MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 8.54
Theta: -7.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 187.6 | -38.40 | 19.77 | 18,319 | 538 | 3,723 | |||
| 13 Nov | 11049.60 | 226 | -85.00 | 16.47 | 15,790 | 1,016 | 3,185 | |||
| 12 Nov | 11143.10 | 311 | -178.95 | 23.14 | 912 | 25 | 2,167 | |||
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| 11 Nov | 11399.70 | 489.95 | 77.95 | 20.28 | 602 | -28 | 2,141 | |||
| 8 Nov | 11303.00 | 412 | 9.00 | 16.78 | 1,203 | -5 | 2,169 | |||
| 7 Nov | 11300.15 | 403 | -69.00 | 18.10 | 1,225 | 99 | 2,175 | |||
| 6 Nov | 11354.25 | 472 | 81.70 | 18.06 | 1,571 | -221 | 2,077 | |||
| 5 Nov | 11170.10 | 390.3 | 47.15 | 21.89 | 6,640 | -554 | 2,317 | |||
| 4 Nov | 11052.45 | 343.15 | -66.60 | 23.96 | 13,071 | 1,364 | 2,879 | |||
| 1 Nov | 11110.00 | 409.75 | -13.20 | 25.92 | 397 | -24 | 1,516 | |||
| 31 Oct | 11076.45 | 422.95 | -115.05 | - | 2,606 | 59 | 1,535 | |||
| 30 Oct | 11256.45 | 538 | 159.15 | - | 5,134 | -215 | 1,476 | |||
| 29 Oct | 11046.00 | 378.85 | -371.65 | - | 15,551 | 1,651 | 1,676 | |||
| 28 Oct | 11483.25 | 750.5 | -1009.70 | - | 26 | 24 | 24 | |||
| 25 Oct | 11502.85 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11956.20 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1760.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1760.2 | 1760.20 | - | 0 | 0 | 0 | |||
| 20 Sept | 12614.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 12204.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 12245.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 12289.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 12400.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 12242.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 12263.40 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11000 expiring on 28NOV2024
Delta for 11000 CE is 0.54
Historical price for 11000 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 187.6, which was -38.40 lower than the previous day. The implied volatity was 19.77, the open interest changed by 538 which increased total open position to 3723
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 226, which was -85.00 lower than the previous day. The implied volatity was 16.47, the open interest changed by 1016 which increased total open position to 3185
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 311, which was -178.95 lower than the previous day. The implied volatity was 23.14, the open interest changed by 25 which increased total open position to 2167
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 489.95, which was 77.95 higher than the previous day. The implied volatity was 20.28, the open interest changed by -28 which decreased total open position to 2141
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 412, which was 9.00 higher than the previous day. The implied volatity was 16.78, the open interest changed by -5 which decreased total open position to 2169
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 403, which was -69.00 lower than the previous day. The implied volatity was 18.10, the open interest changed by 99 which increased total open position to 2175
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 472, which was 81.70 higher than the previous day. The implied volatity was 18.06, the open interest changed by -221 which decreased total open position to 2077
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 390.3, which was 47.15 higher than the previous day. The implied volatity was 21.89, the open interest changed by -554 which decreased total open position to 2317
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 343.15, which was -66.60 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1364 which increased total open position to 2879
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 409.75, which was -13.20 lower than the previous day. The implied volatity was 25.92, the open interest changed by -24 which decreased total open position to 1516
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 422.95, which was -115.05 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 538, which was 159.15 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 378.85, which was -371.65 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 750.5, which was -1009.70 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 1760.2, 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 1760.2, 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 23 Oct MARUTI was trading at 11956.20. The strike last trading price was 1760.2, 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 1760.2, 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 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 1760.2, 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 18 Oct MARUTI was trading at 12105.10. The strike last trading price was 1760.2, 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 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 1760.2, 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 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 1760.2, 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 15 Oct MARUTI was trading at 12446.75. The strike last trading price was 1760.2, 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 14 Oct MARUTI was trading at 12537.85. The strike last trading price was 1760.2, 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 11 Oct MARUTI was trading at 12776.65. The strike last trading price was 1760.2, 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 10 Oct MARUTI was trading at 12944.10. The strike last trading price was 1760.2, 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 9 Oct MARUTI was trading at 12760.70. The strike last trading price was 1760.2, 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 8 Oct MARUTI was trading at 12531.95. The strike last trading price was 1760.2, which was 1760.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept MARUTI was trading at 12614.50. 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 18 Sept MARUTI was trading at 12204.10. 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 17 Sept MARUTI was trading at 12245.75. 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 16 Sept MARUTI was trading at 12289.00. 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 12 Sept MARUTI was trading at 12400.85. 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 11 Sept MARUTI was trading at 12242.60. 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 10 Sept MARUTI was trading at 12263.40. 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 28NOV2024 11000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 8.55
Theta: -5.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 175.35 | 6.35 | 22.44 | 11,665 | -215 | 2,913 |
| 13 Nov | 11049.60 | 169 | 27.75 | 25.97 | 16,071 | 55 | 3,128 |
