MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 11100 CE | ||||||||||
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Delta: 0.26
Vega: 4.51
Theta: -9.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 49 | -34.50 | 22.86 | 16,741 | 180 | 2,022 | |||
| 19 Dec | 10955.35 | 83.5 | -33.25 | 22.43 | 8,455 | -106 | 1,866 | |||
| 18 Dec | 11002.45 | 116.75 | -55.15 | 22.45 | 9,447 | 661 | 1,988 | |||
| 17 Dec | 11108.55 | 171.9 | -117.55 | 23.87 | 3,855 | 516 | 1,323 | |||
| 16 Dec | 11277.00 | 289.45 | 17.45 | 23.96 | 1,020 | -16 | 808 | |||
| 13 Dec | 11272.55 | 272 | 46.90 | 16.93 | 5,816 | 2 | 828 | |||
| 12 Dec | 11167.40 | 225.1 | -106.60 | 21.03 | 4,344 | 308 | 828 | |||
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| 11 Dec | 11277.75 | 331.7 | 39.70 | 21.01 | 413 | 17 | 518 | |||
| 10 Dec | 11198.20 | 292 | -32.80 | 21.12 | 662 | -15 | 504 | |||
| 9 Dec | 11279.80 | 324.8 | -42.00 | 20.99 | 347 | -22 | 520 | |||
| 6 Dec | 11317.95 | 366.8 | 83.10 | 20.04 | 2,635 | -217 | 539 | |||
| 5 Dec | 11182.25 | 283.7 | 9.65 | 19.42 | 6,136 | -10 | 770 | |||
| 4 Dec | 11129.85 | 274.05 | -76.30 | 20.76 | 1,847 | 217 | 793 | |||
| 3 Dec | 11279.25 | 350.35 | -5.50 | 19.32 | 635 | -32 | 578 | |||
| 2 Dec | 11239.30 | 355.85 | 60.00 | 21.18 | 3,469 | -209 | 608 | |||
| 29 Nov | 11074.20 | 295.85 | 59.80 | 21.95 | 5,674 | 22 | 824 | |||
| 28 Nov | 10949.85 | 236.05 | -45.35 | 20.84 | 3,375 | 285 | 803 | |||
| 27 Nov | 11058.35 | 281.4 | 31.05 | 20.25 | 2,777 | 155 | 499 | |||
| 26 Nov | 10943.95 | 250.35 | -50.95 | 22.75 | 974 | 176 | 342 | |||
| 25 Nov | 11025.15 | 301.3 | 10.05 | 23.67 | 548 | 110 | 172 | |||
| 22 Nov | 11063.60 | 291.25 | 52.25 | 18.84 | 151 | 34 | 96 | |||
| 21 Nov | 10861.45 | 239 | -51.00 | 22.34 | 50 | -8 | 61 | |||
| 20 Nov | 10959.30 | 290 | 0.00 | 21.87 | 135 | 61 | 69 | |||
| 19 Nov | 10959.30 | 290 | -86.70 | 21.87 | 135 | 61 | 69 | |||
| 18 Nov | 11093.95 | 376.7 | -139.25 | 22.30 | 16 | 7 | 7 | |||
| 14 Nov | 11006.05 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11303.00 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 515.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 515.95 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11100 expiring on 26DEC2024
Delta for 11100 CE is 0.26
Historical price for 11100 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 49, which was -34.50 lower than the previous day. The implied volatity was 22.86, the open interest changed by 180 which increased total open position to 2022
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 83.5, which was -33.25 lower than the previous day. The implied volatity was 22.43, the open interest changed by -106 which decreased total open position to 1866
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 116.75, which was -55.15 lower than the previous day. The implied volatity was 22.45, the open interest changed by 661 which increased total open position to 1988
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 171.9, which was -117.55 lower than the previous day. The implied volatity was 23.87, the open interest changed by 516 which increased total open position to 1323
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 289.45, which was 17.45 higher than the previous day. The implied volatity was 23.96, the open interest changed by -16 which decreased total open position to 808
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 272, which was 46.90 higher than the previous day. The implied volatity was 16.93, the open interest changed by 2 which increased total open position to 828
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 225.1, which was -106.60 lower than the previous day. The implied volatity was 21.03, the open interest changed by 308 which increased total open position to 828
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 331.7, which was 39.70 higher than the previous day. The implied volatity was 21.01, the open interest changed by 17 which increased total open position to 518
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 292, which was -32.80 lower than the previous day. The implied volatity was 21.12, the open interest changed by -15 which decreased total open position to 504
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 324.8, which was -42.00 lower than the previous day. The implied volatity was 20.99, the open interest changed by -22 which decreased total open position to 520
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 366.8, which was 83.10 higher than the previous day. The implied volatity was 20.04, the open interest changed by -217 which decreased total open position to 539
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 283.7, which was 9.65 higher than the previous day. The implied volatity was 19.42, the open interest changed by -10 which decreased total open position to 770
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 274.05, which was -76.30 lower than the previous day. The implied volatity was 20.76, the open interest changed by 217 which increased total open position to 793
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 350.35, which was -5.50 lower than the previous day. The implied volatity was 19.32, the open interest changed by -32 which decreased total open position to 578
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 355.85, which was 60.00 higher than the previous day. The implied volatity was 21.18, the open interest changed by -209 which decreased total open position to 608
