MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
09 Jan 2026 04:13 PM IST
| MAXHEALTH 27-JAN-2026 1050 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.81
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.85
Theta: -0.54
Gamma: 0.01
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| 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































































































































































































































