MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:13 AM IST
| MOTHERSON 26DEC2024 160 CE | ||||||||||
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Delta: 0.78
Vega: 0.10
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 166.12 | 7.9 | -1.25 | 28.01 | 49 | 26 | 531 | |||
| 11 Dec | 166.81 | 9.15 | -0.25 | 33.00 | 212 | -10 | 511 | |||
| 10 Dec | 167.30 | 9.4 | 0.25 | 30.45 | 159 | 34 | 519 | |||
| 9 Dec | 166.81 | 9.15 | -3.00 | 31.93 | 219 | 13 | 485 | |||
| 6 Dec | 170.39 | 12.15 | 1.75 | 31.59 | 937 | -12 | 477 | |||
| 5 Dec | 167.00 | 10.4 | 3.50 | 34.88 | 1,227 | -49 | 510 | |||
| 4 Dec | 162.48 | 6.9 | -2.25 | 31.01 | 647 | 158 | 557 | |||
| 3 Dec | 166.20 | 9.15 | -0.75 | 29.12 | 310 | 4 | 400 | |||
| 2 Dec | 165.75 | 9.9 | 2.85 | 33.90 | 723 | -91 | 403 | |||
| 29 Nov | 162.46 | 7.05 | -0.35 | 29.08 | 468 | 90 | 495 | |||
| 28 Nov | 161.81 | 7.4 | -1.60 | 32.28 | 451 | 223 | 402 | |||
| 27 Nov | 163.60 | 9 | -1.50 | 34.16 | 264 | 99 | 180 | |||
| 26 Nov | 166.32 | 10.5 | 0.70 | 31.07 | 28 | 1 | 82 | |||
| 25 Nov | 165.20 | 9.8 | -1.05 | 30.44 | 44 | 32 | 77 | |||
| 22 Nov | 165.23 | 10.85 | 2.25 | 34.36 | 43 | 16 | 61 | |||
| 21 Nov | 161.84 | 8.6 | -2.60 | 32.54 | 33 | 13 | 43 | |||
| 20 Nov | 165.36 | 11.2 | 0.00 | 37.89 | 11 | 0 | 27 | |||
| 19 Nov | 165.36 | 11.2 | 0.45 | 37.89 | 11 | -3 | 27 | |||
| 18 Nov | 164.95 | 10.75 | -0.35 | 33.33 | 10 | 2 | 30 | |||
| 14 Nov | 165.36 | 11.1 | 3.10 | 29.75 | 35 | -6 | 29 | |||
| 13 Nov | 159.89 | 8 | -3.70 | 30.94 | 56 | 34 | 35 | |||
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| 12 Nov | 166.04 | 11.7 | -45.20 | 38.04 | 1 | 0 | 0 | |||
| 11 Nov | 174.82 | 56.9 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 160 expiring on 26DEC2024
Delta for 160 CE is 0.78
Historical price for 160 CE is as follows
On 12 Dec MOTHERSON was trading at 166.12. The strike last trading price was 7.9, which was -1.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 26 which increased total open position to 531
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 9.15, which was -0.25 lower than the previous day. The implied volatity was 33.00, the open interest changed by -10 which decreased total open position to 511
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 9.4, which was 0.25 higher than the previous day. The implied volatity was 30.45, the open interest changed by 34 which increased total open position to 519
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 9.15, which was -3.00 lower than the previous day. The implied volatity was 31.93, the open interest changed by 13 which increased total open position to 485
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 12.15, which was 1.75 higher than the previous day. The implied volatity was 31.59, the open interest changed by -12 which decreased total open position to 477
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 10.4, which was 3.50 higher than the previous day. The implied volatity was 34.88, the open interest changed by -49 which decreased total open position to 510
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 6.9, which was -2.25 lower than the previous day. The implied volatity was 31.01, the open interest changed by 158 which increased total open position to 557
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 9.15, which was -0.75 lower than the previous day. The implied volatity was 29.12, the open interest changed by 4 which increased total open position to 400
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 9.9, which was 2.85 higher than the previous day. The implied volatity was 33.90, the open interest changed by -91 which decreased total open position to 403
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 7.05, which was -0.35 lower than the previous day. The implied volatity was 29.08, the open interest changed by 90 which increased total open position to 495
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 7.4, which was -1.60 lower than the previous day. The implied volatity was 32.28, the open interest changed by 223 which increased total open position to 402
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 9, which was -1.50 lower than the previous day. The implied volatity was 34.16, the open interest changed by 99 which increased total open position to 180
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 10.5, which was 0.70 higher than the previous day. The implied volatity was 31.07, the open interest changed by 1 which increased total open position to 82
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 9.8, which was -1.05 lower than the previous day. The implied volatity was 30.44, the open interest changed by 32 which increased total open position to 77
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 10.85, which was 2.25 higher than the previous day. The implied volatity was 34.36, the open interest changed by 16 which increased total open position to 61
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 8.6, which was -2.60 lower than the previous day. The implied volatity was 32.54, the open interest changed by 13 which increased total open position to 43
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 37.89, the open interest changed by 0 which decreased total open position to 27
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 11.2, which was 0.45 higher than the previous day. The implied volatity was 37.89, the open interest changed by -3 which decreased total open position to 27
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 10.75, which was -0.35 lower than the previous day. The implied volatity was 33.33, the open interest changed by 2 which increased total open position to 30
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 11.1, which was 3.10 higher than the previous day. The implied volatity was 29.75, the open interest changed by -6 which decreased total open position to 29
