MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
22 Nov 2024 04:12 PM IST
| MOTHERSON 28NOV2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.04
Theta: -0.15
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 22 Nov | 165.23 | 8.7 | 2.50 | 33.98 | 4.5 | 0.5 | 47.5 | |||
| 21 Nov | 161.84 | 6.2 | -2.85 | 32.66 | 8.5 | -2 | 48.5 | |||
| 20 Nov | 165.36 | 9.05 | 0.00 | 43.75 | 6.5 | 3 | 49 | |||
| 19 Nov | 165.36 | 9.05 | -0.20 | 43.75 | 6.5 | 1.5 | 49 | |||
| 18 Nov | 164.95 | 9.25 | -0.50 | 39.04 | 11 | -1.5 | 48 | |||
| 14 Nov | 165.36 | 9.75 | 3.50 | 28.45 | 69 | -6 | 48.5 | |||
| 13 Nov | 159.89 | 6.25 | -2.90 | 32.55 | 131.5 | 49 | 54.5 | |||
| 12 Nov | 166.04 | 9.15 | -8.80 | 35.81 | 9.5 | 4 | 5 | |||
| 11 Nov | 174.82 | 17.95 | 17.95 | 26.09 | 1 | 0.5 | 0.5 | |||
| 8 Nov | 176.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 182.69 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 187.77 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 184.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 185.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 182.23 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 180.95 | 0 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 CE is 0.89
Historical price for 157.5 CE is as follows
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 8.7, which was 2.50 higher than the previous day. The implied volatity was 33.98, the open interest changed by 1 which increased total open position to 95
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 6.2, which was -2.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by -4 which decreased total open position to 97
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 43.75, the open interest changed by 6 which increased total open position to 98
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9.05, which was -0.20 lower than the previous day. The implied volatity was 43.75, the open interest changed by 3 which increased total open position to 98
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 9.25, which was -0.50 lower than the previous day. The implied volatity was 39.04, the open interest changed by -3 which decreased total open position to 96
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9.75, which was 3.50 higher than the previous day. The implied volatity was 28.45, the open interest changed by -12 which decreased total open position to 97
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 6.25, which was -2.90 lower than the previous day. The implied volatity was 32.55, the open interest changed by 98 which increased total open position to 109
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 9.15, which was -8.80 lower than the previous day. The implied volatity was 35.81, the open interest changed by 8 which increased total open position to 10
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 17.95, which was 17.95 higher than the previous day. The implied volatity was 26.09, the open interest changed by 1 which increased total open position to 1
On 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 0, 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 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 0, 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 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 0, 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 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 0, 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 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 0, 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 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 0, 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 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MOTHERSON 28NOV2024 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.05
Theta: -0.15
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 165.23 | 0.65 | -0.90 | 39.25 | 288.5 | 20.5 | 91.5 |
| 21 Nov | 161.84 | 1.55 | 0.15 | 40.37 | 138 | 12 | 74 |
| 20 Nov | 165.36 | 1.4 | 0.00 | 40.44 | 198.5 | -42.5 | 65 |
| 19 Nov | 165.36 | 1.4 | 0.15 | 40.44 | 198.5 | -39.5 | 65 |
| 18 Nov | 164.95 | 1.25 | 0.00 | 37.91 | 185.5 | -12 | 104 |
| 14 Nov | 165.36 | 1.25 | -1.40 | 34.48 | 500 | 11.5 | 117 |
| 13 Nov | 159.89 | 2.65 | 0.30 | 32.93 | 882.5 | 56 | 107 |
| 12 Nov | 166.04 | 2.35 | 2.00 | 38.35 | 292 | 49 | 49 |
| 11 Nov | 174.82 | 0.35 | 0.35 | 14.91 | 0 | 0 | 0 |
| 8 Nov | 176.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 182.69 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 187.77 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 184.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 185.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 182.23 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 180.95 | 0 | - | 0 | 0 | 0 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 PE is -0.15
Historical price for 157.5 PE is as follows
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 0.65, which was -0.90 lower than the previous day. The implied volatity was 39.25, the open interest changed by 41 which increased total open position to 183
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 40.37, the open interest changed by 24 which increased total open position to 148
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 40.44, the open interest changed by -85 which decreased total open position to 130
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 40.44, the open interest changed by -79 which decreased total open position to 130
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 37.91, the open interest changed by -24 which decreased total open position to 208
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.25, which was -1.40 lower than the previous day. The implied volatity was 34.48, the open interest changed by 23 which increased total open position to 234
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 2.65, which was 0.30 higher than the previous day. The implied volatity was 32.93, the open interest changed by 112 which increased total open position to 214
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 2.35, which was 2.00 higher than the previous day. The implied volatity was 38.35, the open interest changed by 98 which increased total open position to 98
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 0.35, which was 0.35 higher than the previous day. The implied volatity was 14.91, 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 0, 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 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 0, 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 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 0, 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 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 0, 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 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 0, 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 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 0, 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 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
