[--[65.84.65.76]--]

MAXHEALTH

Max Healthcare Ins Ltd
1017.2 -12.60 (-1.22%)
L: 1008 H: 1032.8

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Historical option data for MAXHEALTH

09 Jan 2026 04:13 PM IST
MAXHEALTH 27-JAN-2026 1050 CE
Delta: 0.32
Vega: 0.81
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1017.20 11.1 -4.65 24.39 1,239 144 639
8 Jan 1029.80 16.05 -2.95 23.92 554 -22 496
7 Jan 1034.70 18.6 -8.5 23.67 1,600 278 517
6 Jan 1051.60 27.35 2.35 23.28 901 57 240
5 Jan 1050.50 24.95 -8.2 20.51 295 66 182
2 Jan 1062.60 32.7 5.8 20.39 536 -80 116
1 Jan 1049.40 26.85 -0.1 21.74 817 88 196
31 Dec 1045.10 26.65 -16.1 22.26 477 107 107


For Max Healthcare Ins Ltd - strike price 1050 expiring on 27JAN2026

Delta for 1050 CE is 0.32

Historical price for 1050 CE is as follows

On 9 Jan MAXHEALTH was trading at 1017.20. The strike last trading price was 11.1, which was -4.65 lower than the previous day. The implied volatity was 24.39, the open interest changed by 144 which increased total open position to 639


On 8 Jan MAXHEALTH was trading at 1029.80. The strike last trading price was 16.05, which was -2.95 lower than the previous day. The implied volatity was 23.92, the open interest changed by -22 which decreased total open position to 496


On 7 Jan MAXHEALTH was trading at 1034.70. The strike last trading price was 18.6, which was -8.5 lower than the previous day. The implied volatity was 23.67, the open interest changed by 278 which increased total open position to 517


On 6 Jan MAXHEALTH was trading at 1051.60. The strike last trading price was 27.35, which was 2.35 higher than the previous day. The implied volatity was 23.28, the open interest changed by 57 which increased total open position to 240


On 5 Jan MAXHEALTH was trading at 1050.50. The strike last trading price was 24.95, which was -8.2 lower than the previous day. The implied volatity was 20.51, the open interest changed by 66 which increased total open position to 182


On 2 Jan MAXHEALTH was trading at 1062.60. The strike last trading price was 32.7, which was 5.8 higher than the previous day. The implied volatity was 20.39, the open interest changed by -80 which decreased total open position to 116


On 1 Jan MAXHEALTH was trading at 1049.40. The strike last trading price was 26.85, which was -0.1 lower than the previous day. The implied volatity was 21.74, the open interest changed by 88 which increased total open position to 196


On 31 Dec MAXHEALTH was trading at 1045.10. The strike last trading price was 26.65, which was -16.1 lower than the previous day. The implied volatity was 22.26, the open interest changed by 107 which increased total open position to 107


MAXHEALTH 27JAN2026 1050 PE
Delta: -0.64
Vega: 0.85
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1017.20 44.25 11.65 30.93 69 -11 366
8 Jan 1029.80 31.25 1.1 24.64 156 -3 379
7 Jan 1034.70 30.4 10.05 26.21 440 -13 383
6 Jan 1051.60 20.55 -1.25 24.11 502 76 396
5 Jan 1050.50 22.3 5.2 25.19 227 31 320
2 Jan 1062.60 17.35 -5.55 23.17 213 17 290
1 Jan 1049.40 22.6 -3.4 22.55 357 209 273
31 Dec 1045.10 26.85 -20.3 24.95 174 62 62


For Max Healthcare Ins Ltd - strike price 1050 expiring on 27JAN2026

Delta for 1050 PE is -0.64

Historical price for 1050 PE is as follows

On 9 Jan MAXHEALTH was trading at 1017.20. The strike last trading price was 44.25, which was 11.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by -11 which decreased total open position to 366


On 8 Jan MAXHEALTH was trading at 1029.80. The strike last trading price was 31.25, which was 1.1 higher than the previous day. The implied volatity was 24.64, the open interest changed by -3 which decreased total open position to 379


On 7 Jan MAXHEALTH was trading at 1034.70. The strike last trading price was 30.4, which was 10.05 higher than the previous day. The implied volatity was 26.21, the open interest changed by -13 which decreased total open position to 383


On 6 Jan MAXHEALTH was trading at 1051.60. The strike last trading price was 20.55, which was -1.25 lower than the previous day. The implied volatity was 24.11, the open interest changed by 76 which increased total open position to 396


On 5 Jan MAXHEALTH was trading at 1050.50. The strike last trading price was 22.3, which was 5.2 higher than the previous day. The implied volatity was 25.19, the open interest changed by 31 which increased total open position to 320


On 2 Jan MAXHEALTH was trading at 1062.60. The strike last trading price was 17.35, which was -5.55 lower than the previous day. The implied volatity was 23.17, the open interest changed by 17 which increased total open position to 290


On 1 Jan MAXHEALTH was trading at 1049.40. The strike last trading price was 22.6, which was -3.4 lower than the previous day. The implied volatity was 22.55, the open interest changed by 209 which increased total open position to 273


On 31 Dec MAXHEALTH was trading at 1045.10. The strike last trading price was 26.85, which was -20.3 lower than the previous day. The implied volatity was 24.95, the open interest changed by 62 which increased total open position to 62