - | 1,994 | -5 | 957 |
| 30 Oct | 11256.45 | 135 | -125.00 | - | 3,964 | 46 | 965 |
| 29 Oct | 11046.00 | 260 | 150.15 | - | 7,218 | 430 | 922 |
| 28 Oct | 11483.25 | 109.85 | -20.15 | - | 718 | -87 | 490 |
| 25 Oct | 11502.85 | 130 | 33.35 | - | 990 | 318 | 577 |
| 24 Oct | 11763.70 | 96.65 | 12.50 | - | 355 | 248 | 260 |
| 22 Oct | 11923.30 | 84.15 | - | 14 | 10 | 10 | |
For Maruti Suzuki India Ltd. - strike price 10800 expiring on 28NOV2024
Delta for 10800 PE is -0.31
Historical price for 10800 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 101.6, which was -2.40 lower than the previous day. The implied volatity was 23.18, the open interest changed by -48 which decreased total open position to 1129
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 104, which was 19.95 higher than the previous day. The implied volatity was 26.62, the open interest changed by 219 which increased total open position to 1173
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 84.05, which was 42.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by -176 which decreased total open position to 956
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 42, which was -19.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 116 which increased total open position to 1134
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 61.75, which was -13.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by -46 which decreased total open position to 1020
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 75.1, which was 7.40 higher than the previous day. The implied volatity was 24.56, the open interest changed by 110 which increased total open position to 1064
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 67.7, which was -56.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by -76 which decreased total open position to 955
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 123.95, which was -50.80 lower than the previous day. The implied volatity was 27.08, the open interest changed by -65 which decreased total open position to 1032
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 174.75, which was -5.25 lower than the previous day. The implied volatity was 28.20, the open interest changed by 33 which increased total open position to 1091
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 180, which was 0.20 higher than the previous day. The implied volatity was 28.59, the open interest changed by 70 which increased total open position to 1021
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 179.8, which was 44.80 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 135, which was -125.00 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 260, which was 150.15 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 109.85, which was -20.15 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 130, which was 33.35 higher 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 96.65, which was 12.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MARUTI was trading at 11923.30. The strike last trading price was 84.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
