MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.53
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 10861.45 | 3.2 | -0.25 | 44.85 | 1,679 | -590 | 3,937 | |||
| 20 Nov | 10959.30 | 3.45 | 0.00 | 37.61 | 2,511 | -191 | 4,527 | |||
| 19 Nov | 10959.30 | 3.45 | -2.15 | 37.61 | 2,511 | -191 | 4,527 | |||
| 18 Nov | 11093.95 | 5.6 | -2.40 | 34.49 | 2,483 | -199 | 4,733 | |||
| 14 Nov | 11006.05 | 8 | -0.20 | 33.17 | 2,219 | -35 | 4,920 | |||
| 13 Nov | 11049.60 | 8.2 | -3.60 | 30.14 | 4,112 | -290 | 4,965 | |||
| 12 Nov | 11143.10 | 11.8 | -5.15 | 30.42 | 3,883 | 241 | 5,289 | |||
| 11 Nov | 11399.70 | 16.95 | -0.40 | 26.16 | 7,709 | -447 | 5,064 | |||
| 8 Nov | 11303.00 | 17.35 | -1.80 | 25.74 | 4,148 | 122 | 5,520 | |||
| 7 Nov | 11300.15 | 19.15 | -6.10 | 26.21 | 3,328 | 280 | 5,385 | |||
| 6 Nov | 11354.25 | 25.25 | -2.70 | 25.63 | 6,017 | 295 | 5,114 | |||
| 5 Nov | 11170.10 | 27.95 | 1.00 | 28.81 | 5,446 | -224 | 4,812 | |||
| 4 Nov | 11052.45 | 26.95 | -7.05 | 30.14 | 4,477 | 796 | 5,040 | |||
| 1 Nov | 11110.00 | 34 | -1.70 | 29.22 | 1,104 | 118 | 4,248 | |||
| 31 Oct | 11076.45 | 35.7 | -15.30 | - | 4,926 | 663 | 4,113 | |||
| 30 Oct | 11256.45 | 51 | 11.30 | - | 9,060 | -51 | 3,449 | |||
| 29 Oct | 11046.00 | 39.7 | -42.40 | - | 11,241 | -6 | 3,490 | |||
| 28 Oct | 11483.25 | 82.1 | -13.90 | - | 2,584 | 781 | 3,490 | |||
| 25 Oct | 11502.85 | 96 | -47.00 | - | 2,461 | 548 | 2,709 | |||
| 24 Oct | 11763.70 | 143 | -51.15 | - | 3,009 | 1,125 | 2,150 | |||
| 23 Oct | 11956.20 | 194.15 | -8.15 | - | 1,219 | 140 | 1,018 | |||
| 22 Oct | 11923.30 | 202.3 | -69.70 | - | 1,479 | 328 | 879 | |||
| 21 Oct | 12175.90 | 272 | 7.00 | - | 721 | 130 | 551 | |||
| 18 Oct | 12105.10 | 265 | -15.75 | - | 426 | 159 | 417 | |||
| 17 Oct | 12143.75 | 280.75 | -106.40 | - | 278 | 113 | 258 | |||
| 16 Oct | 12383.90 | 387.15 | -32.85 | - | 257 | 66 | 146 | |||
| 15 Oct | 12446.75 | 420 | -57.15 | - | 76 | 49 | 78 | |||
| 14 Oct | 12537.85 | 477.15 | -157.85 | - | 28 | 24 | 28 | |||
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| 11 Oct | 12776.65 | 635 | 0.00 | - | 0 | 0 | 4 | |||
| 10 Oct | 12944.10 | 635 | 0.00 | - | 0 | 4 | 0 | |||
| 9 Oct | 12760.70 | 635 | -579.40 | - | 4 | 2 | 2 | |||
| 8 Oct | 12531.95 | 1214.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 12527.50 | 1214.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 12605.75 | 1214.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 12647.35 | 1214.4 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 12500 expiring on 28NOV2024
Delta for 12500 CE is 0.01
Historical price for 12500 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 44.85, the open interest changed by -590 which decreased total open position to 3937
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 37.61, the open interest changed by -191 which decreased total open position to 4527
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 3.45, which was -2.15 lower than the previous day. The implied volatity was 37.61, the open interest changed by -191 which decreased total open position to 4527
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 5.6, which was -2.40 lower than the previous day. The implied volatity was 34.49, the open interest changed by -199 which decreased total open position to 4733
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 8, which was -0.20 lower than the previous day. The implied volatity was 33.17, the open interest changed by -35 which decreased total open position to 4920
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 8.2, which was -3.60 lower than the previous day. The implied volatity was 30.14, the open interest changed by -290 which decreased total open position to 4965
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 11.8, which was -5.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by 241 which increased total open position to 5289
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 16.95, which was -0.40 lower than the previous day. The implied volatity was 26.16, the open interest changed by -447 which decreased total open position to 5064
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 17.35, which was -1.80 lower than the previous day. The implied volatity was 25.74, the open interest changed by 122 which increased total open position to 5520
