MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 12300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.52
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 3.1 | -0.60 | 43.21 | 628 | -80 | 563 | |||
| 19 Dec | 10955.35 | 3.7 | -1.45 | 38.62 | 590 | -136 | 642 | |||
| 18 Dec | 11002.45 | 5.15 | -0.10 | 36.40 | 556 | -74 | 780 | |||
| 17 Dec | 11108.55 | 5.25 | -1.20 | 32.56 | 423 | -86 | 855 | |||
| 16 Dec | 11277.00 | 6.45 | 0.35 | 27.62 | 636 | -12 | 937 | |||
| 13 Dec | 11272.55 | 6.1 | -1.10 | 23.61 | 494 | -53 | 948 | |||
| 12 Dec | 11167.40 | 7.2 | -2.05 | 26.11 | 382 | -23 | 1,003 | |||
| 11 Dec | 11277.75 | 9.25 | -0.90 | 23.14 | 591 | -6 | 1,026 | |||
| 10 Dec | 11198.20 | 10.15 | -1.80 | 24.20 | 933 | -21 | 1,032 | |||
| 9 Dec | 11279.80 | 11.95 | -3.45 | 23.37 | 1,039 | -45 | 1,057 | |||
| 6 Dec | 11317.95 | 15.4 | 3.75 | 21.71 | 2,280 | 251 | 1,104 | |||
| 5 Dec | 11182.25 | 11.65 | 0.00 | 22.21 | 1,118 | 67 | 858 | |||
| 4 Dec | 11129.85 | 11.65 | -6.00 | 22.54 | 1,182 | -10 | 797 | |||
| 3 Dec | 11279.25 | 17.65 | -3.85 | 21.46 | 747 | 31 | 806 | |||
| 2 Dec | 11239.30 | 21.5 | 2.45 | 22.50 | 2,657 | 121 | 781 | |||
| 29 Nov | 11074.20 | 19.05 | 0.55 | 23.01 | 1,126 | 273 | 689 | |||
| 28 Nov | 10949.85 | 18.5 | -6.20 | 24.08 | 489 | 134 | 418 | |||
| 27 Nov | 11058.35 | 24.7 | 1.25 | 23.63 | 450 | 0 | 284 | |||
| 26 Nov | 10943.95 | 23.45 | -3.45 | 25.14 | 307 | 16 | 286 | |||
| 25 Nov | 11025.15 | 26.9 | -5.75 | 24.34 | 222 | 142 | 266 | |||
| 22 Nov | 11063.60 | 32.65 | 7.60 | 23.11 | 42 | 14 | 138 | |||
| 21 Nov | 10861.45 | 25.05 | -12.35 | 24.58 | 161 | 65 | 124 | |||
| 20 Nov | 10959.30 | 37.4 | 0.00 | 24.61 | 92 | 44 | 59 | |||
| 19 Nov | 10959.30 | 37.4 | -8.60 | 24.61 | 92 | 44 | 59 | |||
| 18 Nov | 11093.95 | 46 | 14.65 | 23.20 | 15 | 11 | 13 | |||
| 14 Nov | 11006.05 | 31.35 | -25.05 | 21.62 | 1 | 0 | 1 | |||
| 13 Nov | 11049.60 | 56.4 | -69.95 | 23.38 | 1 | 0 | 0 | |||
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| 12 Nov | 11143.10 | 126.35 | 0.00 | 5.68 | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 126.35 | 4.43 | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 12300 expiring on 26DEC2024
Delta for 12300 CE is 0.01
Historical price for 12300 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 43.21, the open interest changed by -80 which decreased total open position to 563
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 3.7, which was -1.45 lower than the previous day. The implied volatity was 38.62, the open interest changed by -136 which decreased total open position to 642
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 5.15, which was -0.10 lower than the previous day. The implied volatity was 36.40, the open interest changed by -74 which decreased total open position to 780
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 5.25, which was -1.20 lower than the previous day. The implied volatity was 32.56, the open interest changed by -86 which decreased total open position to 855
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 6.45, which was 0.35 higher than the previous day. The implied volatity was 27.62, the open interest changed by -12 which decreased total open position to 937
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 6.1, which was -1.10 lower than the previous day. The implied volatity was 23.61, the open interest changed by -53 which decreased total open position to 948
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 7.2, which was -2.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by -23 which decreased total open position to 1003
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 9.25, which was -0.90 lower than the previous day. The implied volatity was 23.14, the open interest changed by -6 which decreased total open position to 1026
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 10.15, which was -1.80 lower than the previous day. The implied volatity was 24.20, the open interest changed by -21 which decreased total open position to 1032
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 11.95, which was -3.45 lower than the previous day. The implied volatity was 23.37, the open interest changed by -45 which decreased total open position to 1057
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 15.4, which was 3.75 higher than the previous day. The implied volatity was 21.71, the open interest changed by 251 which increased total open position to 1104
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 22.21, the open interest changed by 67 which increased total open position to 858
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 11.65, which was -6.00 lower than the previous day. The implied volatity was 22.54, the open interest changed by -10 which decreased total open position to 797
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 17.65, which was -3.85 lower than the previous day. The implied volatity was 21.46, the open interest changed by 31 which increased total open position to 806
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 21.5, which was 2.45 higher than the previous day. The implied volatity was 22.50, the open interest changed by 121 which increased total open position to 781
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 19.05, which was 0.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 273 which increased total open position to 689
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 18.5, which was -6.20 lower than the previous day. The implied volatity was 24.08, the open interest changed by 134 which increased total open position to 418
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 24.7, which was 1.25 higher than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 284
