MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 3.80
Theta: -3.41
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 23.15 | -9.20 | 22.97 | 4,205 | 144 | 2,779 | |||
| 13 Nov | 11049.60 | 32.35 | -19.80 | 21.54 | 6,264 | -327 | 2,657 | |||
| 12 Nov | 11143.10 | 52.15 | -47.85 | 23.41 | 7,215 | 513 | 3,001 | |||
| 11 Nov | 11399.70 | 100 | 19.00 | 20.44 | 10,326 | -202 | 2,511 | |||
| 8 Nov | 11303.00 | 81 | -5.50 | 19.28 | 4,176 | 427 | 2,715 | |||
| 7 Nov | 11300.15 | 86.5 | -27.85 | 20.30 | 5,721 | 589 | 2,306 | |||
| 6 Nov | 11354.25 | 114.35 | 10.65 | 20.17 | 4,675 | 240 | 1,719 | |||
| 5 Nov | 11170.10 | 103.7 | 10.35 | 23.53 | 4,614 | 48 | 1,474 | |||
| 4 Nov | 11052.45 | 93.35 | -35.60 | 25.13 | 3,618 | 399 | 1,432 | |||
| 1 Nov | 11110.00 | 128.95 | -7.05 | 26.19 | 226 | 58 | 1,030 | |||
| 31 Oct | 11076.45 | 136 | -51.40 | - | 1,776 | 107 | 970 | |||
| 30 Oct | 11256.45 | 187.4 | 58.10 | - | 5,646 | 68 | 856 | |||
| 29 Oct | 11046.00 | 129.3 | -178.70 | - | 4,605 | 478 | 794 | |||
| 28 Oct | 11483.25 | 308 | -40.70 | - | 630 | 124 | 311 | |||
| 25 Oct | 11502.85 | 348.7 | -116.30 | - | 409 | 102 | 187 | |||
| 24 Oct | 11763.70 | 465 | -1414.80 | - | 261 | 84 | 84 | |||
| 23 Oct | 11956.20 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 11923.30 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 12175.90 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 12105.10 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 15 Oct | 12446.75 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1879.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1879.8 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11700 expiring on 28NOV2024
Delta for 11700 CE is 0.10
Historical price for 11700 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 23.15, which was -9.20 lower than the previous day. The implied volatity was 22.97, the open interest changed by 144 which increased total open position to 2779
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 32.35, which was -19.80 lower than the previous day. The implied volatity was 21.54, the open interest changed by -327 which decreased total open position to 2657
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 52.15, which was -47.85 lower than the previous day. The implied volatity was 23.41, the open interest changed by 513 which increased total open position to 3001
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 100, which was 19.00 higher than the previous day. The implied volatity was 20.44, the open interest changed by -202 which decreased total open position to 2511
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 81, which was -5.50 lower than the previous day. The implied volatity was 19.28, the open interest changed by 427 which increased total open position to 2715
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 86.5, which was -27.85 lower than the previous day. The implied volatity was 20.30, the open interest changed by 589 which increased total open position to 2306
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 114.35, which was 10.65 higher than the previous day. The implied volatity was 20.17, the open interest changed by 240 which increased total open position to 1719
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 103.7, which was 10.35 higher than the previous day. The implied volatity was 23.53, the open interest changed by 48 which increased total open position to 1474
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 93.35, which was -35.60 lower than the previous day. The implied volatity was 25.13, the open interest changed by 399 which increased total open position to 1432
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 128.95, which was -7.05 lower than the previous day. The implied volatity was 26.19, the open interest changed by 58 which increased total open position to 1030
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 136, which was -51.40 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 187.4, which was 58.10 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 129.3, which was -178.70 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 308, which was -40.70 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 348.7, which was -116.30 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 465, which was -1414.80 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, 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 1879.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 11700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 4.59
Theta: -1.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 698.5 | 27.30 | 26.08 | 65 | -19 | 180 |
| 13 Nov | 11049.60 | 671.2 | 76.45 | 34.38 | 49 | -26 | 198 |
| 12 Nov | 11143.10 | 594.75 | 214.45 | 26.33 | 197 | -6 | 226 |
| 11 Nov | 11399.70 | 380.3 | -88.70 | 23.22 | 956 | 88 | 231 |
| 8 Nov | 11303.00 | 469 | -11.80 | 25.19 | 71 | 1 | 141 |
| 7 Nov | 11300.15 | 480.8 | 43.85 | 23.74 | 56 | 21 | 139 |
| 6 Nov | 11354.25 | 436.95 | -151.15 | 24.48 | 151 | -13 | 118 |
| 5 Nov | 11170.10 | 588.1 | -109.90 | 28.03 | 55 | -17 | 134 |
| 4 Nov | 11052.45 | 698 | 38.00 | 30.15 | 93 | -44 | 151 |
| 1 Nov | 11110.00 | 660 | -8.05 | 28.22 | 1 | 0 | 196 |
| 31 Oct | 11076.45 | 668.05 | 137.80 | - | 69 | -17 | 197 |
| 30 Oct | 11256.45 | 530.25 | -250.50 | - | 853 | 55 | 215 |
| 29 Oct | 11046.00 | 780.75 | 289.65 | - | 493 | 1 | 159 |
| 28 Oct | 11483.25 | 491.1 | 80.10 | - | 235 | 57 | 157 |
| 25 Oct | 11502.85 | 411 | 93.00 | - | 158 | 32 | 100 |
| 24 Oct | 11763.70 | 318 | 98.00 | - | 194 | 55 | 67 |
| 23 Oct | 11956.20 | 220 | -52.20 | - | 20 | 3 | 12 |
| 22 Oct | 11923.30 | 272.2 | 222.65 | - | 10 | 9 | 9 |
| 21 Oct | 12175.90 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 49.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 49.55 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11700 expiring on 28NOV2024
Delta for 11700 PE is -0.87
Historical price for 11700 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 698.5, which was 27.30 higher than the previous day. The implied volatity was 26.08, the open interest changed by -19 which decreased total open position to 180
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 671.2, which was 76.45 higher than the previous day. The implied volatity was 34.38, the open interest changed by -26 which decreased total open position to 198
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 594.75, which was 214.45 higher than the previous day. The implied volatity was 26.33, the open interest changed by -6 which decreased total open position to 226
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 380.3, which was -88.70 lower than the previous day. The implied volatity was 23.22, the open interest changed by 88 which increased total open position to 231
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 469, which was -11.80 lower than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 141
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 480.8, which was 43.85 higher than the previous day. The implied volatity was 23.74, the open interest changed by 21 which increased total open position to 139
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 436.95, which was -151.15 lower than the previous day. The implied volatity was 24.48, the open interest changed by -13 which decreased total open position to 118
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 588.1, which was -109.90 lower than the previous day. The implied volatity was 28.03, the open interest changed by -17 which decreased total open position to 134
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 698, which was 38.00 higher than the previous day. The implied volatity was 30.15, the open interest changed by -44 which decreased total open position to 151
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 660, which was -8.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 196
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 668.05, which was 137.80 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 530.25, which was -250.50 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 780.75, which was 289.65 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 491.1, which was 80.10 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 411, which was 93.00 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 318, which was 98.00 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 220, which was -52.20 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 272.2, which was 222.65 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, 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 49.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
