MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 12500 CE | ||||||||||
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Delta: 0.01
Vega: 0.39
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 10901.05 | 2.3 | -1.05 | 46.22 | 823 | -72 | 1,609 | |||
| 19 Dec | 10955.35 | 3.35 | -1.20 | 42.63 | 894 | 27 | 1,670 | |||
| 18 Dec | 11002.45 | 4.55 | 0.25 | 40.14 | 886 | -170 | 1,653 | |||
| 17 Dec | 11108.55 | 4.3 | -0.30 | 35.73 | 695 | -28 | 1,829 | |||
| 16 Dec | 11277.00 | 4.6 | 0.20 | 30.17 | 523 | -75 | 1,857 | |||
| 13 Dec | 11272.55 | 4.4 | -0.75 | 25.93 | 812 | -118 | 1,935 | |||
| 12 Dec | 11167.40 | 5.15 | -1.10 | 28.13 | 805 | 18 | 2,054 | |||
| 11 Dec | 11277.75 | 6.25 | -0.60 | 25.01 | 662 | -13 | 2,036 | |||
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| 10 Dec | 11198.20 | 6.85 | -0.85 | 25.89 | 1,535 | 243 | 2,052 | |||
| 9 Dec | 11279.80 | 7.7 | -2.55 | 24.82 | 1,142 | 46 | 1,812 | |||
| 6 Dec | 11317.95 | 10.25 | 2.50 | 23.16 | 2,514 | 91 | 1,747 | |||
| 5 Dec | 11182.25 | 7.75 | -0.35 | 23.55 | 1,299 | 186 | 1,657 | |||
| 4 Dec | 11129.85 | 8.1 | -3.00 | 23.97 | 1,636 | -109 | 1,470 | |||
| 3 Dec | 11279.25 | 11.1 | -2.60 | 22.48 | 1,312 | 66 | 1,583 | |||
| 2 Dec | 11239.30 | 13.7 | 1.20 | 23.39 | 4,398 | 351 | 1,518 | |||
| 29 Nov | 11074.20 | 12.5 | -0.50 | 23.85 | 1,625 | 319 | 1,170 | |||
| 28 Nov | 10949.85 | 13 | -4.90 | 25.58 | 1,105 | 346 | 840 | |||
| 27 Nov | 11058.35 | 17.9 | 2.45 | 24.78 | 915 | 228 | 494 | |||
| 26 Nov | 10943.95 | 15.45 | -3.45 | 25.66 | 255 | 47 | 255 | |||
| 25 Nov | 11025.15 | 18.9 | -2.95 | 25.18 | 391 | 212 | 212 | |||
| 22 Nov | 11063.60 | 21.85 | -73.85 | 23.65 | 117 | 60 | 60 | |||
| 21 Nov | 10861.45 | 95.7 | 0.00 | 9.72 | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 95.7 | 0.00 | 8.53 | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 95.7 | 0.00 | 8.53 | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 95.7 | 0.00 | 7.82 | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 95.7 | 0.00 | 8.03 | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 95.7 | 0.00 | 7.62 | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 95.7 | 0.00 | 7.07 | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 95.7 | 5.54 | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 12500 expiring on 26DEC2024
Delta for 12500 CE is 0.01
Historical price for 12500 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 46.22, the open interest changed by -72 which decreased total open position to 1609
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 3.35, which was -1.20 lower than the previous day. The implied volatity was 42.63, the open interest changed by 27 which increased total open position to 1670
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 4.55, which was 0.25 higher than the previous day. The implied volatity was 40.14, the open interest changed by -170 which decreased total open position to 1653
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 4.3, which was -0.30 lower than the previous day. The implied volatity was 35.73, the open interest changed by -28 which decreased total open position to 1829
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 30.17, the open interest changed by -75 which decreased total open position to 1857
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 25.93, the open interest changed by -118 which decreased total open position to 1935
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 5.15, which was -1.10 lower than the previous day. The implied volatity was 28.13, the open interest changed by 18 which increased total open position to 2054
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 6.25, which was -0.60 lower than the previous day. The implied volatity was 25.01, the open interest changed by -13 which decreased total open position to 2036
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 25.89, the open interest changed by 243 which increased total open position to 2052
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 7.7, which was -2.55 lower than the previous day. The implied volatity was 24.82, the open interest changed by 46 which increased total open position to 1812
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 10.25, which was 2.50 higher than the previous day. The implied volatity was 23.16, the open interest changed by 91 which increased total open position to 1747
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 7.75, which was -0.35 lower than the previous day. The implied volatity was 23.55, the open interest changed by 186 which increased total open position to 1657
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 8.1, which was -3.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by -109 which decreased total open position to 1470
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 11.1, which was -2.60 lower than the previous day. The implied volatity was 22.48, the open interest changed by 66 which increased total open position to 1583
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 13.7, which was 1.20 higher than the previous day. The implied volatity was 23.39, the open interest changed by 351 which increased total open position to 1518
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 12.5, which was -0.50 lower than the previous day. The implied volatity was 23.85, the open interest changed by 319 which increased total open position to 1170
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 13, which was -4.90 lower than the previous day. The implied volatity was 25.58, the open interest changed by 346 which increased total open position to 840
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 17.9, which was 2.45 higher than the previous day. The implied volatity was 24.78, the open interest changed by 228 which increased total open position to 494
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 15.45, which was -3.45 lower than the previous day. The implied volatity was 25.66, the open interest changed by 47 which increased total open position to 255
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 18.9, which was -2.95 lower than the previous day. The implied volatity was 25.18, the open interest changed by 212 which increased total open position to 212
