MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 1.04
Theta: -2.73
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 5.5 | -1.40 | 30.36 | 5,051 | -124 | 1,975 | |||
| 19 Dec | 10955.35 | 6.9 | -6.40 | 26.52 | 3,998 | 179 | 2,105 | |||
|
|
||||||||||
| 18 Dec | 11002.45 | 13.3 | -8.50 | 26.47 | 4,048 | -283 | 1,945 | |||
| 17 Dec | 11108.55 | 21.8 | -15.80 | 25.65 | 4,215 | 193 | 2,240 | |||
| 16 Dec | 11277.00 | 37.6 | 3.20 | 22.19 | 4,144 | 156 | 2,040 | |||
| 13 Dec | 11272.55 | 34.4 | 1.30 | 18.29 | 8,439 | -8 | 1,892 | |||
| 12 Dec | 11167.40 | 33.1 | -21.80 | 21.26 | 5,278 | 216 | 2,071 | |||
| 11 Dec | 11277.75 | 54.9 | 2.90 | 19.47 | 3,323 | -7 | 1,853 | |||
| 10 Dec | 11198.20 | 52 | -11.55 | 20.56 | 3,558 | 100 | 1,867 | |||
| 9 Dec | 11279.80 | 63.55 | -17.45 | 20.28 | 3,084 | 260 | 1,772 | |||
| 6 Dec | 11317.95 | 81 | 21.30 | 19.25 | 7,847 | 88 | 1,513 | |||
| 5 Dec | 11182.25 | 59.7 | 2.65 | 19.73 | 5,973 | 143 | 1,421 | |||
| 4 Dec | 11129.85 | 57.05 | -29.15 | 20.18 | 6,151 | -183 | 1,272 | |||
| 3 Dec | 11279.25 | 86.2 | -7.95 | 19.45 | 2,434 | -40 | 1,463 | |||
| 2 Dec | 11239.30 | 94.15 | 15.25 | 20.67 | 6,664 | 526 | 1,511 | |||
| 29 Nov | 11074.20 | 78.9 | 14.40 | 21.45 | 2,663 | 476 | 998 | |||
| 28 Nov | 10949.85 | 64.5 | -16.55 | 21.69 | 1,309 | 103 | 534 | |||
| 27 Nov | 11058.35 | 81.05 | 5.65 | 21.06 | 654 | 64 | 430 | |||
| 26 Nov | 10943.95 | 75.4 | -12.60 | 23.09 | 385 | 33 | 361 | |||
| 25 Nov | 11025.15 | 88 | -1.60 | 22.51 | 458 | 145 | 321 | |||
| 22 Nov | 11063.60 | 89.6 | 20.70 | 19.96 | 299 | 41 | 217 | |||
| 21 Nov | 10861.45 | 68.9 | -35.15 | 21.93 | 209 | 121 | 176 | |||
| 20 Nov | 10959.30 | 104.05 | 0.00 | 22.90 | 64 | 27 | 50 | |||
| 19 Nov | 10959.30 | 104.05 | -25.95 | 22.90 | 64 | 22 | 50 | |||
| 18 Nov | 11093.95 | 130 | 15.25 | 21.48 | 9 | 3 | 27 | |||
| 14 Nov | 11006.05 | 114.75 | -23.70 | 21.22 | 32 | 7 | 24 | |||
| 13 Nov | 11049.60 | 138.45 | -41.55 | 20.64 | 19 | 7 | 17 | |||
| 12 Nov | 11143.10 | 180 | -80.00 | 22.67 | 10 | 5 | 11 | |||
| 11 Nov | 11399.70 | 260 | 63.20 | 20.96 | 3 | 1 | 5 | |||
| 8 Nov | 11303.00 | 196.8 | -91.20 | 18.38 | 4 | 0 | 4 | |||
| 7 Nov | 11300.15 | 288 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 11354.25 | 288 | 73.00 | 22.16 | 3 | 1 | 3 | |||
| 5 Nov | 11170.10 | 215 | 21.75 | 2 | 0 | 1 | ||||
For Maruti Suzuki India Ltd. - strike price 11700 expiring on 26DEC2024
Delta for 11700 CE is 0.03
Historical price for 11700 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 5.5, which was -1.40 lower than the previous day. The implied volatity was 30.36, the open interest changed by -124 which decreased total open position to 1975
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 6.9, which was -6.40 lower than the previous day. The implied volatity was 26.52, the open interest changed by 179 which increased total open position to 2105
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 13.3, which was -8.50 lower than the previous day. The implied volatity was 26.47, the open interest changed by -283 which decreased total open position to 1945
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 21.8, which was -15.80 lower than the previous day. The implied volatity was 25.65, the open interest changed by 193 which increased total open position to 2240
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 37.6, which was 3.20 higher than the previous day. The implied volatity was 22.19, the open interest changed by 156 which increased total open position to 2040
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 34.4, which was 1.30 higher than the previous day. The implied volatity was 18.29, the open interest changed by -8 which decreased total open position to 1892
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 33.1, which was -21.80 lower than the previous day. The implied volatity was 21.26, the open interest changed by 216 which increased total open position to 2071
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 54.9, which was 2.90 higher than the previous day. The implied volatity was 19.47, the open interest changed by -7 which decreased total open position to 1853
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 52, which was -11.55 lower than the previous day. The implied volatity was 20.56, the open interest changed by 100 which increased total open position to 1867
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 63.55, which was -17.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by 260 which increased total open position to 1772
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 81, which was 21.30 higher than the previous day. The implied volatity was 19.25, the open interest changed by 88 which increased total open position to 1513
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 59.7, which was 2.65 higher than the previous day. The implied volatity was 19.73, the open interest changed by 143 which increased total open position to 1421
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 57.05, which was -29.15 lower than the previous day. The implied volatity was 20.18, the open interest changed by -183 which decreased total open position to 1272
