MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
21 Nov 2024 04:12 PM IST
| MOTHERSON 28NOV2024 155 CE | ||||||||||
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Delta: 0.88
Vega: 0.04
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 161.84 | 8.1 | -3.20 | 30.21 | 25 | 0.5 | 49.5 | |||
| 20 Nov | 165.36 | 11.3 | 0.00 | 44.99 | 3.5 | 0 | 48.5 | |||
| 19 Nov | 165.36 | 11.3 | 0.20 | 44.99 | 3.5 | -0.5 | 48.5 | |||
| 18 Nov | 164.95 | 11.1 | -0.90 | 36.59 | 7 | 0.5 | 48.5 | |||
| 14 Nov | 165.36 | 12 | 4.00 | 30.04 | 64 | 2.5 | 48.5 | |||
| 13 Nov | 159.89 | 8 | -3.30 | 33.35 | 133.5 | 42.5 | 46.5 | |||
| 12 Nov | 166.04 | 11.3 | -33.10 | 38.83 | 17 | 3.5 | 3.5 | |||
| 11 Nov | 174.82 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 176.08 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 182.69 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 187.77 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 184.17 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 185.11 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 182.23 | 44.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 180.95 | 44.4 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 CE is 0.88
Historical price for 155 CE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 8.1, which was -3.20 lower than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 99
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 11.3, which was 0.00 lower than the previous day. The implied volatity was 44.99, the open interest changed by 0 which decreased total open position to 97
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 11.3, which was 0.20 higher than the previous day. The implied volatity was 44.99, the open interest changed by -1 which decreased total open position to 97
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 11.1, which was -0.90 lower than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 97
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 12, which was 4.00 higher than the previous day. The implied volatity was 30.04, the open interest changed by 5 which increased total open position to 97
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 8, which was -3.30 lower than the previous day. The implied volatity was 33.35, the open interest changed by 85 which increased total open position to 93
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 11.3, which was -33.10 lower than the previous day. The implied volatity was 38.83, the open interest changed by 7 which increased total open position to 7
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 44.4, 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 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 44.4, 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 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 44.4, 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 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 44.4, 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 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 44.4, 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 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 44.4, 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 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 44.4, 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 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 44.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MOTHERSON 28NOV2024 155 PE | |||||||
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Delta: -0.19
Vega: 0.06
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.84 | 1 | 0.05 | 41.32 | 301.5 | -17.5 | 274.5 |
| 20 Nov | 165.36 | 0.95 | 0.00 | 42.01 | 308 | -44.5 | 290.5 |
| 19 Nov | 165.36 | 0.95 | 0.10 | 42.01 | 308 | -46 | 290.5 |
| 18 Nov | 164.95 | 0.85 | -0.05 | 39.10 | 340 | -14 | 334 |
| 14 Nov | 165.36 | 0.9 | -0.90 | 35.91 | 940 | -30 | 348.5 |
| 13 Nov | 159.89 | 1.8 | 0.00 | 32.76 | 1,710 | 79.5 | 379.5 |
| 12 Nov | 166.04 | 1.8 | 1.15 | 39.60 | 1,165 | 122.5 | 301 |
| 11 Nov | 174.82 | 0.65 | -0.05 | 43.11 | 287 | -15 | 178.5 |
| 8 Nov | 176.08 | 0.7 | 0.15 | 42.54 | 237.5 | 31 | 194 |
| 7 Nov | 182.69 | 0.55 | 0.25 | 47.44 | 105.5 | 5.5 | 163 |
| 6 Nov | 187.77 | 0.3 | -0.35 | 45.58 | 114.5 | 59 | 157.5 |
| 5 Nov | 184.17 | 0.65 | -0.10 | 48.78 | 115.5 | 15 | 99.5 |
| 4 Nov | 185.11 | 0.75 | -0.15 | 49.95 | 143.5 | 30.5 | 86.5 |
| 1 Nov | 182.23 | 0.9 | 0.05 | 47.03 | 6 | 0.5 | 55.5 |
| 31 Oct | 180.95 | 0.85 | - | 91 | 54 | 54 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 155 expiring on 28NOV2024
Delta for 155 PE is -0.19
Historical price for 155 PE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 41.32, the open interest changed by -35 which decreased total open position to 549
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by -89 which decreased total open position to 581
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 42.01, the open interest changed by -92 which decreased total open position to 581
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 39.10, the open interest changed by -28 which decreased total open position to 668
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 0.9, which was -0.90 lower than the previous day. The implied volatity was 35.91, the open interest changed by -60 which decreased total open position to 697
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by 159 which increased total open position to 759
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 1.8, which was 1.15 higher than the previous day. The implied volatity was 39.60, the open interest changed by 245 which increased total open position to 602
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 43.11, the open interest changed by -30 which decreased total open position to 357
On 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 42.54, the open interest changed by 62 which increased total open position to 388
On 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 47.44, the open interest changed by 11 which increased total open position to 326
On 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 45.58, the open interest changed by 118 which increased total open position to 315
On 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 48.78, the open interest changed by 30 which increased total open position to 199
On 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 49.95, the open interest changed by 61 which increased total open position to 173
On 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 47.03, the open interest changed by 1 which increased total open position to 111
On 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
