MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 2.96
Theta: -6.68
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 23 | -15.20 | 25.51 | 20,888 | -799 | 5,260 | |||
| 19 Dec | 10955.35 | 38.2 | -19.70 | 23.85 | 10,763 | -200 | 6,047 | |||
| 18 Dec | 11002.45 | 57.9 | -31.25 | 23.60 | 10,986 | 339 | 6,273 | |||
| 17 Dec | 11108.55 | 89.15 | -73.30 | 23.74 | 11,981 | 1,422 | 5,925 | |||
| 16 Dec | 11277.00 | 162.45 | 12.05 | 22.29 | 12,399 | 557 | 4,502 | |||
| 13 Dec | 11272.55 | 150.4 | 20.75 | 17.04 | 13,430 | -1,328 | 3,987 | |||
| 12 Dec | 11167.40 | 129.65 | -69.45 | 20.93 | 11,304 | 758 | 5,331 | |||
| 11 Dec | 11277.75 | 199.1 | 21.05 | 19.67 | 15,368 | 732 | 4,563 | |||
| 10 Dec | 11198.20 | 178.05 | -27.60 | 20.57 | 8,413 | 198 | 3,771 | |||
| 9 Dec | 11279.80 | 205.65 | -35.35 | 20.57 | 6,055 | 755 | 3,578 | |||
| 6 Dec | 11317.95 | 241 | 61.45 | 19.67 | 17,497 | -686 | 2,813 | |||
| 5 Dec | 11182.25 | 179.55 | 5.55 | 19.38 | 10,535 | -451 | 3,516 | |||
| 4 Dec | 11129.85 | 174 | -60.00 | 20.41 | 10,183 | 649 | 3,967 | |||
| 3 Dec | 11279.25 | 234 | -5.10 | 19.33 | 8,102 | 181 | 3,321 | |||
| 2 Dec | 11239.30 | 239.1 | 41.35 | 20.64 | 25,562 | 1,634 | 3,174 | |||
|
|
||||||||||
| 29 Nov | 11074.20 | 197.75 | 42.70 | 21.49 | 6,076 | 567 | 1,576 | |||
| 28 Nov | 10949.85 | 155.05 | -39.40 | 20.80 | 2,140 | 351 | 1,005 | |||
| 27 Nov | 11058.35 | 194.45 | 23.05 | 20.65 | 2,425 | 73 | 652 | |||
| 26 Nov | 10943.95 | 171.4 | -35.65 | 22.67 | 972 | 170 | 581 | |||
| 25 Nov | 11025.15 | 207.05 | 4.65 | 23.00 | 702 | 252 | 410 | |||
| 22 Nov | 11063.60 | 202.4 | 47.35 | 19.20 | 164 | -1 | 157 | |||
| 21 Nov | 10861.45 | 155.05 | -52.95 | 21.42 | 186 | 56 | 156 | |||
| 20 Nov | 10959.30 | 208 | 0.00 | 21.95 | 60 | 28 | 99 | |||
| 19 Nov | 10959.30 | 208 | -58.85 | 21.95 | 60 | 27 | 99 | |||
| 18 Nov | 11093.95 | 266.85 | 19.05 | 21.44 | 27 | 6 | 73 | |||
| 14 Nov | 11006.05 | 247.8 | -14.85 | 22.33 | 14 | 6 | 67 | |||
| 13 Nov | 11049.60 | 262.65 | -97.90 | 19.59 | 53 | 34 | 61 | |||
| 12 Nov | 11143.10 | 360.55 | -77.45 | 24.63 | 32 | 25 | 26 | |||
| 11 Nov | 11399.70 | 438 | -0.90 | 20.07 | 1 | 0 | 1 | |||
| 8 Nov | 11303.00 | 438.9 | 17.80 | 21.52 | 1 | 0 | 0 | |||
| 7 Nov | 11300.15 | 421.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 421.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 421.1 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11300 expiring on 26DEC2024
Delta for 11300 CE is 0.13
Historical price for 11300 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 23, which was -15.20 lower than the previous day. The implied volatity was 25.51, the open interest changed by -799 which decreased total open position to 5260
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 38.2, which was -19.70 lower than the previous day. The implied volatity was 23.85, the open interest changed by -200 which decreased total open position to 6047
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 57.9, which was -31.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 339 which increased total open position to 6273
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 89.15, which was -73.30 lower than the previous day. The implied volatity was 23.74, the open interest changed by 1422 which increased total open position to 5925
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 162.45, which was 12.05 higher than the previous day. The implied volatity was 22.29, the open interest changed by 557 which increased total open position to 4502
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 150.4, which was 20.75 higher than the previous day. The implied volatity was 17.04, the open interest changed by -1328 which decreased total open position to 3987
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 129.65, which was -69.45 lower than the previous day. The implied volatity was 20.93, the open interest changed by 758 which increased total open position to 5331
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 199.1, which was 21.05 higher than the previous day. The implied volatity was 19.67, the open interest changed by 732 which increased total open position to 4563
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 178.05, which was -27.60 lower than the previous day. The implied volatity was 20.57, the open interest changed by 198 which increased total open position to 3771
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 205.65, which was -35.35 lower than the previous day. The implied volatity was 20.57, the open interest changed by 755 which increased total open position to 3578
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 241, which was 61.45 higher than the previous day. The implied volatity was 19.67, the open interest changed by -686 which decreased total open position to 2813
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 179.55, which was 5.55 higher than the previous day. The implied volatity was 19.38, the open interest changed by -451 which decreased total open position to 3516
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 174, which was -60.00 lower than the previous day. The implied volatity was 20.41, the open interest changed by 649 which increased total open position to 3967
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 234, which was -5.10 lower than the previous day. The implied volatity was 19.33, the open interest changed by 181 which increased total open position to 3321