| 12 Nov | 11143.10 | 141.25 | 70.25 | 23.53 | 7,728 | -209 | 3,064 |
| 11 Nov | 11399.70 | 71 | -32.70 | 23.55 | 6,919 | 311 | 3,271 |
| 8 Nov | 11303.00 | 103.7 | -15.30 | 23.92 | 6,369 | -155 | 2,969 |
| 7 Nov | 11300.15 | 119 | 13.95 | 23.65 | 5,439 | -30 | 3,127 |
| 6 Nov | 11354.25 | 105.05 | -77.35 | 24.07 | 7,857 | 2 | 3,156 |
| 5 Nov | 11170.10 | 182.4 | -61.30 | 26.38 | 14,425 | -158 | 3,162 |
| 4 Nov | 11052.45 | 243.7 | -2.35 | 27.31 | 12,983 | 57 | 3,325 |
| 1 Nov | 11110.00 | 246.05 | 8.05 | 27.71 | 1,152 | 12 | 3,267 |
| 31 Oct | 11076.45 | 238 | 49.00 | - | 9,588 | 90 | 3,271 |
| 30 Oct | 11256.45 | 189 | -131.00 | - | 16,409 | 776 | 3,176 |
| 29 Oct | 11046.00 | 320 | 98.55 | - | 20,627 | 796 | 2,529 |
| 28 Oct | 11483.25 | 221.45 | 31.45 | - | 2,535 | 59 | 1,731 |
| 25 Oct | 11502.85 | 190 | 57.25 | - | 2,266 | 141 | 1,672 |
| 24 Oct | 11763.70 | 132.75 | 26.20 | - | 3,000 | 414 | 1,525 |
| 23 Oct | 11956.20 | 106.55 | -8.35 | - | 1,577 | 305 | 1,112 |
| 22 Oct | 11923.30 | 114.9 | 26.90 | - | 1,330 | 18 | 805 |
| 21 Oct | 12175.90 | 88 | -6.00 | - | 589 | 99 | 787 |
| 18 Oct | 12105.10 | 94 | -8.05 | - | 764 | 144 | 690 |
| 17 Oct | 12143.75 | 102.05 | 53.05 | - | 1,020 | 434 | 547 |
| 16 Oct | 12383.90 | 49 | 9.05 | - | 39 | 35 | 113 |
| 15 Oct | 12446.75 | 39.95 | 7.95 | - | 43 | 37 | 77 |
| 14 Oct | 12537.85 | 32 | 9.00 | - | 11 | 8 | 39 |
| 11 Oct | 12776.65 | 23 | 3.00 | - | 24 | 19 | 30 |
| 10 Oct | 12944.10 | 20 | -5.00 | - | 1 | 0 | 11 |
| 9 Oct | 12760.70 | 25 | -15.00 | - | 6 | 4 | 9 |
| 8 Oct | 12531.95 | 40 | -60.00 | - | 4 | 2 | 3 |
| 20 Sept | 12614.50 | 100 | 0.00 | - | 0 | 0 | 1 |
| 18 Sept | 12204.10 | 100 | 0.00 | - | 0 | 0 | 1 |
| 17 Sept | 12245.75 | 100 | 0.00 | - | 0 | 0 | 1 |
| 16 Sept | 12289.00 | 100 | 0.00 | - | 0 | 0 | 1 |
| 12 Sept | 12400.85 | 100 | 0.00 | - | 0 | 0 | 1 |
| 11 Sept | 12242.60 | 100 | 0.00 | - | 0 | 0 | 1 |
| 10 Sept | 12263.40 | 100 | - | 0 | 0 | 1 | |
For Maruti Suzuki India Ltd. - strike price 11000 expiring on 28NOV2024
Delta for 11000 PE is -0.46
Historical price for 11000 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 175.35, which was 6.35 higher than the previous day. The implied volatity was 22.44, the open interest changed by -215 which decreased total open position to 2913
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 169, which was 27.75 higher than the previous day. The implied volatity was 25.97, the open interest changed by 55 which increased total open position to 3128
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 141.25, which was 70.25 higher than the previous day. The implied volatity was 23.53, the open interest changed by -209 which decreased total open position to 3064
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 71, which was -32.70 lower than the previous day. The implied volatity was 23.55, the open interest changed by 311 which increased total open position to 3271
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 103.7, which was -15.30 lower than the previous day. The implied volatity was 23.92, the open interest changed by -155 which decreased total open position to 2969
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 119, which was 13.95 higher than the previous day. The implied volatity was 23.65, the open interest changed by -30 which decreased total open position to 3127
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 105.05, which was -77.35 lower than the previous day. The implied volatity was 24.07, the open interest changed by 2 which increased total open position to 3156
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 182.4, which was -61.30 lower than the previous day. The implied volatity was 26.38, the open interest changed by -158 which decreased total open position to 3162
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 243.7, which was -2.35 lower than the previous day. The implied volatity was 27.31, the open interest changed by 57 which increased total open position to 3325
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 246.05, which was 8.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by 12 which increased total open position to 3267
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 238, which was 49.00 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 189, which was -131.00 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 320, which was 98.55 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 221.45, which was 31.45 higher 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 190, which was 57.25 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 132.75, which was 26.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MARUTI was trading at 11956.20. The strike last trading price was 106.55, which was -8.35 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 114.9, which was 26.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 88, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MARUTI was trading at 12105.10. The strike last trading price was 94, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 102.05, which was 53.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 49, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct MARUTI was trading at 12446.75. The strike last trading price was 39.95, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct MARUTI was trading at 12537.85. The strike last trading price was 32, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct MARUTI was trading at 12776.65. The strike last trading price was 23, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct MARUTI was trading at 12944.10. The strike last trading price was 20, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MARUTI was trading at 12760.70. The strike last trading price was 25, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct MARUTI was trading at 12531.95. The strike last trading price was 40, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept MARUTI was trading at 12614.50. The strike last trading price was 100, 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 18 Sept MARUTI was trading at 12204.10. The strike last trading price was 100, 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 17 Sept MARUTI was trading at 12245.75. The strike last trading price was 100, 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 16 Sept MARUTI was trading at 12289.00. The strike last trading price was 100, 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 12 Sept MARUTI was trading at 12400.85. The strike last trading price was 100, 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 11 Sept MARUTI was trading at 12242.60. The strike last trading price was 100, 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 10 Sept MARUTI was trading at 12263.40. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
