MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
09 Jan 2026 04:13 PM IST
| MAZDOCK 27-JAN-2026 2520 CE | ||||||||||||||||
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Delta: 0.52
Vega: 2.22
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 2500.50 | 85.4 | 18.6 | 37.92 | 3,852 | -176 | 324 | |||||||||
| 8 Jan | 2480.40 | 67.15 | -13.9 | 35.09 | 2,521 | 162 | 503 | |||||||||
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| 7 Jan | 2511.40 | 81 | 9.35 | 33.83 | 770 | 38 | 341 | |||||||||
| 6 Jan | 2496.40 | 71.25 | -14.85 | 32.17 | 720 | 69 | 303 | |||||||||
| 5 Jan | 2514.70 | 85.05 | 7.2 | 32.50 | 2,041 | 5 | 236 | |||||||||
| 2 Jan | 2494.50 | 77.8 | 5.9 | 31.30 | 1,022 | 41 | 231 | |||||||||
| 1 Jan | 2476.70 | 73.2 | -7.4 | 31.13 | 266 | 26 | 192 | |||||||||
| 31 Dec | 2490.20 | 78.2 | -50.25 | 30.95 | 1,104 | 167 | 167 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 2520 expiring on 27JAN2026
Delta for 2520 CE is 0.52
Historical price for 2520 CE is as follows
On 9 Jan MAZDOCK was trading at 2500.50. The strike last trading price was 85.4, which was 18.6 higher than the previous day. The implied volatity was 37.92, the open interest changed by -176 which decreased total open position to 324
On 8 Jan MAZDOCK was trading at 2480.40. The strike last trading price was 67.15, which was -13.9 lower than the previous day. The implied volatity was 35.09, the open interest changed by 162 which increased total open position to 503
On 7 Jan MAZDOCK was trading at 2511.40. The strike last trading price was 81, which was 9.35 higher than the previous day. The implied volatity was 33.83, the open interest changed by 38 which increased total open position to 341
On 6 Jan MAZDOCK was trading at 2496.40. The strike last trading price was 71.25, which was -14.85 lower than the previous day. The implied volatity was 32.17, the open interest changed by 69 which increased total open position to 303
On 5 Jan MAZDOCK was trading at 2514.70. The strike last trading price was 85.05, which was 7.2 higher than the previous day. The implied volatity was 32.50, the open interest changed by 5 which increased total open position to 236
On 2 Jan MAZDOCK was trading at 2494.50. The strike last trading price was 77.8, which was 5.9 higher than the previous day. The implied volatity was 31.30, the open interest changed by 41 which increased total open position to 231
On 1 Jan MAZDOCK was trading at 2476.70. The strike last trading price was 73.2, which was -7.4 lower than the previous day. The implied volatity was 31.13, the open interest changed by 26 which increased total open position to 192
On 31 Dec MAZDOCK was trading at 2490.20. The strike last trading price was 78.2, which was -50.25 lower than the previous day. The implied volatity was 30.95, the open interest changed by 167 which increased total open position to 167
| MAZDOCK 27JAN2026 2520 PE | |||||||
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Delta: -0.48
Vega: 2.22
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 2500.50 | 91.15 | -3.4 | 41.54 | 2,889 | -188 | 247 |
| 8 Jan | 2480.40 | 98 | 21.9 | 36.96 | 1,283 | 226 | 438 |
| 7 Jan | 2511.40 | 77.35 | -8.3 | 33.79 | 102 | 7 | 213 |
| 6 Jan | 2496.40 | 86.85 | 11.3 | 33.83 | 260 | 41 | 210 |
| 5 Jan | 2514.70 | 74.1 | -14.65 | 32.17 | 535 | 39 | 169 |
| 2 Jan | 2494.50 | 89.9 | -7 | 32.95 | 276 | 38 | 128 |
| 1 Jan | 2476.70 | 95.45 | 1.3 | 32.17 | 74 | 19 | 91 |
| 31 Dec | 2490.20 | 94.1 | -80.4 | 32.61 | 174 | 72 | 72 |
For Mazagon Dock Shipbuil Ltd - strike price 2520 expiring on 27JAN2026
Delta for 2520 PE is -0.48
Historical price for 2520 PE is as follows
On 9 Jan MAZDOCK was trading at 2500.50. The strike last trading price was 91.15, which was -3.4 lower than the previous day. The implied volatity was 41.54, the open interest changed by -188 which decreased total open position to 247
On 8 Jan MAZDOCK was trading at 2480.40. The strike last trading price was 98, which was 21.9 higher than the previous day. The implied volatity was 36.96, the open interest changed by 226 which increased total open position to 438
On 7 Jan MAZDOCK was trading at 2511.40. The strike last trading price was 77.35, which was -8.3 lower than the previous day. The implied volatity was 33.79, the open interest changed by 7 which increased total open position to 213
On 6 Jan MAZDOCK was trading at 2496.40. The strike last trading price was 86.85, which was 11.3 higher than the previous day. The implied volatity was 33.83, the open interest changed by 41 which increased total open position to 210
On 5 Jan MAZDOCK was trading at 2514.70. The strike last trading price was 74.1, which was -14.65 lower than the previous day. The implied volatity was 32.17, the open interest changed by 39 which increased total open position to 169
On 2 Jan MAZDOCK was trading at 2494.50. The strike last trading price was 89.9, which was -7 lower than the previous day. The implied volatity was 32.95, the open interest changed by 38 which increased total open position to 128
On 1 Jan MAZDOCK was trading at 2476.70. The strike last trading price was 95.45, which was 1.3 higher than the previous day. The implied volatity was 32.17, the open interest changed by 19 which increased total open position to 91
On 31 Dec MAZDOCK was trading at 2490.20. The strike last trading price was 94.1, which was -80.4 lower than the previous day. The implied volatity was 32.61, the open interest changed by 72 which increased total open position to 72































































































































































































































