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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 12000 CE
Delta: 0.03
Vega: 0.94
Theta: -2.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 5.5 -2.10 36.21 6,195 -317 11,145
20 Nov 10959.30 7.6 0.00 30.96 7,361 263 11,461
19 Nov 10959.30 7.6 -4.35 30.96 7,361 262 11,461
18 Nov 11093.95 11.95 -0.80 27.65 7,649 -78 11,226
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
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 0.03

Historical price for 12000 CE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 5.5, which was -2.10 lower than the previous day. The implied volatity was 36.21, the open interest changed by -317 which decreased total open position to 11145


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 30.96, the open interest changed by 263 which increased total open position to 11461


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 7.6, which was -4.35 lower than the previous day. The implied volatity was 30.96, the open interest changed by 262 which increased total open position to 11461


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 11.95, which was -0.80 lower than the previous day. The implied volatity was 27.65, the open interest changed by -78 which decreased total open position to 11226


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: -0.97
Vega: 1.10
Theta: 0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 10861.45 1124.65 78.65 37.83 52 -46 1,008
20 Nov 10959.30 1046 0.00 43.03 118 -86 1,057
19 Nov 10959.30 1046 157.00 43.03 118 -83 1,057
18 Nov 11093.95 889 -111.70 36.76 56 -22 1,141
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 -0.97

Historical price for 12000 PE is as follows

On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 1124.65, which was 78.65 higher than the previous day. The implied volatity was 37.83, the open interest changed by -46 which decreased total open position to 1008


On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 1046, which was 0.00 lower than the previous day. The implied volatity was 43.03, the open interest changed by -86 which decreased total open position to 1057


On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 1046, which was 157.00 higher than the previous day. The implied volatity was 43.03, the open interest changed by -83 which decreased total open position to 1057


On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 889, which was -111.70 lower than the previous day. The implied volatity was 36.76, the open interest changed by -22 which decreased total open position to 1141


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