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 295.85, which was 59.80 higher than the previous day. The implied volatity was 21.95, the open interest changed by 22 which increased total open position to 824
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 236.05, which was -45.35 lower than the previous day. The implied volatity was 20.84, the open interest changed by 285 which increased total open position to 803
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 281.4, which was 31.05 higher than the previous day. The implied volatity was 20.25, the open interest changed by 155 which increased total open position to 499
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 250.35, which was -50.95 lower than the previous day. The implied volatity was 22.75, the open interest changed by 176 which increased total open position to 342
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 301.3, which was 10.05 higher than the previous day. The implied volatity was 23.67, the open interest changed by 110 which increased total open position to 172
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 291.25, which was 52.25 higher than the previous day. The implied volatity was 18.84, the open interest changed by 34 which increased total open position to 96
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 239, which was -51.00 lower than the previous day. The implied volatity was 22.34, the open interest changed by -8 which decreased total open position to 61
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by 61 which increased total open position to 69
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 290, which was -86.70 lower than the previous day. The implied volatity was 21.87, the open interest changed by 61 which increased total open position to 69
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 376.7, which was -139.25 lower than the previous day. The implied volatity was 22.30, the open interest changed by 7 which increased total open position to 7
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 515.95, 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 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 515.95, 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 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 515.95, 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 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 515.95, 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 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 515.95, 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 515.95, 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 515.95, 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 515.95, 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 11100 PE | |||||||
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Delta: -0.76
Vega: 4.32
Theta: -5.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 253.3 | 57.45 | 20.92 | 4,775 | -23 | 803 |
| 19 Dec | 10955.35 | 195.85 | 19.80 | 20.42 | 1,991 | -242 | 828 |
| 18 Dec | 11002.45 | 176.05 | 22.95 | 21.76 | 6,334 | 96 | 1,073 |
| 17 Dec | 11108.55 | 153.1 | 80.10 | 22.94 | 7,657 | 92 | 984 |
| 16 Dec | 11277.00 | 73 | -10.00 | 20.36 | 4,353 | 31 | 889 |
| 13 Dec | 11272.55 | 83 | -55.95 | 19.96 | 9,970 | -38 | 869 |
| 12 Dec | 11167.40 | 138.95 | 46.30 | 19.51 | 6,944 | 130 | 913 |
| 11 Dec | 11277.75 | 92.65 | -31.75 | 20.81 | 1,707 | 45 | 790 |
| 10 Dec | 11198.20 | 124.4 | 4.40 | 21.21 | 2,840 | -72 | 749 |
| 9 Dec | 11279.80 | 120 | 12.00 | 21.76 | 2,935 | -170 | 822 |
| 6 Dec | 11317.95 | 108 | -56.55 | 20.57 | 4,726 | 208 | 995 |
| 5 Dec | 11182.25 | 164.55 | -28.85 | 21.42 | 6,886 | 51 | 784 |
| 4 Dec | 11129.85 | 193.4 | 44.85 | 21.79 | 5,429 | -112 | 752 |
| 3 Dec | 11279.25 | 148.55 | -15.25 | 22.13 | 1,714 | 24 | 867 |
| 2 Dec | 11239.30 | 163.8 | -68.95 | 22.17 | 4,715 | 66 | 847 |
| 29 Nov | 11074.20 | 232.75 | -81.15 | 21.94 | 3,358 | 374 | 776 |
| 28 Nov | 10949.85 | 313.9 | 46.30 | 24.36 | 2,316 | 96 | 405 |
| 27 Nov | 11058.35 | 267.6 | -68.40 | 23.81 | 1,344 | 118 | 309 |
| 26 Nov | 10943.95 | 336 | 44.50 | 23.75 | 517 | 77 | 190 |
| 25 Nov | 11025.15 | 291.5 | 27.50 | 22.67 | 280 | 67 | 106 |
| 22 Nov | 11063.60 | 264 | -133.90 | 22.27 | 63 | 13 | 52 |
| 21 Nov | 10861.45 | 397.9 | 147.90 | 24.17 | 34 | 4 | 37 |
| 20 Nov | 10959.30 | 250 | 0.00 | 16.85 | 26 | 23 | 32 |
| 19 Nov | 10959.30 | 250 | -32.90 | 16.85 | 26 | 22 | 32 |
| 18 Nov | 11093.95 | 282.9 | -133.30 | 23.68 | 12 | 9 | 9 |
| 14 Nov | 11006.05 | 416.2 | 0.00 | 0.15 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 416.2 | 0.00 | 0.87 | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 416.2 | 0.00 | 1.10 | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 416.2 | 0.00 | 2.69 | 0 | 0 | 0 |
| 8 Nov | 11303.00 | 416.2 | 0.00 | 2.14 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 416.2 | 0.00 | 1.95 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 416.2 | 0.00 | 2.42 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 416.2 | 1.43 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11100 expiring on 26DEC2024
Delta for 11100 PE is -0.76
Historical price for 11100 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 253.3, which was 57.45 higher than the previous day. The implied volatity was 20.92, the open interest changed by -23 which decreased total open position to 803
