MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
14 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 12000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 2.37
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 11006.05 | 12.75 | -5.75 | 26.25 | 8,664 | 893 | 11,344 | |||
| 13 Nov | 11049.60 | 18.5 | -8.85 | 25.06 | 11,599 | 124 | 10,461 | |||
| 12 Nov | 11143.10 | 27.35 | -22.15 | 25.85 | 12,758 | 1,691 | 10,475 | |||
| 11 Nov | 11399.70 | 49.5 | 6.45 | 22.56 | 19,412 | -376 | 8,821 | |||
| 8 Nov | 11303.00 | 43.05 | -4.95 | 21.75 | 10,238 | 149 | 9,343 | |||
| 7 Nov | 11300.15 | 48 | -14.95 | 22.69 | 10,409 | 1,188 | 9,160 | |||
| 6 Nov | 11354.25 | 62.95 | 2.00 | 22.25 | 15,077 | -10 | 7,963 | |||
| 5 Nov | 11170.10 | 60.95 | 5.20 | 25.42 | 17,229 | -321 | 7,978 | |||
| 4 Nov | 11052.45 | 55.75 | -19.25 | 26.81 | 14,194 | 1,205 | 8,292 | |||
| 1 Nov | 11110.00 | 75 | -4.80 | 26.90 | 2,288 | 415 | 7,096 | |||
| 31 Oct | 11076.45 | 79.8 | -32.60 | - | 12,656 | 1,514 | 6,672 | |||
| 30 Oct | 11256.45 | 112.4 | 28.40 | - | 25,627 | -721 | 5,144 | |||
| 29 Oct | 11046.00 | 84 | -111.00 | - | 27,678 | 3,848 | 5,865 | |||
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| 28 Oct | 11483.25 | 195 | -16.25 | - | 3,668 | 656 | 2,015 | |||
| 25 Oct | 11502.85 | 211.25 | -94.80 | - | 2,312 | 359 | 1,359 | |||
| 24 Oct | 11763.70 | 306.05 | -95.95 | - | 2,079 | 451 | 1,000 | |||
| 23 Oct | 11956.20 | 402 | -11.10 | - | 1,209 | 137 | 549 | |||
| 22 Oct | 11923.30 | 413.1 | -111.90 | - | 688 | 235 | 412 | |||
| 21 Oct | 12175.90 | 525 | 20.00 | - | 384 | 51 | 175 | |||
| 18 Oct | 12105.10 | 505 | 2.00 | - | 187 | 65 | 123 | |||
| 17 Oct | 12143.75 | 503 | -116.70 | - | 90 | 50 | 59 | |||
| 16 Oct | 12383.90 | 619.7 | -50.30 | - | 8 | 4 | 6 | |||
| 15 Oct | 12446.75 | 670 | -190.80 | - | 2 | 0 | 1 | |||
| 14 Oct | 12537.85 | 860.8 | 0.00 | - | 0 | 0 | 1 | |||
| 11 Oct | 12776.65 | 860.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 860.8 | 0.00 | - | 0 | 0 | 1 | |||
| 9 Oct | 12760.70 | 860.8 | 0.00 | - | 0 | 1 | 0 | |||
| 8 Oct | 12531.95 | 860.8 | -164.45 | - | 2 | 1 | 1 | |||
| 7 Oct | 12527.50 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 12605.75 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 12614.50 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 12204.10 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 12245.75 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 12289.00 | 1025.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 12400.85 | 1025.25 | 1025.25 | - | 0 | 0 | 0 | |||
| 6 Sept | 12186.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 12298.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 12336.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 12397.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 12427.40 | 0 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 12000 expiring on 28NOV2024
Delta for 12000 CE is 0.05
Historical price for 12000 CE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 12.75, which was -5.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by 893 which increased total open position to 11344
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 18.5, which was -8.85 lower than the previous day. The implied volatity was 25.06, the open interest changed by 124 which increased total open position to 10461
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 27.35, which was -22.15 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1691 which increased total open position to 10475
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 49.5, which was 6.45 higher than the previous day. The implied volatity was 22.56, the open interest changed by -376 which decreased total open position to 8821
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 43.05, which was -4.95 lower than the previous day. The implied volatity was 21.75, the open interest changed by 149 which increased total open position to 9343
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 48, which was -14.95 lower than the previous day. The implied volatity was 22.69, the open interest changed by 1188 which increased total open position to 9160
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 62.95, which was 2.00 higher than the previous day. The implied volatity was 22.25, the open interest changed by -10 which decreased total open position to 7963
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 60.95, which was 5.20 higher than the previous day. The implied volatity was 25.42, the open interest changed by -321 which decreased total open position to 7978
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 55.75, which was -19.25 lower than the previous day. The implied volatity was 26.81, the open interest changed by 1205 which increased total open position to 8292
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 75, which was -4.80 lower than the previous day. The implied volatity was 26.90, the open interest changed by 415 which increased total open position to 7096