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 19.15, which was -6.10 lower than the previous day. The implied volatity was 26.21, the open interest changed by 280 which increased total open position to 5385
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 25.25, which was -2.70 lower than the previous day. The implied volatity was 25.63, the open interest changed by 295 which increased total open position to 5114
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 27.95, which was 1.00 higher than the previous day. The implied volatity was 28.81, the open interest changed by -224 which decreased total open position to 4812
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 26.95, which was -7.05 lower than the previous day. The implied volatity was 30.14, the open interest changed by 796 which increased total open position to 5040
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 34, which was -1.70 lower than the previous day. The implied volatity was 29.22, the open interest changed by 118 which increased total open position to 4248
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 35.7, which was -15.30 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 51, which was 11.30 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 39.7, which was -42.40 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 82.1, which was -13.90 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 96, which was -47.00 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 143, which was -51.15 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 194.15, which was -8.15 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 202.3, which was -69.70 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 272, which was 7.00 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 265, which was -15.75 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 280.75, which was -106.40 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 387.15, which was -32.85 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 420, which was -57.15 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 477.15, which was -157.85 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 635, 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 635, 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 635, which was -579.40 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 1214.4, 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 1214.4, 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 1214.4, 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 Oct MARUTI was trading at 12647.35. The strike last trading price was 1214.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 1614 | 214.00 | - | 59 | -49 | 549 |
| 20 Nov | 10959.30 | 1400 | 0.00 | - | 18 | -12 | 601 |
| 19 Nov | 10959.30 | 1400 | 12.00 | - | 18 | -9 | 601 |
| 18 Nov | 11093.95 | 1388 | -119.65 | 50.61 | 8 | -5 | 611 |
| 14 Nov | 11006.05 | 1507.65 | 56.55 | 48.29 | 10 | -7 | 616 |
| 13 Nov | 11049.60 | 1451.1 | 194.15 | 53.75 | 5 | -2 | 624 |
| 12 Nov | 11143.10 | 1256.95 | 194.40 | - | 36 | 4 | 632 |
| 11 Nov | 11399.70 | 1062.55 | -134.25 | 23.79 | 33 | 2 | 629 |
| 8 Nov | 11303.00 | 1196.8 | 0.00 | 0.00 | 0 | 14 | 0 |
| 7 Nov | 11300.15 | 1196.8 | 60.80 | 30.95 | 34 | 14 | 627 |
| 6 Nov | 11354.25 | 1136 | -134.00 | 32.70 | 34 | -16 | 612 |
| 5 Nov | 11170.10 | 1270 | -177.00 | 30.09 | 1 | 0 | 628 |
| 4 Nov | 11052.45 | 1447 | 74.40 | 42.26 | 41 | -15 | 629 |
| 1 Nov | 11110.00 | 1372.6 | 16.10 | 35.27 | 2 | -1 | 644 |
| 31 Oct | 11076.45 | 1356.5 | 176.50 | - | 126 | 89 | 645 |
| 30 Oct | 11256.45 | 1180 | -310.85 | - | 102 | 23 | 556 |
| 29 Oct | 11046.00 | 1490.85 | 440.85 | - | 171 | 54 | 534 |
| 28 Oct | 11483.25 | 1050 | 99.35 | - | 141 | 35 | 480 |
| 25 Oct | 11502.85 | 950.65 | 157.75 | - | 180 | 23 | 445 |
| 24 Oct | 11763.70 | 792.9 | 112.90 | - | 146 | 14 | 423 |
| 23 Oct | 11956.20 | 680 | -31.75 | - | 200 | 70 | 409 |
| 22 Oct | 11923.30 | 711.75 | 183.20 | - | 149 | 65 | 337 |
| 21 Oct | 12175.90 | 528.55 | 8.55 | - | 71 | 26 | 271 |
| 18 Oct | 12105.10 | 520 | -40.00 | - | 45 | -8 | 244 |
| 17 Oct | 12143.75 | 560 | 192.75 | - | 87 | 4 | 250 |
| 16 Oct | 12383.90 | 367.25 | 11.50 | - | 82 | 24 | 246 |
| 15 Oct | 12446.75 | 355.75 | 46.00 | - | 72 | 20 | 221 |
| 14 Oct | 12537.85 | 309.75 | 79.75 | - | 220 | 137 | 201 |
| 11 Oct | 12776.65 | 230 | 13.10 | - | 34 | 14 | 63 |
| 10 Oct | 12944.10 | 216.9 | -49.10 | - | 20 | 7 | 48 |
| 9 Oct | 12760.70 | 266 | -74.00 | - | 33 | 8 | 41 |
