MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 12100 CE | ||||||||||
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Delta: 0.02
Vega: 0.83
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10861.45 | 4.95 | -1.65 | 38.11 | 1,580 | -5 | 1,699 | |||
| 20 Nov | 10959.30 | 6.6 | 0.00 | 32.72 | 1,710 | 131 | 1,718 | |||
| 19 Nov | 10959.30 | 6.6 | -3.25 | 32.72 | 1,710 | 145 | 1,718 | |||
| 18 Nov | 11093.95 | 9.85 | -1.70 | 28.94 | 1,917 | -212 | 1,560 | |||
| 14 Nov | 11006.05 | 11.55 | -3.65 | 27.74 | 1,338 | 157 | 1,776 | |||
| 13 Nov | 11049.60 | 15.2 | -7.55 | 26.01 | 2,679 | -52 | 1,626 | |||
| 12 Nov | 11143.10 | 22.75 | -17.40 | 26.78 | 3,004 | 332 | 1,787 | |||
| 11 Nov | 11399.70 | 40.15 | 5.20 | 23.40 | 2,928 | -89 | 1,472 | |||
| 8 Nov | 11303.00 | 34.95 | -4.60 | 22.48 | 2,212 | 53 | 1,567 | |||
| 7 Nov | 11300.15 | 39.55 | -12.30 | 23.41 | 1,751 | 202 | 1,512 | |||
| 6 Nov | 11354.25 | 51.85 | -0.30 | 22.92 | 2,851 | 159 | 1,312 | |||
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| 5 Nov | 11170.10 | 52.15 | 3.00 | 26.17 | 1,923 | 54 | 1,153 | |||
| 4 Nov | 11052.45 | 49.15 | -16.10 | 27.71 | 1,796 | 304 | 1,095 | |||
| 1 Nov | 11110.00 | 65.25 | -0.80 | 27.57 | 162 | 48 | 790 | |||
| 31 Oct | 11076.45 | 66.05 | -29.05 | - | 1,420 | 221 | 743 | |||
| 30 Oct | 11256.45 | 95.1 | 26.35 | - | 1,676 | 112 | 520 | |||
| 29 Oct | 11046.00 | 68.75 | -97.95 | - | 1,197 | 197 | 407 | |||
| 28 Oct | 11483.25 | 166.7 | -17.60 | - | 156 | 30 | 208 | |||
| 25 Oct | 11502.85 | 184.3 | -85.30 | - | 135 | 31 | 178 | |||
| 24 Oct | 11763.70 | 269.6 | -81.20 | - | 175 | 73 | 145 | |||
| 23 Oct | 11956.20 | 350.8 | -9.20 | - | 127 | 29 | 71 | |||
| 22 Oct | 11923.30 | 360 | -90.00 | - | 96 | 40 | 51 | |||
| 21 Oct | 12175.90 | 450 | -1082.55 | - | 21 | 12 | 12 | |||
| 18 Oct | 12105.10 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 12143.75 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 12383.90 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 12446.75 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 12537.85 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 12776.65 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 12944.10 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 12760.70 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 12531.95 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 12527.50 | 1532.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 12605.75 | 1532.55 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 12100 expiring on 28NOV2024
Delta for 12100 CE is 0.02
Historical price for 12100 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 4.95, which was -1.65 lower than the previous day. The implied volatity was 38.11, the open interest changed by -5 which decreased total open position to 1699
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 32.72, the open interest changed by 131 which increased total open position to 1718
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 6.6, which was -3.25 lower than the previous day. The implied volatity was 32.72, the open interest changed by 145 which increased total open position to 1718
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 9.85, which was -1.70 lower than the previous day. The implied volatity was 28.94, the open interest changed by -212 which decreased total open position to 1560
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 11.55, which was -3.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by 157 which increased total open position to 1776
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 15.2, which was -7.55 lower than the previous day. The implied volatity was 26.01, the open interest changed by -52 which decreased total open position to 1626
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 22.75, which was -17.40 lower than the previous day. The implied volatity was 26.78, the open interest changed by 332 which increased total open position to 1787
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 40.15, which was 5.20 higher than the previous day. The implied volatity was 23.40, the open interest changed by -89 which decreased total open position to 1472
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 34.95, which was -4.60 lower than the previous day. The implied volatity was 22.48, the open interest changed by 53 which increased total open position to 1567
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 39.55, which was -12.30 lower than the previous day. The implied volatity was 23.41, the open interest changed by 202 which increased total open position to 1512
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 51.85, which was -0.30 lower than the previous day. The implied volatity was 22.92, the open interest changed by 159 which increased total open position to 1312
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 52.15, which was 3.00 higher than the previous day. The implied volatity was 26.17, the open interest changed by 54 which increased total open position to 1153
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 49.15, which was -16.10 lower than the previous day. The implied volatity was 27.71, the open interest changed by 304 which increased total open position to 1095
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 65.25, which was -0.80 lower than the previous day. The implied volatity was 27.57, the open interest changed by 48 which increased total open position to 790
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 66.05, which was -29.05 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 95.1, which was 26.35 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 68.75, which was -97.95 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 166.7, which was -17.60 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 184.3, which was -85.30 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 269.6, which was -81.20 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 350.8, which was -9.20 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 360, which was -90.00 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 450, which was -1082.55 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 1532.55, 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 7 Oct MARUTI was trading at 12527.50. The strike last trading price was 1532.55, 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 1532.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 1170 | 70.00 | - | 1 | 0 | 119 |
