MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 4.20
Theta: -7.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10861.45 | 40 | -41.85 | 24.30 | 12,683 | 55 | 4,238 | |||
| 20 Nov | 10959.30 | 81.85 | 0.00 | 25.11 | 16,501 | 328 | 4,164 | |||
| 19 Nov | 10959.30 | 81.85 | -46.55 | 25.11 | 16,501 | 309 | 4,164 | |||
| 18 Nov | 11093.95 | 128.4 | 26.25 | 20.84 | 12,691 | 342 | 3,853 | |||
| 14 Nov | 11006.05 | 102.15 | -29.85 | 19.87 | 8,199 | 175 | 3,531 | |||
| 13 Nov | 11049.60 | 132 | -66.85 | 17.87 | 10,165 | 1,420 | 3,383 | |||
| 12 Nov | 11143.10 | 198.85 | -134.15 | 22.75 | 4,765 | 414 | 1,955 | |||
| 11 Nov | 11399.70 | 333 | 52.60 | 19.35 | 2,182 | -100 | 1,615 | |||
| 8 Nov | 11303.00 | 280.4 | 5.45 | 17.91 | 5,205 | -112 | 1,716 | |||
| 7 Nov | 11300.15 | 274.95 | -59.05 | 18.73 | 4,582 | 88 | 1,843 | |||
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| 6 Nov | 11354.25 | 334 | 58.00 | 18.78 | 6,259 | -504 | 1,766 | |||
| 5 Nov | 11170.10 | 276 | 34.45 | 22.14 | 14,343 | -23 | 2,284 | |||
| 4 Nov | 11052.45 | 241.55 | -57.45 | 23.93 | 10,166 | 850 | 2,332 | |||
| 1 Nov | 11110.00 | 299 | -11.00 | 25.45 | 1,857 | 243 | 1,507 | |||
| 31 Oct | 11076.45 | 310 | -102.00 | - | 6,524 | 759 | 1,273 | |||
| 30 Oct | 11256.45 | 412 | 128.40 | - | 6,386 | -332 | 517 | |||
| 29 Oct | 11046.00 | 283.6 | -956.40 | - | 6,703 | 849 | 850 | |||
| 28 Oct | 11483.25 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 11502.85 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11956.20 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 1240 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1240 | 0.00 | - | 0 | 1 | 0 | |||
| 16 Oct | 12383.90 | 1240 | -357.55 | - | 1 | 0 | 0 | |||
| 15 Oct | 12446.75 | 1597.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 1597.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1597.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1597.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1597.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1597.55 | 1597.55 | - | 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 | |||
| 6 Sept | 12186.15 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11200 expiring on 28NOV2024
Delta for 11200 CE is 0.20
Historical price for 11200 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 40, which was -41.85 lower than the previous day. The implied volatity was 24.30, the open interest changed by 55 which increased total open position to 4238
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 81.85, which was 0.00 lower than the previous day. The implied volatity was 25.11, the open interest changed by 328 which increased total open position to 4164
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 81.85, which was -46.55 lower than the previous day. The implied volatity was 25.11, the open interest changed by 309 which increased total open position to 4164
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 128.4, which was 26.25 higher than the previous day. The implied volatity was 20.84, the open interest changed by 342 which increased total open position to 3853
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 102.15, which was -29.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 175 which increased total open position to 3531
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 132, which was -66.85 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1420 which increased total open position to 3383
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 198.85, which was -134.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 414 which increased total open position to 1955
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 333, which was 52.60 higher than the previous day. The implied volatity was 19.35, the open interest changed by -100 which decreased total open position to 1615
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 280.4, which was 5.45 higher than the previous day. The implied volatity was 17.91, the open interest changed by -112 which decreased total open position to 1716
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 274.95, which was -59.05 lower than the previous day. The implied volatity was 18.73, the open interest changed by 88 which increased total open position to 1843
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 334, which was 58.00 higher than the previous day. The implied volatity was 18.78, the open interest changed by -504 which decreased total open position to 1766
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 276, which was 34.45 higher than the previous day. The implied volatity was 22.14, the open interest changed by -23 which decreased total open position to 2284
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 241.55, which was -57.45 lower than the previous day. The implied volatity was 23.93, the open interest changed by 850 which increased total open position to 2332
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 299, which was -11.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by 243 which increased total open position to 1507
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 310, which was -102.00 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 412, which was 128.40 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 283.6, which was -956.40 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 1240, 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 1240, 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 1240, 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 1240, 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 1240, 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 1240, 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 1240, 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 1240, 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 1240, which was -357.55 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 1597.55, 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 1597.55, 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 1597.55, 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 1597.55, 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 1597.55, 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 1597.55, which was 1597.55 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 6 Sept MARUTI was trading at 12186.15. 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 11200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 4.70
Theta: -7.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 380.55 | 72.55 | 29.11 | 504 | -94 | 787 |
| 20 Nov | 10959.30 | 308 | 0.00 | 24.06 | 7,125 | -28 | 885 |
| 19 Nov | 10959.30 | 308 | 111.70 | 24.06 | 7,125 | -24 | 885 |
