MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
24 Dec 2025 04:11 PM IST
| MARUTI 27-JAN-2026 16500 CE | ||||||||||||||||
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Delta: 0.70
Vega: 17.75
Theta: -6.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 16703.00 | 506.4 | 37.4 | 14.38 | 262 | 51 | 465 | |||||||||
| 23 Dec | 16585.00 | 461.7 | -26.95 | 16.80 | 260 | 35 | 414 | |||||||||
| 22 Dec | 16649.00 | 530 | 146.35 | 15.99 | 618 | 150 | 380 | |||||||||
| 19 Dec | 16414.00 | 383.95 | 36.85 | 16.04 | 161 | 28 | 231 | |||||||||
| 18 Dec | 16329.00 | 349.05 | -24.6 | 16.53 | 159 | 45 | 202 | |||||||||
| 17 Dec | 16398.00 | 369.35 | -6.15 | 15.33 | 107 | 4 | 157 | |||||||||
| 16 Dec | 16354.00 | 380.4 | -32.7 | 16.89 | 62 | 5 | 154 | |||||||||
| 15 Dec | 16415.00 | 411 | -63.75 | 16.19 | 54 | 8 | 148 | |||||||||
| 12 Dec | 16522.00 | 483 | 137.5 | 15.56 | 160 | 28 | 139 | |||||||||
| 11 Dec | 16248.00 | 347 | 96.6 | 16.35 | 137 | 24 | 111 | |||||||||
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| 10 Dec | 16019.00 | 250.45 | -14.9 | 16.09 | 33 | 22 | 85 | |||||||||
| 9 Dec | 16020.00 | 267.4 | -57.85 | 16.78 | 41 | 20 | 57 | |||||||||
| 8 Dec | 16187.00 | 325.25 | -26.6 | 15.53 | 34 | 11 | 37 | |||||||||
| 5 Dec | 16282.00 | 351.85 | 81.85 | 13.44 | 6 | 5 | 25 | |||||||||
| 4 Dec | 15994.00 | 270 | -201.2 | 15.92 | 22 | 16 | 16 | |||||||||
| 26 Nov | 16156.00 | 471.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16500 expiring on 27JAN2026
Delta for 16500 CE is 0.70
Historical price for 16500 CE is as follows
On 24 Dec MARUTI was trading at 16703.00. The strike last trading price was 506.4, which was 37.4 higher than the previous day. The implied volatity was 14.38, the open interest changed by 51 which increased total open position to 465
On 23 Dec MARUTI was trading at 16585.00. The strike last trading price was 461.7, which was -26.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 35 which increased total open position to 414
On 22 Dec MARUTI was trading at 16649.00. The strike last trading price was 530, which was 146.35 higher than the previous day. The implied volatity was 15.99, the open interest changed by 150 which increased total open position to 380
On 19 Dec MARUTI was trading at 16414.00. The strike last trading price was 383.95, which was 36.85 higher than the previous day. The implied volatity was 16.04, the open interest changed by 28 which increased total open position to 231
On 18 Dec MARUTI was trading at 16329.00. The strike last trading price was 349.05, which was -24.6 lower than the previous day. The implied volatity was 16.53, the open interest changed by 45 which increased total open position to 202
On 17 Dec MARUTI was trading at 16398.00. The strike last trading price was 369.35, which was -6.15 lower than the previous day. The implied volatity was 15.33, the open interest changed by 4 which increased total open position to 157
On 16 Dec MARUTI was trading at 16354.00. The strike last trading price was 380.4, which was -32.7 lower than the previous day. The implied volatity was 16.89, the open interest changed by 5 which increased total open position to 154
On 15 Dec MARUTI was trading at 16415.00. The strike last trading price was 411, which was -63.75 lower than the previous day. The implied volatity was 16.19, the open interest changed by 8 which increased total open position to 148
On 12 Dec MARUTI was trading at 16522.00. The strike last trading price was 483, which was 137.5 higher than the previous day. The implied volatity was 15.56, the open interest changed by 28 which increased total open position to 139
On 11 Dec MARUTI was trading at 16248.00. The strike last trading price was 347, which was 96.6 higher than the previous day. The implied volatity was 16.35, the open interest changed by 24 which increased total open position to 111
On 10 Dec MARUTI was trading at 16019.00. The strike last trading price was 250.45, which was -14.9 lower than the previous day. The implied volatity was 16.09, the open interest changed by 22 which increased total open position to 85
On 9 Dec MARUTI was trading at 16020.00. The strike last trading price was 267.4, which was -57.85 lower than the previous day. The implied volatity was 16.78, the open interest changed by 20 which increased total open position to 57
On 8 Dec MARUTI was trading at 16187.00. The strike last trading price was 325.25, which was -26.6 lower than the previous day. The implied volatity was 15.53, the open interest changed by 11 which increased total open position to 37
On 5 Dec MARUTI was trading at 16282.00. The strike last trading price was 351.85, which was 81.85 higher than the previous day. The implied volatity was 13.44, the open interest changed by 5 which increased total open position to 25