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 239.1, which was 41.35 higher than the previous day. The implied volatity was 20.64, the open interest changed by 1634 which increased total open position to 3174
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 197.75, which was 42.70 higher than the previous day. The implied volatity was 21.49, the open interest changed by 567 which increased total open position to 1576
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 155.05, which was -39.40 lower than the previous day. The implied volatity was 20.80, the open interest changed by 351 which increased total open position to 1005
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 194.45, which was 23.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by 73 which increased total open position to 652
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 171.4, which was -35.65 lower than the previous day. The implied volatity was 22.67, the open interest changed by 170 which increased total open position to 581
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 207.05, which was 4.65 higher than the previous day. The implied volatity was 23.00, the open interest changed by 252 which increased total open position to 410
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 202.4, which was 47.35 higher than the previous day. The implied volatity was 19.20, the open interest changed by -1 which decreased total open position to 157
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 155.05, which was -52.95 lower than the previous day. The implied volatity was 21.42, the open interest changed by 56 which increased total open position to 156
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was 21.95, the open interest changed by 28 which increased total open position to 99
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 208, which was -58.85 lower than the previous day. The implied volatity was 21.95, the open interest changed by 27 which increased total open position to 99
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 266.85, which was 19.05 higher than the previous day. The implied volatity was 21.44, the open interest changed by 6 which increased total open position to 73
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 247.8, which was -14.85 lower than the previous day. The implied volatity was 22.33, the open interest changed by 6 which increased total open position to 67
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 262.65, which was -97.90 lower than the previous day. The implied volatity was 19.59, the open interest changed by 34 which increased total open position to 61
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 360.55, which was -77.45 lower than the previous day. The implied volatity was 24.63, the open interest changed by 25 which increased total open position to 26
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 438, which was -0.90 lower than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 1
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 438.9, which was 17.80 higher than the previous day. The implied volatity was 21.52, 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 421.1, 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 421.1, 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 421.1, 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 11300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 2.95
Theta: -3.56
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 435.4 | 77.80 | 25.47 | 320 | -115 | 1,537 |
| 19 Dec | 10955.35 | 357.6 | 43.15 | 22.89 | 412 | -78 | 1,653 |
| 18 Dec | 11002.45 | 314.45 | 42.85 | 22.30 | 948 | -104 | 1,733 |
| 17 Dec | 11108.55 | 271.6 | 126.45 | 22.99 | 5,547 | -133 | 1,840 |
| 16 Dec | 11277.00 | 145.15 | -15.60 | 19.06 | 7,091 | 591 | 1,970 |
| 13 Dec | 11272.55 | 160.75 | -76.15 | 19.63 | 4,330 | -80 | 1,393 |
| 12 Dec | 11167.40 | 236.9 | 70.95 | 18.34 | 4,598 | -92 | 1,472 |
| 11 Dec | 11277.75 | 165.95 | -45.60 | 20.24 | 5,004 | 331 | 1,583 |
| 10 Dec | 11198.20 | 211.55 | 11.80 | 20.86 | 5,609 | 9 | 1,269 |
| 9 Dec | 11279.80 | 199.75 | 21.75 | 21.26 | 5,130 | 286 | 1,251 |
| 6 Dec | 11317.95 | 178 | -80.40 | 19.84 | 6,879 | 344 | 983 |
| 5 Dec | 11182.25 | 258.4 | -34.15 | 21.23 | 2,765 | 78 | 639 |
| 4 Dec | 11129.85 | 292.55 | 62.55 | 21.48 | 5,288 | -96 | 564 |
| 3 Dec | 11279.25 | 230 | -19.00 | 21.82 | 4,803 | -5 | 663 |
| 2 Dec | 11239.30 | 249 | -84.75 | 21.86 | 7,777 | 318 | 681 |
| 29 Nov | 11074.20 | 333.75 | -91.45 | 21.53 | 335 | 6 | 363 |
| 28 Nov | 10949.85 | 425.2 | 57.40 | 23.96 | 863 | 205 | 358 |
| 27 Nov | 11058.35 | 367.8 | -86.75 | 23.33 | 347 | 34 | 152 |
| 26 Nov | 10943.95 | 454.55 | 56.80 | 23.65 | 166 | 47 | 117 |
| 25 Nov | 11025.15 | 397.75 | 12.70 | 22.15 | 129 | 68 | 68 |
| 22 Nov | 11063.60 | 385.05 | -134.10 | 23.51 | 11 | 9 | 9 |
| 21 Nov | 10861.45 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10959.30 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 519.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 519.15 | 0.00 | 1.45 | 0 | 0 | 0 |
| 8 Nov | 11303.00 | 519.15 | 0.00 | 0.98 | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 519.15 | 0.00 | 0.79 | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 519.15 | 0.00 | 1.23 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 519.15 | 0.27 | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11300 expiring on 26DEC2024
