MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 09:32 AM IST
| MARUTI 28NOV2024 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 7.37
Theta: -6.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 10965.90 | 84 | -15.10 | 22.20 | 859 | 150 | 2,499 | |||
| 13 Nov | 11049.60 | 99.1 | -54.90 | 18.52 | 9,487 | 446 | 2,351 | |||
| 12 Nov | 11143.10 | 154 | -116.00 | 22.57 | 8,174 | 669 | 1,979 | |||
| 11 Nov | 11399.70 | 270 | 46.25 | 19.53 | 6,155 | -354 | 1,321 | |||
| 8 Nov | 11303.00 | 223.75 | 0.55 | 17.15 | 6,802 | 3 | 1,709 | |||
| 7 Nov | 11300.15 | 223.2 | -52.85 | 19.07 | 7,509 | 225 | 1,712 | |||
| 6 Nov | 11354.25 | 276.05 | 47.40 | 19.11 | 12,916 | -427 | 1,507 | |||
| 5 Nov | 11170.10 | 228.65 | 26.65 | 22.28 | 14,858 | -557 | 1,945 | |||
| 4 Nov | 11052.45 | 202 | -53.00 | 24.15 | 7,769 | 1,273 | 2,521 | |||
| 1 Nov | 11110.00 | 255 | -9.55 | 25.54 | 770 | 31 | 1,240 | |||
| 31 Oct | 11076.45 | 264.55 | -91.30 | - | 5,996 | 416 | 1,213 | |||
| 30 Oct | 11256.45 | 355.85 | 111.85 | - | 9,897 | -97 | 802 | |||
| 29 Oct | 11046.00 | 244 | -284.05 | - | 6,985 | 840 | 889 | |||
| 28 Oct | 11483.25 | 528.05 | -1719.95 | - | 73 | 44 | 44 | |||
| 25 Oct | 11502.85 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11956.20 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 11923.30 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 2248 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 2248 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11300 expiring on 28NOV2024
Delta for 11300 CE is 0.29
Historical price for 11300 CE is as follows
On 14 Nov MARUTI was trading at 10965.90. The strike last trading price was 84, which was -15.10 lower than the previous day. The implied volatity was 22.20, the open interest changed by 150 which increased total open position to 2499
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 99.1, which was -54.90 lower than the previous day. The implied volatity was 18.52, the open interest changed by 446 which increased total open position to 2351
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 154, which was -116.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 669 which increased total open position to 1979
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 270, which was 46.25 higher than the previous day. The implied volatity was 19.53, the open interest changed by -354 which decreased total open position to 1321
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 223.75, which was 0.55 higher than the previous day. The implied volatity was 17.15, the open interest changed by 3 which increased total open position to 1709
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 223.2, which was -52.85 lower than the previous day. The implied volatity was 19.07, the open interest changed by 225 which increased total open position to 1712
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 276.05, which was 47.40 higher than the previous day. The implied volatity was 19.11, the open interest changed by -427 which decreased total open position to 1507
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 228.65, which was 26.65 higher than the previous day. The implied volatity was 22.28, the open interest changed by -557 which decreased total open position to 1945
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 202, which was -53.00 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1273 which increased total open position to 2521
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 255, which was -9.55 lower than the previous day. The implied volatity was 25.54, the open interest changed by 31 which increased total open position to 1240
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 264.55, which was -91.30 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 355.85, which was 111.85 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 244, which was -284.05 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 528.05, which was -1719.95 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, 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 2248, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 11300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 7.30
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 10965.90 | 375.95 | 34.30 | 22.24 | 44 | 4 | 607 |
| 13 Nov | 11049.60 | 341.65 | 59.15 | 28.02 | 1,150 | -427 | 602 |
| 12 Nov | 11143.10 | 282.5 | 125.70 | 22.89 | 8,350 | -69 | 1,061 |
| 11 Nov | 11399.70 | 156.8 | -55.35 | 22.66 | 6,897 | 129 | 1,141 |
| 8 Nov | 11303.00 | 212.15 | -22.85 | 23.06 | 4,450 | -42 | 1,022 |
| 7 Nov | 11300.15 | 235 | 30.15 | 23.41 | 5,900 | 328 | 1,080 |
| 6 Nov | 11354.25 | 204.85 | -113.60 | 23.51 | 5,424 | -93 | 772 |
| 5 Nov | 11170.10 | 318.45 | -84.25 | 26.37 | 3,886 | -116 | 868 |
| 4 Nov | 11052.45 | 402.7 | 5.95 | 27.66 | 904 | -13 | 985 |
| 1 Nov | 11110.00 | 396.75 | 14.40 | 27.92 | 132 | 18 | 998 |
| 31 Oct | 11076.45 | 382.35 | 78.30 | - | 2,392 | 234 | 983 |
| 30 Oct | 11256.45 | 304.05 | -190.95 | - | 6,378 | 310 | 747 |
| 29 Oct | 11046.00 | 495 | 188.55 | - | 4,086 | 401 | 443 |
| 28 Oct | 11483.25 | 306.45 | 283.75 | - | 103 | 43 | 43 |
| 25 Oct | 11502.85 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11763.70 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11956.20 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 11923.30 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 12175.90 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 22.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 22.7 | 22.70 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 0 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11300 expiring on 28NOV2024
Delta for 11300 PE is -0.72
Historical price for 11300 PE is as follows
On 14 Nov MARUTI was trading at 10965.90. The strike last trading price was 375.95, which was 34.30 higher than the previous day. The implied volatity was 22.24, the open interest changed by 4 which increased total open position to 607
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 341.65, which was 59.15 higher than the previous day. The implied volatity was 28.02, the open interest changed by -427 which decreased total open position to 602
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 282.5, which was 125.70 higher than the previous day. The implied volatity was 22.89, the open interest changed by -69 which decreased total open position to 1061
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 156.8, which was -55.35 lower than the previous day. The implied volatity was 22.66, the open interest changed by 129 which increased total open position to 1141
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 212.15, which was -22.85 lower than the previous day. The implied volatity was 23.06, the open interest changed by -42 which decreased total open position to 1022
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 235, which was 30.15 higher than the previous day. The implied volatity was 23.41, the open interest changed by 328 which increased total open position to 1080
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 204.85, which was -113.60 lower than the previous day. The implied volatity was 23.51, the open interest changed by -93 which decreased total open position to 772
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 318.45, which was -84.25 lower than the previous day. The implied volatity was 26.37, the open interest changed by -116 which decreased total open position to 868
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 402.7, which was 5.95 higher than the previous day. The implied volatity was 27.66, the open interest changed by -13 which decreased total open position to 985
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 396.75, which was 14.40 higher than the previous day. The implied volatity was 27.92, the open interest changed by 18 which increased total open position to 998
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 382.35, which was 78.30 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 304.05, which was -190.95 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 495, which was 188.55 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 306.45, which was 283.75 higher 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 22.7, 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 17 Oct MARUTI was trading at 12143.75. The strike last trading price was 22.7, 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 16 Oct MARUTI was trading at 12383.90. The strike last trading price was 22.7, 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 15 Oct MARUTI was trading at 12446.75. The strike last trading price was 22.7, 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 14 Oct MARUTI was trading at 12537.85. The strike last trading price was 22.7, 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 11 Oct MARUTI was trading at 12776.65. The strike last trading price was 22.7, 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 10 Oct MARUTI was trading at 12944.10. The strike last trading price was 22.7, 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 9 Oct MARUTI was trading at 12760.70. The strike last trading price was 22.7, which was 22.70 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
