MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 11900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.80
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 4.45 | -3.50 | 34.90 | 1,185 | -371 | 1,209 | |||
| 19 Dec | 10955.35 | 7.95 | -1.10 | 32.92 | 1,500 | -243 | 1,580 | |||
| 18 Dec | 11002.45 | 9.05 | -3.75 | 29.81 | 2,333 | 7 | 1,820 | |||
| 17 Dec | 11108.55 | 12.8 | -7.10 | 27.93 | 4,083 | 153 | 1,813 | |||
| 16 Dec | 11277.00 | 19.9 | 2.05 | 23.92 | 2,221 | 115 | 1,672 | |||
| 13 Dec | 11272.55 | 17.85 | -0.30 | 19.93 | 2,936 | -73 | 1,561 | |||
| 12 Dec | 11167.40 | 18.15 | -10.45 | 22.57 | 3,236 | 150 | 1,634 | |||
| 11 Dec | 11277.75 | 28.6 | 0.35 | 20.40 | 2,336 | 10 | 1,492 | |||
| 10 Dec | 11198.20 | 28.25 | -6.85 | 21.44 | 1,973 | -36 | 1,484 | |||
| 9 Dec | 11279.80 | 35.1 | -10.95 | 21.07 | 3,318 | 296 | 1,524 | |||
| 6 Dec | 11317.95 | 46.05 | 12.10 | 19.91 | 4,218 | 239 | 1,238 | |||
| 5 Dec | 11182.25 | 33.95 | 0.95 | 20.41 | 2,127 | 60 | 1,004 | |||
| 4 Dec | 11129.85 | 33 | -18.50 | 20.84 | 2,800 | -66 | 946 | |||
| 3 Dec | 11279.25 | 51.5 | -5.20 | 20.11 | 1,527 | 117 | 1,020 | |||
| 2 Dec | 11239.30 | 56.7 | 6.45 | 21.04 | 4,149 | 386 | 901 | |||
| 29 Nov | 11074.20 | 50.25 | 7.10 | 22.03 | 1,013 | 220 | 527 | |||
| 28 Nov | 10949.85 | 43.15 | -9.90 | 22.61 | 710 | 186 | 307 | |||
| 27 Nov | 11058.35 | 53.05 | 3.70 | 21.75 | 124 | 23 | 121 | |||
| 26 Nov | 10943.95 | 49.35 | -6.40 | 23.51 | 98 | 24 | 97 | |||
| 25 Nov | 11025.15 | 55.75 | -8.25 | 22.62 | 90 | 60 | 74 | |||
| 22 Nov | 11063.60 | 64 | 9.00 | 21.11 | 30 | 5 | 19 | |||
| 21 Nov | 10861.45 | 55 | -35.75 | 23.89 | 5 | 1 | 14 | |||
| 20 Nov | 10959.30 | 90.75 | 0.00 | 25.34 | 10 | 2 | 14 | |||
| 19 Nov | 10959.30 | 90.75 | -0.15 | 25.34 | 10 | 3 | 14 | |||
| 18 Nov | 11093.95 | 90.9 | 3.35 | 21.85 | 5 | 2 | 10 | |||
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| 14 Nov | 11006.05 | 87.55 | -24.20 | 22.22 | 5 | 2 | 8 | |||
| 13 Nov | 11049.60 | 111.75 | -98.25 | 22.91 | 1 | 0 | 5 | |||
| 12 Nov | 11143.10 | 210 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 11 Nov | 11399.70 | 210 | 0.00 | 22.49 | 8 | -1 | 8 | |||
| 8 Nov | 11303.00 | 210 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 7 Nov | 11300.15 | 210 | 23.95 | 9 | 8 | 8 | ||||
For Maruti Suzuki India Ltd. - strike price 11900 expiring on 26DEC2024
Delta for 11900 CE is 0.02
Historical price for 11900 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 4.45, which was -3.50 lower than the previous day. The implied volatity was 34.90, the open interest changed by -371 which decreased total open position to 1209
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 7.95, which was -1.10 lower than the previous day. The implied volatity was 32.92, the open interest changed by -243 which decreased total open position to 1580
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 9.05, which was -3.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 7 which increased total open position to 1820
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 12.8, which was -7.10 lower than the previous day. The implied volatity was 27.93, the open interest changed by 153 which increased total open position to 1813
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 19.9, which was 2.05 higher than the previous day. The implied volatity was 23.92, the open interest changed by 115 which increased total open position to 1672
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 17.85, which was -0.30 lower than the previous day. The implied volatity was 19.93, the open interest changed by -73 which decreased total open position to 1561
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 18.15, which was -10.45 lower than the previous day. The implied volatity was 22.57, the open interest changed by 150 which increased total open position to 1634
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 28.6, which was 0.35 higher than the previous day. The implied volatity was 20.40, the open interest changed by 10 which increased total open position to 1492
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 28.25, which was -6.85 lower than the previous day. The implied volatity was 21.44, the open interest changed by -36 which decreased total open position to 1484
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 35.1, which was -10.95 lower than the previous day. The implied volatity was 21.07, the open interest changed by 296 which increased total open position to 1524
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 46.05, which was 12.10 higher than the previous day. The implied volatity was 19.91, the open interest changed by 239 which increased total open position to 1238
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 33.95, which was 0.95 higher than the previous day. The implied volatity was 20.41, the open interest changed by 60 which increased total open position to 1004
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 33, which was -18.50 lower than the previous day. The implied volatity was 20.84, the open interest changed by -66 which decreased total open position to 946
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 51.5, which was -5.20 lower than the previous day. The implied volatity was 20.11, the open interest changed by 117 which increased total open position to 1020
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 56.7, which was 6.45 higher than the previous day. The implied volatity was 21.04, the open interest changed by 386 which increased total open position to 901
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 50.25, which was 7.10 higher than the previous day. The implied volatity was 22.03, the open interest changed by 220 which increased total open position to 527
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 43.15, which was -9.90 lower than the previous day. The implied volatity was 22.61, the open interest changed by 186 which increased total open position to 307
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 53.05, which was 3.70 higher than the previous day. The implied volatity was 21.75, the open interest changed by 23 which increased total open position to 121
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 49.35, which was -6.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by 24 which increased total open position to 97
