MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
21 Nov 2024 04:12 PM IST
| MOTHERSON 28NOV2024 160 CE | ||||||||||
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Delta: 0.64
Vega: 0.08
Theta: -0.24
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 161.84 | 4.7 | -2.30 | 35.57 | 356 | 26.5 | 289 | |||
| 20 Nov | 165.36 | 7 | 0.00 | 37.83 | 131.5 | -27.5 | 262.5 | |||
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| 19 Nov | 165.36 | 7 | -0.10 | 37.83 | 131.5 | -27.5 | 262.5 | |||
| 18 Nov | 164.95 | 7.1 | -0.85 | 35.39 | 118 | 0 | 289.5 | |||
| 14 Nov | 165.36 | 7.95 | 3.00 | 30.30 | 1,073 | -60 | 289 | |||
| 13 Nov | 159.89 | 4.95 | -2.65 | 33.62 | 1,862 | 237 | 348 | |||
| 12 Nov | 166.04 | 7.6 | -7.85 | 36.79 | 194.5 | 63.5 | 101 | |||
| 11 Nov | 174.82 | 15.45 | -1.65 | 22.35 | 29.5 | 6 | 34.5 | |||
| 8 Nov | 176.08 | 17.1 | -11.90 | 26.91 | 20.5 | 10 | 26.5 | |||
| 7 Nov | 182.69 | 29 | 0.00 | 0.00 | 0 | -14 | 0 | |||
| 6 Nov | 187.77 | 29 | 2.15 | 44.41 | 16.5 | 0 | 30.5 | |||
| 5 Nov | 184.17 | 26.85 | 0.25 | 52.69 | 4 | 3 | 29.5 | |||
| 4 Nov | 185.11 | 26.6 | 3.15 | 43.09 | 16 | 10 | 26 | |||
| 1 Nov | 182.23 | 23.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 31 Oct | 180.95 | 23.45 | -3.55 | - | 11 | 5 | 16 | |||
| 30 Oct | 185.06 | 27 | -13.25 | - | 11 | 10 | 10 | |||
| 29 Oct | 190.27 | 40.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 190.45 | 40.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 189.67 | 40.25 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 160 expiring on 28NOV2024
Delta for 160 CE is 0.64
Historical price for 160 CE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 4.7, which was -2.30 lower than the previous day. The implied volatity was 35.57, the open interest changed by 53 which increased total open position to 578
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 37.83, the open interest changed by -55 which decreased total open position to 525
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7, which was -0.10 lower than the previous day. The implied volatity was 37.83, the open interest changed by -55 which decreased total open position to 525
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 7.1, which was -0.85 lower than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 579
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7.95, which was 3.00 higher than the previous day. The implied volatity was 30.30, the open interest changed by -120 which decreased total open position to 578
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 4.95, which was -2.65 lower than the previous day. The implied volatity was 33.62, the open interest changed by 474 which increased total open position to 696
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 7.6, which was -7.85 lower than the previous day. The implied volatity was 36.79, the open interest changed by 127 which increased total open position to 202
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 15.45, which was -1.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 12 which increased total open position to 69
On 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 17.1, which was -11.90 lower than the previous day. The implied volatity was 26.91, the open interest changed by 20 which increased total open position to 53
On 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -28 which decreased total open position to 0
On 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 29, which was 2.15 higher than the previous day. The implied volatity was 44.41, the open interest changed by 0 which decreased total open position to 61
On 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 26.85, which was 0.25 higher than the previous day. The implied volatity was 52.69, the open interest changed by 6 which increased total open position to 59
On 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 26.6, which was 3.15 higher than the previous day. The implied volatity was 43.09, the open interest changed by 20 which increased total open position to 52
On 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 23.45, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MOTHERSON was trading at 185.06. The strike last trading price was 27, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MOTHERSON was trading at 190.27. The strike last trading price was 40.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MOTHERSON was trading at 190.45. The strike last trading price was 40.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MOTHERSON was trading at 189.67. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MOTHERSON 28NOV2024 160 PE | |||||||
