MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
21 Nov 2024 04:12 PM IST
| MOTHERSON 28NOV2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.02
Theta: -0.10
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 161.84 | 17.85 | -1.15 | 48.05 | 0.5 | 0 | 9.5 | |||
| 20 Nov | 165.36 | 19 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 165.36 | 19 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 164.95 | 19 | 0.00 | 0.00 | 0 | 1 | 0 | |||
|
|
||||||||||
| 14 Nov | 165.36 | 19 | 2.60 | 32.98 | 1.5 | 0.5 | 9 | |||
| 13 Nov | 159.89 | 16.4 | -36.80 | 34.53 | 13 | 7 | 7 | |||
| 12 Nov | 166.04 | 53.2 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 145 expiring on 28NOV2024
Delta for 145 CE is 0.96
Historical price for 145 CE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 17.85, which was -1.15 lower than the previous day. The implied volatity was 48.05, the open interest changed by 0 which decreased total open position to 19
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 19, which was 2.60 higher than the previous day. The implied volatity was 32.98, the open interest changed by 1 which increased total open position to 18
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 16.4, which was -36.80 lower than the previous day. The implied volatity was 34.53, the open interest changed by 14 which increased total open position to 14
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 53.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MOTHERSON 28NOV2024 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.08
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.84 | 0.25 | 0.05 | 51.74 | 82.5 | 18 | 91.5 |
| 20 Nov | 165.36 | 0.2 | 0.00 | 48.17 | 34.5 | -4 | 73 |
| 19 Nov | 165.36 | 0.2 | -0.05 | 48.17 | 34.5 | -4.5 | 73 |
| 18 Nov | 164.95 | 0.25 | -0.05 | 48.10 | 44 | 3.5 | 80.5 |
| 14 Nov | 165.36 | 0.3 | -0.15 | 43.87 | 111.5 | -5 | 78 |
| 13 Nov | 159.89 | 0.45 | -0.10 | 37.85 | 405 | 34.5 | 82.5 |
| 12 Nov | 166.04 | 0.55 | 44.09 | 133 | 43 | 43 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 145 expiring on 28NOV2024
Delta for 145 PE is -0.05
Historical price for 145 PE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 51.74, the open interest changed by 36 which increased total open position to 183
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 48.17, the open interest changed by -8 which decreased total open position to 146
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 48.17, the open interest changed by -9 which decreased total open position to 146
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 48.10, the open interest changed by 7 which increased total open position to 161
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 43.87, the open interest changed by -10 which decreased total open position to 156
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 37.85, the open interest changed by 69 which increased total open position to 165
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 44.09, the open interest changed by 86 which increased total open position to 86