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 55.75, which was -8.25 lower than the previous day. The implied volatity was 22.62, the open interest changed by 60 which increased total open position to 74
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 64, which was 9.00 higher than the previous day. The implied volatity was 21.11, the open interest changed by 5 which increased total open position to 19
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 55, which was -35.75 lower than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 14
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 90.75, which was 0.00 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2 which increased total open position to 14
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 90.75, which was -0.15 lower than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 14
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 90.9, which was 3.35 higher than the previous day. The implied volatity was 21.85, the open interest changed by 2 which increased total open position to 10
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 87.55, which was -24.20 lower than the previous day. The implied volatity was 22.22, the open interest changed by 2 which increased total open position to 8
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 111.75, which was -98.25 lower than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 5
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 8
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 210, which was lower than the previous day. The implied volatity was 23.95, the open interest changed by 8 which increased total open position to 8
| MARUTI 26DEC2024 11900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 764.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 10955.35 | 764.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 11002.45 | 764.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 11108.55 | 764.05 | 142.45 | - | 6 | 0 | 74 |
| 16 Dec | 11277.00 | 621.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 11272.55 | 621.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 11167.40 | 621.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 11277.75 | 621.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 11198.20 | 621.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11279.80 | 621.6 | 39.85 | 21.40 | 1 | 0 | 74 |
| 6 Dec | 11317.95 | 581.75 | -56.75 | 20.47 | 51 | 46 | 72 |
| 5 Dec | 11182.25 | 638.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 11129.85 | 638.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 3 Dec | 11279.25 | 638.5 | 0.55 | 23.07 | 4 | 2 | 25 |
| 2 Dec | 11239.30 | 637.95 | -308.30 | 19.56 | 12 | 0 | 22 |
| 29 Nov | 11074.20 | 946.25 | 0.00 | 0.00 | 0 | 5 | 0 |
| 28 Nov | 10949.85 | 946.25 | 108.70 | 32.05 | 5 | 4 | 21 |
| 27 Nov | 11058.35 | 837.55 | -66.00 | 27.59 | 19 | 15 | 15 |
| 26 Nov | 10943.95 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11025.15 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11063.60 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 10861.45 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10959.30 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 11303.00 | 903.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 903.55 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 11900 expiring on 26DEC2024
Delta for 11900 PE is 0.00
Historical price for 11900 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 764.05, 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 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 764.05, 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 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 764.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 764.05, which was 142.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 621.6, 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 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 621.6, 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 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 621.6, 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 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 621.6, 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 621.6, 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 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 621.6, which was 39.85 higher than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 74
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 581.75, which was -56.75 lower than the previous day. The implied volatity was 20.47, the open interest changed by 46 which increased total open position to 72
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 638.5, 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 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 638.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 638.5, which was 0.55 higher than the previous day. The implied volatity was 23.07, the open interest changed by 2 which increased total open position to 25
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 637.95, which was -308.30 lower than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 22
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 946.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 946.25, which was 108.70 higher than the previous day. The implied volatity was 32.05, the open interest changed by 4 which increased total open position to 21
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 837.55, which was -66.00 lower than the previous day. The implied volatity was 27.59, the open interest changed by 15 which increased total open position to 15
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 903.55, 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 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 903.55, 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 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 903.55, 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 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, 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 903.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
