MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11500 CE | ||||||||||
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Delta: 0.08
Vega: 2.30
Theta: -4.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10861.45 | 16 | -16.95 | 28.48 | 11,064 | 508 | 9,218 | |||
| 20 Nov | 10959.30 | 32.95 | 0.00 | 27.42 | 19,100 | 783 | 8,711 | |||
| 19 Nov | 10959.30 | 32.95 | -17.25 | 27.42 | 19,100 | 784 | 8,711 | |||
| 18 Nov | 11093.95 | 50.2 | 6.20 | 23.04 | 19,756 | -848 | 7,982 | |||
| 14 Nov | 11006.05 | 44 | -14.20 | 22.06 | 17,143 | 715 | 8,874 | |||
| 13 Nov | 11049.60 | 58.2 | -30.30 | 20.31 | 23,624 | 179 | 8,154 | |||
| 12 Nov | 11143.10 | 88.5 | -80.50 | 22.55 | 20,086 | 1,858 | 7,998 | |||
| 11 Nov | 11399.70 | 169 | 33.70 | 19.94 | 35,087 | 1,052 | 6,142 | |||
| 8 Nov | 11303.00 | 135.3 | -4.70 | 18.41 | 9,728 | 35 | 5,065 | |||
| 7 Nov | 11300.15 | 140 | -40.40 | 19.52 | 9,001 | 96 | 5,033 | |||
| 6 Nov | 11354.25 | 180.4 | 25.60 | 19.54 | 17,464 | -152 | 4,968 | |||
| 5 Nov | 11170.10 | 154.8 | 19.30 | 22.81 | 17,548 | -409 | 5,120 | |||
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| 4 Nov | 11052.45 | 135.5 | -45.00 | 24.30 | 15,236 | 1,558 | 5,537 | |||
| 1 Nov | 11110.00 | 180.5 | -9.30 | 25.61 | 1,799 | 97 | 3,964 | |||
| 31 Oct | 11076.45 | 189.8 | -71.65 | - | 8,996 | 1,224 | 3,857 | |||
| 30 Oct | 11256.45 | 261.45 | 83.95 | - | 22,319 | -38 | 2,647 | |||
| 29 Oct | 11046.00 | 177.5 | -231.15 | - | 19,756 | 2,138 | 2,681 | |||
| 28 Oct | 11483.25 | 408.65 | -29.75 | - | 1,700 | 290 | 542 | |||
| 25 Oct | 11502.85 | 438.4 | -152.45 | - | 752 | 193 | 252 | |||
| 24 Oct | 11763.70 | 590.85 | -1470.95 | - | 88 | 58 | 58 | |||
| 23 Oct | 11956.20 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 2061.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 2061.8 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11500 expiring on 28NOV2024
Delta for 11500 CE is 0.08
Historical price for 11500 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 16, which was -16.95 lower than the previous day. The implied volatity was 28.48, the open interest changed by 508 which increased total open position to 9218
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 32.95, which was 0.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by 783 which increased total open position to 8711
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 32.95, which was -17.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by 784 which increased total open position to 8711
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 50.2, which was 6.20 higher than the previous day. The implied volatity was 23.04, the open interest changed by -848 which decreased total open position to 7982
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 44, which was -14.20 lower than the previous day. The implied volatity was 22.06, the open interest changed by 715 which increased total open position to 8874
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 58.2, which was -30.30 lower than the previous day. The implied volatity was 20.31, the open interest changed by 179 which increased total open position to 8154
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 88.5, which was -80.50 lower than the previous day. The implied volatity was 22.55, the open interest changed by 1858 which increased total open position to 7998
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 169, which was 33.70 higher than the previous day. The implied volatity was 19.94, the open interest changed by 1052 which increased total open position to 6142
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 135.3, which was -4.70 lower than the previous day. The implied volatity was 18.41, the open interest changed by 35 which increased total open position to 5065
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 140, which was -40.40 lower than the previous day. The implied volatity was 19.52, the open interest changed by 96 which increased total open position to 5033
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 180.4, which was 25.60 higher than the previous day. The implied volatity was 19.54, the open interest changed by -152 which decreased total open position to 4968
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 154.8, which was 19.30 higher than the previous day. The implied volatity was 22.81, the open interest changed by -409 which decreased total open position to 5120
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 135.5, which was -45.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 1558 which increased total open position to 5537
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 180.5, which was -9.30 lower than the previous day. The implied volatity was 25.61, the open interest changed by 97 which increased total open position to 3964
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 189.8, which was -71.65 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 261.45, which was 83.95 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 177.5, which was -231.15 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 408.65, which was -29.75 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 438.4, which was -152.45 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 590.85, which was -1470.95 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, 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 2061.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 3.02
Theta: -4.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 647.7 | 87.70 | 33.44 | 155 | -64 | 762 |
| 20 Nov | 10959.30 | 560 | 0.00 | 30.03 | 424 | -48 | 827 |
| 19 Nov | 10959.30 | 560 | 137.00 | 30.03 | 424 | -47 | 827 |
| 18 Nov | 11093.95 | 423 | -106.05 | 26.77 | 376 | 42 | 875 |
