MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Nov 2024 04:12 PM IST
| MARUTI 28NOV2024 9600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 10959.30 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 10959.30 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 11093.95 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 11006.05 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11049.60 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11143.10 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11399.70 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11303.00 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 11300.15 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 11354.25 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 11170.10 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 11052.45 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 11110.00 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 11076.45 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 11256.45 | 3035.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 11046.00 | 3035.3 | - | 0 | 0 | 0 | ||||
For Maruti Suzuki India Ltd. - strike price 9600 expiring on 28NOV2024
Delta for 9600 CE is -
Historical price for 9600 CE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 3035.3, 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 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 3035.3, 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 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 3035.3, 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 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 3035.3, 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 3035.3, 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 3035.3, 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 3035.3, 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 3035.3, 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 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 3035.3, 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 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 3035.3, 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 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 3035.3, 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 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 3035.3, 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 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 3035.3, 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 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 3035.3, 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 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 3035.3, 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 30 Oct MARUTI was trading at 11256.45. The strike last trading price was 3035.3, 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 29 Oct MARUTI was trading at 11046.00. The strike last trading price was 3035.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MARUTI 28NOV2024 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.83
Theta: -2.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 10861.45 | 6.15 | -2.85 | 45.86 | 70 | 9 | 231 |
| 20 Nov | 10959.30 | 9 | 0.00 | 46.09 | 88 | -14 | 223 |
| 19 Nov | 10959.30 | 9 | 4.00 | 46.09 | 88 | -13 | 223 |
| 18 Nov | 11093.95 | 5 | -3.15 | 43.32 | 85 | -11 | 237 |
| 14 Nov | 11006.05 | 8.15 | 1.00 | 37.32 | 85 | 16 | 248 |
| 13 Nov | 11049.60 | 7.15 | -1.45 | 36.54 | 534 | 17 | 232 |
| 12 Nov | 11143.10 | 8.6 | 0.70 | 37.80 | 30 | -14 | 216 |
| 11 Nov | 11399.70 | 7.9 | -0.80 | 40.79 | 33 | 4 | 230 |
| 8 Nov | 11303.00 | 8.7 | -0.45 | 37.21 | 42 | 16 | 224 |
| 7 Nov | 11300.15 | 9.15 | 0.65 | 35.91 | 52 | 16 | 207 |
| 6 Nov | 11354.25 | 8.5 | -11.35 | 35.94 | 177 | -14 | 191 |
| 5 Nov | 11170.10 | 19.85 | -4.20 | 38.15 | 487 | -73 | 208 |
| 4 Nov | 11052.45 | 24.05 | 1.05 | 36.84 | 1,441 | 104 | 284 |
| 1 Nov | 11110.00 | 23 | -11.95 | 35.29 | 169 | -52 | 177 |
| 31 Oct | 11076.45 | 34.95 | 7.45 | - | 835 | 74 | 192 |
| 30 Oct | 11256.45 | 27.5 | 2.00 | - | 172 | 107 | 117 |
| 29 Oct | 11046.00 | 25.5 | - | 35 | 9 | 9 | |
For Maruti Suzuki India Ltd. - strike price 9600 expiring on 28NOV2024
Delta for 9600 PE is -0.02
Historical price for 9600 PE is as follows
On 21 Nov MARUTI was trading at 10861.45. The strike last trading price was 6.15, which was -2.85 lower than the previous day. The implied volatity was 45.86, the open interest changed by 9 which increased total open position to 231
On 20 Nov MARUTI was trading at 10959.30. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 46.09, the open interest changed by -14 which decreased total open position to 223
On 19 Nov MARUTI was trading at 10959.30. The strike last trading price was 9, which was 4.00 higher than the previous day. The implied volatity was 46.09, the open interest changed by -13 which decreased total open position to 223
On 18 Nov MARUTI was trading at 11093.95. The strike last trading price was 5, which was -3.15 lower than the previous day. The implied volatity was 43.32, the open interest changed by -11 which decreased total open position to 237
On 14 Nov MARUTI was trading at 11006.05. The strike last trading price was 8.15, which was 1.00 higher than the previous day. The implied volatity was 37.32, the open interest changed by 16 which increased total open position to 248
On 13 Nov MARUTI was trading at 11049.60. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was 36.54, the open interest changed by 17 which increased total open position to 232
On 12 Nov MARUTI was trading at 11143.10. The strike last trading price was 8.6, which was 0.70 higher than the previous day. The implied volatity was 37.80, the open interest changed by -14 which decreased total open position to 216
On 11 Nov MARUTI was trading at 11399.70. The strike last trading price was 7.9, which was -0.80 lower than the previous day. The implied volatity was 40.79, the open interest changed by 4 which increased total open position to 230
On 8 Nov MARUTI was trading at 11303.00. The strike last trading price was 8.7, which was -0.45 lower than the previous day. The implied volatity was 37.21, the open interest changed by 16 which increased total open position to 224
On 7 Nov MARUTI was trading at 11300.15. The strike last trading price was 9.15, which was 0.65 higher than the previous day. The implied volatity was 35.91, the open interest changed by 16 which increased total open position to 207
On 6 Nov MARUTI was trading at 11354.25. The strike last trading price was 8.5, which was -11.35 lower than the previous day. The implied volatity was 35.94, the open interest changed by -14 which decreased total open position to 191
On 5 Nov MARUTI was trading at 11170.10. The strike last trading price was 19.85, which was -4.20 lower than the previous day. The implied volatity was 38.15, the open interest changed by -73 which decreased total open position to 208
On 4 Nov MARUTI was trading at 11052.45. The strike last trading price was 24.05, which was 1.05 higher than the previous day. The implied volatity was 36.84, the open interest changed by 104 which increased total open position to 284
On 1 Nov MARUTI was trading at 11110.00. The strike last trading price was 23, which was -11.95 lower than the previous day. The implied volatity was 35.29, the open interest changed by -52 which decreased total open position to 177
On 31 Oct MARUTI was trading at 11076.45. The strike last trading price was 34.95, which was 7.45 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 27.5, which was 2.00 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 25.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
