MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 8.51
Theta: -7.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 140 | -36.00 | 19.78 | 6,261 | 209 | 1,215 | |||
| 13 Nov | 11049.60 | 176 | -74.00 | 17.42 | 6,291 | 441 | 1,014 | |||
| 12 Nov | 11143.10 | 250 | -151.05 | 22.81 | 719 | -2 | 573 | |||
| 11 Nov | 11399.70 | 401.05 | 56.60 | 18.78 | 535 | -29 | 576 | |||
| 8 Nov | 11303.00 | 344.45 | 5.95 | 17.65 | 1,481 | -70 | 605 | |||
| 7 Nov | 11300.15 | 338.5 | -65.50 | 18.78 | 610 | 8 | 675 | |||
| 6 Nov | 11354.25 | 404 | 73.65 | 18.94 | 2,845 | -268 | 668 | |||
| 5 Nov | 11170.10 | 330.35 | 40.50 | 22.05 | 7,178 | -308 | 929 | |||
| 4 Nov | 11052.45 | 289.85 | -57.20 | 23.98 | 7,852 | 363 | 1,231 | |||
| 1 Nov | 11110.00 | 347.05 | -14.15 | 25.28 | 1,503 | -241 | 879 | |||
| 31 Oct | 11076.45 | 361.2 | -111.65 | - | 3,850 | 838 | 1,122 | |||
| 30 Oct | 11256.45 | 472.85 | 147.85 | - | 1,825 | -82 | 284 | |||
| 29 Oct | 11046.00 | 325 | -2112.50 | - | 1,920 | 362 | 362 | |||
| 28 Oct | 11483.25 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 11502.85 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11956.20 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 2437.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 2437.5 | 2437.50 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11100 expiring on 28NOV2024
Delta for 11100 CE is 0.45
Historical price for 11100 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 140, which was -36.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 209 which increased total open position to 1215
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 176, which was -74.00 lower than the previous day. The implied volatity was 17.42, the open interest changed by 441 which increased total open position to 1014
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 250, which was -151.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by -2 which decreased total open position to 573
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 401.05, which was 56.60 higher than the previous day. The implied volatity was 18.78, the open interest changed by -29 which decreased total open position to 576
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 344.45, which was 5.95 higher than the previous day. The implied volatity was 17.65, the open interest changed by -70 which decreased total open position to 605
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 338.5, which was -65.50 lower than the previous day. The implied volatity was 18.78, the open interest changed by 8 which increased total open position to 675
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 404, which was 73.65 higher than the previous day. The implied volatity was 18.94, the open interest changed by -268 which decreased total open position to 668
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 330.35, which was 40.50 higher than the previous day. The implied volatity was 22.05, the open interest changed by -308 which decreased total open position to 929
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 289.85, which was -57.20 lower than the previous day. The implied volatity was 23.98, the open interest changed by 363 which increased total open position to 1231
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 347.05, which was -14.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by -241 which decreased total open position to 879
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 361.2, which was -111.65 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 472.85, which was 147.85 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 325, which was -2112.50 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 2437.5, 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 2437.5, 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 2437.5, 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 2437.5, 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 2437.5, 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 2437.5, 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 2437.5, which was 2437.50 higher 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 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 Oct MARUTI was trading at 12383.90. 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 15 Oct MARUTI was trading at 12446.75. 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 14 Oct MARUTI was trading at 12537.85. 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 Oct MARUTI was trading at 12776.65. 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 Oct MARUTI was trading at 12944.10. 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 9 Oct MARUTI was trading at 12760.70. 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 8 Oct MARUTI was trading at 12531.95. 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 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 8.54
Theta: -5.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 226 | 5.25 | 22.29 | 2,844 | -1 | 802 |
| 13 Nov | 11049.60 | 220.75 | 41.45 | 26.74 | 4,882 | -59 | 800 |
| 12 Nov | 11143.10 | 179.3 | 86.30 | 23.12 | 5,592 | -137 | 928 |
| 11 Nov | 11399.70 | 93 | -37.25 | 23.14 | 3,564 | 209 | 1,072 |
| 8 Nov | 11303.00 | 130.25 | -14.85 | 22.91 | 4,167 | -78 | 861 |
| 7 Nov | 11300.15 | 145.1 | 13.50 | 22.90 | 2,262 | -53 | 945 |
| 6 Nov | 11354.25 | 131.6 | -88.45 | 23.74 | 4,151 | -185 | 1,000 |
| 5 Nov | 11170.10 | 220.05 | -70.50 | 26.15 | 6,860 | 43 | 1,192 |
| 4 Nov | 11052.45 | 290.55 | 6.30 | 27.33 | 3,845 | 135 | 1,147 |
| 1 Nov | 11110.00 | 284.25 | 10.30 | 27.17 | 456 | -6 | 1,012 |
| 31 Oct | 11076.45 | 273.95 | 52.55 | - | 5,036 | 408 | 1,017 |
| 30 Oct | 11256.45 | 221.4 | -169.50 | - | 3,423 | 305 | 609 |
| 29 Oct | 11046.00 | 390.9 | 376.20 | - | 1,074 | 303 | 303 |
| 28 Oct | 11483.25 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11763.70 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11956.20 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 11923.30 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 12175.90 | 14.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 14.7 | 14.70 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 0 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11100 expiring on 28NOV2024
Delta for 11100 PE is -0.54
Historical price for 11100 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 226, which was 5.25 higher than the previous day. The implied volatity was 22.29, the open interest changed by -1 which decreased total open position to 802
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 220.75, which was 41.45 higher than the previous day. The implied volatity was 26.74, the open interest changed by -59 which decreased total open position to 800
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 179.3, which was 86.30 higher than the previous day. The implied volatity was 23.12, the open interest changed by -137 which decreased total open position to 928
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 93, which was -37.25 lower than the previous day. The implied volatity was 23.14, the open interest changed by 209 which increased total open position to 1072
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 130.25, which was -14.85 lower than the previous day. The implied volatity was 22.91, the open interest changed by -78 which decreased total open position to 861
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 145.1, which was 13.50 higher than the previous day. The implied volatity was 22.90, the open interest changed by -53 which decreased total open position to 945
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 131.6, which was -88.45 lower than the previous day. The implied volatity was 23.74, the open interest changed by -185 which decreased total open position to 1000
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 220.05, which was -70.50 lower than the previous day. The implied volatity was 26.15, the open interest changed by 43 which increased total open position to 1192
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 290.55, which was 6.30 higher than the previous day. The implied volatity was 27.33, the open interest changed by 135 which increased total open position to 1147
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 284.25, which was 10.30 higher than the previous day. The implied volatity was 27.17, the open interest changed by -6 which decreased total open position to 1012
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 273.95, which was 52.55 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 221.4, which was -169.50 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 390.9, which was 376.20 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, which was 14.70 higher 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 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 Oct MARUTI was trading at 12383.90. 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 15 Oct MARUTI was trading at 12446.75. 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 14 Oct MARUTI was trading at 12537.85. 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 Oct MARUTI was trading at 12776.65. 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 Oct MARUTI was trading at 12944.10. 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 9 Oct MARUTI was trading at 12760.70. 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 8 Oct MARUTI was trading at 12531.95. 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