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 79.8, which was -32.60 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 112.4, which was 28.40 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 84, which was -111.00 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 195, which was -16.25 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 211.25, which was -94.80 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 306.05, which was -95.95 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 402, which was -11.10 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 413.1, which was -111.90 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 525, which was 20.00 higher 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 505, which was 2.00 higher 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 503, which was -116.70 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 619.7, which was -50.30 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 670, which was -190.80 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 860.8, 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 860.8, 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 860.8, 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 860.8, 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 860.8, which was -164.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct MARUTI was trading at 12527.50. The strike last trading price was 1025.25, 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 4 Oct MARUTI was trading at 12605.75. The strike last trading price was 1025.25, 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 20 Sept MARUTI was trading at 12614.50. The strike last trading price was 1025.25, 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 18 Sept MARUTI was trading at 12204.10. The strike last trading price was 1025.25, 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 17 Sept MARUTI was trading at 12245.75. The strike last trading price was 1025.25, 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 16 Sept MARUTI was trading at 12289.00. The strike last trading price was 1025.25, 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 12 Sept MARUTI was trading at 12400.85. The strike last trading price was 1025.25, which was 1025.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept MARUTI was trading at 12186.15. The strike last trading price was 0, 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 5 Sept MARUTI was trading at 12298.60. The strike last trading price was 0, 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 4 Sept MARUTI was trading at 12336.25. The strike last trading price was 0, 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 3 Sept MARUTI was trading at 12397.10. The strike last trading price was 0, 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 2 Sept MARUTI was trading at 12427.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 4.13
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 11006.05 | 1000.7 | 14.35 | 34.41 | 41 | -15 | 1,165 |
| 13 Nov | 11049.60 | 986.35 | 130.35 | 45.88 | 50 | -17 | 1,182 |
| 12 Nov | 11143.10 | 856 | 229.60 | 27.30 | 89 | 20 | 1,200 |
| 11 Nov | 11399.70 | 626.4 | -106.60 | 25.97 | 309 | -4 | 1,180 |
| 8 Nov | 11303.00 | 733 | -19.60 | 29.78 | 71 | -7 | 1,185 |
| 7 Nov | 11300.15 | 752.6 | 75.65 | 28.72 | 152 | 39 | 1,192 |
| 6 Nov | 11354.25 | 676.95 | -165.50 | 26.83 | 151 | -29 | 1,153 |
| 5 Nov | 11170.10 | 842.45 | -96.00 | 30.89 | 202 | -1 | 1,181 |
| 4 Nov | 11052.45 | 938.45 | 42.90 | 30.48 | 250 | -57 | 1,182 |
| 1 Nov | 11110.00 | 895.55 | -4.45 | 28.45 | 13 | 4 | 1,241 |
| 31 Oct | 11076.45 | 900 | 150.00 | - | 279 | 139 | 1,235 |
| 30 Oct | 11256.45 | 750 | -278.00 | - | 531 | 131 | 1,095 |
| 29 Oct | 11046.00 | 1028 | 363.00 | - | 904 | 17 | 965 |
| 28 Oct | 11483.25 | 665 | 80.15 | - | 184 | 49 | 947 |
| 25 Oct | 11502.85 | 584.85 | 128.40 | - | 372 | 113 | 898 |
| 24 Oct | 11763.70 | 456.45 | 70.85 | - | 685 | 139 | 785 |
| 23 Oct | 11956.20 | 385.6 | -6.25 | - | 620 | 22 | 646 |
| 22 Oct | 11923.30 | 391.85 | 114.70 | - | 557 | 64 | 624 |
| 21 Oct | 12175.90 | 277.15 | -4.35 | - | 250 | 89 | 561 |
| 18 Oct | 12105.10 | 281.5 | -23.90 | - | 198 | 4 | 470 |
| 17 Oct | 12143.75 | 305.4 | 120.40 | - | 746 | 62 | 465 |
| 16 Oct | 12383.90 | 185 | 15.50 | - | 221 | 39 | 403 |
| 15 Oct | 12446.75 | 169.5 | 20.40 | - | 188 | 32 | 375 |
| 14 Oct | 12537.85 | 149.1 | 39.10 | - | 165 | 109 | 343 |
| 11 Oct | 12776.65 | 110 | 10.00 | - | 60 | 14 | 231 |
| 10 Oct | 12944.10 | 100 | -27.00 | - | 9 | 6 | 216 |
| 9 Oct | 12760.70 | 127 | -53.00 | - | 124 | 94 | 205 |
| 8 Oct | 12531.95 | 180 | 0.60 | - | 80 | 39 | 101 |
| 7 Oct | 12527.50 | 179.4 | 2.90 | - | 73 | 56 | 58 |
| 4 Oct | 12605.75 | 176.5 | -179.10 | - | 3 | 2 | 2 |
| 20 Sept | 12614.50 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 12204.10 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 12245.75 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 12289.00 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 12400.85 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 12186.15 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 12298.60 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 12336.25 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 12397.10 | 355.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 12427.40 | 355.6 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 12000 expiring on 28NOV2024