| 20 Nov | 10959.30 | 1100 | 0.00 | - | 1 | -1 | 120 |
| 19 Nov | 10959.30 | 1100 | 101.55 | - | 1 | 0 | 120 |
| 18 Nov | 11093.95 | 998.45 | 208.45 | 42.29 | 1 | 0 | 121 |
| 14 Nov | 11006.05 | 790 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 790 | 0.00 | 0.00 | 0 | -7 | 0 |
| 12 Nov | 11143.10 | 790 | 72.45 | - | 13 | -2 | 127 |
| 11 Nov | 11399.70 | 717.55 | -98.30 | 27.35 | 36 | 7 | 128 |
| 8 Nov | 11303.00 | 815.85 | -9.15 | 30.11 | 26 | 4 | 121 |
| 7 Nov | 11300.15 | 825 | 80.10 | 27.39 | 35 | 5 | 114 |
| 6 Nov | 11354.25 | 744.9 | -188.25 | 25.28 | 31 | -3 | 107 |
| 5 Nov | 11170.10 | 933.15 | -106.85 | 32.09 | 6 | 5 | 110 |
| 4 Nov | 11052.45 | 1040 | 57.55 | 32.89 | 32 | 29 | 106 |
| 1 Nov | 11110.00 | 982.45 | -8.20 | 28.89 | 9 | -1 | 77 |
| 31 Oct | 11076.45 | 990.65 | 319.95 | - | 5 | 1 | 79 |
| 30 Oct | 11256.45 | 670.7 | -416.15 | - | 87 | 11 | 77 |
| 29 Oct | 11046.00 | 1086.85 | 355.30 | - | 13 | -6 | 65 |
| 28 Oct | 11483.25 | 731.55 | 21.55 | - | 53 | 11 | 69 |
| 25 Oct | 11502.85 | 710 | 197.00 | - | 23 | 2 | 58 |
| 24 Oct | 11763.70 | 513 | 78.05 | - | 60 | 11 | 57 |
| 23 Oct | 11956.20 | 434.95 | 139.95 | - | 29 | 6 | 46 |
| 22 Oct | 11923.30 | 295 | 0.00 | - | 0 | 39 | 0 |
| 21 Oct | 12175.90 | 295 | -35.15 | - | 80 | 39 | 40 |
| 18 Oct | 12105.10 | 330.15 | 232.90 | - | 3 | 0 | 0 |
| 17 Oct | 12143.75 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 12383.90 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 12446.75 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 12537.85 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 12776.65 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 12944.10 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 12760.70 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 12531.95 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 12527.50 | 97.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 12605.75 | 97.25 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 12100 expiring on 28NOV2024
Delta for 12100 PE is -
Historical price for 12100 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 1170, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 1100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 120
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 1100, which was 101.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 998.45, which was 208.45 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 121
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 790, 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 790, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 790, which was 72.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 127
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 717.55, which was -98.30 lower than the previous day. The implied volatity was 27.35, the open interest changed by 7 which increased total open position to 128
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 815.85, which was -9.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 4 which increased total open position to 121
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 825, which was 80.10 higher than the previous day. The implied volatity was 27.39, the open interest changed by 5 which increased total open position to 114
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 744.9, which was -188.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by -3 which decreased total open position to 107
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 933.15, which was -106.85 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 110
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 1040, which was 57.55 higher than the previous day. The implied volatity was 32.89, the open interest changed by 29 which increased total open position to 106
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 982.45, which was -8.20 lower than the previous day. The implied volatity was 28.89, the open interest changed by -1 which decreased total open position to 77
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 990.65, which was 319.95 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 670.7, which was -416.15 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 1086.85, which was 355.30 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 731.55, which was 21.55 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 710, which was 197.00 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 513, which was 78.05 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 434.95, which was 139.95 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 295, 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 21 Oct MARUTI was trading at 12175.90. The strike last trading price was 295, which was -35.15 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 330.15, which was 232.90 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 97.25, 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 Oct MARUTI was trading at 12383.90. The strike last trading price was 97.25, 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 15 Oct MARUTI was trading at 12446.75. The strike last trading price was 97.25, 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 14 Oct MARUTI was trading at 12537.85. The strike last trading price was 97.25, 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 97.25, 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 97.25, 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 97.25, 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 97.25, 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 7 Oct MARUTI was trading at 12527.50. The strike last trading price was 97.25, 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 97.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
