MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:33 AM IST
MOTHERSON 26DEC2024 165 CE | ||||||||||
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Delta: 0.59
Vega: 0.13
Theta: -0.15
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 166.06 | 4.65 | -1.15 | 28.57 | 250 | 63 | 1,269 | |||
11 Dec | 166.81 | 5.8 | -0.30 | 32.71 | 751 | -6 | 1,207 | |||
10 Dec | 167.30 | 6.1 | 0.10 | 31.50 | 2,075 | 196 | 1,216 | |||
9 Dec | 166.81 | 6 | -2.40 | 32.75 | 1,547 | 216 | 1,022 | |||
6 Dec | 170.39 | 8.4 | 1.40 | 31.13 | 2,984 | -270 | 816 | |||
5 Dec | 167.00 | 7 | 2.65 | 33.51 | 4,673 | -318 | 1,092 | |||
4 Dec | 162.48 | 4.35 | -1.65 | 31.26 | 2,309 | 370 | 1,406 | |||
3 Dec | 166.20 | 6 | -0.65 | 29.22 | 1,731 | 17 | 1,039 | |||
2 Dec | 165.75 | 6.65 | 2.15 | 32.61 | 2,738 | -59 | 1,055 | |||
29 Nov | 162.46 | 4.5 | -0.35 | 29.21 | 1,176 | 170 | 1,114 | |||
28 Nov | 161.81 | 4.85 | -1.35 | 31.87 | 1,313 | 450 | 944 | |||
27 Nov | 163.60 | 6.2 | -1.20 | 33.62 | 757 | 265 | 492 | |||
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26 Nov | 166.32 | 7.4 | 0.25 | 31.08 | 197 | 38 | 227 | |||
25 Nov | 165.20 | 7.15 | -0.35 | 32.19 | 279 | 55 | 193 | |||
22 Nov | 165.23 | 7.5 | 1.45 | 32.05 | 201 | 5 | 143 | |||
21 Nov | 161.84 | 6.05 | -1.95 | 32.56 | 116 | 60 | 139 | |||
20 Nov | 165.36 | 8 | 0.00 | 35.58 | 93 | 39 | 78 | |||
19 Nov | 165.36 | 8 | 0.15 | 35.58 | 93 | 38 | 78 | |||
18 Nov | 164.95 | 7.85 | -0.25 | 33.02 | 16 | 4 | 39 | |||
14 Nov | 165.36 | 8.1 | 2.30 | 29.72 | 62 | 9 | 35 | |||
13 Nov | 159.89 | 5.8 | -46.65 | 31.66 | 51 | 27 | 27 | |||
12 Nov | 166.04 | 52.45 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 174.82 | 52.45 | 52.45 | - | 0 | 0 | 0 | |||
30 Oct | 185.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 189.67 | 0 | - | 0 | 0 | 0 |
For Samvrdhna Mthrsn Intl Ltd - strike price 165 expiring on 26DEC2024
Delta for 165 CE is 0.59
Historical price for 165 CE is as follows
On 12 Dec MOTHERSON was trading at 166.06. The strike last trading price was 4.65, which was -1.15 lower than the previous day. The implied volatity was 28.57, the open interest changed by 63 which increased total open position to 1269
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 5.8, which was -0.30 lower than the previous day. The implied volatity was 32.71, the open interest changed by -6 which decreased total open position to 1207
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 6.1, which was 0.10 higher than the previous day. The implied volatity was 31.50, the open interest changed by 196 which increased total open position to 1216
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 6, which was -2.40 lower than the previous day. The implied volatity was 32.75, the open interest changed by 216 which increased total open position to 1022
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 8.4, which was 1.40 higher than the previous day. The implied volatity was 31.13, the open interest changed by -270 which decreased total open position to 816
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 7, which was 2.65 higher than the previous day. The implied volatity was 33.51, the open interest changed by -318 which decreased total open position to 1092
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 4.35, which was -1.65 lower than the previous day. The implied volatity was 31.26, the open interest changed by 370 which increased total open position to 1406
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 6, which was -0.65 lower than the previous day. The implied volatity was 29.22, the open interest changed by 17 which increased total open position to 1039
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 6.65, which was 2.15 higher than the previous day. The implied volatity was 32.61, the open interest changed by -59 which decreased total open position to 1055
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 4.5, which was -0.35 lower than the previous day. The implied volatity was 29.21, the open interest changed by 170 which increased total open position to 1114
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 4.85, which was -1.35 lower than the previous day. The implied volatity was 31.87, the open interest changed by 450 which increased total open position to 944