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 23.45, which was -3.45 lower than the previous day. The implied volatity was 25.14, the open interest changed by 16 which increased total open position to 286
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 26.9, which was -5.75 lower than the previous day. The implied volatity was 24.34, the open interest changed by 142 which increased total open position to 266
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 32.65, which was 7.60 higher than the previous day. The implied volatity was 23.11, the open interest changed by 14 which increased total open position to 138
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 25.05, which was -12.35 lower than the previous day. The implied volatity was 24.58, the open interest changed by 65 which increased total open position to 124
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 37.4, which was 0.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 44 which increased total open position to 59
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 37.4, which was -8.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by 44 which increased total open position to 59
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 46, which was 14.65 higher than the previous day. The implied volatity was 23.20, the open interest changed by 11 which increased total open position to 13
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 31.35, which was -25.05 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 1
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 56.4, which was -69.95 lower than the previous day. The implied volatity was 23.38, 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 126.35, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 126.35, which was lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
| MARUTI 26DEC2024 12300 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 | 1337.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 10955.35 | 1337.75 | 300.00 | 49.72 | 1 | 0 | 3 |
| 18 Dec | 11002.45 | 1037.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 11108.55 | 1037.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 11277.00 | 1037.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 11272.55 | 1037.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 11167.40 | 1037.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 11277.75 | 1037.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 11198.20 | 1037.75 | -112.25 | 24.73 | 1 | 0 | 4 |
| 9 Dec | 11279.80 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 11317.95 | 1150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 |
| 28 Nov | 10949.85 | 1150 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 11058.35 | 1150 | 85.00 | 21.84 | 1 | 0 | 3 |
| 26 Nov | 10943.95 | 1065 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 11025.15 | 1065 | -85.00 | - | 1 | 1 | 2 |
| 22 Nov | 11063.60 | 1150 | 50.00 | 23.36 | 3 | 0 | 1 |
| 21 Nov | 10861.45 | 1100 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 10959.30 | 1100 | 0.00 | - | 1 | 1 | 0 |
| 19 Nov | 10959.30 | 1100 | -113.30 | - | 1 | 0 | 0 |
| 18 Nov | 11093.95 | 1213.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 1213.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 1213.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 1213.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 1213.3 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 12300 expiring on 26DEC2024
Delta for 12300 PE is 0.00
Historical price for 12300 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 1337.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 1337.75, which was 300.00 higher than the previous day. The implied volatity was 49.72, the open interest changed by 0 which decreased total open position to 3
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 1037.75, 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 1037.75, 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 1037.75, 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 1037.75, 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 1037.75, 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 1037.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 1037.75, which was -112.25 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 4
On 9 Dec MARUTI was trading at 11279.80. 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 6 Dec MARUTI was trading at 11317.95. 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 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 0 which decreased total open position to 0
On 28 Nov MARUTI was trading at 10949.85. 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 1 which increased total open position to 0
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 1150, which was 85.00 higher than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 3
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 1065, 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 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 1065, which was -85.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 1150, which was 50.00 higher than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 1
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 1100, 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 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 increased total open position to 0
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 1100, which was -113.30 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 1213.3, 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 1213.3, 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 1213.3, 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 1213.3, 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 1213.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
