MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 10900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 5.56
Theta: -11.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 108.7 | -71.30 | 20.71 | 6,692 | 238 | 1,051 | |||
| 19 Dec | 10955.35 | 180 | -46.00 | 23.01 | 4,169 | 317 | 807 | |||
| 18 Dec | 11002.45 | 226 | -74.00 | 22.94 | 1,762 | 262 | 499 | |||
| 17 Dec | 11108.55 | 300 | -135.00 | 25.29 | 150 | 4 | 235 | |||
| 16 Dec | 11277.00 | 435 | 3.80 | 23.60 | 32 | -8 | 231 | |||
| 13 Dec | 11272.55 | 431.2 | 68.40 | 16.80 | 210 | -15 | 240 | |||
| 12 Dec | 11167.40 | 362.8 | -147.20 | 22.31 | 71 | 4 | 255 | |||
| 11 Dec | 11277.75 | 510 | 77.05 | 25.49 | 3 | 0 | 253 | |||
| 10 Dec | 11198.20 | 432.95 | -53.15 | 21.38 | 29 | -5 | 255 | |||
| 9 Dec | 11279.80 | 486.1 | -50.90 | 23.46 | 8 | 2 | 259 | |||
| 6 Dec | 11317.95 | 537 | 105.55 | 22.97 | 65 | 4 | 257 | |||
| 5 Dec | 11182.25 | 431.45 | 31.70 | 21.12 | 145 | -7 | 252 | |||
| 4 Dec | 11129.85 | 399.75 | -103.30 | 20.96 | 75 | 6 | 258 | |||
| 3 Dec | 11279.25 | 503.05 | 8.60 | 20.48 | 40 | -4 | 253 | |||
| 2 Dec | 11239.30 | 494.45 | 75.40 | 21.52 | 261 | -44 | 259 | |||
| 29 Nov | 11074.20 | 419.05 | 75.05 | 22.58 | 1,307 | -85 | 302 | |||
| 28 Nov | 10949.85 | 344 | -57.35 | 21.10 | 1,562 | 152 | 389 | |||
| 27 Nov | 11058.35 | 401.35 | 45.60 | 20.55 | 834 | -28 | 236 | |||
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| 26 Nov | 10943.95 | 355.75 | -62.20 | 23.23 | 630 | 166 | 258 | |||
| 25 Nov | 11025.15 | 417.95 | 1.95 | 24.50 | 173 | -4 | 91 | |||
| 22 Nov | 11063.60 | 416 | 91.00 | 19.39 | 449 | 2 | 97 | |||
| 21 Nov | 10861.45 | 325 | -55.00 | 21.84 | 238 | 49 | 90 | |||
| 20 Nov | 10959.30 | 380 | 0.00 | 20.87 | 18 | 18 | 38 | |||
| 19 Nov | 10959.30 | 380 | -119.40 | 20.87 | 18 | 15 | 38 | |||
| 18 Nov | 11093.95 | 499.4 | 72.40 | 22.73 | 102 | 8 | 23 | |||
| 14 Nov | 11006.05 | 427 | -330.65 | 21.25 | 17 | 14 | 15 | |||
| 13 Nov | 11049.60 | 757.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 11143.10 | 757.65 | 133.50 | 36.62 | 1 | 0 | 0 | |||
| 11 Nov | 11399.70 | 624.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 624.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 624.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 624.15 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10900 expiring on 26DEC2024
Delta for 10900 CE is 0.49
Historical price for 10900 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 108.7, which was -71.30 lower than the previous day. The implied volatity was 20.71, the open interest changed by 238 which increased total open position to 1051
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 180, which was -46.00 lower than the previous day. The implied volatity was 23.01, the open interest changed by 317 which increased total open position to 807
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 226, which was -74.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by 262 which increased total open position to 499
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 300, which was -135.00 lower than the previous day. The implied volatity was 25.29, the open interest changed by 4 which increased total open position to 235
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 435, which was 3.80 higher than the previous day. The implied volatity was 23.60, the open interest changed by -8 which decreased total open position to 231
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 431.2, which was 68.40 higher than the previous day. The implied volatity was 16.80, the open interest changed by -15 which decreased total open position to 240
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 362.8, which was -147.20 lower than the previous day. The implied volatity was 22.31, the open interest changed by 4 which increased total open position to 255
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 510, which was 77.05 higher than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 253
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 432.95, which was -53.15 lower than the previous day. The implied volatity was 21.38, the open interest changed by -5 which decreased total open position to 255
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 486.1, which was -50.90 lower than the previous day. The implied volatity was 23.46, the open interest changed by 2 which increased total open position to 259
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 537, which was 105.55 higher than the previous day. The implied volatity was 22.97, the open interest changed by 4 which increased total open position to 257
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 431.45, which was 31.70 higher than the previous day. The implied volatity was 21.12, the open interest changed by -7 which decreased total open position to 252
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 399.75, which was -103.30 lower than the previous day. The implied volatity was 20.96, the open interest changed by 6 which increased total open position to 258