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 6.2, which was -1.20 lower than the previous day. The implied volatity was 33.62, the open interest changed by 265 which increased total open position to 492
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 7.4, which was 0.25 higher than the previous day. The implied volatity was 31.08, the open interest changed by 38 which increased total open position to 227
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 7.15, which was -0.35 lower than the previous day. The implied volatity was 32.19, the open interest changed by 55 which increased total open position to 193
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 7.5, which was 1.45 higher than the previous day. The implied volatity was 32.05, the open interest changed by 5 which increased total open position to 143
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 6.05, which was -1.95 lower than the previous day. The implied volatity was 32.56, the open interest changed by 60 which increased total open position to 139
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 35.58, the open interest changed by 39 which increased total open position to 78
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 8, which was 0.15 higher than the previous day. The implied volatity was 35.58, the open interest changed by 38 which increased total open position to 78
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 7.85, which was -0.25 lower than the previous day. The implied volatity was 33.02, the open interest changed by 4 which increased total open position to 39
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 8.1, which was 2.30 higher than the previous day. The implied volatity was 29.72, the open interest changed by 9 which increased total open position to 35
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 5.8, which was -46.65 lower than the previous day. The implied volatity was 31.66, the open interest changed by 27 which increased total open position to 27
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 52.45, 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 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 52.45, which was 52.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MOTHERSON was trading at 185.06. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
MOTHERSON 26DEC2024 165 PE | |||||||
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Delta: -0.42
Vega: 0.13
Theta: -0.12
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 166.06 | 3.3 | 0.20 | 31.63 | 272 | 6 | 1,291 |
11 Dec | 166.81 | 3.1 | -0.35 | 31.91 | 944 | 26 | 1,287 |
10 Dec | 167.30 | 3.45 | -0.60 | 35.04 | 1,389 | 40 | 1,263 |
9 Dec | 166.81 | 4.05 | 1.15 | 36.44 | 1,747 | 229 | 1,223 |
6 Dec | 170.39 | 2.9 | -0.70 | 34.36 | 5,051 | 135 | 1,001 |
5 Dec | 167.00 | 3.6 | -2.20 | 31.54 | 1,968 | 128 | 864 |
4 Dec | 162.48 | 5.8 | 1.45 | 31.84 | 860 | 53 | 740 |
3 Dec | 166.20 | 4.35 | 0.00 | 32.52 | 1,116 | -32 | 687 |
2 Dec | 165.75 | 4.35 | -2.00 | 31.77 | 863 | 43 | 731 |
29 Nov | 162.46 | 6.35 | -0.65 | 31.80 | 250 | 63 | 687 |
28 Nov | 161.81 | 7 | 0.70 | 33.51 | 543 | 169 | 624 |
27 Nov | 163.60 | 6.3 | 1.20 | 34.31 | 533 | 258 | 456 |
26 Nov | 166.32 | 5.1 | -0.70 | 34.04 | 122 | 40 | 197 |
25 Nov | 165.20 | 5.8 | -0.10 | 35.06 | 99 | 80 | 156 |
22 Nov | 165.23 | 5.9 | -1.85 | 34.37 | 73 | 48 | 124 |
21 Nov | 161.84 | 7.75 | 1.25 | 35.92 | 82 | 11 | 77 |
20 Nov | 165.36 | 6.5 | 0.00 | 33.96 | 69 | 24 | 67 |
19 Nov | 165.36 | 6.5 | 0.20 | 33.96 | 69 | 25 | 67 |
18 Nov | 164.95 | 6.3 | 0.00 | 33.68 | 15 | 0 | 42 |
14 Nov | 165.36 | 6.3 | -3.05 | 34.22 | 42 | 24 | 42 |
13 Nov | 159.89 | 9.35 | 1.85 | 36.14 | 41 | 4 | 18 |
12 Nov | 166.04 | 7.5 | 3.75 | 35.05 | 22 | 9 | 14 |
11 Nov | 174.82 | 3.75 | 3.75 | 35.16 | 5 | 4 | 4 |
30 Oct | 185.06 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 189.67 | 0 | - | 0 | 0 | 0 |
For Samvrdhna Mthrsn Intl Ltd - strike price 165 expiring on 26DEC2024
Delta for 165 PE is -0.42
Historical price for 165 PE is as follows
On 12 Dec MOTHERSON was trading at 166.06. The strike last trading price was 3.3, which was 0.20 higher than the previous day. The implied volatity was 31.63, the open interest changed by 6 which increased total open position to 1291
