MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 11500 CE | ||||||||||
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Delta: 0.06
Vega: 1.55
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 8.5 | -6.25 | 26.46 | 14,967 | -802 | 8,088 | |||
| 19 Dec | 10955.35 | 14.75 | -10.85 | 24.50 | 8,829 | -369 | 8,903 | |||
| 18 Dec | 11002.45 | 25.6 | -16.85 | 24.36 | 15,937 | 456 | 9,299 | |||
| 17 Dec | 11108.55 | 42.45 | -35.55 | 24.11 | 14,606 | 786 | 8,851 | |||
| 16 Dec | 11277.00 | 78 | 9.90 | 21.38 | 12,354 | 520 | 8,070 | |||
| 13 Dec | 11272.55 | 68.1 | 4.10 | 16.68 | 18,471 | -982 | 7,564 | |||
| 12 Dec | 11167.40 | 64 | -43.50 | 20.42 | 13,379 | 1,253 | 8,566 | |||
| 11 Dec | 11277.75 | 107.5 | 8.95 | 19.18 | 10,308 | 19 | 7,308 | |||
| 10 Dec | 11198.20 | 98.55 | -18.05 | 20.28 | 10,594 | 413 | 7,295 | |||
| 9 Dec | 11279.80 | 116.6 | -27.35 | 20.04 | 7,696 | 807 | 6,883 | |||
| 6 Dec | 11317.95 | 143.95 | 39.45 | 19.22 | 25,716 | 23 | 6,106 | |||
| 5 Dec | 11182.25 | 104.5 | 2.70 | 19.29 | 15,819 | -403 | 6,080 | |||
| 4 Dec | 11129.85 | 101.8 | -43.20 | 20.10 | 11,977 | 1,233 | 6,500 | |||
| 3 Dec | 11279.25 | 145 | -7.95 | 19.22 | 11,063 | 818 | 5,280 | |||
| 2 Dec | 11239.30 | 152.95 | 27.55 | 20.52 | 25,411 | 1,519 | 4,490 | |||
| 29 Nov | 11074.20 | 125.4 | 24.55 | 21.22 | 9,763 | -288 | 3,002 | |||
| 28 Nov | 10949.85 | 100.85 | -26.15 | 21.20 | 6,555 | 882 | 3,287 | |||
| 27 Nov | 11058.35 | 127 | 15.00 | 20.77 | 5,693 | 174 | 2,404 | |||
| 26 Nov | 10943.95 | 112 | -24.15 | 22.55 | 4,089 | 1,017 | 2,234 | |||
| 25 Nov | 11025.15 | 136.15 | -5.00 | 22.56 | 2,607 | 449 | 1,177 | |||
| 22 Nov | 11063.60 | 141.15 | 35.95 | 19.96 | 2,484 | 31 | 759 | |||
| 21 Nov | 10861.45 | 105.2 | -35.80 | 21.73 | 1,019 | 145 | 726 | |||
| 20 Nov | 10959.30 | 141 | 0.00 | 21.73 | 806 | 244 | 579 | |||
| 19 Nov | 10959.30 | 141 | -47.80 | 21.73 | 806 | 242 | 579 | |||
| 18 Nov | 11093.95 | 188.8 | 22.80 | 21.42 | 246 | 36 | 337 | |||
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| 14 Nov | 11006.05 | 166 | -31.00 | 21.10 | 378 | 128 | 300 | |||
| 13 Nov | 11049.60 | 197 | -37.15 | 20.47 | 161 | 52 | 173 | |||
| 12 Nov | 11143.10 | 234.15 | -113.05 | 21.82 | 66 | 39 | 116 | |||
| 11 Nov | 11399.70 | 347.2 | 57.20 | 20.81 | 87 | 47 | 78 | |||
| 8 Nov | 11303.00 | 290 | -30.00 | 19.12 | 72 | -6 | 27 | |||
| 7 Nov | 11300.15 | 320 | -53.70 | 21.60 | 37 | 23 | 25 | |||
| 6 Nov | 11354.25 | 373.7 | 34.30 | 22.09 | 3 | 1 | 1 | |||
| 5 Nov | 11170.10 | 339.4 | 0.99 | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11500 expiring on 26DEC2024
Delta for 11500 CE is 0.06
Historical price for 11500 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 8.5, which was -6.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by -802 which decreased total open position to 8088
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 14.75, which was -10.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by -369 which decreased total open position to 8903
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 25.6, which was -16.85 lower than the previous day. The implied volatity was 24.36, the open interest changed by 456 which increased total open position to 9299
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 42.45, which was -35.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by 786 which increased total open position to 8851
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 78, which was 9.90 higher than the previous day. The implied volatity was 21.38, the open interest changed by 520 which increased total open position to 8070
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 68.1, which was 4.10 higher than the previous day. The implied volatity was 16.68, the open interest changed by -982 which decreased total open position to 7564
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 64, which was -43.50 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1253 which increased total open position to 8566
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 107.5, which was 8.95 higher than the previous day. The implied volatity was 19.18, the open interest changed by 19 which increased total open position to 7308
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 98.55, which was -18.05 lower than the previous day. The implied volatity was 20.28, the open interest changed by 413 which increased total open position to 7295
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 116.6, which was -27.35 lower than the previous day. The implied volatity was 20.04, the open interest changed by 807 which increased total open position to 6883
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 143.95, which was 39.45 higher than the previous day. The implied volatity was 19.22, the open interest changed by 23 which increased total open position to 6106
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 104.5, which was 2.70 higher than the previous day. The implied volatity was 19.29, the open interest changed by -403 which decreased total open position to 6080
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 101.8, which was -43.20 lower than the previous day. The implied volatity was 20.10, the open interest changed by 1233 which increased total open position to 6500
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 145, which was -7.95 lower than the previous day. The implied volatity was 19.22, the open interest changed by 818 which increased total open position to 5280
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 152.95, which was 27.55 higher than the previous day. The implied volatity was 20.52, the open interest changed by 1519 which increased total open position to 4490