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 503.05, which was 8.60 higher than the previous day. The implied volatity was 20.48, the open interest changed by -4 which decreased total open position to 253
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 494.45, which was 75.40 higher than the previous day. The implied volatity was 21.52, the open interest changed by -44 which decreased total open position to 259
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 419.05, which was 75.05 higher than the previous day. The implied volatity was 22.58, the open interest changed by -85 which decreased total open position to 302
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 344, which was -57.35 lower than the previous day. The implied volatity was 21.10, the open interest changed by 152 which increased total open position to 389
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 401.35, which was 45.60 higher than the previous day. The implied volatity was 20.55, the open interest changed by -28 which decreased total open position to 236
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 355.75, which was -62.20 lower than the previous day. The implied volatity was 23.23, the open interest changed by 166 which increased total open position to 258
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 417.95, which was 1.95 higher than the previous day. The implied volatity was 24.50, the open interest changed by -4 which decreased total open position to 91
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 416, which was 91.00 higher than the previous day. The implied volatity was 19.39, the open interest changed by 2 which increased total open position to 97
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 325, which was -55.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by 49 which increased total open position to 90
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 380, which was 0.00 lower than the previous day. The implied volatity was 20.87, the open interest changed by 18 which increased total open position to 38
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 380, which was -119.40 lower than the previous day. The implied volatity was 20.87, the open interest changed by 15 which increased total open position to 38
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 499.4, which was 72.40 higher than the previous day. The implied volatity was 22.73, the open interest changed by 8 which increased total open position to 23
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 427, which was -330.65 lower than the previous day. The implied volatity was 21.25, the open interest changed by 14 which increased total open position to 15
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 757.65, 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 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 757.65, which was 133.50 higher than the previous day. The implied volatity was 36.62, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 10900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 5.56
Theta: -7.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 120.05 | 24.85 | 20.37 | 12,441 | -160 | 1,582 |
| 19 Dec | 10955.35 | 95.2 | 11.20 | 21.49 | 8,607 | 404 | 1,749 |
| 18 Dec | 11002.45 | 84 | 6.05 | 21.92 | 7,795 | 357 | 1,359 |
| 17 Dec | 11108.55 | 77.95 | 42.55 | 23.61 | 7,957 | -119 | 1,012 |
| 16 Dec | 11277.00 | 35.4 | -4.50 | 22.02 | 3,669 | -60 | 1,131 |
| 13 Dec | 11272.55 | 39.9 | -36.45 | 20.75 | 7,181 | 81 | 1,206 |
| 12 Dec | 11167.40 | 76.35 | 26.85 | 21.31 | 2,505 | 208 | 1,131 |
| 11 Dec | 11277.75 | 49.5 | -20.70 | 21.75 | 1,496 | 29 | 923 |
| 10 Dec | 11198.20 | 70.2 | -0.10 | 22.05 | 2,225 | -43 | 897 |
| 9 Dec | 11279.80 | 70.3 | 6.35 | 22.74 | 1,539 | -52 | 950 |
| 6 Dec | 11317.95 | 63.95 | -37.50 | 21.57 | 2,964 | 316 | 1,010 |
| 5 Dec | 11182.25 | 101.45 | -21.45 | 22.09 | 3,718 | 9 | 695 |
| 4 Dec | 11129.85 | 122.9 | 29.70 | 22.39 | 2,056 | -101 | 690 |
| 3 Dec | 11279.25 | 93.2 | -13.65 | 22.77 | 2,794 | 127 | 820 |
| 2 Dec | 11239.30 | 106.85 | -53.05 | 23.02 | 4,321 | 152 | 691 |
| 29 Nov | 11074.20 | 159.9 | -62.65 | 22.80 | 2,363 | 210 | 522 |
| 28 Nov | 10949.85 | 222.55 | 45.55 | 24.68 | 3,153 | 82 | 313 |
| 27 Nov | 11058.35 | 177 | -62.65 | 23.34 | 861 | 44 | 235 |
| 26 Nov | 10943.95 | 239.65 | 64.40 | 23.97 | 541 | 117 | 173 |
| 25 Nov | 11025.15 | 175.25 | -12.35 | 20.62 | 93 | 55 | 57 |
| 22 Nov | 11063.60 | 187.6 | -105.15 | 22.85 | 88 | 40 | 42 |
| 21 Nov | 10861.45 | 292.75 | -33.90 | 24.19 | 5 | 0 | 0 |
| 20 Nov | 10959.30 | 326.65 | 0.00 | 1.30 | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 326.65 | 0.00 | 1.30 | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 326.65 | 0.00 | 2.19 | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 326.65 | 0.00 | 1.48 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 326.65 | 0.00 | 2.13 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 326.65 | 0.00 | 2.33 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 326.65 | 0.00 | 3.93 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 326.65 | 0.00 | 3.15 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 326.65 | 0.00 | 3.60 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 326.65 | 2.64 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10900 expiring on 26DEC2024
