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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 11200 CE
Delta: 0.19
Vega: 3.73
Theta: -8.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 33.85 -24.65 24.30 18,574 -296 4,665
19 Dec 10955.35 58.5 -24.55 23.46 10,799 -234 4,985
18 Dec 11002.45 83.05 -43.80 23.03 11,709 -28 5,220
17 Dec 11108.55 126.85 -95.15 23.95 13,024 2,333 5,254
16 Dec 11277.00 222 17.60 23.16 7,982 856 2,896
13 Dec 11272.55 204.4 31.75 16.80 15,046 -1,347 2,060
12 Dec 11167.40 172.65 -88.35 20.93 10,436 1,384 3,424
11 Dec 11277.75 261 31.00 20.26 4,413 -173 2,049
10 Dec 11198.20 230 -32.80 20.73 6,034 675 2,311
9 Dec 11279.80 262.8 -38.85 20.93 2,199 236 1,645
6 Dec 11317.95 301.65 73.65 19.98 14,436 -415 1,457
5 Dec 11182.25 228 7.10 19.42 11,669 -130 1,891
4 Dec 11129.85 220.9 -67.10 20.62 7,762 912 2,037
3 Dec 11279.25 288 -5.00 19.27 5,101 -105 1,136
2 Dec 11239.30 293 50.85 20.79 12,442 112 1,268
29 Nov 11074.20 242.15 47.15 21.58 5,300 54 1,198
28 Nov 10949.85 195 -41.00 21.03 3,895 318 1,147
27 Nov 11058.35 236 29.40 20.54 2,992 109 825
26 Nov 10943.95 206.6 -43.10 22.57 1,763 257 717
25 Nov 11025.15 249.7 -4.30 23.19 1,520 298 459
22 Nov 11063.60 254 66.00 19.78 352 40 201
21 Nov 10861.45 188 -61.00 21.39 301 110 159
20 Nov 10959.30 249 0.00 22.19 98 38 50
19 Nov 10959.30 249 -69.15 22.19 98 39 50
18 Nov 11093.95 318.15 37.40 21.11 11 3 10
14 Nov 11006.05 280.75 -24.35 21.70 8 3 7
13 Nov 11049.60 305.1 -184.90 19.31 2 1 4
12 Nov 11143.10 490 -1936.85 29.93 3 0 0
11 Nov 11399.70 2426.85 0.00 - 0 0 0
8 Nov 11303.00 2426.85 0.00 - 0 0 0
7 Nov 11300.15 2426.85 0.00 - 0 0 0
6 Nov 11354.25 2426.85 0.00 - 0 0 0
5 Nov 11170.10 2426.85 0.00 - 0 0 0
31 Oct 11076.45 2426.85 0.00 - 0 0 0
30 Oct 11256.45 2426.85 0.00 - 0 0 0
29 Oct 11046.00 2426.85 2426.85 - 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 0.00 - 0 0 0
21 Oct 12175.90 0 0.00 - 0 0 0
18 Oct 12105.10 0 0.00 - 0 0 0
17 Oct 12143.75 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11200 expiring on 26DEC2024

Delta for 11200 CE is 0.19

Historical price for 11200 CE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 33.85, which was -24.65 lower than the previous day. The implied volatity was 24.30, the open interest changed by -296 which decreased total open position to 4665


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 58.5, which was -24.55 lower than the previous day. The implied volatity was 23.46, the open interest changed by -234 which decreased total open position to 4985


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 83.05, which was -43.80 lower than the previous day. The implied volatity was 23.03, the open interest changed by -28 which decreased total open position to 5220


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 126.85, which was -95.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 2333 which increased total open position to 5254


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 222, which was 17.60 higher than the previous day. The implied volatity was 23.16, the open interest changed by 856 which increased total open position to 2896


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 204.4, which was 31.75 higher than the previous day. The implied volatity was 16.80, the open interest changed by -1347 which decreased total open position to 2060


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 172.65, which was -88.35 lower than the previous day. The implied volatity was 20.93, the open interest changed by 1384 which increased total open position to 3424


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 261, which was 31.00 higher than the previous day. The implied volatity was 20.26, the open interest changed by -173 which decreased total open position to 2049


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 230, which was -32.80 lower than the previous day. The implied volatity was 20.73, the open interest changed by 675 which increased total open position to 2311


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 262.8, which was -38.85 lower than the previous day. The implied volatity was 20.93, the open interest changed by 236 which increased total open position to 1645


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 301.65, which was 73.65 higher than the previous day. The implied volatity was 19.98, the open interest changed by -415 which decreased total open position to 1457


