MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 11900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 2.70
Theta: -2.59
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 14.65 | -6.30 | 24.91 | 3,291 | 111 | 1,838 | |||
| 13 Nov | 11049.60 | 20.95 | -11.55 | 23.61 | 5,453 | 149 | 1,728 | |||
| 12 Nov | 11143.10 | 32.5 | -29.45 | 24.78 | 4,456 | 371 | 1,638 | |||
| 11 Nov | 11399.70 | 61.95 | 10.55 | 21.79 | 4,359 | -183 | 1,272 | |||
| 8 Nov | 11303.00 | 51.4 | -5.60 | 20.73 | 2,414 | 179 | 1,454 | |||
| 7 Nov | 11300.15 | 57 | -18.00 | 21.75 | 2,583 | 270 | 1,272 | |||
| 6 Nov | 11354.25 | 75 | 3.60 | 21.37 | 5,854 | 279 | 989 | |||
| 5 Nov | 11170.10 | 71.4 | 4.80 | 24.64 | 2,696 | -42 | 711 | |||
| 4 Nov | 11052.45 | 66.6 | -24.85 | 26.32 | 2,438 | 234 | 762 | |||
| 1 Nov | 11110.00 | 91.45 | -3.80 | 26.82 | 239 | 81 | 531 | |||
| 31 Oct | 11076.45 | 95.25 | -37.70 | - | 1,284 | 26 | 450 | |||
| 30 Oct | 11256.45 | 132.95 | 37.25 | - | 2,182 | 56 | 423 | |||
| 29 Oct | 11046.00 | 95.7 | -132.30 | - | 1,944 | 104 | 367 | |||
| 28 Oct | 11483.25 | 228 | -18.25 | - | 314 | 62 | 263 | |||
| 25 Oct | 11502.85 | 246.25 | -105.75 | - | 227 | 6 | 201 | |||
| 24 Oct | 11763.70 | 352 | -104.00 | - | 297 | 69 | 194 | |||
| 23 Oct | 11956.20 | 456 | -14.45 | - | 113 | 59 | 125 | |||
| 22 Oct | 11923.30 | 470.45 | -56.00 | - | 97 | 63 | 65 | |||
| 21 Oct | 12175.90 | 526.45 | -1176.60 | - | 2 | 1 | 1 | |||
| 18 Oct | 12105.10 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Oct | 12537.85 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1703.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1703.05 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 11900 expiring on 28NOV2024
Delta for 11900 CE is 0.06
Historical price for 11900 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 14.65, which was -6.30 lower than the previous day. The implied volatity was 24.91, the open interest changed by 111 which increased total open position to 1838
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 20.95, which was -11.55 lower than the previous day. The implied volatity was 23.61, the open interest changed by 149 which increased total open position to 1728
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 32.5, which was -29.45 lower than the previous day. The implied volatity was 24.78, the open interest changed by 371 which increased total open position to 1638
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 61.95, which was 10.55 higher than the previous day. The implied volatity was 21.79, the open interest changed by -183 which decreased total open position to 1272
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 51.4, which was -5.60 lower than the previous day. The implied volatity was 20.73, the open interest changed by 179 which increased total open position to 1454
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 57, which was -18.00 lower than the previous day. The implied volatity was 21.75, the open interest changed by 270 which increased total open position to 1272
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 75, which was 3.60 higher than the previous day. The implied volatity was 21.37, the open interest changed by 279 which increased total open position to 989
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 71.4, which was 4.80 higher than the previous day. The implied volatity was 24.64, the open interest changed by -42 which decreased total open position to 711
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 66.6, which was -24.85 lower than the previous day. The implied volatity was 26.32, the open interest changed by 234 which increased total open position to 762
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 91.45, which was -3.80 lower than the previous day. The implied volatity was 26.82, the open interest changed by 81 which increased total open position to 531
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 95.25, which was -37.70 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 132.95, which was 37.25 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 95.7, which was -132.30 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 228, which was -18.25 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 246.25, which was -105.75 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 352, which was -104.00 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 456, which was -14.45 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 470.45, which was -56.00 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 526.45, which was -1176.60 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, 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 1703.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 11900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 4.72
Theta: -2.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 911 | 221.45 | 34.15 | 6 | 1 | 90 |
| 13 Nov | 11049.60 | 689.55 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 11143.10 | 689.55 | 148.05 | - | 4 | 0 | 90 |
| 11 Nov | 11399.70 | 541.5 | -177.25 | 25.14 | 40 | -6 | 89 |
| 8 Nov | 11303.00 | 718.75 | 75.05 | 36.73 | 8 | -3 | 96 |
| 7 Nov | 11300.15 | 643.7 | -102.55 | 25.05 | 24 | -6 | 98 |
| 6 Nov | 11354.25 | 746.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 11170.10 | 746.25 | -116.75 | 28.88 | 39 | -2 | 102 |
| 4 Nov | 11052.45 | 863 | 43.00 | 31.28 | 71 | -16 | 104 |
| 1 Nov | 11110.00 | 820 | 0.00 | 0.00 | 0 | -17 | 0 |
| 31 Oct | 11076.45 | 820 | 140.65 | - | 47 | -17 | 120 |
| 30 Oct | 11256.45 | 679.35 | -260.50 | - | 331 | 13 | 136 |
| 29 Oct | 11046.00 | 939.85 | 342.90 | - | 216 | -14 | 122 |
| 28 Oct | 11483.25 | 596.95 | 130.25 | - | 152 | -27 | 145 |
| 25 Oct | 11502.85 | 466.7 | 64.60 | - | 87 | 12 | 172 |
| 24 Oct | 11763.70 | 402.1 | 54.95 | - | 229 | 128 | 161 |
| 23 Oct | 11956.20 | 347.15 | 5.15 | - | 23 | 6 | 31 |
| 22 Oct | 11923.30 | 342 | 153.55 | - | 56 | -5 | 23 |
| 21 Oct | 12175.90 | 188.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 12105.10 | 188.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 12143.75 | 188.45 | 0.00 | - | 0 | 6 | 0 |
| 16 Oct | 12383.90 | 188.45 | 40.05 | - | 7 | 3 | 25 |
| 15 Oct | 12446.75 | 148.4 | 78.15 | - | 25 | 21 | 21 |
| 14 Oct | 12537.85 | 70.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 70.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 70.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 70.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 70.25 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11900 expiring on 28NOV2024
Delta for 11900 PE is -0.86
Historical price for 11900 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 911, which was 221.45 higher than the previous day. The implied volatity was 34.15, the open interest changed by 1 which increased total open position to 90
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 689.55, 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 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 689.55, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 541.5, which was -177.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by -6 which decreased total open position to 89
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 718.75, which was 75.05 higher than the previous day. The implied volatity was 36.73, the open interest changed by -3 which decreased total open position to 96
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 643.7, which was -102.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by -6 which decreased total open position to 98
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 746.25, 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 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 746.25, which was -116.75 lower than the previous day. The implied volatity was 28.88, the open interest changed by -2 which decreased total open position to 102
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 863, which was 43.00 higher than the previous day. The implied volatity was 31.28, the open interest changed by -16 which decreased total open position to 104
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 820, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 820, which was 140.65 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 679.35, which was -260.50 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 939.85, which was 342.90 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 596.95, which was 130.25 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 466.7, which was 64.60 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 402.1, which was 54.95 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 347.15, which was 5.15 higher 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 342, which was 153.55 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 188.45, 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 188.45, 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 188.45, 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 188.45, which was 40.05 higher 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 148.4, which was 78.15 higher 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 70.25, 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 70.25, 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 70.25, 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 70.25, 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 70.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