Delta for 11300 PE is -0.87
Historical price for 11300 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 435.4, which was 77.80 higher than the previous day. The implied volatity was 25.47, the open interest changed by -115 which decreased total open position to 1537
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 357.6, which was 43.15 higher than the previous day. The implied volatity was 22.89, the open interest changed by -78 which decreased total open position to 1653
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 314.45, which was 42.85 higher than the previous day. The implied volatity was 22.30, the open interest changed by -104 which decreased total open position to 1733
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 271.6, which was 126.45 higher than the previous day. The implied volatity was 22.99, the open interest changed by -133 which decreased total open position to 1840
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 145.15, which was -15.60 lower than the previous day. The implied volatity was 19.06, the open interest changed by 591 which increased total open position to 1970
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 160.75, which was -76.15 lower than the previous day. The implied volatity was 19.63, the open interest changed by -80 which decreased total open position to 1393
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 236.9, which was 70.95 higher than the previous day. The implied volatity was 18.34, the open interest changed by -92 which decreased total open position to 1472
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 165.95, which was -45.60 lower than the previous day. The implied volatity was 20.24, the open interest changed by 331 which increased total open position to 1583
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 211.55, which was 11.80 higher than the previous day. The implied volatity was 20.86, the open interest changed by 9 which increased total open position to 1269
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 199.75, which was 21.75 higher than the previous day. The implied volatity was 21.26, the open interest changed by 286 which increased total open position to 1251
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 178, which was -80.40 lower than the previous day. The implied volatity was 19.84, the open interest changed by 344 which increased total open position to 983
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 258.4, which was -34.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 78 which increased total open position to 639
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 292.55, which was 62.55 higher than the previous day. The implied volatity was 21.48, the open interest changed by -96 which decreased total open position to 564
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 230, which was -19.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by -5 which decreased total open position to 663
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 249, which was -84.75 lower than the previous day. The implied volatity was 21.86, the open interest changed by 318 which increased total open position to 681
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 333.75, which was -91.45 lower than the previous day. The implied volatity was 21.53, the open interest changed by 6 which increased total open position to 363
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 425.2, which was 57.40 higher than the previous day. The implied volatity was 23.96, the open interest changed by 205 which increased total open position to 358
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 367.8, which was -86.75 lower than the previous day. The implied volatity was 23.33, the open interest changed by 34 which increased total open position to 152
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 454.55, which was 56.80 higher than the previous day. The implied volatity was 23.65, the open interest changed by 47 which increased total open position to 117
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 397.75, which was 12.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by 68 which increased total open position to 68
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 385.05, which was -134.10 lower than the previous day. The implied volatity was 23.51, the open interest changed by 9 which increased total open position to 9
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 519.15, 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 519.15, 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 519.15, 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 519.15, 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 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 519.15, 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 519.15, 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 519.15, 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 519.15, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 519.15, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 519.15, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 519.15, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 519.15, which was lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
