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

10901.05 -54.30 (-0.50%)

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Historical option data for MARUTI

20 Dec 2024 04:12 PM IST
MARUTI 26DEC2024 11000 CE
Delta: 0.36
Vega: 5.21
Theta: -10.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 73 -52.00 21.69 21,596 -351 2,701
19 Dec 10955.35 125 -39.95 22.55 12,739 317 3,062
18 Dec 11002.45 164.95 -60.35 22.52 11,123 749 2,747
17 Dec 11108.55 225.3 -140.70 23.62 2,212 107 2,000
16 Dec 11277.00 366 23.30 25.07 722 -23 1,897
13 Dec 11272.55 342.7 51.25 15.99 3,390 -68 1,921
12 Dec 11167.40 291.45 -108.70 21.80 2,231 94 1,987
11 Dec 11277.75 400.15 43.90 20.54 629 35 1,892
10 Dec 11198.20 356.25 -43.75 20.90 989 24 1,855
9 Dec 11279.80 400 -43.00 21.82 481 4 1,814
6 Dec 11317.95 443 93.00 20.63 2,508 -85 1,820
5 Dec 11182.25 350 13.95 19.76 4,291 53 1,905
4 Dec 11129.85 336.05 -78.95 21.10 1,303 45 1,852
3 Dec 11279.25 415 -6.45 18.90 984 -28 1,811
2 Dec 11239.30 421.45 69.45 21.26 3,586 -250 1,838
29 Nov 11074.20 352 64.15 22.04 10,144 -720 2,109
28 Nov 10949.85 287.85 -52.80 21.04 8,711 1,468 2,819
27 Nov 11058.35 340.65 37.55 20.59 5,351 198 1,347
26 Nov 10943.95 303.1 -47.65 23.21 2,842 311 1,150
25 Nov 11025.15 350.75 -14.25 22.12 1,023 76 832
22 Nov 11063.60 365 97.00 20.22 1,323 22 778
21 Nov 10861.45 268 -61.70 21.24 1,011 280 753
20 Nov 10959.30 329.7 0.00 21.90 564 252 472
19 Nov 10959.30 329.7 -97.05 21.90 564 251 472
18 Nov 11093.95 426.75 43.75 21.00 286 16 222
14 Nov 11006.05 383 -38.85 21.64 311 133 204
13 Nov 11049.60 421.85 -78.15 19.82 94 57 71
12 Nov 11143.10 500 -210.00 23.45 9 5 13
11 Nov 11399.70 710 95.05 25.99 3 -2 7
8 Nov 11303.00 614.95 14.95 21.69 1 0 8
7 Nov 11300.15 600 10.00 21.86 4 2 7
6 Nov 11354.25 590 4.85 16.40 1 0 5
5 Nov 11170.10 585.15 122.65 24.69 3 1 5
4 Nov 11052.45 462.5 -2148.80 21.06 10 4 4
1 Nov 11110.00 2611.3 0.00 - 0 0 0
31 Oct 11076.45 2611.3 0.00 - 0 0 0
30 Oct 11256.45 2611.3 0.00 - 0 0 0
29 Oct 11046.00 2611.3 2611.30 - 0 0 0
28 Oct 11483.25 0 0.00 - 0 0 0
25 Oct 11502.85 0 0.00 - 0 0 0
24 Oct 11763.70 0 0.00 - 0 0 0
23 Oct 11956.20 0 0.00 - 0 0 0
22 Oct 11923.30 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11000 expiring on 26DEC2024

Delta for 11000 CE is 0.36

Historical price for 11000 CE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 73, which was -52.00 lower than the previous day. The implied volatity was 21.69, the open interest changed by -351 which decreased total open position to 2701


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 125, which was -39.95 lower than the previous day. The implied volatity was 22.55, the open interest changed by 317 which increased total open position to 3062


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 164.95, which was -60.35 lower than the previous day. The implied volatity was 22.52, the open interest changed by 749 which increased total open position to 2747