Delta for 12000 PE is -0.89
Historical price for 12000 PE is as follows
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 1000.7, which was 14.35 higher than the previous day. The implied volatity was 34.41, the open interest changed by -15 which decreased total open position to 1165
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 986.35, which was 130.35 higher than the previous day. The implied volatity was 45.88, the open interest changed by -17 which decreased total open position to 1182
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 856, which was 229.60 higher than the previous day. The implied volatity was 27.30, the open interest changed by 20 which increased total open position to 1200
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 626.4, which was -106.60 lower than the previous day. The implied volatity was 25.97, the open interest changed by -4 which decreased total open position to 1180
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 733, which was -19.60 lower than the previous day. The implied volatity was 29.78, the open interest changed by -7 which decreased total open position to 1185
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 752.6, which was 75.65 higher than the previous day. The implied volatity was 28.72, the open interest changed by 39 which increased total open position to 1192
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 676.95, which was -165.50 lower than the previous day. The implied volatity was 26.83, the open interest changed by -29 which decreased total open position to 1153
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 842.45, which was -96.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 1181
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 938.45, which was 42.90 higher than the previous day. The implied volatity was 30.48, the open interest changed by -57 which decreased total open position to 1182
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 895.55, which was -4.45 lower than the previous day. The implied volatity was 28.45, the open interest changed by 4 which increased total open position to 1241
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 900, which was 150.00 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 750, which was -278.00 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 1028, which was 363.00 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 665, which was 80.15 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 584.85, which was 128.40 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 456.45, which was 70.85 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 385.6, which was -6.25 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 391.85, which was 114.70 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 277.15, which was -4.35 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 281.5, which was -23.90 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 305.4, which was 120.40 higher 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 185, which was 15.50 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 169.5, which was 20.40 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 149.1, which was 39.10 higher 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 110, which was 10.00 higher 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 100, which was -27.00 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 127, which was -53.00 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 180, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct MARUTI was trading at 12527.50. The strike last trading price was 179.4, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MARUTI was trading at 12605.75. The strike last trading price was 176.5, which was -179.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept MARUTI was trading at 12614.50. The strike last trading price was 355.6, 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 Sept MARUTI was trading at 12204.10. The strike last trading price was 355.6, 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 Sept MARUTI was trading at 12245.75. The strike last trading price was 355.6, 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 Sept MARUTI was trading at 12289.00. The strike last trading price was 355.6, 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 12 Sept MARUTI was trading at 12400.85. The strike last trading price was 355.6, 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 6 Sept MARUTI was trading at 12186.15. The strike last trading price was 355.6, 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 5 Sept MARUTI was trading at 12298.60. The strike last trading price was 355.6, 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 4 Sept MARUTI was trading at 12336.25. The strike last trading price was 355.6, 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 3 Sept MARUTI was trading at 12397.10. The strike last trading price was 355.6, 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 2 Sept MARUTI was trading at 12427.40. The strike last trading price was 355.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
