MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
20 Dec 2024 04:12 PM IST
| MARUTI 26DEC2024 9600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 1511.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 10955.35 | 1511.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 11002.45 | 1511.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 11108.55 | 1511.6 | -2446.60 | 49.93 | 1 | 0 | 0 | |||
| 16 Dec | 11277.00 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 11272.55 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 11167.40 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 11277.75 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 11198.20 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 11279.80 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 11317.95 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 11182.25 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 11129.85 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 11279.25 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 11239.30 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 11074.20 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 10949.85 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 11058.35 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 10943.95 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 11025.15 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 3958.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 11170.10 | 3958.2 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 9600 expiring on 26DEC2024
Delta for 9600 CE is 0.00
Historical price for 9600 CE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 1511.6, 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 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 1511.6, 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 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 1511.6, 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 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 1511.6, which was -2446.60 lower than the previous day. The implied volatity was 49.93, 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 3958.2, 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 Dec MARUTI was trading at 11272.55. The strike last trading price was 3958.2, 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 Dec MARUTI was trading at 11167.40. The strike last trading price was 3958.2, 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 Dec MARUTI was trading at 11277.75. The strike last trading price was 3958.2, 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 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 3958.2, 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 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 3958.2, 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 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 3958.2, 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 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 3958.2, 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 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 3958.2, 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 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 3958.2, 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 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 3958.2, 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 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 3958.2, 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 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 3958.2, 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 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 3958.2, 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 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 3958.2, 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 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 3958.2, 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 3958.2, 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 3958.2, 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 3958.2, 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 3958.2, 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 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 3958.2, 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 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 3958.2, 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 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 3958.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARUTI 26DEC2024 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.35
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 10901.05 | 1.9 | 1.05 | 42.26 | 291 | -120 | 777 |
| 19 Dec | 10955.35 | 0.85 | -0.65 | 37.59 | 536 | -16 | 897 |
| 18 Dec | 11002.45 | 1.5 | -1.00 | 38.87 | 19 | 1 | 913 |
| 17 Dec | 11108.55 | 2.5 | 0.10 | 40.47 | 46 | -19 | 912 |
| 16 Dec | 11277.00 | 2.4 | 0.05 | 42.06 | 79 | -33 | 933 |
| 13 Dec | 11272.55 | 2.35 | -1.00 | 37.12 | 484 | -35 | 970 |
| 12 Dec | 11167.40 | 3.35 | -0.15 | 35.17 | 31 | -15 | 1,012 |
| 11 Dec | 11277.75 | 3.5 | -1.40 | 36.85 | 48 | -35 | 1,028 |
| 10 Dec | 11198.20 | 4.9 | -0.15 | 36.24 | 89 | -60 | 1,063 |
| 9 Dec | 11279.80 | 5.05 | -0.95 | 36.02 | 184 | -113 | 1,123 |
| 6 Dec | 11317.95 | 6 | -0.85 | 34.88 | 203 | -46 | 1,239 |
| 5 Dec | 11182.25 | 6.85 | -1.15 | 32.84 | 1,117 | -140 | 1,283 |
| 4 Dec | 11129.85 | 8 | 0.50 | 32.15 | 34 | 1 | 1,424 |
| 3 Dec | 11279.25 | 7.5 | -1.00 | 33.19 | 56 | -13 | 1,442 |
| 2 Dec | 11239.30 | 8.5 | -5.10 | 32.74 | 1,247 | 591 | 1,456 |
| 29 Nov | 11074.20 | 13.6 | -9.45 | 31.40 | 1,265 | 445 | 853 |
| 28 Nov | 10949.85 | 23.05 | 3.15 | 32.65 | 504 | 273 | 420 |
| 27 Nov | 11058.35 | 19.9 | -7.50 | 32.10 | 57 | 30 | 147 |
| 26 Nov | 10943.95 | 27.4 | 3.55 | 32.16 | 43 | 26 | 116 |