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 195.85, which was 19.80 higher than the previous day. The implied volatity was 20.42, the open interest changed by -242 which decreased total open position to 828
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 176.05, which was 22.95 higher than the previous day. The implied volatity was 21.76, the open interest changed by 96 which increased total open position to 1073
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 153.1, which was 80.10 higher than the previous day. The implied volatity was 22.94, the open interest changed by 92 which increased total open position to 984
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 73, which was -10.00 lower than the previous day. The implied volatity was 20.36, the open interest changed by 31 which increased total open position to 889
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 83, which was -55.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by -38 which decreased total open position to 869
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 138.95, which was 46.30 higher than the previous day. The implied volatity was 19.51, the open interest changed by 130 which increased total open position to 913
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 92.65, which was -31.75 lower than the previous day. The implied volatity was 20.81, the open interest changed by 45 which increased total open position to 790
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 124.4, which was 4.40 higher than the previous day. The implied volatity was 21.21, the open interest changed by -72 which decreased total open position to 749
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 120, which was 12.00 higher than the previous day. The implied volatity was 21.76, the open interest changed by -170 which decreased total open position to 822
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 108, which was -56.55 lower than the previous day. The implied volatity was 20.57, the open interest changed by 208 which increased total open position to 995
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 164.55, which was -28.85 lower than the previous day. The implied volatity was 21.42, the open interest changed by 51 which increased total open position to 784
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 193.4, which was 44.85 higher than the previous day. The implied volatity was 21.79, the open interest changed by -112 which decreased total open position to 752
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 148.55, which was -15.25 lower than the previous day. The implied volatity was 22.13, the open interest changed by 24 which increased total open position to 867
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 163.8, which was -68.95 lower than the previous day. The implied volatity was 22.17, the open interest changed by 66 which increased total open position to 847
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 232.75, which was -81.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 374 which increased total open position to 776
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 313.9, which was 46.30 higher than the previous day. The implied volatity was 24.36, the open interest changed by 96 which increased total open position to 405
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 267.6, which was -68.40 lower than the previous day. The implied volatity was 23.81, the open interest changed by 118 which increased total open position to 309
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 336, which was 44.50 higher than the previous day. The implied volatity was 23.75, the open interest changed by 77 which increased total open position to 190
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 291.5, which was 27.50 higher than the previous day. The implied volatity was 22.67, the open interest changed by 67 which increased total open position to 106
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 264, which was -133.90 lower than the previous day. The implied volatity was 22.27, the open interest changed by 13 which increased total open position to 52
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 397.9, which was 147.90 higher than the previous day. The implied volatity was 24.17, the open interest changed by 4 which increased total open position to 37
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 16.85, the open interest changed by 23 which increased total open position to 32
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 250, which was -32.90 lower than the previous day. The implied volatity was 16.85, the open interest changed by 22 which increased total open position to 32
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 282.9, which was -133.30 lower than the previous day. The implied volatity was 23.68, the open interest changed by 9 which increased total open position to 9
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 416.2, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 416.2, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 416.2, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 416.2, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 416.2, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 416.2, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 416.2, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 416.2, which was lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
