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[--[65.84.65.76]--]
MARUTI
Maruti Suzuki India Ltd.

10861.45 -97.85 (-0.89%)

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Historical option data for MARUTI

21 Nov 2024 04:12 PM IST
MARUTI 28NOV2024 11900 CE
Delta: 0.03
Vega: 1.00
Theta: -2.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 5.65 -3.40 33.78 1,445 -149 1,668
20 Nov 10959.30 9.05 0.00 29.59 3,673 38 1,823
19 Nov 10959.30 9.05 -4.70 29.59 3,673 44 1,823
18 Nov 11093.95 13.75 -0.90 25.95 4,324 -30 1,799
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 0.03

Historical price for 11900 CE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 5.65, which was -3.40 lower than the previous day. The implied volatity was 33.78, the open interest changed by -149 which decreased total open position to 1668


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by 38 which increased total open position to 1823


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 9.05, which was -4.70 lower than the previous day. The implied volatity was 29.59, the open interest changed by 44 which increased total open position to 1823


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 13.75, which was -0.90 lower than the previous day. The implied volatity was 25.95, the open interest changed by -30 which decreased total open position to 1799


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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 946.4 16.40 - 1 0 80
20 Nov 10959.30 930 0.00 33.82 12 -9 81
19 Nov 10959.30 930 197.80 33.82 12 -8 81
18 Nov 11093.95 732.2 -178.80 - 2 0 90
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 -

Historical price for 11900 PE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 946.4, which was 16.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 930, which was 0.00 lower than the previous day. The implied volatity was 33.82, the open interest changed by -9 which decreased total open position to 81


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 930, which was 197.80 higher than the previous day. The implied volatity was 33.82, the open interest changed by -8 which decreased total open position to 81


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 732.2, which was -178.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90


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