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 228, which was 7.10 higher than the previous day. The implied volatity was 19.42, the open interest changed by -130 which decreased total open position to 1891


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 220.9, which was -67.10 lower than the previous day. The implied volatity was 20.62, the open interest changed by 912 which increased total open position to 2037


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 288, which was -5.00 lower than the previous day. The implied volatity was 19.27, the open interest changed by -105 which decreased total open position to 1136


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 293, which was 50.85 higher than the previous day. The implied volatity was 20.79, the open interest changed by 112 which increased total open position to 1268


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 242.15, which was 47.15 higher than the previous day. The implied volatity was 21.58, the open interest changed by 54 which increased total open position to 1198


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 195, which was -41.00 lower than the previous day. The implied volatity was 21.03, the open interest changed by 318 which increased total open position to 1147


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 236, which was 29.40 higher than the previous day. The implied volatity was 20.54, the open interest changed by 109 which increased total open position to 825


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 206.6, which was -43.10 lower than the previous day. The implied volatity was 22.57, the open interest changed by 257 which increased total open position to 717


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 249.7, which was -4.30 lower than the previous day. The implied volatity was 23.19, the open interest changed by 298 which increased total open position to 459


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 254, which was 66.00 higher than the previous day. The implied volatity was 19.78, the open interest changed by 40 which increased total open position to 201


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 188, which was -61.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by 110 which increased total open position to 159


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 249, which was 0.00 lower than the previous day. The implied volatity was 22.19, the open interest changed by 38 which increased total open position to 50


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 249, which was -69.15 lower than the previous day. The implied volatity was 22.19, the open interest changed by 39 which increased total open position to 50


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 318.15, which was 37.40 higher than the previous day. The implied volatity was 21.11, the open interest changed by 3 which increased total open position to 10


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 280.75, which was -24.35 lower than the previous day. The implied volatity was 21.70, the open interest changed by 3 which increased total open position to 7


On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 305.1, which was -184.90 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1 which increased total open position to 4


On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 490, which was -1936.85 lower than the previous day. The implied volatity was 29.93, 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 2426.85, 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 2426.85, 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 2426.85, 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 2426.85, 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 2426.85, 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 2426.85, 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 2426.85, 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 2426.85, which was 2426.85 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 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 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 Oct MARUTI was trading at 12105.10. 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 Oct MARUTI was trading at 12143.75. 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 11200 PE
Delta: -0.82
Vega: 3.63
Theta: -4.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 10901.05 344 76.35 23.61 1,372 -353 2,069
19 Dec 10955.35 267.65 26.00 20.52 490 -39 2,423
18 Dec 11002.45 241.65 34.20 22.21 3,624 -30 2,465
17 Dec 11108.55 207.45 103.15 22.95 12,535 217 2,506
16 Dec 11277.00 104.3 -13.20 19.73 10,808 361 2,322
13 Dec 11272.55 117.5 -66.35 19.81 10,027 193 1,977
12 Dec 11167.40 183.85 59.85 19.96 10,424 -144 1,781
11 Dec 11277.75 124 -40.95 20.36 7,152 345 1,927
10 Dec 11198.20 164.95 8.10 21.13 7,445 220 1,589
9 Dec 11279.80 156.85 21.75 21.57 3,822 -115 1,375
6 Dec 11317.95 135.1 -69.95 19.75 8,397 537 1,499
5 Dec 11182.25 205.05 -36.35 21.04 6,054 -11 967
4 Dec 11129.85 241.4 56.55 21.79 7,836 -53 988
3 Dec 11279.25 184.85 -18.20 21.85 5,009 32 1,038
2 Dec 11239.30 203.05 -78.35 21.99 10,206 454 1,024
29 Nov 11074.20 281.4 -84.70 21.83 1,407 80 580
28 Nov 10949.85 366.1 55.90 24.09 1,548 125 495
27 Nov 11058.35 310.2 -76.85 23.18 808 174 372
26 Nov 10943.95 387.05 45.05 23.24 441 60 197
25 Nov 11025.15 342 32.00 22.42 1,121 134 134
22 Nov 11063.60 310 268.95 22.00 68 38 38
21 Nov 10861.45 41.05 0.00 - 0 0 0
20 Nov 10959.30 41.05 0.00 - 0 0 0
19 Nov 10959.30 41.05 0.00 - 0 0 0
18 Nov 11093.95 41.05 0.00 0.26 0 0 0
14 Nov 11006.05 41.05 0.00 - 0 0 0
13 Nov 11049.60 41.05 0.00 0.05 0 0 0
12 Nov 11143.10 41.05 0.00 0.41 0 0 0
11 Nov 11399.70 41.05 0.00 2.07 0 0 0
8 Nov 11303.00 41.05 0.00 1.53 0 0 0
7 Nov 11300.15 41.05 0.00 1.35 0 0 0
6 Nov 11354.25 41.05 0.00 1.83 0 0 0
5 Nov 11170.10 41.05 0.00 0.89 0 0 0
31 Oct 11076.45 41.05 0.00 - 0 0 0
30 Oct 11256.45 41.05 0.00 - 0 0 0
29 Oct 11046.00 41.05 0.00 - 0 0 0
28 Oct 11483.25 41.05 0.00 - 0 0 0
25 Oct 11502.85 41.05 0.00 - 0 0 0
24 Oct 11763.70 41.05 41.05 - 0 0 0
23 Oct 11956.20 0 0.00 - 0 0 0
22 Oct 11923.30 0 0.00 - 0 0 0
21 Oct 12175.90 0 0.00 - 0 0 0
18 Oct 12105.10 0 0.00 - 0 0 0
17 Oct 12143.75 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 11200 expiring on 26DEC2024

