MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 12100 CE | ||||||||||
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Delta: 0.02
Vega: 0.68
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 10901.05 | 4.05 | -0.15 | 39.73 | 906 | -53 | 1,018 | |||
| 19 Dec | 10955.35 | 4.2 | -3.25 | 34.52 | 951 | -127 | 1,070 | |||
| 18 Dec | 11002.45 | 7.45 | -0.40 | 33.79 | 781 | -140 | 1,199 | |||
| 17 Dec | 11108.55 | 7.85 | -3.10 | 30.15 | 1,717 | -49 | 1,328 | |||
| 16 Dec | 11277.00 | 10.95 | 1.55 | 25.71 | 2,200 | -8 | 1,390 | |||
| 13 Dec | 11272.55 | 9.4 | -1.65 | 21.44 | 1,630 | 143 | 1,412 | |||
| 12 Dec | 11167.40 | 11.05 | -4.95 | 24.29 | 1,836 | 233 | 1,273 | |||
| 11 Dec | 11277.75 | 16 | -0.75 | 21.76 | 1,247 | -10 | 1,047 | |||
| 10 Dec | 11198.20 | 16.75 | -3.45 | 22.84 | 2,144 | 75 | 1,064 | |||
| 9 Dec | 11279.80 | 20.2 | -6.60 | 22.19 | 1,363 | 120 | 989 | |||
| 6 Dec | 11317.95 | 26.8 | 7.05 | 20.85 | 2,493 | 149 | 876 | |||
| 5 Dec | 11182.25 | 19.75 | 0.55 | 21.29 | 1,410 | -40 | 728 | |||
| 4 Dec | 11129.85 | 19.2 | -10.15 | 21.60 | 1,716 | 39 | 775 | |||
| 3 Dec | 11279.25 | 29.35 | -5.05 | 20.61 | 1,150 | 7 | 738 | |||
| 2 Dec | 11239.30 | 34.4 | 4.95 | 21.66 | 2,542 | 378 | 739 | |||
| 29 Nov | 11074.20 | 29.45 | 2.45 | 22.20 | 792 | 169 | 361 | |||
| 28 Nov | 10949.85 | 27 | -9.80 | 23.09 | 503 | 35 | 185 | |||
| 27 Nov | 11058.35 | 36.8 | 4.30 | 22.83 | 373 | 24 | 149 | |||
| 26 Nov | 10943.95 | 32.5 | -8.15 | 24.06 | 78 | 10 | 127 | |||
| 25 Nov | 11025.15 | 40.65 | -0.05 | 23.82 | 101 | 72 | 116 | |||
| 22 Nov | 11063.60 | 40.7 | -0.60 | 21.42 | 35 | 1 | 45 | |||
| 21 Nov | 10861.45 | 41.3 | -9.70 | 25.12 | 16 | -15 | 45 | |||
| 20 Nov | 10959.30 | 51 | 0.00 | 23.73 | 54 | 46 | 60 | |||
| 19 Nov | 10959.30 | 51 | -17.70 | 23.73 | 54 | 46 | 60 | |||
| 18 Nov | 11093.95 | 68.7 | -8.95 | 23.06 | 4 | 0 | 12 | |||
| 14 Nov | 11006.05 | 77.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 77.65 | -12.35 | 22.88 | 1 | 0 | 12 | |||
| 12 Nov | 11143.10 | 90 | -56.15 | 22.71 | 4 | 1 | 12 | |||
| 11 Nov | 11399.70 | 146.15 | 31.15 | 22.04 | 11 | 4 | 5 | |||
| 7 Nov | 11300.15 | 115 | 20.83 | 1 | 0 | 1 | ||||
For Maruti Suzuki India Ltd. - strike price 12100 expiring on 26DEC2024
Delta for 12100 CE is 0.02
Historical price for 12100 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 4.05, which was -0.15 lower than the previous day. The implied volatity was 39.73, the open interest changed by -53 which decreased total open position to 1018
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 4.2, which was -3.25 lower than the previous day. The implied volatity was 34.52, the open interest changed by -127 which decreased total open position to 1070
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 7.45, which was -0.40 lower than the previous day. The implied volatity was 33.79, the open interest changed by -140 which decreased total open position to 1199
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 7.85, which was -3.10 lower than the previous day. The implied volatity was 30.15, the open interest changed by -49 which decreased total open position to 1328
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 10.95, which was 1.55 higher than the previous day. The implied volatity was 25.71, the open interest changed by -8 which decreased total open position to 1390
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 9.4, which was -1.65 lower than the previous day. The implied volatity was 21.44, the open interest changed by 143 which increased total open position to 1412
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 11.05, which was -4.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by 233 which increased total open position to 1273
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 16, which was -0.75 lower than the previous day. The implied volatity was 21.76, the open interest changed by -10 which decreased total open position to 1047
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 16.75, which was -3.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by 75 which increased total open position to 1064
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 20.2, which was -6.60 lower than the previous day. The implied volatity was 22.19, the open interest changed by 120 which increased total open position to 989
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 26.8, which was 7.05 higher than the previous day. The implied volatity was 20.85, the open interest changed by 149 which increased total open position to 876
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 19.75, which was 0.55 higher than the previous day. The implied volatity was 21.29, the open interest changed by -40 which decreased total open position to 728
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 19.2, which was -10.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 39 which increased total open position to 775
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 29.35, which was -5.05 lower than the previous day. The implied volatity was 20.61, the open interest changed by 7 which increased total open position to 738
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 34.4, which was 4.95 higher than the previous day. The implied volatity was 21.66, the open interest changed by 378 which increased total open position to 739
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 29.45, which was 2.45 higher than the previous day. The implied volatity was 22.20, the open interest changed by 169 which increased total open position to 361
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 27, which was -9.80 lower than the previous day. The implied volatity was 23.09, the open interest changed by 35 which increased total open position to 185
