MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 6.42
Theta: -5.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 57.35 | -17.65 | 21.19 | 6,609 | 263 | 2,706 | |||
| 13 Nov | 11049.60 | 75 | -43.40 | 19.31 | 6,780 | 160 | 2,449 | |||
| 12 Nov | 11143.10 | 118.4 | -96.60 | 22.61 | 9,441 | 702 | 2,286 | |||
| 11 Nov | 11399.70 | 215 | 39.00 | 19.69 | 13,563 | -262 | 1,582 | |||
| 8 Nov | 11303.00 | 176 | -1.65 | 18.29 | 5,789 | -138 | 1,847 | |||
| 7 Nov | 11300.15 | 177.65 | -47.30 | 19.27 | 8,644 | 264 | 1,983 | |||
| 6 Nov | 11354.25 | 224.95 | 36.15 | 19.36 | 10,632 | 171 | 1,754 | |||
| 5 Nov | 11170.10 | 188.8 | 21.80 | 22.54 | 7,140 | -180 | 1,583 | |||
| 4 Nov | 11052.45 | 167 | -50.40 | 24.30 | 6,782 | 592 | 1,772 | |||
| 1 Nov | 11110.00 | 217.4 | -7.60 | 25.74 | 530 | 125 | 1,180 | |||
| 31 Oct | 11076.45 | 225 | -83.20 | - | 3,741 | 278 | 1,066 | |||
| 30 Oct | 11256.45 | 308.2 | 101.20 | - | 9,210 | 231 | 790 | |||
| 29 Oct | 11046.00 | 207 | -269.00 | - | 5,224 | 510 | 547 | |||
| 28 Oct | 11483.25 | 476 | -966.10 | - | 87 | 34 | 34 | |||
| 25 Oct | 11502.85 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 11763.70 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 11956.20 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1442.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1442.1 | 1442.10 | - | 0 | 0 | 0 | |||
| 20 Sept | 12614.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 12204.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 12298.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 12336.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 12397.10 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11400 expiring on 28NOV2024
Delta for 11400 CE is 0.22
Historical price for 11400 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 57.35, which was -17.65 lower than the previous day. The implied volatity was 21.19, the open interest changed by 263 which increased total open position to 2706
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 75, which was -43.40 lower than the previous day. The implied volatity was 19.31, the open interest changed by 160 which increased total open position to 2449
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 118.4, which was -96.60 lower than the previous day. The implied volatity was 22.61, the open interest changed by 702 which increased total open position to 2286
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 215, which was 39.00 higher than the previous day. The implied volatity was 19.69, the open interest changed by -262 which decreased total open position to 1582
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 176, which was -1.65 lower than the previous day. The implied volatity was 18.29, the open interest changed by -138 which decreased total open position to 1847
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 177.65, which was -47.30 lower than the previous day. The implied volatity was 19.27, the open interest changed by 264 which increased total open position to 1983
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 224.95, which was 36.15 higher than the previous day. The implied volatity was 19.36, the open interest changed by 171 which increased total open position to 1754
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 188.8, which was 21.80 higher than the previous day. The implied volatity was 22.54, the open interest changed by -180 which decreased total open position to 1583
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 167, which was -50.40 lower than the previous day. The implied volatity was 24.30, the open interest changed by 592 which increased total open position to 1772
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 217.4, which was -7.60 lower than the previous day. The implied volatity was 25.74, the open interest changed by 125 which increased total open position to 1180
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 225, which was -83.20 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 308.2, which was 101.20 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 207, which was -269.00 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 476, which was -966.10 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, 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 1442.1, which was 1442.10 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept MARUTI was trading at 12298.60. 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 4 Sept MARUTI was trading at 12336.25. 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 3 Sept MARUTI was trading at 12397.10. 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 11400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 6.88
Theta: -3.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 440.1 | 24.80 | 24.09 | 257 | -45 | 511 |
| 13 Nov | 11049.60 | 415.3 | 66.00 | 29.21 | 386 | -30 | 557 |
| 12 Nov | 11143.10 | 349.3 | 144.30 | 23.28 | 4,582 | -114 | 600 |
| 11 Nov | 11399.70 | 205 | -58.85 | 23.08 | 8,533 | 206 | 712 |
| 8 Nov | 11303.00 | 263.85 | -19.85 | 23.23 | 1,002 | 2 | 507 |
| 7 Nov | 11300.15 | 283.7 | 31.35 | 23.13 | 1,829 | -10 | 507 |
| 6 Nov | 11354.25 | 252.35 | -117.75 | 23.59 | 3,325 | 145 | 519 |
| 5 Nov | 11170.10 | 370.1 | -95.90 | 25.98 | 996 | -89 | 375 |
| 4 Nov | 11052.45 | 466 | 9.60 | 27.83 | 633 | -52 | 466 |
| 1 Nov | 11110.00 | 456.4 | 19.10 | 28.00 | 91 | -8 | 518 |
| 31 Oct | 11076.45 | 437.3 | 85.45 | - | 1,223 | 29 | 526 |
| 30 Oct | 11256.45 | 351.85 | -217.50 | - | 4,643 | 326 | 486 |
| 29 Oct | 11046.00 | 569.35 | 217.35 | - | 1,669 | 105 | 162 |
| 28 Oct | 11483.25 | 352 | 168.75 | - | 118 | 53 | 53 |
| 25 Oct | 11502.85 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 11763.70 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 11956.20 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 11923.30 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 12175.90 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 183.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 183.25 | 183.25 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 12298.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 12336.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 12397.10 | 0 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11400 expiring on 28NOV2024
Delta for 11400 PE is -0.75
Historical price for 11400 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 440.1, which was 24.80 higher than the previous day. The implied volatity was 24.09, the open interest changed by -45 which decreased total open position to 511
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 415.3, which was 66.00 higher than the previous day. The implied volatity was 29.21, the open interest changed by -30 which decreased total open position to 557
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 349.3, which was 144.30 higher than the previous day. The implied volatity was 23.28, the open interest changed by -114 which decreased total open position to 600
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 205, which was -58.85 lower than the previous day. The implied volatity was 23.08, the open interest changed by 206 which increased total open position to 712
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 263.85, which was -19.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 2 which increased total open position to 507
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 283.7, which was 31.35 higher than the previous day. The implied volatity was 23.13, the open interest changed by -10 which decreased total open position to 507
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 252.35, which was -117.75 lower than the previous day. The implied volatity was 23.59, the open interest changed by 145 which increased total open position to 519
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 370.1, which was -95.90 lower than the previous day. The implied volatity was 25.98, the open interest changed by -89 which decreased total open position to 375
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 466, which was 9.60 higher than the previous day. The implied volatity was 27.83, the open interest changed by -52 which decreased total open position to 466
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 456.4, which was 19.10 higher than the previous day. The implied volatity was 28.00, the open interest changed by -8 which decreased total open position to 518
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 437.3, which was 85.45 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 351.85, which was -217.50 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 569.35, which was 217.35 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 352, which was 168.75 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, 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 183.25, which was 183.25 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept MARUTI was trading at 12298.60. 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 4 Sept MARUTI was trading at 12336.25. 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 3 Sept MARUTI was trading at 12397.10. 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