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 225.3, which was -140.70 lower than the previous day. The implied volatity was 23.62, the open interest changed by 107 which increased total open position to 2000


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 366, which was 23.30 higher than the previous day. The implied volatity was 25.07, the open interest changed by -23 which decreased total open position to 1897


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 342.7, which was 51.25 higher than the previous day. The implied volatity was 15.99, the open interest changed by -68 which decreased total open position to 1921


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 291.45, which was -108.70 lower than the previous day. The implied volatity was 21.80, the open interest changed by 94 which increased total open position to 1987


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 400.15, which was 43.90 higher than the previous day. The implied volatity was 20.54, the open interest changed by 35 which increased total open position to 1892


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 356.25, which was -43.75 lower than the previous day. The implied volatity was 20.90, the open interest changed by 24 which increased total open position to 1855


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 400, which was -43.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by 4 which increased total open position to 1814


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 443, which was 93.00 higher than the previous day. The implied volatity was 20.63, the open interest changed by -85 which decreased total open position to 1820


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 350, which was 13.95 higher than the previous day. The implied volatity was 19.76, the open interest changed by 53 which increased total open position to 1905


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 336.05, which was -78.95 lower than the previous day. The implied volatity was 21.10, the open interest changed by 45 which increased total open position to 1852


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 415, which was -6.45 lower than the previous day. The implied volatity was 18.90, the open interest changed by -28 which decreased total open position to 1811


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 421.45, which was 69.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by -250 which decreased total open position to 1838


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 352, which was 64.15 higher than the previous day. The implied volatity was 22.04, the open interest changed by -720 which decreased total open position to 2109


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 287.85, which was -52.80 lower than the previous day. The implied volatity was 21.04, the open interest changed by 1468 which increased total open position to 2819


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 340.65, which was 37.55 higher than the previous day. The implied volatity was 20.59, the open interest changed by 198 which increased total open position to 1347


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 303.1, which was -47.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by 311 which increased total open position to 1150


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 350.75, which was -14.25 lower than the previous day. The implied volatity was 22.12, the open interest changed by 76 which increased total open position to 832


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 365, which was 97.00 higher than the previous day. The implied volatity was 20.22, the open interest changed by 22 which increased total open position to 778


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 268, which was -61.70 lower than the previous day. The implied volatity was 21.24, the open interest changed by 280 which increased total open position to 753


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 252 which increased total open position to 472


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 329.7, which was -97.05 lower than the previous day. The implied volatity was 21.90, the open interest changed by 251 which increased total open position to 472


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 426.75, which was 43.75 higher than the previous day. The implied volatity was 21.00, the open interest changed by 16 which increased total open position to 222


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 383, which was -38.85 lower than the previous day. The implied volatity was 21.64, the open interest changed by 133 which increased total open position to 204


On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 421.85, which was -78.15 lower than the previous day. The implied volatity was 19.82, the open interest changed by 57 which increased total open position to 71


On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 500, which was -210.00 lower than the previous day. The implied volatity was 23.45, the open interest changed by 5 which increased total open position to 13


On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 710, which was 95.05 higher than the previous day. The implied volatity was 25.99, the open interest changed by -2 which decreased total open position to 7


On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 614.95, which was 14.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 8


On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 600, which was 10.00 higher than the previous day. The implied volatity was 21.86, the open interest changed by 2 which increased total open position to 7


On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 590, which was 4.85 higher than the previous day. The implied volatity was 16.40, the open interest changed by 0 which decreased total open position to 5


On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 585.15, which was 122.65 higher than the previous day. The implied volatity was 24.69, the open interest changed by 1 which increased total open position to 5


On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 462.5, which was -2148.80 lower than the previous day. The implied volatity was 21.06, the open interest changed by 4 which increased total open position to 4