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Delta: -0.37
Vega: 0.09
Theta: -0.23
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 161.84 | 2.4 | 0.40 | 40.38 | 926.5 | 27.5 | 723 |
| 20 Nov | 165.36 | 2 | 0.00 | 40.25 | 789 | -57.5 | 702 |
| 19 Nov | 165.36 | 2 | 0.30 | 40.25 | 789 | -51 | 702 |
| 18 Nov | 164.95 | 1.7 | -0.05 | 35.58 | 790.5 | -89.5 | 755.5 |
| 14 Nov | 165.36 | 1.75 | -1.95 | 33.32 | 1,930.5 | 98 | 846 |
| 13 Nov | 159.89 | 3.7 | 0.55 | 32.89 | 5,138 | 238.5 | 815 |
| 12 Nov | 166.04 | 3.15 | 1.90 | 37.98 | 3,484 | 317.5 | 611.5 |
| 11 Nov | 174.82 | 1.25 | -0.10 | 42.34 | 748 | 91.5 | 293.5 |
| 8 Nov | 176.08 | 1.35 | 0.45 | 42.45 | 414 | 57.5 | 199.5 |
| 7 Nov | 182.69 | 0.9 | 0.35 | 45.75 | 179.5 | 4.5 | 137.5 |
| 6 Nov | 187.77 | 0.55 | -0.45 | 44.62 | 162.5 | -3.5 | 133 |
| 5 Nov | 184.17 | 1 | -0.10 | 46.85 | 157.5 | 1.5 | 136.5 |
| 4 Nov | 185.11 | 1.1 | -0.55 | 47.70 | 248.5 | -7.5 | 134 |
| 1 Nov | 182.23 | 1.65 | 0.10 | 48.22 | 23.5 | 0.5 | 141.5 |
| 31 Oct | 180.95 | 1.55 | 0.30 | - | 269 | 61 | 140 |
| 30 Oct | 185.06 | 1.25 | 0.50 | - | 73 | 39 | 76 |
| 29 Oct | 190.27 | 0.75 | 0.00 | - | 49 | 17 | 39 |
| 28 Oct | 190.45 | 0.75 | -0.45 | - | 23 | 14 | 21 |
| 25 Oct | 189.67 | 1.2 | - | 14 | 7 | 7 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 160 expiring on 28NOV2024
Delta for 160 PE is -0.37
Historical price for 160 PE is as follows
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 2.4, which was 0.40 higher than the previous day. The implied volatity was 40.38, the open interest changed by 55 which increased total open position to 1446
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.25, the open interest changed by -115 which decreased total open position to 1404
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 40.25, the open interest changed by -102 which decreased total open position to 1404
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 35.58, the open interest changed by -179 which decreased total open position to 1511
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 1.75, which was -1.95 lower than the previous day. The implied volatity was 33.32, the open interest changed by 196 which increased total open position to 1692
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 3.7, which was 0.55 higher than the previous day. The implied volatity was 32.89, the open interest changed by 477 which increased total open position to 1630
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 3.15, which was 1.90 higher than the previous day. The implied volatity was 37.98, the open interest changed by 635 which increased total open position to 1223
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 42.34, the open interest changed by 183 which increased total open position to 587
On 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 42.45, the open interest changed by 115 which increased total open position to 399
On 7 Nov MOTHERSON was trading at 182.69. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 45.75, the open interest changed by 9 which increased total open position to 275
On 6 Nov MOTHERSON was trading at 187.77. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 44.62, the open interest changed by -7 which decreased total open position to 266
On 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 46.85, the open interest changed by 3 which increased total open position to 273
On 4 Nov MOTHERSON was trading at 185.11. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 47.70, the open interest changed by -15 which decreased total open position to 268
On 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 48.22, the open interest changed by 1 which increased total open position to 283
On 31 Oct MOTHERSON was trading at 180.95. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MOTHERSON was trading at 185.06. The strike last trading price was 1.25, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MOTHERSON was trading at 190.27. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MOTHERSON was trading at 190.45. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MOTHERSON was trading at 189.67. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
