MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
13 Mar 2025 04:13 PM IST
| MAXHEALTH 27MAR2025 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.70
Theta: -0.90
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 990.70 | 13.2 | -2.1 | 32.38 | 261 | -11 | 186 | |||
| 12 Mar | 989.75 | 16 | 0.4 | 33.74 | 134 | 31 | 188 | |||
| 11 Mar | 983.30 | 16.45 | 5.4 | 36.35 | 62 | -7 | 158 | |||
| 10 Mar | 964.30 | 10.25 | -8.55 | 36.62 | 196 | 40 | 168 | |||
| 7 Mar | 980.75 | 19 | -8.55 | 35.50 | 177 | -30 | 128 | |||
| 6 Mar | 999.90 | 28.15 | -12.3 | 35.37 | 347 | 62 | 164 | |||
| 5 Mar | 1021.90 | 40.1 | 14 | 37.12 | 376 | 20 | 98 | |||
| 4 Mar | 988.45 | 25.25 | 1 | 34.60 | 69 | -2 | 78 | |||
| 3 Mar | 973.80 | 22.3 | -1.05 | 38.61 | 74 | -2 | 80 | |||
| 28 Feb | 978.10 | 21.85 | -20.8 | 37.06 | 133 | 47 | 82 | |||
| 27 Feb | 1016.10 | 42.95 | -4.15 | 35.71 | 146 | -11 | 35 | |||
| 26 Feb | 1022.90 | 48.25 | -41.35 | 35.86 | 186 | 46 | 46 | |||
| 25 Feb | 1022.90 | 48.25 | -41.35 | 35.86 | 186 | 46 | 46 | |||
| 24 Feb | 987.95 | 89.6 | 0 | 2.10 | 0 | 0 | 0 | |||
| 21 Feb | 1010.25 | 89.6 | 0 | 0.17 | 0 | 0 | 0 | |||
|
|
||||||||||
| 20 Feb | 1031.85 | 89.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1019.50 | 89.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1038.20 | 89.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1014.65 | 89.6 | 0 | - | 0 | 0 | 0 | |||
For Max Healthcare Ins Ltd - strike price 1020 expiring on 27MAR2025
Delta for 1020 CE is 0.33
Historical price for 1020 CE is as follows
On 13 Mar MAXHEALTH was trading at 990.70. The strike last trading price was 13.2, which was -2.1 lower than the previous day. The implied volatity was 32.38, the open interest changed by -11 which decreased total open position to 186
On 12 Mar MAXHEALTH was trading at 989.75. The strike last trading price was 16, which was 0.4 higher than the previous day. The implied volatity was 33.74, the open interest changed by 31 which increased total open position to 188
On 11 Mar MAXHEALTH was trading at 983.30. The strike last trading price was 16.45, which was 5.4 higher than the previous day. The implied volatity was 36.35, the open interest changed by -7 which decreased total open position to 158
On 10 Mar MAXHEALTH was trading at 964.30. The strike last trading price was 10.25, which was -8.55 lower than the previous day. The implied volatity was 36.62, the open interest changed by 40 which increased total open position to 168
On 7 Mar MAXHEALTH was trading at 980.75. The strike last trading price was 19, which was -8.55 lower than the previous day. The implied volatity was 35.50, the open interest changed by -30 which decreased total open position to 128
On 6 Mar MAXHEALTH was trading at 999.90. The strike last trading price was 28.15, which was -12.3 lower than the previous day. The implied volatity was 35.37, the open interest changed by 62 which increased total open position to 164
On 5 Mar MAXHEALTH was trading at 1021.90. The strike last trading price was 40.1, which was 14 higher than the previous day. The implied volatity was 37.12, the open interest changed by 20 which increased total open position to 98
On 4 Mar MAXHEALTH was trading at 988.45. The strike last trading price was 25.25, which was 1 higher than the previous day. The implied volatity was 34.60, the open interest changed by -2 which decreased total open position to 78
On 3 Mar MAXHEALTH was trading at 973.80. The strike last trading price was 22.3, which was -1.05 lower than the previous day. The implied volatity was 38.61, the open interest changed by -2 which decreased total open position to 80
On 28 Feb MAXHEALTH was trading at 978.10. The strike last trading price was 21.85, which was -20.8 lower than the previous day. The implied volatity was 37.06, the open interest changed by 47 which increased total open position to 82
On 27 Feb MAXHEALTH was trading at 1016.10. The strike last trading price was 42.95, which was -4.15 lower than the previous day. The implied volatity was 35.71, the open interest changed by -11 which decreased total open position to 35
On 26 Feb MAXHEALTH was trading at 1022.90. The strike last trading price was 48.25, which was -41.35 lower than the previous day. The implied volatity was 35.86, the open interest changed by 46 which increased total open position to 46
On 25 Feb MAXHEALTH was trading at 1022.90. The strike last trading price was 48.25, which was -41.35 lower than the previous day. The implied volatity was 35.86, the open interest changed by 46 which increased total open position to 46
On 24 Feb MAXHEALTH was trading at 987.95. The strike last trading price was 89.6, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MAXHEALTH was trading at 1010.25. The strike last trading price was 89.6, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MAXHEALTH was trading at 1031.85. The strike last trading price was 89.6, 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 19 Feb MAXHEALTH was trading at 1019.50. The strike last trading price was 89.6, 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 18 Feb MAXHEALTH was trading at 1038.20. The strike last trading price was 89.6, 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 17 Feb MAXHEALTH was trading at 1014.65. The strike last trading price was 89.6, 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