On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 2611.3, 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 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 2611.3, 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 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 2611.3, 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 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 2611.3, which was 2611.30 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 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 25 Oct MARUTI was trading at 11502.85. 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 24 Oct MARUTI was trading at 11763.70. 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 23 Oct MARUTI was trading at 11956.20. 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 22 Oct MARUTI was trading at 11923.30. 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 26DEC2024 11000 PE
Delta: -0.64
Vega: 5.21
Theta: -7.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 184.8 44.50 21.46 17,158 -852 2,695
19 Dec 10955.35 140.3 17.65 21.12 7,332 195 3,562
18 Dec 11002.45 122.65 13.45 21.55 18,007 1,091 3,360
17 Dec 11108.55 109.2 57.95 23.01 8,578 -324 2,277
16 Dec 11277.00 51.25 -7.00 21.21 5,341 -85 2,606
13 Dec 11272.55 58.25 -44.35 20.36 11,641 -15 2,696
12 Dec 11167.40 102.6 34.85 20.65 10,770 -51 2,713
11 Dec 11277.75 67.75 -27.15 21.21 4,147 -85 2,766
10 Dec 11198.20 94.9 3.10 21.72 6,426 -138 2,849
9 Dec 11279.80 91.8 11.40 22.18 4,801 -105 2,986
6 Dec 11317.95 80.4 -48.55 20.70 7,935 391 3,097
5 Dec 11182.25 128.95 -23.00 21.64 9,287 -159 2,712
4 Dec 11129.85 151.95 35.00 21.78 8,554 28 2,873
3 Dec 11279.25 116.95 -15.05 22.30 6,071 300 2,877
2 Dec 11239.30 132 -60.75 22.51 10,898 211 2,581
29 Nov 11074.20 192.75 -72.25 22.29 8,105 -146 2,378
28 Nov 10949.85 265 49.20 24.47 7,892 815 2,530
27 Nov 11058.35 215.8 -65.60 23.27 4,492 322 1,723
26 Nov 10943.95 281.4 35.50 23.56 2,381 261 1,402
25 Nov 11025.15 245.9 22.05 22.89 1,182 334 1,140
22 Nov 11063.60 223.85 -126.15 22.59 579 122 928
21 Nov 10861.45 350 22.80 24.71 594 255 796
20 Nov 10959.30 327.2 0.00 25.90 489 156 541
19 Nov 10959.30 327.2 87.20 25.90 489 156 541
18 Nov 11093.95 240 -63.70 24.23 212 40 389
14 Nov 11006.05 303.7 25.30 24.34 296 182 350
13 Nov 11049.60 278.4 27.80 25.21 106 53 168
12 Nov 11143.10 250.6 75.60 23.95 46 15 114
11 Nov 11399.70 175 -24.00 24.48 82 -8 101
8 Nov 11303.00 199 -11.90 23.79 57 29 99
7 Nov 11300.15 210.9 11.20 23.75 20 7 70
6 Nov 11354.25 199.7 -84.00 24.48 37 23 62
5 Nov 11170.10 283.7 -64.75 26.29 39 11 38
4 Nov 11052.45 348.45 20.40 27.29 33 24 26
1 Nov 11110.00 328.05 68.05 26.50 1 0 1
31 Oct 11076.45 260 0.00 - 0 1 0
30 Oct 11256.45 260 230.90 - 1 0 0
29 Oct 11046.00 29.1 0.00 - 0 0 0
28 Oct 11483.25 29.1 0.00 - 0 0 0
25 Oct 11502.85 29.1 0.00 - 0 0 0
24 Oct 11763.70 29.1 0.00 - 0 0 0
23 Oct 11956.20 29.1 29.10 - 0 0 0
22 Oct 11923.30 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11000 expiring on 26DEC2024

Delta for 11000 PE is -0.64

Historical price for 11000 PE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 184.8, which was 44.50 higher than the previous day. The implied volatity was 21.46, the open interest changed by -852 which decreased total open position to 2695


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 140.3, which was 17.65 higher than the previous day. The implied volatity was 21.12, the open interest changed by 195 which increased total open position to 3562


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 122.65, which was 13.45 higher than the previous day. The implied volatity was 21.55, the open interest changed by 1091 which increased total open position to 3360