| 8 Oct | 12531.95 | 340 | 60.00 | - | 36 | 30 | 32 |
| 7 Oct | 12527.50 | 280 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 12605.75 | 280 | 99.00 | - | 1 | 0 | 1 |
| 3 Oct | 12647.35 | 181 | - | 1 | 0 | 1 | |
For Maruti Suzuki India Ltd. - strike price 12500 expiring on 28NOV2024
Delta for 12500 PE is -
Historical price for 12500 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 1614, which was 214.00 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 549
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 1400, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 601
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 1400, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 601
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 1388, which was -119.65 lower than the previous day. The implied volatity was 50.61, the open interest changed by -5 which decreased total open position to 611
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 1507.65, which was 56.55 higher than the previous day. The implied volatity was 48.29, the open interest changed by -7 which decreased total open position to 616
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 1451.1, which was 194.15 higher than the previous day. The implied volatity was 53.75, the open interest changed by -2 which decreased total open position to 624
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 1256.95, which was 194.40 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 632
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 1062.55, which was -134.25 lower than the previous day. The implied volatity was 23.79, the open interest changed by 2 which increased total open position to 629
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 1196.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 1196.8, which was 60.80 higher than the previous day. The implied volatity was 30.95, the open interest changed by 14 which increased total open position to 627
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 1136, which was -134.00 lower than the previous day. The implied volatity was 32.70, the open interest changed by -16 which decreased total open position to 612
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 1270, which was -177.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 628
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 1447, which was 74.40 higher than the previous day. The implied volatity was 42.26, the open interest changed by -15 which decreased total open position to 629
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 1372.6, which was 16.10 higher than the previous day. The implied volatity was 35.27, the open interest changed by -1 which decreased total open position to 644
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 1356.5, which was 176.50 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 1180, which was -310.85 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 1490.85, which was 440.85 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 1050, which was 99.35 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 950.65, which was 157.75 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 792.9, which was 112.90 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 680, which was -31.75 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 711.75, which was 183.20 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 528.55, which was 8.55 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 520, which was -40.00 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 560, which was 192.75 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 367.25, which was 11.50 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 355.75, which was 46.00 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 309.75, which was 79.75 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 230, which was 13.10 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 216.9, which was -49.10 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 266, which was -74.00 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 340, which was 60.00 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 280, 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 280, which was 99.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct MARUTI was trading at 12647.35. The strike last trading price was 181, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