Delta for 10900 PE is -0.51
Historical price for 10900 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 120.05, which was 24.85 higher than the previous day. The implied volatity was 20.37, the open interest changed by -160 which decreased total open position to 1582
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 95.2, which was 11.20 higher than the previous day. The implied volatity was 21.49, the open interest changed by 404 which increased total open position to 1749
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 84, which was 6.05 higher than the previous day. The implied volatity was 21.92, the open interest changed by 357 which increased total open position to 1359
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 77.95, which was 42.55 higher than the previous day. The implied volatity was 23.61, the open interest changed by -119 which decreased total open position to 1012
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 35.4, which was -4.50 lower than the previous day. The implied volatity was 22.02, the open interest changed by -60 which decreased total open position to 1131
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 39.9, which was -36.45 lower than the previous day. The implied volatity was 20.75, the open interest changed by 81 which increased total open position to 1206
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 76.35, which was 26.85 higher than the previous day. The implied volatity was 21.31, the open interest changed by 208 which increased total open position to 1131
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 49.5, which was -20.70 lower than the previous day. The implied volatity was 21.75, the open interest changed by 29 which increased total open position to 923
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 70.2, which was -0.10 lower than the previous day. The implied volatity was 22.05, the open interest changed by -43 which decreased total open position to 897
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 70.3, which was 6.35 higher than the previous day. The implied volatity was 22.74, the open interest changed by -52 which decreased total open position to 950
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 63.95, which was -37.50 lower than the previous day. The implied volatity was 21.57, the open interest changed by 316 which increased total open position to 1010
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 101.45, which was -21.45 lower than the previous day. The implied volatity was 22.09, the open interest changed by 9 which increased total open position to 695
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 122.9, which was 29.70 higher than the previous day. The implied volatity was 22.39, the open interest changed by -101 which decreased total open position to 690
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 93.2, which was -13.65 lower than the previous day. The implied volatity was 22.77, the open interest changed by 127 which increased total open position to 820
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 106.85, which was -53.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 152 which increased total open position to 691
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 159.9, which was -62.65 lower than the previous day. The implied volatity was 22.80, the open interest changed by 210 which increased total open position to 522
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 222.55, which was 45.55 higher than the previous day. The implied volatity was 24.68, the open interest changed by 82 which increased total open position to 313
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 177, which was -62.65 lower than the previous day. The implied volatity was 23.34, the open interest changed by 44 which increased total open position to 235
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 239.65, which was 64.40 higher than the previous day. The implied volatity was 23.97, the open interest changed by 117 which increased total open position to 173
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 175.25, which was -12.35 lower than the previous day. The implied volatity was 20.62, the open interest changed by 55 which increased total open position to 57
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 187.6, which was -105.15 lower than the previous day. The implied volatity was 22.85, the open interest changed by 40 which increased total open position to 42
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 292.75, which was -33.90 lower than the previous day. The implied volatity was 24.19, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 3.93, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 3.15, 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 326.65, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 326.65, which was lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