| MAXHEALTH 27MAR2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.69
Theta: -0.54
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 990.70 | 41.25 | -18.8 | 30.01 | 20 | 8 | 40 |
| 12 Mar | 989.75 | 60.05 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Mar | 983.30 | 60.05 | 0.3 | 49.32 | 3 | 1 | 32 |
| 10 Mar | 964.30 | 59.75 | 6.8 | 19.45 | 10 | 5 | 31 |
| 7 Mar | 980.75 | 54.2 | 10.65 | 37.55 | 23 | 0 | 26 |
| 6 Mar | 999.90 | 44.1 | 9.1 | 38.83 | 22 | 7 | 25 |
| 5 Mar | 1021.90 | 35.5 | -15.15 | 38.66 | 15 | 2 | 18 |
| 4 Mar | 988.45 | 50.65 | -20.95 | 39.10 | 3 | -2 | 16 |
| 3 Mar | 973.80 | 71.6 | 6.7 | 48.09 | 1 | 0 | 18 |
| 28 Feb | 978.10 | 65.6 | 29.1 | 37.49 | 64 | -4 | 16 |
| 27 Feb | 1016.10 | 37 | -0.05 | 35.48 | 90 | -7 | 20 |
| 26 Feb | 1022.90 | 37.25 | 2.5 | 37.12 | 55 | 24 | 27 |
| 25 Feb | 1022.90 | 37.25 | 2.5 | 37.12 | 55 | 24 | 27 |
| 24 Feb | 987.95 | 34.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 1010.25 | 34.75 | 0 | 0.00 | 0 | -1 | 0 |
| 20 Feb | 1031.85 | 34.75 | -5 | 34.98 | 6 | 0 | 4 |
| 19 Feb | 1019.50 | 39.75 | -0.25 | 34.97 | 5 | 0 | 1 |
| 18 Feb | 1038.20 | 40 | -14.45 | 41.26 | 1 | 0 | 0 |
| 17 Feb | 1014.65 | 54.45 | 0 | 0.72 | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1020 expiring on 27MAR2025
Delta for 1020 PE is -0.68
Historical price for 1020 PE is as follows
On 13 Mar MAXHEALTH was trading at 990.70. The strike last trading price was 41.25, which was -18.8 lower than the previous day. The implied volatity was 30.01, the open interest changed by 8 which increased total open position to 40
On 12 Mar MAXHEALTH was trading at 989.75. The strike last trading price was 60.05, which was 0 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 11 Mar MAXHEALTH was trading at 983.30. The strike last trading price was 60.05, which was 0.3 higher than the previous day. The implied volatity was 49.32, the open interest changed by 1 which increased total open position to 32
On 10 Mar MAXHEALTH was trading at 964.30. The strike last trading price was 59.75, which was 6.8 higher than the previous day. The implied volatity was 19.45, the open interest changed by 5 which increased total open position to 31
On 7 Mar MAXHEALTH was trading at 980.75. The strike last trading price was 54.2, which was 10.65 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 26
On 6 Mar MAXHEALTH was trading at 999.90. The strike last trading price was 44.1, which was 9.1 higher than the previous day. The implied volatity was 38.83, the open interest changed by 7 which increased total open position to 25
On 5 Mar MAXHEALTH was trading at 1021.90. The strike last trading price was 35.5, which was -15.15 lower than the previous day. The implied volatity was 38.66, the open interest changed by 2 which increased total open position to 18
On 4 Mar MAXHEALTH was trading at 988.45. The strike last trading price was 50.65, which was -20.95 lower than the previous day. The implied volatity was 39.10, the open interest changed by -2 which decreased total open position to 16
On 3 Mar MAXHEALTH was trading at 973.80. The strike last trading price was 71.6, which was 6.7 higher than the previous day. The implied volatity was 48.09, the open interest changed by 0 which decreased total open position to 18
On 28 Feb MAXHEALTH was trading at 978.10. The strike last trading price was 65.6, which was 29.1 higher than the previous day. The implied volatity was 37.49, the open interest changed by -4 which decreased total open position to 16
On 27 Feb MAXHEALTH was trading at 1016.10. The strike last trading price was 37, which was -0.05 lower than the previous day. The implied volatity was 35.48, the open interest changed by -7 which decreased total open position to 20
On 26 Feb MAXHEALTH was trading at 1022.90. The strike last trading price was 37.25, which was 2.5 higher than the previous day. The implied volatity was 37.12, the open interest changed by 24 which increased total open position to 27
On 25 Feb MAXHEALTH was trading at 1022.90. The strike last trading price was 37.25, which was 2.5 higher than the previous day. The implied volatity was 37.12, the open interest changed by 24 which increased total open position to 27
On 24 Feb MAXHEALTH was trading at 987.95. The strike last trading price was 34.75, which was 0 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 21 Feb MAXHEALTH was trading at 1010.25. The strike last trading price was 34.75, which was 0 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 20 Feb MAXHEALTH was trading at 1031.85. The strike last trading price was 34.75, which was -5 lower than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 4
On 19 Feb MAXHEALTH was trading at 1019.50. The strike last trading price was 39.75, which was -0.25 lower than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 1
On 18 Feb MAXHEALTH was trading at 1038.20. The strike last trading price was 40, which was -14.45 lower than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MAXHEALTH was trading at 1014.65. The strike last trading price was 54.45, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