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 36.8, which was 4.30 higher than the previous day. The implied volatity was 22.83, the open interest changed by 24 which increased total open position to 149
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 32.5, which was -8.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 10 which increased total open position to 127
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 40.65, which was -0.05 lower than the previous day. The implied volatity was 23.82, the open interest changed by 72 which increased total open position to 116
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 40.7, which was -0.60 lower than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 45
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 41.3, which was -9.70 lower than the previous day. The implied volatity was 25.12, the open interest changed by -15 which decreased total open position to 45
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 46 which increased total open position to 60
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 51, which was -17.70 lower than the previous day. The implied volatity was 23.73, the open interest changed by 46 which increased total open position to 60
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 68.7, which was -8.95 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 12
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 77.65, 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 Nov MARUTI was trading at 11049.60. The strike last trading price was 77.65, which was -12.35 lower than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 12
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 90, which was -56.15 lower than the previous day. The implied volatity was 22.71, the open interest changed by 1 which increased total open position to 12
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 146.15, which was 31.15 higher than the previous day. The implied volatity was 22.04, the open interest changed by 4 which increased total open position to 5
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 115, which was lower than the previous day. The implied volatity was 20.83, the open interest changed by 0 which decreased total open position to 1
| MARUTI 26DEC2024 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 10955.35 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 11002.45 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 11108.55 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 11277.00 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 11272.55 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 11167.40 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 11277.75 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 11198.20 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 11279.80 | 800 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 11317.95 | 800 | -350.00 | 27.99 | 2 | 0 | 4 |
| 5 Dec | 11182.25 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 11129.85 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 11279.25 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 11239.30 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 11074.20 | 1150 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 10949.85 | 1150 | 130.00 | 33.86 | 3 | 1 | 3 |
| 27 Nov | 11058.35 | 1020 | -34.00 | 29.74 | 2 | 0 | 0 |
| 26 Nov | 10943.95 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 11025.15 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 11063.60 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 10861.45 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 10959.30 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 1054 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 11300.15 | 1054 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 12100 expiring on 26DEC2024
Delta for 12100 PE is 0.00
Historical price for 12100 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 800, 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 800, 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 800, 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 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 800, 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 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 800, 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 800, 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 800, 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 800, 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 800, 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 800, 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 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 800, which was -350.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 4
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 1150, 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 1150, 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 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 1150, 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 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 1150, 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 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 1150, which was 130.00 higher than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 3
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 1020, which was -34.00 lower than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, 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 1054, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
