MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:13 AM IST
| MOTHERSON 26DEC2024 150 CE | ||||||||||
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Delta: 0.97
Vega: 0.02
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 166.12 | 16.8 | -1.15 | 29.56 | 20 | 0 | 59 | |||
| 11 Dec | 166.81 | 17.95 | 1.30 | 38.17 | 10 | 0 | 58 | |||
| 10 Dec | 167.30 | 16.65 | -0.55 | - | 3 | -1 | 58 | |||
| 9 Dec | 166.81 | 17.2 | -4.35 | - | 6 | -1 | 59 | |||
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| 6 Dec | 170.39 | 21.55 | 3.50 | 42.24 | 46 | -2 | 59 | |||
| 5 Dec | 167.00 | 18.05 | 3.80 | 21.61 | 85 | 30 | 62 | |||
| 4 Dec | 162.48 | 14.25 | -2.85 | 30.40 | 19 | 11 | 30 | |||
| 3 Dec | 166.20 | 17.1 | -1.15 | 16.46 | 7 | -1 | 21 | |||
| 2 Dec | 165.75 | 18.25 | 3.95 | 39.82 | 15 | 2 | 22 | |||
| 29 Nov | 162.46 | 14.3 | 0.20 | 28.60 | 3 | 2 | 19 | |||
| 28 Nov | 161.81 | 14.1 | -2.05 | 30.19 | 18 | 16 | 17 | |||
| 27 Nov | 163.60 | 16.15 | -50.00 | 34.05 | 1 | 0 | 0 | |||
| 26 Nov | 166.32 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 165.20 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 165.23 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 161.84 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 165.36 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 165.36 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 164.95 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 165.36 | 66.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 159.89 | 66.15 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 150 expiring on 26DEC2024
Delta for 150 CE is 0.97
Historical price for 150 CE is as follows
On 12 Dec MOTHERSON was trading at 166.12. The strike last trading price was 16.8, which was -1.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 59
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 17.95, which was 1.30 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 58
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 16.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 58
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 17.2, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 21.55, which was 3.50 higher than the previous day. The implied volatity was 42.24, the open interest changed by -2 which decreased total open position to 59
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 18.05, which was 3.80 higher than the previous day. The implied volatity was 21.61, the open interest changed by 30 which increased total open position to 62
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 14.25, which was -2.85 lower than the previous day. The implied volatity was 30.40, the open interest changed by 11 which increased total open position to 30
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 17.1, which was -1.15 lower than the previous day. The implied volatity was 16.46, the open interest changed by -1 which decreased total open position to 21
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 18.25, which was 3.95 higher than the previous day. The implied volatity was 39.82, the open interest changed by 2 which increased total open position to 22
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 14.3, which was 0.20 higher than the previous day. The implied volatity was 28.60, the open interest changed by 2 which increased total open position to 19
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 14.1, which was -2.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by 16 which increased total open position to 17
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 16.15, which was -50.00 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, 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 66.15, which was 0.00 lower than the previous day. The implied volatity was -, 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 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 66.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 66.15, 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 26DEC2024 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.04
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 166.12 | 0.3 | -0.05 | 35.09 | 59 | -12 | 543 |
| 11 Dec | 166.81 | 0.35 | -0.10 | 36.69 | 280 | 43 | 555 |
| 10 Dec | 167.30 | 0.45 | -0.15 | 38.48 | 316 | 7 | 510 |
| 9 Dec | 166.81 | 0.6 | 0.10 | 39.14 | 458 | 22 | 505 |
| 6 Dec | 170.39 | 0.5 | -0.15 | 39.12 | 1,386 | 24 | 483 |
| 5 Dec | 167.00 | 0.65 | -0.30 | 36.87 | 610 | 38 | 456 |
| 4 Dec | 162.48 | 0.95 | 0.20 | 33.45 | 411 | 30 | 420 |
| 3 Dec | 166.20 | 0.75 | -0.10 | 35.40 | 441 | -9 | 392 |
| 2 Dec | 165.75 | 0.85 | -0.50 | 35.90 | 476 | 27 | 403 |
| 29 Nov | 162.46 | 1.35 | -0.35 | 34.05 | 432 | 56 | 375 |
| 28 Nov | 161.81 | 1.7 | 0.20 | 35.77 | 440 | 37 | 324 |
| 27 Nov | 163.60 | 1.5 | 0.25 | 36.24 | 271 | 94 | 286 |
| 26 Nov | 166.32 | 1.25 | -0.30 | 37.15 | 86 | 41 | 181 |
| 25 Nov | 165.20 | 1.55 | -0.05 | 38.03 | 77 | 28 | 140 |
| 22 Nov | 165.23 | 1.6 | -0.80 | 36.96 | 41 | 18 | 130 |
| 21 Nov | 161.84 | 2.4 | 0.50 | 38.12 | 71 | -4 | 109 |
| 20 Nov | 165.36 | 1.9 | 0.00 | 36.61 | 125 | 35 | 118 |
| 19 Nov | 165.36 | 1.9 | -0.05 | 36.61 | 125 | 40 | 118 |
| 18 Nov | 164.95 | 1.95 | 0.10 | 37.16 | 46 | 24 | 78 |
| 14 Nov | 165.36 | 1.85 | -1.35 | 35.97 | 91 | 26 | 64 |
| 13 Nov | 159.89 | 3.2 | 37.20 | 94 | 38 | 38 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 150 expiring on 26DEC2024
Delta for 150 PE is -0.06
Historical price for 150 PE is as follows
On 12 Dec MOTHERSON was trading at 166.12. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.09, the open interest changed by -12 which decreased total open position to 543
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 36.69, the open interest changed by 43 which increased total open position to 555
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 38.48, the open interest changed by 7 which increased total open position to 510
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 39.14, the open interest changed by 22 which increased total open position to 505
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 39.12, the open interest changed by 24 which increased total open position to 483
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 36.87, the open interest changed by 38 which increased total open position to 456
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 33.45, the open interest changed by 30 which increased total open position to 420
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 35.40, the open interest changed by -9 which decreased total open position to 392
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 35.90, the open interest changed by 27 which increased total open position to 403
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 34.05, the open interest changed by 56 which increased total open position to 375
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 35.77, the open interest changed by 37 which increased total open position to 324
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 36.24, the open interest changed by 94 which increased total open position to 286
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 37.15, the open interest changed by 41 which increased total open position to 181
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 38.03, the open interest changed by 28 which increased total open position to 140
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 36.96, the open interest changed by 18 which increased total open position to 130
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 2.4, which was 0.50 higher than the previous day. The implied volatity was 38.12, the open interest changed by -4 which decreased total open position to 109
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 36.61, the open interest changed by 35 which increased total open position to 118
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 36.61, the open interest changed by 40 which increased total open position to 118
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 37.16, the open interest changed by 24 which increased total open position to 78
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.85, which was -1.35 lower than the previous day. The implied volatity was 35.97, the open interest changed by 26 which increased total open position to 64
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was 37.20, the open interest changed by 38 which increased total open position to 38