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 21.85, which was -73.85 lower than the previous day. The implied volatity was 23.65, the open interest changed by 60 which increased total open position to 60
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 95.7, which was 0.00 lower than the previous day. The implied volatity was 9.72, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 8.53, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 7.82, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 8.03, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 95.7, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 95.7, which was lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
| MARUTI 26DEC2024 12500 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 | 1501.25 | 0.00 | 0.00 | 0 | -10 | 0 |
| 19 Dec | 10955.35 | 1501.25 | 58.45 | - | 10 | -7 | 185 |
| 18 Dec | 11002.45 | 1442.8 | 241.75 | - | 3 | -1 | 194 |
| 17 Dec | 11108.55 | 1201.05 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 11277.00 | 1201.05 | 55.70 | - | 1 | 0 | 196 |
| 13 Dec | 11272.55 | 1145.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 11167.40 | 1145.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 11277.75 | 1145.35 | 0.35 | - | 3 | -1 | 195 |
| 10 Dec | 11198.20 | 1145 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 11279.80 | 1145 | 0.00 | - | 1 | 0 | 197 |
| 6 Dec | 11317.95 | 1145 | -20.00 | 25.39 | 5 | 0 | 198 |
| 5 Dec | 11182.25 | 1165 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 11129.85 | 1165 | 0.00 | 0.00 | 0 | -2 | 0 |
| 3 Dec | 11279.25 | 1165 | -105.00 | 19.25 | 2 | -1 | 199 |
| 2 Dec | 11239.30 | 1270 | -80.00 | 36.83 | 19 | 7 | 199 |
| 29 Nov | 11074.20 | 1350 | -109.00 | 27.07 | 16 | -7 | 191 |
| 28 Nov | 10949.85 | 1459 | 49.00 | 30.88 | 66 | 65 | 197 |
| 27 Nov | 11058.35 | 1410 | -70.00 | 36.06 | 21 | 19 | 130 |
| 26 Nov | 10943.95 | 1480 | 80.20 | 26.54 | 64 | 24 | 71 |
| 25 Nov | 11025.15 | 1399.8 | -122.60 | 21.78 | 51 | 43 | 44 |
| 22 Nov | 11063.60 | 1522.4 | 7.40 | 47.03 | 1 | 0 | 1 |
| 21 Nov | 10861.45 | 1515 | 134.60 | 22.80 | 1 | 0 | 0 |
| 20 Nov | 10959.30 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 10959.30 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 11093.95 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 11006.05 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 11049.60 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 11143.10 | 1380.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 11399.70 | 1380.4 | - | 0 | 0 | 0 | |
For Maruti Suzuki India Ltd. - strike price 12500 expiring on 26DEC2024
Delta for 12500 PE is 0.00
Historical price for 12500 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 1501.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 1501.25, which was 58.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 185
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 1442.8, which was 241.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 194
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 1201.05, 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 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 1201.05, which was 55.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 196
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 1145.35, 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 1145.35, 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 1145.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 195
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 1145, 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 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 1145, 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 197
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 1145, which was -20.00 lower than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 198
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 1165, 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 1165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 1165, which was -105.00 lower than the previous day. The implied volatity was 19.25, the open interest changed by -1 which decreased total open position to 199
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 1270, which was -80.00 lower than the previous day. The implied volatity was 36.83, the open interest changed by 7 which increased total open position to 199
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 1350, which was -109.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by -7 which decreased total open position to 191
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 1459, which was 49.00 higher than the previous day. The implied volatity was 30.88, the open interest changed by 65 which increased total open position to 197
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 1410, which was -70.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 19 which increased total open position to 130
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 1480, which was 80.20 higher than the previous day. The implied volatity was 26.54, the open interest changed by 24 which increased total open position to 71
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 1399.8, which was -122.60 lower than the previous day. The implied volatity was 21.78, the open interest changed by 43 which increased total open position to 44
On 22 Nov MARUTI was trading at 11063.60. The strike last trading price was 1522.4, which was 7.40 higher than the previous day. The implied volatity was 47.03, 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 1515, which was 134.60 higher than the previous day. The implied volatity was 22.80, 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 1380.4, 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 1380.4, 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 1380.4, 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 1380.4, 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 1380.4, 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 1380.4, 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 1380.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