Delta for 11200 PE is -0.82

Historical price for 11200 PE is as follows

On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 344, which was 76.35 higher than the previous day. The implied volatity was 23.61, the open interest changed by -353 which decreased total open position to 2069


On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 267.65, which was 26.00 higher than the previous day. The implied volatity was 20.52, the open interest changed by -39 which decreased total open position to 2423


On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 241.65, which was 34.20 higher than the previous day. The implied volatity was 22.21, the open interest changed by -30 which decreased total open position to 2465


On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 207.45, which was 103.15 higher than the previous day. The implied volatity was 22.95, the open interest changed by 217 which increased total open position to 2506


On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 104.3, which was -13.20 lower than the previous day. The implied volatity was 19.73, the open interest changed by 361 which increased total open position to 2322


On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 117.5, which was -66.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 193 which increased total open position to 1977


On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 183.85, which was 59.85 higher than the previous day. The implied volatity was 19.96, the open interest changed by -144 which decreased total open position to 1781


On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 124, which was -40.95 lower than the previous day. The implied volatity was 20.36, the open interest changed by 345 which increased total open position to 1927


On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 164.95, which was 8.10 higher than the previous day. The implied volatity was 21.13, the open interest changed by 220 which increased total open position to 1589


On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 156.85, which was 21.75 higher than the previous day. The implied volatity was 21.57, the open interest changed by -115 which decreased total open position to 1375


On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 135.1, which was -69.95 lower than the previous day. The implied volatity was 19.75, the open interest changed by 537 which increased total open position to 1499


On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 205.05, which was -36.35 lower than the previous day. The implied volatity was 21.04, the open interest changed by -11 which decreased total open position to 967


On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 241.4, which was 56.55 higher than the previous day. The implied volatity was 21.79, the open interest changed by -53 which decreased total open position to 988


On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 184.85, which was -18.20 lower than the previous day. The implied volatity was 21.85, the open interest changed by 32 which increased total open position to 1038


On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 203.05, which was -78.35 lower than the previous day. The implied volatity was 21.99, the open interest changed by 454 which increased total open position to 1024


On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 281.4, which was -84.70 lower than the previous day. The implied volatity was 21.83, the open interest changed by 80 which increased total open position to 580


On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 366.1, which was 55.90 higher than the previous day. The implied volatity was 24.09, the open interest changed by 125 which increased total open position to 495


On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 310.2, which was -76.85 lower than the previous day. The implied volatity was 23.18, the open interest changed by 174 which increased total open position to 372


On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 387.05, which was 45.05 higher than the previous day. The implied volatity was 23.24, the open interest changed by 60 which increased total open position to 197


On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 342, which was 32.00 higher than the previous day. The implied volatity was 22.42, the open interest changed by 134 which increased total open position to 134


On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 310, which was 268.95 higher than the previous day. The implied volatity was 22.00, the open interest changed by 38 which increased total open position to 38


On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 41.05, 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 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 41.05, 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 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 41.05, 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 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 41.05, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 41.05, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 41.05, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 41.05, 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 41.05, 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 41.05, 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 41.05, 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 41.05, 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 41.05, which was 41.05 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 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 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 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 Oct MARUTI was trading at 12105.10. 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 Oct MARUTI was trading at 12143.75. 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