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 125.4, which was 24.55 higher than the previous day. The implied volatity was 21.22, the open interest changed by -288 which decreased total open position to 3002
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 100.85, which was -26.15 lower than the previous day. The implied volatity was 21.20, the open interest changed by 882 which increased total open position to 3287
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 127, which was 15.00 higher than the previous day. The implied volatity was 20.77, the open interest changed by 174 which increased total open position to 2404
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 112, which was -24.15 lower than the previous day. The implied volatity was 22.55, the open interest changed by 1017 which increased total open position to 2234
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 136.15, which was -5.00 lower than the previous day. The implied volatity was 22.56, the open interest changed by 449 which increased total open position to 1177
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 141.15, which was 35.95 higher than the previous day. The implied volatity was 19.96, the open interest changed by 31 which increased total open position to 759
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 105.2, which was -35.80 lower than the previous day. The implied volatity was 21.73, the open interest changed by 145 which increased total open position to 726
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 141, which was 0.00 lower than the previous day. The implied volatity was 21.73, the open interest changed by 244 which increased total open position to 579
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 141, which was -47.80 lower than the previous day. The implied volatity was 21.73, the open interest changed by 242 which increased total open position to 579
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 188.8, which was 22.80 higher than the previous day. The implied volatity was 21.42, the open interest changed by 36 which increased total open position to 337
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 166, which was -31.00 lower than the previous day. The implied volatity was 21.10, the open interest changed by 128 which increased total open position to 300
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 197, which was -37.15 lower than the previous day. The implied volatity was 20.47, the open interest changed by 52 which increased total open position to 173
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 234.15, which was -113.05 lower than the previous day. The implied volatity was 21.82, the open interest changed by 39 which increased total open position to 116
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 347.2, which was 57.20 higher than the previous day. The implied volatity was 20.81, the open interest changed by 47 which increased total open position to 78
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 290, which was -30.00 lower than the previous day. The implied volatity was 19.12, the open interest changed by -6 which decreased total open position to 27
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 320, which was -53.70 lower than the previous day. The implied volatity was 21.60, the open interest changed by 23 which increased total open position to 25
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 373.7, which was 34.30 higher than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 1
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 339.4, which was lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
| MARUTI 26DEC2024 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.25
Theta: 2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 612.7 | 88.15 | 17.09 | 150 | -53 | 529 |
| 19 Dec | 10955.35 | 524.55 | 29.80 | 16.00 | 150 | -17 | 592 |
| 18 Dec | 11002.45 | 494.75 | 75.40 | 26.11 | 169 | -4 | 610 |
| 17 Dec | 11108.55 | 419.35 | 160.50 | 21.94 | 388 | 19 | 613 |
| 16 Dec | 11277.00 | 258.85 | -24.45 | 17.42 | 540 | -79 | 612 |
| 13 Dec | 11272.55 | 283.3 | -85.55 | 20.29 | 454 | -147 | 694 |
| 12 Dec | 11167.40 | 368.85 | 97.55 | 16.31 | 521 | 33 | 847 |
| 11 Dec | 11277.75 | 271.3 | -70.80 | 19.52 | 605 | -148 | 816 |
| 10 Dec | 11198.20 | 342.1 | 32.35 | 21.89 | 581 | 48 | 965 |
| 9 Dec | 11279.80 | 309.75 | 31.05 | 20.77 | 875 | 125 | 920 |
| 6 Dec | 11317.95 | 278.7 | -104.95 | 19.28 | 1,015 | 83 | 796 |
| 5 Dec | 11182.25 | 383.65 | -35.20 | 21.47 | 330 | -38 | 713 |
| 4 Dec | 11129.85 | 418.85 | 74.25 | 21.27 | 954 | 183 | 742 |
| 3 Dec | 11279.25 | 344.6 | -14.45 | 22.23 | 976 | -2 | 559 |
| 2 Dec | 11239.30 | 359.05 | -114.20 | 21.56 | 1,158 | 105 | 559 |
| 29 Nov | 11074.20 | 473.25 | -98.45 | 22.49 | 235 | -10 | 455 |
| 28 Nov | 10949.85 | 571.7 | 71.45 | 24.96 | 447 | 151 | 465 |
| 27 Nov | 11058.35 | 500.25 | -90.30 | 23.81 | 309 | 42 | 314 |
| 26 Nov | 10943.95 | 590.55 | 60.90 | 23.38 | 245 | 123 | 273 |
| 25 Nov | 11025.15 | 529.65 | 8.40 | 22.02 | 249 | 85 | 148 |
| 22 Nov | 11063.60 | 521.25 | -133.75 | 24.51 | 26 | 10 | 73 |
| 21 Nov | 10861.45 | 655 | 31.05 | 23.48 | 30 | 6 | 64 |
| 20 Nov | 10959.30 | 623.95 | 0.00 | 26.30 | 83 | 58 | 58 |
| 19 Nov | 10959.30 | 623.95 | -11.25 | 26.30 | 83 | 58 | 58 |
| 18 Nov | 11093.95 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 635.2 | 0.00 | 0.21 | 0 | 0 | 0 |
| 8 Nov | 11303.00 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 635.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 635.2 | 0.00 | 0.06 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 635.2 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11500 expiring on 26DEC2024
Delta for 11500 PE is -0.99
