[--[65.84.65.76]--]

MAZDOCK

Mazagon Dock Shipbuil Ltd
2500.5 +20.10 (0.81%)
L: 2489 H: 2607

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Historical option data for MAZDOCK

09 Jan 2026 04:13 PM IST
MAZDOCK 27-JAN-2026 2520 CE
Delta: 0.52
Vega: 2.22
Theta: -2.67
Gamma: 0.00
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
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
Delta: -0.48
Vega: 2.22
Theta: -2.21
Gamma: 0.00
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