On 4 Dec MARUTI was trading at 15994.00. The strike last trading price was 270, which was -201.2 lower than the previous day. The implied volatity was 15.92, the open interest changed by 16 which increased total open position to 16
On 26 Nov MARUTI was trading at 16156.00. The strike last trading price was 471.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARUTI 27JAN2026 16500 PE | |||||||
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Delta: -0.34
Vega: 18.70
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 16703.00 | 225 | -36.2 | 18.84 | 744 | 186 | 811 |
| 23 Dec | 16585.00 | 265 | 7.05 | 17.90 | 971 | 42 | 635 |
| 22 Dec | 16649.00 | 235.8 | -96.75 | 18.52 | 738 | 431 | 583 |
| 19 Dec | 16414.00 | 335 | -28.85 | 17.52 | 95 | 22 | 150 |
| 18 Dec | 16329.00 | 363.85 | -20.7 | 16.56 | 68 | 18 | 128 |
| 17 Dec | 16398.00 | 384.55 | 6.55 | 19.07 | 43 | 18 | 110 |
| 16 Dec | 16354.00 | 378 | 4.25 | 17.45 | 86 | -62 | 92 |
| 15 Dec | 16415.00 | 367.15 | 24.65 | 18.41 | 164 | 75 | 154 |
| 12 Dec | 16522.00 | 338 | -100.95 | 18.94 | 88 | 53 | 84 |
| 11 Dec | 16248.00 | 438.95 | -12.05 | 17.35 | 36 | 30 | 31 |
| 10 Dec | 16019.00 | 451 | -458.65 | - | 0 | 0 | 1 |
| 9 Dec | 16020.00 | 451 | -458.65 | - | 0 | 0 | 0 |
| 8 Dec | 16187.00 | 451 | -458.65 | - | 0 | 0 | 1 |
| 5 Dec | 16282.00 | 451 | -458.65 | 18.98 | 1 | 0 | 0 |
| 4 Dec | 15994.00 | 909.65 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 16156.00 | 909.65 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 16500 expiring on 27JAN2026
Delta for 16500 PE is -0.34
Historical price for 16500 PE is as follows
On 24 Dec MARUTI was trading at 16703.00. The strike last trading price was 225, which was -36.2 lower than the previous day. The implied volatity was 18.84, the open interest changed by 186 which increased total open position to 811
On 23 Dec MARUTI was trading at 16585.00. The strike last trading price was 265, which was 7.05 higher than the previous day. The implied volatity was 17.90, the open interest changed by 42 which increased total open position to 635
On 22 Dec MARUTI was trading at 16649.00. The strike last trading price was 235.8, which was -96.75 lower than the previous day. The implied volatity was 18.52, the open interest changed by 431 which increased total open position to 583
On 19 Dec MARUTI was trading at 16414.00. The strike last trading price was 335, which was -28.85 lower than the previous day. The implied volatity was 17.52, the open interest changed by 22 which increased total open position to 150
On 18 Dec MARUTI was trading at 16329.00. The strike last trading price was 363.85, which was -20.7 lower than the previous day. The implied volatity was 16.56, the open interest changed by 18 which increased total open position to 128
On 17 Dec MARUTI was trading at 16398.00. The strike last trading price was 384.55, which was 6.55 higher than the previous day. The implied volatity was 19.07, the open interest changed by 18 which increased total open position to 110
On 16 Dec MARUTI was trading at 16354.00. The strike last trading price was 378, which was 4.25 higher than the previous day. The implied volatity was 17.45, the open interest changed by -62 which decreased total open position to 92
On 15 Dec MARUTI was trading at 16415.00. The strike last trading price was 367.15, which was 24.65 higher than the previous day. The implied volatity was 18.41, the open interest changed by 75 which increased total open position to 154
On 12 Dec MARUTI was trading at 16522.00. The strike last trading price was 338, which was -100.95 lower than the previous day. The implied volatity was 18.94, the open interest changed by 53 which increased total open position to 84
On 11 Dec MARUTI was trading at 16248.00. The strike last trading price was 438.95, which was -12.05 lower than the previous day. The implied volatity was 17.35, the open interest changed by 30 which increased total open position to 31
On 10 Dec MARUTI was trading at 16019.00. The strike last trading price was 451, which was -458.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec MARUTI was trading at 16020.00. The strike last trading price was 451, which was -458.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec MARUTI was trading at 16187.00. The strike last trading price was 451, which was -458.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec MARUTI was trading at 16282.00. The strike last trading price was 451, which was -458.65 lower than the previous day. The implied volatity was 18.98, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MARUTI was trading at 15994.00. The strike last trading price was 909.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MARUTI was trading at 16156.00. The strike last trading price was 909.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