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 8, which was -3.70 lower than the previous day. The implied volatity was 30.94, the open interest changed by 34 which increased total open position to 35
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 11.7, which was -45.20 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 56.9, 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 160 PE | |||||||
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Delta: -0.24
Vega: 0.10
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 166.12 | 1.55 | 0.00 | 31.63 | 183 | 22 | 1,627 |
| 11 Dec | 166.81 | 1.55 | -0.25 | 32.77 | 912 | 35 | 1,605 |
| 10 Dec | 167.30 | 1.8 | -0.40 | 35.21 | 1,309 | 139 | 1,570 |
| 9 Dec | 166.81 | 2.2 | 0.60 | 36.20 | 1,281 | 103 | 1,433 |
| 6 Dec | 170.39 | 1.6 | -0.50 | 35.09 | 4,769 | 314 | 1,346 |
| 5 Dec | 167.00 | 2.1 | -1.35 | 33.08 | 1,903 | 37 | 1,019 |
| 4 Dec | 162.48 | 3.45 | 1.00 | 32.08 | 978 | 29 | 982 |
| 3 Dec | 166.20 | 2.45 | -0.10 | 32.40 | 922 | -3 | 952 |
| 2 Dec | 165.75 | 2.55 | -1.35 | 32.37 | 1,229 | 216 | 961 |
| 29 Nov | 162.46 | 3.9 | -0.60 | 31.58 | 678 | 73 | 744 |
| 28 Nov | 161.81 | 4.5 | 0.35 | 33.44 | 1,345 | 348 | 673 |
| 27 Nov | 163.60 | 4.15 | 0.80 | 34.95 | 583 | 151 | 324 |
| 26 Nov | 166.32 | 3.35 | -0.35 | 35.11 | 119 | -4 | 171 |
| 25 Nov | 165.20 | 3.7 | -0.45 | 34.86 | 152 | 50 | 171 |
| 22 Nov | 165.23 | 4.15 | -1.25 | 36.08 | 92 | 12 | 133 |
| 21 Nov | 161.84 | 5.4 | 1.05 | 36.32 | 132 | 16 | 120 |
| 20 Nov | 165.36 | 4.35 | 0.00 | 34.09 | 65 | 28 | 99 |
| 19 Nov | 165.36 | 4.35 | -0.25 | 34.09 | 65 | 23 | 99 |
| 18 Nov | 164.95 | 4.6 | 0.20 | 35.84 | 20 | -1 | 75 |
| 14 Nov | 165.36 | 4.4 | -1.90 | 34.92 | 50 | -2 | 76 |
| 13 Nov | 159.89 | 6.3 | 0.95 | 34.07 | 208 | 19 | 78 |
| 12 Nov | 166.04 | 5.35 | 2.25 | 35.55 | 133 | 48 | 59 |
| 11 Nov | 174.82 | 3.1 | 39.05 | 29 | 9 | 9 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 160 expiring on 26DEC2024
Delta for 160 PE is -0.24
Historical price for 160 PE is as follows
On 12 Dec MOTHERSON was trading at 166.12. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 31.63, the open interest changed by 22 which increased total open position to 1627
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 32.77, the open interest changed by 35 which increased total open position to 1605
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 35.21, the open interest changed by 139 which increased total open position to 1570
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 2.2, which was 0.60 higher than the previous day. The implied volatity was 36.20, the open interest changed by 103 which increased total open position to 1433
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 35.09, the open interest changed by 314 which increased total open position to 1346
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 33.08, the open interest changed by 37 which increased total open position to 1019
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 3.45, which was 1.00 higher than the previous day. The implied volatity was 32.08, the open interest changed by 29 which increased total open position to 982
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by -3 which decreased total open position to 952
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 2.55, which was -1.35 lower than the previous day. The implied volatity was 32.37, the open interest changed by 216 which increased total open position to 961
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 3.9, which was -0.60 lower than the previous day. The implied volatity was 31.58, the open interest changed by 73 which increased total open position to 744
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 33.44, the open interest changed by 348 which increased total open position to 673
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 4.15, which was 0.80 higher than the previous day. The implied volatity was 34.95, the open interest changed by 151 which increased total open position to 324
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 35.11, the open interest changed by -4 which decreased total open position to 171
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 3.7, which was -0.45 lower than the previous day. The implied volatity was 34.86, the open interest changed by 50 which increased total open position to 171
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 4.15, which was -1.25 lower than the previous day. The implied volatity was 36.08, the open interest changed by 12 which increased total open position to 133
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 5.4, which was 1.05 higher than the previous day. The implied volatity was 36.32, the open interest changed by 16 which increased total open position to 120
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 34.09, the open interest changed by 28 which increased total open position to 99
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.35, which was -0.25 lower than the previous day. The implied volatity was 34.09, the open interest changed by 23 which increased total open position to 99
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 35.84, the open interest changed by -1 which decreased total open position to 75
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.4, which was -1.90 lower than the previous day. The implied volatity was 34.92, the open interest changed by -2 which decreased total open position to 76
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 6.3, which was 0.95 higher than the previous day. The implied volatity was 34.07, the open interest changed by 19 which increased total open position to 78
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 5.35, which was 2.25 higher than the previous day. The implied volatity was 35.55, the open interest changed by 48 which increased total open position to 59
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 39.05, the open interest changed by 9 which increased total open position to 9