Historical price for 11500 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 612.7, which was 88.15 higher than the previous day. The implied volatity was 17.09, the open interest changed by -53 which decreased total open position to 529
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 524.55, which was 29.80 higher than the previous day. The implied volatity was 16.00, the open interest changed by -17 which decreased total open position to 592
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 494.75, which was 75.40 higher than the previous day. The implied volatity was 26.11, the open interest changed by -4 which decreased total open position to 610
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 419.35, which was 160.50 higher than the previous day. The implied volatity was 21.94, the open interest changed by 19 which increased total open position to 613
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 258.85, which was -24.45 lower than the previous day. The implied volatity was 17.42, the open interest changed by -79 which decreased total open position to 612
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 283.3, which was -85.55 lower than the previous day. The implied volatity was 20.29, the open interest changed by -147 which decreased total open position to 694
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 368.85, which was 97.55 higher than the previous day. The implied volatity was 16.31, the open interest changed by 33 which increased total open position to 847
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 271.3, which was -70.80 lower than the previous day. The implied volatity was 19.52, the open interest changed by -148 which decreased total open position to 816
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 342.1, which was 32.35 higher than the previous day. The implied volatity was 21.89, the open interest changed by 48 which increased total open position to 965
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 309.75, which was 31.05 higher than the previous day. The implied volatity was 20.77, the open interest changed by 125 which increased total open position to 920
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 278.7, which was -104.95 lower than the previous day. The implied volatity was 19.28, the open interest changed by 83 which increased total open position to 796
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 383.65, which was -35.20 lower than the previous day. The implied volatity was 21.47, the open interest changed by -38 which decreased total open position to 713
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 418.85, which was 74.25 higher than the previous day. The implied volatity was 21.27, the open interest changed by 183 which increased total open position to 742
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 344.6, which was -14.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by -2 which decreased total open position to 559
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 359.05, which was -114.20 lower than the previous day. The implied volatity was 21.56, the open interest changed by 105 which increased total open position to 559
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 473.25, which was -98.45 lower than the previous day. The implied volatity was 22.49, the open interest changed by -10 which decreased total open position to 455
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 571.7, which was 71.45 higher than the previous day. The implied volatity was 24.96, the open interest changed by 151 which increased total open position to 465
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 500.25, which was -90.30 lower than the previous day. The implied volatity was 23.81, the open interest changed by 42 which increased total open position to 314
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 590.55, which was 60.90 higher than the previous day. The implied volatity was 23.38, the open interest changed by 123 which increased total open position to 273
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 529.65, which was 8.40 higher than the previous day. The implied volatity was 22.02, the open interest changed by 85 which increased total open position to 148
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 521.25, which was -133.75 lower than the previous day. The implied volatity was 24.51, the open interest changed by 10 which increased total open position to 73
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 655, which was 31.05 higher than the previous day. The implied volatity was 23.48, the open interest changed by 6 which increased total open position to 64
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 623.95, which was 0.00 lower than the previous day. The implied volatity was 26.30, the open interest changed by 58 which increased total open position to 58
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 623.95, which was -11.25 lower than the previous day. The implied volatity was 26.30, the open interest changed by 58 which increased total open position to 58
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 635.2, 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 635.2, 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 635.2, 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 635.2, 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 635.2, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 635.2, 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 635.2, 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 635.2, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 635.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