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 109.2, which was 57.95 higher than the previous day. The implied volatity was 23.01, the open interest changed by -324 which decreased total open position to 2277


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 51.25, which was -7.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by -85 which decreased total open position to 2606


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 58.25, which was -44.35 lower than the previous day. The implied volatity was 20.36, the open interest changed by -15 which decreased total open position to 2696


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 102.6, which was 34.85 higher than the previous day. The implied volatity was 20.65, the open interest changed by -51 which decreased total open position to 2713


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 67.75, which was -27.15 lower than the previous day. The implied volatity was 21.21, the open interest changed by -85 which decreased total open position to 2766


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 94.9, which was 3.10 higher than the previous day. The implied volatity was 21.72, the open interest changed by -138 which decreased total open position to 2849


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 91.8, which was 11.40 higher than the previous day. The implied volatity was 22.18, the open interest changed by -105 which decreased total open position to 2986


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 80.4, which was -48.55 lower than the previous day. The implied volatity was 20.70, the open interest changed by 391 which increased total open position to 3097


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 128.95, which was -23.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by -159 which decreased total open position to 2712


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 151.95, which was 35.00 higher than the previous day. The implied volatity was 21.78, the open interest changed by 28 which increased total open position to 2873


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 116.95, which was -15.05 lower than the previous day. The implied volatity was 22.30, the open interest changed by 300 which increased total open position to 2877


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 132, which was -60.75 lower than the previous day. The implied volatity was 22.51, the open interest changed by 211 which increased total open position to 2581


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 192.75, which was -72.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by -146 which decreased total open position to 2378


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 265, which was 49.20 higher than the previous day. The implied volatity was 24.47, the open interest changed by 815 which increased total open position to 2530


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 215.8, which was -65.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by 322 which increased total open position to 1723


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 281.4, which was 35.50 higher than the previous day. The implied volatity was 23.56, the open interest changed by 261 which increased total open position to 1402


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 245.9, which was 22.05 higher than the previous day. The implied volatity was 22.89, the open interest changed by 334 which increased total open position to 1140


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 223.85, which was -126.15 lower than the previous day. The implied volatity was 22.59, the open interest changed by 122 which increased total open position to 928


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 350, which was 22.80 higher than the previous day. The implied volatity was 24.71, the open interest changed by 255 which increased total open position to 796


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 327.2, which was 0.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 156 which increased total open position to 541


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 327.2, which was 87.20 higher than the previous day. The implied volatity was 25.90, the open interest changed by 156 which increased total open position to 541


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 240, which was -63.70 lower than the previous day. The implied volatity was 24.23, the open interest changed by 40 which increased total open position to 389


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 303.7, which was 25.30 higher than the previous day. The implied volatity was 24.34, the open interest changed by 182 which increased total open position to 350


On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 278.4, which was 27.80 higher than the previous day. The implied volatity was 25.21, the open interest changed by 53 which increased total open position to 168


On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 250.6, which was 75.60 higher than the previous day. The implied volatity was 23.95, the open interest changed by 15 which increased total open position to 114


On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 175, which was -24.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by -8 which decreased total open position to 101


On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 199, which was -11.90 lower than the previous day. The implied volatity was 23.79, the open interest changed by 29 which increased total open position to 99


On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 210.9, which was 11.20 higher than the previous day. The implied volatity was 23.75, the open interest changed by 7 which increased total open position to 70


On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 199.7, which was -84.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by 23 which increased total open position to 62


On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 283.7, which was -64.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 11 which increased total open position to 38


On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 348.45, which was 20.40 higher than the previous day. The implied volatity was 27.29, the open interest changed by 24 which increased total open position to 26


On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 328.05, which was 68.05 higher than the previous day. The implied volatity was 26.50, the open interest changed by 0 which decreased total open position to 1


On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 260, 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 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 260, which was 230.90 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 29.1, 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 28 Oct MARUTI was trading at 11483.25. The strike last trading price was 29.1, 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 29.1, 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 29.1, 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 29.1, which was 29.10 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to