| 18 Nov | 11093.95 | 196.3 | -99.75 | 22.92 | 3,020 | 260 | 906 |
| 14 Nov | 11006.05 | 296.05 | 17.45 | 23.52 | 1,523 | -42 | 647 |
| 13 Nov | 11049.60 | 278.6 | 52.95 | 27.79 | 2,906 | -402 | 688 |
| 12 Nov | 11143.10 | 225.65 | 104.70 | 22.83 | 7,459 | 37 | 1,163 |
| 11 Nov | 11399.70 | 120.95 | -44.85 | 22.80 | 5,873 | 6 | 1,142 |
| 8 Nov | 11303.00 | 165.8 | -24.00 | 23.41 | 4,822 | 36 | 1,138 |
| 7 Nov | 11300.15 | 189.8 | 24.80 | 23.44 | 4,169 | 97 | 1,109 |
| 6 Nov | 11354.25 | 165 | -100.60 | 23.59 | 5,196 | -21 | 1,018 |
| 5 Nov | 11170.10 | 265.6 | -73.35 | 26.18 | 7,555 | 198 | 1,077 |
| 4 Nov | 11052.45 | 338.95 | 2.95 | 27.03 | 2,564 | -107 | 882 |
| 1 Nov | 11110.00 | 336 | 1.60 | 27.37 | 469 | 88 | 994 |
| 31 Oct | 11076.45 | 334.4 | 74.40 | - | 4,644 | 113 | 905 |
| 30 Oct | 11256.45 | 260 | -176.00 | - | 7,959 | 373 | 795 |
| 29 Oct | 11046.00 | 436 | 293.70 | - | 4,518 | 405 | 405 |
| 28 Oct | 11483.25 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 11502.85 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11763.70 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11956.20 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 11923.30 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 12175.90 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 142.3 | 142.30 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 0 | 0.00 | - | 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 |
| 6 Sept | 12186.15 | 0 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11200 expiring on 28NOV2024
Delta for 11200 PE is -0.76
Historical price for 11200 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 380.55, which was 72.55 higher than the previous day. The implied volatity was 29.11, the open interest changed by -94 which decreased total open position to 787
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 308, which was 0.00 lower than the previous day. The implied volatity was 24.06, the open interest changed by -28 which decreased total open position to 885
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 308, which was 111.70 higher than the previous day. The implied volatity was 24.06, the open interest changed by -24 which decreased total open position to 885
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 196.3, which was -99.75 lower than the previous day. The implied volatity was 22.92, the open interest changed by 260 which increased total open position to 906
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 296.05, which was 17.45 higher than the previous day. The implied volatity was 23.52, the open interest changed by -42 which decreased total open position to 647
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 278.6, which was 52.95 higher than the previous day. The implied volatity was 27.79, the open interest changed by -402 which decreased total open position to 688
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 225.65, which was 104.70 higher than the previous day. The implied volatity was 22.83, the open interest changed by 37 which increased total open position to 1163
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 120.95, which was -44.85 lower than the previous day. The implied volatity was 22.80, the open interest changed by 6 which increased total open position to 1142
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 165.8, which was -24.00 lower than the previous day. The implied volatity was 23.41, the open interest changed by 36 which increased total open position to 1138
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 189.8, which was 24.80 higher than the previous day. The implied volatity was 23.44, the open interest changed by 97 which increased total open position to 1109
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 165, which was -100.60 lower than the previous day. The implied volatity was 23.59, the open interest changed by -21 which decreased total open position to 1018
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 265.6, which was -73.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 198 which increased total open position to 1077
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 338.95, which was 2.95 higher than the previous day. The implied volatity was 27.03, the open interest changed by -107 which decreased total open position to 882
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 336, which was 1.60 higher than the previous day. The implied volatity was 27.37, the open interest changed by 88 which increased total open position to 994
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 334.4, which was 74.40 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 260, which was -176.00 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 436, which was 293.70 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 142.3, 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 25 Oct MARUTI was trading at 11502.85. The strike last trading price was 142.3, 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 24 Oct MARUTI was trading at 11763.70. The strike last trading price was 142.3, 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 23 Oct MARUTI was trading at 11956.20. The strike last trading price was 142.3, 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 22 Oct MARUTI was trading at 11923.30. The strike last trading price was 142.3, 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 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 142.3, 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 18 Oct MARUTI was trading at 12105.10. The strike last trading price was 142.3, 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 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 142.3, 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 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 142.3, 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 15 Oct MARUTI was trading at 12446.75. The strike last trading price was 142.3, 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 14 Oct MARUTI was trading at 12537.85. The strike last trading price was 142.3, 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 11 Oct MARUTI was trading at 12776.65. The strike last trading price was 142.3, 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 10 Oct MARUTI was trading at 12944.10. The strike last trading price was 142.3, 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 9 Oct MARUTI was trading at 12760.70. The strike last trading price was 142.3, which was 142.30 higher 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 0.00 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 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 6 Sept MARUTI was trading at 12186.15. 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
