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[--[65.84.65.76]--]
MARUTI
Maruti Suzuki India Ltd.

10861.45 -97.85 (-0.89%)

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Historical option data for MARUTI

21 Nov 2024 04:12 PM IST
MARUTI 28NOV2024 10900 CE
Delta: 0.48
Vega: 5.99
Theta: -11.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 128 -87.00 22.91 9,772 723 1,126
20 Nov 10959.30 215 0.00 24.73 1,866 -14 406
19 Nov 10959.30 215 -94.95 24.73 1,866 -11 406
18 Nov 11093.95 309.95 63.95 21.62 3,247 -140 418
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
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 0.48

Historical price for 10900 CE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 128, which was -87.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by 723 which increased total open position to 1126


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 215, which was 0.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by -14 which decreased total open position to 406


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 215, which was -94.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by -11 which decreased total open position to 406


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 309.95, which was 63.95 higher than the previous day. The implied volatity was 21.62, the open interest changed by -140 which decreased total open position to 418


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
Delta: -0.51
Vega: 6.00
Theta: -10.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 173.4 28.40 27.21 10,572 -83 1,520
20 Nov 10959.30 145 0.00 26.97 7,551 -241 1,611
19 Nov 10959.30 145 61.45 26.97 7,551 -233 1,611
18 Nov 11093.95 83.55 -51.00 24.89 7,424 267 1,858
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 -0.51

Historical price for 10900 PE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 173.4, which was 28.40 higher than the previous day. The implied volatity was 27.21, the open interest changed by -83 which decreased total open position to 1520


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 26.97, the open interest changed by -241 which decreased total open position to 1611


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 145, which was 61.45 higher than the previous day. The implied volatity was 26.97, the open interest changed by -233 which decreased total open position to 1611


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 83.55, which was -51.00 lower than the previous day. The implied volatity was 24.89, the open interest changed by 267 which increased total open position to 1858


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