MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:33 AM IST
| MOTHERSON 26DEC2024 162.5 CE | ||||||||||
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Delta: 0.69
Vega: 0.12
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 166.06 | 6.2 | -1.15 | 28.73 | 10 | 5 | 310 | |||
| 11 Dec | 166.81 | 7.35 | -0.30 | 32.66 | 52 | -3 | 300 | |||
| 10 Dec | 167.30 | 7.65 | 0.05 | 31.08 | 136 | 36 | 306 | |||
| 9 Dec | 166.81 | 7.6 | -2.55 | 33.35 | 74 | 15 | 269 | |||
| 6 Dec | 170.39 | 10.15 | 1.60 | 30.99 | 589 | -5 | 256 | |||
| 5 Dec | 167.00 | 8.55 | 3.00 | 33.70 | 958 | -56 | 265 | |||
| 4 Dec | 162.48 | 5.55 | -1.95 | 31.29 | 445 | 76 | 326 | |||
| 3 Dec | 166.20 | 7.5 | -0.65 | 29.32 | 226 | -10 | 252 | |||
| 2 Dec | 165.75 | 8.15 | 2.45 | 32.96 | 855 | 8 | 265 | |||
| 29 Nov | 162.46 | 5.7 | -0.30 | 29.27 | 404 | 110 | 256 | |||
| 28 Nov | 161.81 | 6 | -1.45 | 31.85 | 234 | 113 | 147 | |||
| 27 Nov | 163.60 | 7.45 | 0.25 | 33.49 | 42 | 31 | 32 | |||
| 26 Nov | 166.32 | 7.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 25 Nov | 165.20 | 7.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 165.23 | 7.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 161.84 | 7.2 | -16.50 | 32.30 | 1 | 0 | 0 | |||
| 20 Nov | 165.36 | 23.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 165.36 | 23.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 164.95 | 23.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 165.36 | 23.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 159.89 | 23.7 | 0.00 | 0.09 | 0 | 0 | 0 | |||
| 12 Nov | 166.04 | 23.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 174.82 | 23.7 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 162.5 expiring on 26DEC2024
Delta for 162.5 CE is 0.69
Historical price for 162.5 CE is as follows
On 12 Dec MOTHERSON was trading at 166.06. The strike last trading price was 6.2, which was -1.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 5 which increased total open position to 310
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 7.35, which was -0.30 lower than the previous day. The implied volatity was 32.66, the open interest changed by -3 which decreased total open position to 300
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 7.65, which was 0.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 36 which increased total open position to 306
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 7.6, which was -2.55 lower than the previous day. The implied volatity was 33.35, the open interest changed by 15 which increased total open position to 269
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 10.15, which was 1.60 higher than the previous day. The implied volatity was 30.99, the open interest changed by -5 which decreased total open position to 256
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 8.55, which was 3.00 higher than the previous day. The implied volatity was 33.70, the open interest changed by -56 which decreased total open position to 265
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 5.55, which was -1.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by 76 which increased total open position to 326
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 7.5, which was -0.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by -10 which decreased total open position to 252
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 8.15, which was 2.45 higher than the previous day. The implied volatity was 32.96, the open interest changed by 8 which increased total open position to 265
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 5.7, which was -0.30 lower than the previous day. The implied volatity was 29.27, the open interest changed by 110 which increased total open position to 256
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 6, which was -1.45 lower than the previous day. The implied volatity was 31.85, the open interest changed by 113 which increased total open position to 147
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 7.45, which was 0.25 higher than the previous day. The implied volatity was 33.49, the open interest changed by 31 which increased total open position to 32
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 7.2, 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 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 7.2, which was -16.50 lower than the previous day. The implied volatity was 32.30, 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 23.7, 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 23.7, 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 23.7, 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 23.7, 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 23.7, which was 0.00 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 23.7, 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 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 23.7, 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 162.5 PE | |||||||