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 86.2, which was -7.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by -40 which decreased total open position to 1463
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 94.15, which was 15.25 higher than the previous day. The implied volatity was 20.67, the open interest changed by 526 which increased total open position to 1511
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 78.9, which was 14.40 higher than the previous day. The implied volatity was 21.45, the open interest changed by 476 which increased total open position to 998
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 64.5, which was -16.55 lower than the previous day. The implied volatity was 21.69, the open interest changed by 103 which increased total open position to 534
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 81.05, which was 5.65 higher than the previous day. The implied volatity was 21.06, the open interest changed by 64 which increased total open position to 430
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 75.4, which was -12.60 lower than the previous day. The implied volatity was 23.09, the open interest changed by 33 which increased total open position to 361
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 88, which was -1.60 lower than the previous day. The implied volatity was 22.51, the open interest changed by 145 which increased total open position to 321
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 89.6, which was 20.70 higher than the previous day. The implied volatity was 19.96, the open interest changed by 41 which increased total open position to 217
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 68.9, which was -35.15 lower than the previous day. The implied volatity was 21.93, the open interest changed by 121 which increased total open position to 176
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 104.05, which was 0.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 27 which increased total open position to 50
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 104.05, which was -25.95 lower than the previous day. The implied volatity was 22.90, the open interest changed by 22 which increased total open position to 50
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 130, which was 15.25 higher than the previous day. The implied volatity was 21.48, the open interest changed by 3 which increased total open position to 27
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 114.75, which was -23.70 lower than the previous day. The implied volatity was 21.22, the open interest changed by 7 which increased total open position to 24
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 138.45, which was -41.55 lower than the previous day. The implied volatity was 20.64, the open interest changed by 7 which increased total open position to 17
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 180, which was -80.00 lower than the previous day. The implied volatity was 22.67, the open interest changed by 5 which increased total open position to 11
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 260, which was 63.20 higher than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 5
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 196.8, which was -91.20 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 4
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 288, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 288, which was 73.00 higher than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 3
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 215, which was lower than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 1
| MARUTI 26DEC2024 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 665 | -55.00 | - | 1 | 0 | 146 |
| 19 Dec | 10955.35 | 720 | 68.75 | - | 1 | 0 | 147 |
| 18 Dec | 11002.45 | 651.25 | 233.45 | - | 7 | -3 | 149 |
| 17 Dec | 11108.55 | 417.8 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 11277.00 | 417.8 | -47.40 | 15.79 | 15 | -1 | 152 |
| 13 Dec | 11272.55 | 465.2 | -75.75 | 25.45 | 43 | -15 | 153 |
| 12 Dec | 11167.40 | 540.95 | 60.25 | 19.11 | 8 | 1 | 169 |
| 11 Dec | 11277.75 | 480.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 11198.20 | 480.7 | 26.75 | 20.51 | 18 | 0 | 168 |
| 9 Dec | 11279.80 | 453.95 | 37.30 | 20.92 | 114 | -35 | 168 |
| 6 Dec | 11317.95 | 416.65 | -145.65 | 19.54 | 388 | 150 | 206 |
| 5 Dec | 11182.25 | 562.3 | -21.05 | 25.27 | 4 | 1 | 56 |
| 4 Dec | 11129.85 | 583.35 | 130.70 | 22.94 | 11 | -1 | 56 |
| 3 Dec | 11279.25 | 452.65 | -48.85 | 19.55 | 13 | 3 | 56 |
| 2 Dec | 11239.30 | 501.5 | -126.50 | 22.13 | 40 | -5 | 53 |
| 29 Nov | 11074.20 | 628 | -100.70 | 23.26 | 2 | 1 | 58 |
| 28 Nov | 10949.85 | 728.7 | 82.30 | 25.58 | 33 | 18 | 56 |
| 27 Nov | 11058.35 | 646.4 | -105.60 | 23.96 | 33 | 21 | 36 |
| 26 Nov | 10943.95 | 752 | 131.85 | 24.04 | 8 | 6 | 17 |
| 25 Nov | 11025.15 | 620.15 | -109.85 | 14.20 | 17 | 11 | 11 |