| 14 Nov | 11006.05 | 529.05 | 31.40 | 25.77 | 503 | -97 | 825 |
| 13 Nov | 11049.60 | 497.65 | 79.45 | 30.93 | 567 | -87 | 923 |
| 12 Nov | 11143.10 | 418.2 | 163.55 | 23.18 | 2,666 | -115 | 1,011 |
| 11 Nov | 11399.70 | 254.65 | -67.50 | 22.91 | 8,321 | -154 | 1,139 |
| 8 Nov | 11303.00 | 322.15 | -35.20 | 23.43 | 980 | -24 | 1,296 |
| 7 Nov | 11300.15 | 357.35 | 49.90 | 24.62 | 1,211 | 3 | 1,323 |
| 6 Nov | 11354.25 | 307.45 | -132.15 | 23.81 | 1,905 | -113 | 1,321 |
| 5 Nov | 11170.10 | 439.6 | -98.55 | 26.75 | 1,561 | -58 | 1,436 |
| 4 Nov | 11052.45 | 538.15 | 15.35 | 28.43 | 728 | -336 | 1,494 |
| 1 Nov | 11110.00 | 522.8 | 8.10 | 28.30 | 146 | -45 | 1,830 |
| 31 Oct | 11076.45 | 514.7 | 107.70 | - | 1,393 | 35 | 1,875 |
| 30 Oct | 11256.45 | 407 | -223.00 | - | 6,252 | 828 | 1,840 |
| 29 Oct | 11046.00 | 630 | 240.00 | - | 4,128 | -33 | 1,014 |
| 28 Oct | 11483.25 | 390 | 63.00 | - | 1,824 | 386 | 1,044 |
| 25 Oct | 11502.85 | 327 | 82.15 | - | 1,101 | 66 | 658 |
| 24 Oct | 11763.70 | 244.85 | 44.90 | - | 1,177 | -77 | 598 |
| 23 Oct | 11956.20 | 199.95 | -11.50 | - | 541 | 17 | 676 |
| 22 Oct | 11923.30 | 211.45 | 61.25 | - | 645 | 22 | 654 |
| 21 Oct | 12175.90 | 150.2 | -2.80 | - | 187 | 54 | 632 |
| 18 Oct | 12105.10 | 153 | -12.95 | - | 380 | 151 | 578 |
| 17 Oct | 12143.75 | 165.95 | 131.95 | - | 570 | 427 | 427 |
| 16 Oct | 12383.90 | 34 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 34 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 34 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 34 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 34 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 34 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 34 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11500 expiring on 28NOV2024
Delta for 11500 PE is -0.88
Historical price for 11500 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 647.7, which was 87.70 higher than the previous day. The implied volatity was 33.44, the open interest changed by -64 which decreased total open position to 762
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 560, which was 0.00 lower than the previous day. The implied volatity was 30.03, the open interest changed by -48 which decreased total open position to 827
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 560, which was 137.00 higher than the previous day. The implied volatity was 30.03, the open interest changed by -47 which decreased total open position to 827
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 423, which was -106.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by 42 which increased total open position to 875
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 529.05, which was 31.40 higher than the previous day. The implied volatity was 25.77, the open interest changed by -97 which decreased total open position to 825
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 497.65, which was 79.45 higher than the previous day. The implied volatity was 30.93, the open interest changed by -87 which decreased total open position to 923
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 418.2, which was 163.55 higher than the previous day. The implied volatity was 23.18, the open interest changed by -115 which decreased total open position to 1011
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 254.65, which was -67.50 lower than the previous day. The implied volatity was 22.91, the open interest changed by -154 which decreased total open position to 1139
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 322.15, which was -35.20 lower than the previous day. The implied volatity was 23.43, the open interest changed by -24 which decreased total open position to 1296
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 357.35, which was 49.90 higher than the previous day. The implied volatity was 24.62, the open interest changed by 3 which increased total open position to 1323
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 307.45, which was -132.15 lower than the previous day. The implied volatity was 23.81, the open interest changed by -113 which decreased total open position to 1321
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 439.6, which was -98.55 lower than the previous day. The implied volatity was 26.75, the open interest changed by -58 which decreased total open position to 1436
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 538.15, which was 15.35 higher than the previous day. The implied volatity was 28.43, the open interest changed by -336 which decreased total open position to 1494
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 522.8, which was 8.10 higher than the previous day. The implied volatity was 28.30, the open interest changed by -45 which decreased total open position to 1830
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 514.7, which was 107.70 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 407, which was -223.00 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 630, which was 240.00 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 390, which was 63.00 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 327, which was 82.15 higher 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 244.85, which was 44.90 higher 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 199.95, which was -11.50 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 211.45, which was 61.25 higher 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 150.2, which was -2.80 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 153, which was -12.95 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 165.95, which was 131.95 higher 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