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Delta: -0.33
Vega: 0.12
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 166.06 | 2.25 | -0.05 | 31.13 | 148 | 27 | 432 |
| 11 Dec | 166.81 | 2.3 | -0.20 | 32.97 | 477 | 17 | 410 |
| 10 Dec | 167.30 | 2.5 | -0.45 | 34.87 | 377 | 27 | 391 |
| 9 Dec | 166.81 | 2.95 | 0.80 | 35.69 | 423 | -4 | 365 |
| 6 Dec | 170.39 | 2.15 | -0.65 | 34.51 | 2,286 | -73 | 371 |
| 5 Dec | 167.00 | 2.8 | -1.80 | 32.53 | 1,032 | 29 | 447 |
| 4 Dec | 162.48 | 4.6 | 1.20 | 32.41 | 571 | -4 | 418 |
| 3 Dec | 166.20 | 3.4 | 0.00 | 33.04 | 480 | -20 | 423 |
| 2 Dec | 165.75 | 3.4 | -1.60 | 32.29 | 646 | 93 | 459 |
| 29 Nov | 162.46 | 5 | -0.65 | 31.48 | 419 | 193 | 363 |
| 28 Nov | 161.81 | 5.65 | 0.65 | 33.37 | 308 | 126 | 170 |
| 27 Nov | 163.60 | 5 | 0.75 | 33.80 | 76 | 31 | 44 |
| 26 Nov | 166.32 | 4.25 | -0.40 | 35.10 | 13 | 7 | 13 |
| 25 Nov | 165.20 | 4.65 | -0.30 | 34.82 | 4 | -1 | 5 |
| 22 Nov | 165.23 | 4.95 | -1.55 | 35.16 | 6 | -1 | 5 |
| 21 Nov | 161.84 | 6.5 | 1.55 | 36.08 | 6 | 4 | 5 |
| 20 Nov | 165.36 | 4.95 | 0.00 | 32.21 | 3 | 1 | 0 |
| 19 Nov | 165.36 | 4.95 | 1.50 | 32.21 | 3 | 0 | 0 |
| 18 Nov | 164.95 | 3.45 | 0.00 | 2.67 | 0 | 0 | 0 |
| 14 Nov | 165.36 | 3.45 | 0.00 | 3.18 | 0 | 0 | 0 |
| 13 Nov | 159.89 | 3.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 166.04 | 3.45 | 0.00 | 2.02 | 0 | 0 | 0 |
| 11 Nov | 174.82 | 3.45 | 7.50 | 0 | 0 | 0 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 162.5 expiring on 26DEC2024
Delta for 162.5 PE is -0.33
Historical price for 162.5 PE is as follows
On 12 Dec MOTHERSON was trading at 166.06. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 31.13, the open interest changed by 27 which increased total open position to 432
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 32.97, the open interest changed by 17 which increased total open position to 410
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by 27 which increased total open position to 391
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 2.95, which was 0.80 higher than the previous day. The implied volatity was 35.69, the open interest changed by -4 which decreased total open position to 365
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 34.51, the open interest changed by -73 which decreased total open position to 371
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 2.8, which was -1.80 lower than the previous day. The implied volatity was 32.53, the open interest changed by 29 which increased total open position to 447
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 4.6, which was 1.20 higher than the previous day. The implied volatity was 32.41, the open interest changed by -4 which decreased total open position to 418
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 33.04, the open interest changed by -20 which decreased total open position to 423
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 3.4, which was -1.60 lower than the previous day. The implied volatity was 32.29, the open interest changed by 93 which increased total open position to 459
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 31.48, the open interest changed by 193 which increased total open position to 363
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 33.37, the open interest changed by 126 which increased total open position to 170
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 33.80, the open interest changed by 31 which increased total open position to 44
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 4.25, which was -0.40 lower than the previous day. The implied volatity was 35.10, the open interest changed by 7 which increased total open position to 13
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 4.65, which was -0.30 lower than the previous day. The implied volatity was 34.82, the open interest changed by -1 which decreased total open position to 5
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 4.95, which was -1.55 lower than the previous day. The implied volatity was 35.16, the open interest changed by -1 which decreased total open position to 5
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 6.5, which was 1.55 higher than the previous day. The implied volatity was 36.08, the open interest changed by 4 which increased total open position to 5
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 32.21, the open interest changed by 1 which increased total open position to 0
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.95, which was 1.50 higher than the previous day. The implied volatity was 32.21, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 3.45, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 3.45, 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 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 2.02, 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 3.45, which was lower than the previous day. The implied volatity was 7.50, the open interest changed by 0 which decreased total open position to 0