| 25 Nov | 11025.15 | 23.85 | -16.15 | 31.71 | 26 | 13 | 84 |
| 14 Nov | 11006.05 | 40 | -9.00 | 30.94 | 9 | 2 | 71 |
| 13 Nov | 11049.60 | 49 | 25.80 | 33.82 | 92 | 23 | 76 |
| 12 Nov | 11143.10 | 23.2 | -4.50 | 28.55 | 1 | 0 | 52 |
| 11 Nov | 11399.70 | 27.7 | 0.00 | 0.00 | 0 | 0 | 52 |
| 7 Nov | 11300.15 | 27.7 | 0.70 | 29.82 | 30 | 0 | 22 |
| 6 Nov | 11354.25 | 27 | -3.00 | 30.56 | 7 | 6 | 21 |
| 5 Nov | 11170.10 | 30 | 28.78 | 10 | 5 | 10 | |
For Maruti Suzuki India Ltd. - strike price 9600 expiring on 26DEC2024
Delta for 9600 PE is -0.01
Historical price for 9600 PE is as follows
On 20 Dec MARUTI was trading at 10901.05. The strike last trading price was 1.9, which was 1.05 higher than the previous day. The implied volatity was 42.26, the open interest changed by -120 which decreased total open position to 777
On 19 Dec MARUTI was trading at 10955.35. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 37.59, the open interest changed by -16 which decreased total open position to 897
On 18 Dec MARUTI was trading at 11002.45. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 38.87, the open interest changed by 1 which increased total open position to 913
On 17 Dec MARUTI was trading at 11108.55. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 40.47, the open interest changed by -19 which decreased total open position to 912
On 16 Dec MARUTI was trading at 11277.00. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 42.06, the open interest changed by -33 which decreased total open position to 933
On 13 Dec MARUTI was trading at 11272.55. The strike last trading price was 2.35, which was -1.00 lower than the previous day. The implied volatity was 37.12, the open interest changed by -35 which decreased total open position to 970
On 12 Dec MARUTI was trading at 11167.40. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 35.17, the open interest changed by -15 which decreased total open position to 1012
On 11 Dec MARUTI was trading at 11277.75. The strike last trading price was 3.5, which was -1.40 lower than the previous day. The implied volatity was 36.85, the open interest changed by -35 which decreased total open position to 1028
On 10 Dec MARUTI was trading at 11198.20. The strike last trading price was 4.9, which was -0.15 lower than the previous day. The implied volatity was 36.24, the open interest changed by -60 which decreased total open position to 1063
On 9 Dec MARUTI was trading at 11279.80. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 36.02, the open interest changed by -113 which decreased total open position to 1123
On 6 Dec MARUTI was trading at 11317.95. The strike last trading price was 6, which was -0.85 lower than the previous day. The implied volatity was 34.88, the open interest changed by -46 which decreased total open position to 1239
On 5 Dec MARUTI was trading at 11182.25. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 32.84, the open interest changed by -140 which decreased total open position to 1283
On 4 Dec MARUTI was trading at 11129.85. The strike last trading price was 8, which was 0.50 higher than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 1424
On 3 Dec MARUTI was trading at 11279.25. The strike last trading price was 7.5, which was -1.00 lower than the previous day. The implied volatity was 33.19, the open interest changed by -13 which decreased total open position to 1442
On 2 Dec MARUTI was trading at 11239.30. The strike last trading price was 8.5, which was -5.10 lower than the previous day. The implied volatity was 32.74, the open interest changed by 591 which increased total open position to 1456
On 29 Nov MARUTI was trading at 11074.20. The strike last trading price was 13.6, which was -9.45 lower than the previous day. The implied volatity was 31.40, the open interest changed by 445 which increased total open position to 853
On 28 Nov MARUTI was trading at 10949.85. The strike last trading price was 23.05, which was 3.15 higher than the previous day. The implied volatity was 32.65, the open interest changed by 273 which increased total open position to 420
On 27 Nov MARUTI was trading at 11058.35. The strike last trading price was 19.9, which was -7.50 lower than the previous day. The implied volatity was 32.10, the open interest changed by 30 which increased total open position to 147
On 26 Nov MARUTI was trading at 10943.95. The strike last trading price was 27.4, which was 3.55 higher than the previous day. The implied volatity was 32.16, the open interest changed by 26 which increased total open position to 116
On 25 Nov MARUTI was trading at 11025.15. The strike last trading price was 23.85, which was -16.15 lower than the previous day. The implied volatity was 31.71, the open interest changed by 13 which increased total open position to 84
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 40, which was -9.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by 2 which increased total open position to 71
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 49, which was 25.80 higher than the previous day. The implied volatity was 33.82, the open interest changed by 23 which increased total open position to 76
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 23.2, which was -4.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 52
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 27.7, 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 52
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 27.7, which was 0.70 higher than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 22
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 30.56, the open interest changed by 6 which increased total open position to 21
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 30, which was lower than the previous day. The implied volatity was 28.78, the open interest changed by 5 which increased total open position to 10
