MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 10900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 8.12
Theta: -7.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 246 | -44.50 | 19.95 | 5,330 | 108 | 573 | |||
| 13 Nov | 11049.60 | 290.5 | -84.30 | 15.89 | 3,820 | 187 | 465 | |||
| 12 Nov | 11143.10 | 374.8 | -205.20 | 23.00 | 58 | -3 | 281 | |||
| 11 Nov | 11399.70 | 580 | 95.35 | 21.53 | 50 | -9 | 283 | |||
| 8 Nov | 11303.00 | 484.65 | -5.35 | 15.14 | 78 | 3 | 290 | |||
| 7 Nov | 11300.15 | 490 | -70.35 | 19.40 | 53 | -6 | 288 | |||
| 6 Nov | 11354.25 | 560.35 | 95.25 | 19.09 | 193 | -9 | 296 | |||
| 5 Nov | 11170.10 | 465.1 | 63.70 | 22.65 | 1,240 | -98 | 304 | |||
| 4 Nov | 11052.45 | 401.4 | -72.45 | 23.87 | 3,442 | 221 | 411 | |||
| 1 Nov | 11110.00 | 473.85 | -11.50 | 26.28 | 22 | -2 | 189 | |||
| 31 Oct | 11076.45 | 485.35 | -129.65 | - | 267 | 23 | 191 | |||
| 30 Oct | 11256.45 | 615 | 180.00 | - | 427 | -140 | 168 | |||
| 29 Oct | 11046.00 | 435 | -2194.55 | - | 1,959 | 300 | 300 | |||
| 28 Oct | 11483.25 | 2629.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 2629.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 11763.70 | 2629.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 2629.55 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 10900 expiring on 28NOV2024
Delta for 10900 CE is 0.63
Historical price for 10900 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 246, which was -44.50 lower than the previous day. The implied volatity was 19.95, the open interest changed by 108 which increased total open position to 573
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 290.5, which was -84.30 lower than the previous day. The implied volatity was 15.89, the open interest changed by 187 which increased total open position to 465
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 374.8, which was -205.20 lower than the previous day. The implied volatity was 23.00, the open interest changed by -3 which decreased total open position to 281
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 580, which was 95.35 higher than the previous day. The implied volatity was 21.53, the open interest changed by -9 which decreased total open position to 283
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 484.65, which was -5.35 lower than the previous day. The implied volatity was 15.14, the open interest changed by 3 which increased total open position to 290
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 490, which was -70.35 lower than the previous day. The implied volatity was 19.40, the open interest changed by -6 which decreased total open position to 288
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 560.35, which was 95.25 higher than the previous day. The implied volatity was 19.09, the open interest changed by -9 which decreased total open position to 296
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 465.1, which was 63.70 higher than the previous day. The implied volatity was 22.65, the open interest changed by -98 which decreased total open position to 304
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 401.4, which was -72.45 lower than the previous day. The implied volatity was 23.87, the open interest changed by 221 which increased total open position to 411
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 473.85, which was -11.50 lower than the previous day. The implied volatity was 26.28, the open interest changed by -2 which decreased total open position to 189
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 485.35, which was -129.65 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 615, which was 180.00 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 435, which was -2194.55 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 2629.55, 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 2629.55, 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 2629.55, 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 2629.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 10900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 8.21
Theta: -5.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 134.55 | 1.40 | 22.79 | 10,125 | 51 | 1,614 |
| 13 Nov | 11049.60 | 133.15 | 22.85 | 26.25 | 12,361 | 475 | 1,596 |
| 12 Nov | 11143.10 | 110.3 | 55.60 | 24.01 | 2,467 | -50 | 1,130 |
| 11 Nov | 11399.70 | 54.7 | -25.45 | 24.14 | 2,229 | 136 | 1,213 |
| 8 Nov | 11303.00 | 80.15 | -14.75 | 23.68 | 1,964 | 89 | 1,077 |
| 7 Nov | 11300.15 | 94.9 | 10.60 | 24.10 | 1,392 | 33 | 993 |
| 6 Nov | 11354.25 | 84.3 | -67.70 | 24.55 | 2,435 | -39 | 965 |
| 5 Nov | 11170.10 | 152 | -52.90 | 26.83 | 4,650 | 22 | 1,010 |
| 4 Nov | 11052.45 | 204.9 | -5.90 | 27.56 | 7,737 | 422 | 991 |
| 1 Nov | 11110.00 | 210.8 | 4.70 | 28.14 | 147 | 16 | 573 |
| 31 Oct | 11076.45 | 206.1 | 45.55 | - | 1,773 | 5 | 554 |
| 30 Oct | 11256.45 | 160.55 | -134.45 | - | 2,176 | 226 | 549 |
| 29 Oct | 11046.00 | 295 | 267.00 | - | 1,622 | 322 | 323 |
| 28 Oct | 11483.25 | 28 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 28 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 11763.70 | 28 | 18.75 | - | 1 | 0 | 0 |
| 22 Oct | 11923.30 | 9.25 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 10900 expiring on 28NOV2024
Delta for 10900 PE is -0.38
Historical price for 10900 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 134.55, which was 1.40 higher than the previous day. The implied volatity was 22.79, the open interest changed by 51 which increased total open position to 1614
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 133.15, which was 22.85 higher than the previous day. The implied volatity was 26.25, the open interest changed by 475 which increased total open position to 1596
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 110.3, which was 55.60 higher than the previous day. The implied volatity was 24.01, the open interest changed by -50 which decreased total open position to 1130
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 54.7, which was -25.45 lower than the previous day. The implied volatity was 24.14, the open interest changed by 136 which increased total open position to 1213
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 80.15, which was -14.75 lower than the previous day. The implied volatity was 23.68, the open interest changed by 89 which increased total open position to 1077
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 94.9, which was 10.60 higher than the previous day. The implied volatity was 24.10, the open interest changed by 33 which increased total open position to 993
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 84.3, which was -67.70 lower than the previous day. The implied volatity was 24.55, the open interest changed by -39 which decreased total open position to 965
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 152, which was -52.90 lower than the previous day. The implied volatity was 26.83, the open interest changed by 22 which increased total open position to 1010
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 204.9, which was -5.90 lower than the previous day. The implied volatity was 27.56, the open interest changed by 422 which increased total open position to 991
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 210.8, which was 4.70 higher than the previous day. The implied volatity was 28.14, the open interest changed by 16 which increased total open position to 573
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 206.1, which was 45.55 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 160.55, which was -134.45 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 295, which was 267.00 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 28, 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 28, 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 28, which was 18.75 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 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