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 31.91, the open interest changed by 26 which increased total open position to 1287
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 3.45, which was -0.60 lower than the previous day. The implied volatity was 35.04, the open interest changed by 40 which increased total open position to 1263
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 4.05, which was 1.15 higher than the previous day. The implied volatity was 36.44, the open interest changed by 229 which increased total open position to 1223
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 2.9, which was -0.70 lower than the previous day. The implied volatity was 34.36, the open interest changed by 135 which increased total open position to 1001
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 3.6, which was -2.20 lower than the previous day. The implied volatity was 31.54, the open interest changed by 128 which increased total open position to 864
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 5.8, which was 1.45 higher than the previous day. The implied volatity was 31.84, the open interest changed by 53 which increased total open position to 740
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by -32 which decreased total open position to 687
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 4.35, which was -2.00 lower than the previous day. The implied volatity was 31.77, the open interest changed by 43 which increased total open position to 731
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 31.80, the open interest changed by 63 which increased total open position to 687
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 7, which was 0.70 higher than the previous day. The implied volatity was 33.51, the open interest changed by 169 which increased total open position to 624
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 6.3, which was 1.20 higher than the previous day. The implied volatity was 34.31, the open interest changed by 258 which increased total open position to 456
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 5.1, which was -0.70 lower than the previous day. The implied volatity was 34.04, the open interest changed by 40 which increased total open position to 197
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 5.8, which was -0.10 lower than the previous day. The implied volatity was 35.06, the open interest changed by 80 which increased total open position to 156
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 5.9, which was -1.85 lower than the previous day. The implied volatity was 34.37, the open interest changed by 48 which increased total open position to 124
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 7.75, which was 1.25 higher than the previous day. The implied volatity was 35.92, the open interest changed by 11 which increased total open position to 77
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 33.96, the open interest changed by 24 which increased total open position to 67
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 6.5, which was 0.20 higher than the previous day. The implied volatity was 33.96, the open interest changed by 25 which increased total open position to 67
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 33.68, the open interest changed by 0 which decreased total open position to 42
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 6.3, which was -3.05 lower than the previous day. The implied volatity was 34.22, the open interest changed by 24 which increased total open position to 42
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 9.35, which was 1.85 higher than the previous day. The implied volatity was 36.14, the open interest changed by 4 which increased total open position to 18
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 7.5, which was 3.75 higher than the previous day. The implied volatity was 35.05, the open interest changed by 9 which increased total open position to 14
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 3.75, which was 3.75 higher than the previous day. The implied volatity was 35.16, the open interest changed by 4 which increased total open position to 4
On 30 Oct MOTHERSON was trading at 185.06. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to