| 22 Nov | 11063.60 | 730 | -33.65 | 30.36 | 2 | 1 | 1 |
| 21 Nov | 10861.45 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10959.30 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11303.00 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 11354.25 | 763.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 763.65 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11700 expiring on 26DEC2024
Delta for 11700 PE is -
Historical price for 11700 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 665, which was -55.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 146
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 720, which was 68.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 651.25, which was 233.45 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 149
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 417.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 417.8, which was -47.40 lower than the previous day. The implied volatity was 15.79, the open interest changed by -1 which decreased total open position to 152
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 465.2, which was -75.75 lower than the previous day. The implied volatity was 25.45, the open interest changed by -15 which decreased total open position to 153
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 540.95, which was 60.25 higher than the previous day. The implied volatity was 19.11, the open interest changed by 1 which increased total open position to 169
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 480.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 480.7, which was 26.75 higher than the previous day. The implied volatity was 20.51, the open interest changed by 0 which decreased total open position to 168
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 453.95, which was 37.30 higher than the previous day. The implied volatity was 20.92, the open interest changed by -35 which decreased total open position to 168
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 416.65, which was -145.65 lower than the previous day. The implied volatity was 19.54, the open interest changed by 150 which increased total open position to 206
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 562.3, which was -21.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 56
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 583.35, which was 130.70 higher than the previous day. The implied volatity was 22.94, the open interest changed by -1 which decreased total open position to 56
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 452.65, which was -48.85 lower than the previous day. The implied volatity was 19.55, the open interest changed by 3 which increased total open position to 56
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 501.5, which was -126.50 lower than the previous day. The implied volatity was 22.13, the open interest changed by -5 which decreased total open position to 53
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 628, which was -100.70 lower than the previous day. The implied volatity was 23.26, the open interest changed by 1 which increased total open position to 58
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 728.7, which was 82.30 higher than the previous day. The implied volatity was 25.58, the open interest changed by 18 which increased total open position to 56
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 646.4, which was -105.60 lower than the previous day. The implied volatity was 23.96, the open interest changed by 21 which increased total open position to 36
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 752, which was 131.85 higher than the previous day. The implied volatity was 24.04, the open interest changed by 6 which increased total open position to 17
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 620.15, which was -109.85 lower than the previous day. The implied volatity was 14.20, the open interest changed by 11 which increased total open position to 11
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 730, which was -33.65 lower than the previous day. The implied volatity was 30.36, the open interest changed by 1 which increased total open position to 1
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 763.65, 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 763.65, 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 763.65, 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 763.65, 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 763.65, 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 763.65, 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 763.65, 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 763.65, 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 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 763.65, 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 763.65, 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 763.65, 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 763.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
