Historical option data for MAXHEALTH
29 Jun 2026 10:49 AM IST
| MAXHEALTH 28-Jul-2026 (27d) 1130 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.01
Theta: -0.7
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1151.60 | 52.65 | 15.35 (41.15%) | 30.15 | 386 | -78 | 134 | |||||||||
| 25 Jun | 1123.35 | 36.5 | 18.5 (102.78%) | 27.48 | 544 | 212 | 213 | |||||||||
| 24 Jun | 1081.70 | 18 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 23 Jun | 1078.05 | 18 | 0 (0.00%) | 22.23 | 1 | 0 | 1 | |||||||||
| 22 Jun | 1095.05 | 18 | -1.45 (-7.46%) | 22.23 | 1 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1130 expiring on 28JUL2026
Delta for 1130 CE is 0.62
Historical price for 1130 CE is as follows
On 29 Jun MAXHEALTH was trading at 1151.60. The strike last trading price was 52.65, which was 15.35 higher than the previous day. The implied volatity was 30.15, the open interest changed by -78 which decreased total open position to 134
On 25 Jun MAXHEALTH was trading at 1123.35. The strike last trading price was 36.5, which was 18.5 higher than the previous day. The implied volatity was 27.48, the open interest changed by 212 which increased total open position to 213
On 24 Jun MAXHEALTH was trading at 1081.70. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Jun MAXHEALTH was trading at 1078.05. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 1
On 22 Jun MAXHEALTH was trading at 1095.05. The strike last trading price was 18, which was -1.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 0
| MAXHEALTH 28-Jul-2026 (27d) 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.01
Theta: -0.62
Gamma: 0.00346
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1151.60 | 32.4 | -11.1 (-25.52%) | 33.91 | 219 | 57 | 130 |
| 25 Jun | 1123.35 | 43.6 | -100.3 (-69.70%) | 31.67 | 143 | 74 | 74 |
| 24 Jun | 1081.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 1078.05 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 1095.05 | 0 | 0 | - | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1130 expiring on 28JUL2026
Delta for 1130 PE is -0.39
Historical price for 1130 PE is as follows
On 29 Jun MAXHEALTH was trading at 1151.60. The strike last trading price was 32.4, which was -11.1 lower than the previous day. The implied volatity was 33.91, the open interest changed by 57 which increased total open position to 130
On 25 Jun MAXHEALTH was trading at 1123.35. The strike last trading price was 43.6, which was -100.3 lower than the previous day. The implied volatity was 31.67, the open interest changed by 74 which increased total open position to 74
On 24 Jun MAXHEALTH was trading at 1081.70. The strike last trading price was 0, 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 23 Jun MAXHEALTH was trading at 1078.05. The strike last trading price was 0, 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 22 Jun MAXHEALTH was trading at 1095.05. The strike last trading price was 0, 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
