MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:03 AM IST
| MOTHERSON 26DEC2024 167.5 CE | ||||||||||
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Delta: 0.49
Vega: 0.13
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 166.37 | 3.75 | -0.75 | 30.29 | 209 | 55 | 726 | |||
| 11 Dec | 166.81 | 4.5 | -0.25 | 32.95 | 931 | 26 | 672 | |||
| 10 Dec | 167.30 | 4.75 | 0.05 | 31.72 | 1,333 | 139 | 650 | |||
| 9 Dec | 166.81 | 4.7 | -2.15 | 32.83 | 1,193 | 132 | 511 | |||
| 6 Dec | 170.39 | 6.85 | 1.30 | 31.34 | 3,048 | 1 | 387 | |||
| 5 Dec | 167.00 | 5.55 | 2.20 | 32.82 | 3,130 | -166 | 407 | |||
| 4 Dec | 162.48 | 3.35 | -1.40 | 31.28 | 1,244 | 241 | 577 | |||
| 3 Dec | 166.20 | 4.75 | -0.65 | 29.41 | 1,447 | 55 | 336 | |||
| 2 Dec | 165.75 | 5.4 | 1.90 | 32.70 | 1,344 | 71 | 281 | |||
| 29 Nov | 162.46 | 3.5 | -0.35 | 29.23 | 246 | 49 | 211 | |||
| 28 Nov | 161.81 | 3.85 | -1.05 | 31.80 | 302 | 98 | 163 | |||
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| 27 Nov | 163.60 | 4.9 | -1.25 | 32.62 | 62 | 28 | 65 | |||
| 26 Nov | 166.32 | 6.15 | -0.05 | 31.36 | 31 | 9 | 36 | |||
| 25 Nov | 165.20 | 6.2 | 0.45 | 33.67 | 43 | 22 | 28 | |||
| 22 Nov | 165.23 | 5.75 | 1.05 | 29.52 | 20 | 7 | 13 | |||
| 21 Nov | 161.84 | 4.7 | -2.80 | 31.06 | 5 | 2 | 5 | |||
| 20 Nov | 165.36 | 7.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 165.36 | 7.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 164.95 | 7.5 | 0.50 | 37.62 | 2 | 1 | 4 | |||
| 14 Nov | 165.36 | 7 | -0.05 | 30.37 | 1 | 0 | 3 | |||
| 13 Nov | 159.89 | 7.05 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Nov | 166.04 | 7.05 | -13.10 | 34.30 | 4 | 3 | 3 | |||
| 11 Nov | 174.82 | 20.15 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 CE is 0.49
Historical price for 167.5 CE is as follows
On 12 Dec MOTHERSON was trading at 166.37. The strike last trading price was 3.75, which was -0.75 lower than the previous day. The implied volatity was 30.29, the open interest changed by 55 which increased total open position to 726
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 32.95, the open interest changed by 26 which increased total open position to 672
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 31.72, the open interest changed by 139 which increased total open position to 650
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 4.7, which was -2.15 lower than the previous day. The implied volatity was 32.83, the open interest changed by 132 which increased total open position to 511
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 6.85, which was 1.30 higher than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 387
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 5.55, which was 2.20 higher than the previous day. The implied volatity was 32.82, the open interest changed by -166 which decreased total open position to 407
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 3.35, which was -1.40 lower than the previous day. The implied volatity was 31.28, the open interest changed by 241 which increased total open position to 577
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 4.75, which was -0.65 lower than the previous day. The implied volatity was 29.41, the open interest changed by 55 which increased total open position to 336
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 5.4, which was 1.90 higher than the previous day. The implied volatity was 32.70, the open interest changed by 71 which increased total open position to 281
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 29.23, the open interest changed by 49 which increased total open position to 211
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 31.80, the open interest changed by 98 which increased total open position to 163
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 4.9, which was -1.25 lower than the previous day. The implied volatity was 32.62, the open interest changed by 28 which increased total open position to 65
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 6.15, which was -0.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 9 which increased total open position to 36
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 6.2, which was 0.45 higher than the previous day. The implied volatity was 33.67, the open interest changed by 22 which increased total open position to 28
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 5.75, which was 1.05 higher than the previous day. The implied volatity was 29.52, the open interest changed by 7 which increased total open position to 13
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 4.7, which was -2.80 lower than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 5
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7.5, 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 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7.5, 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 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 7.5, which was 0.50 higher than the previous day. The implied volatity was 37.62, the open interest changed by 1 which increased total open position to 4
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 7, which was -0.05 lower than the previous day. The implied volatity was 30.37, the open interest changed by 0 which decreased total open position to 3
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 7.05, which was -13.10 lower than the previous day. The implied volatity was 34.30, the open interest changed by 3 which increased total open position to 3
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 20.15, 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 167.5 PE | |||||||
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Delta: -0.50
Vega: 0.13
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 166.37 | 4.45 | 0.20 | 32.14 | 91 | 11 | 446 |
| 11 Dec | 166.81 | 4.25 | -0.40 | 31.89 | 593 | 48 | 434 |
| 10 Dec | 167.30 | 4.65 | -0.65 | 35.55 | 361 | 42 | 373 |
| 9 Dec | 166.81 | 5.3 | 1.45 | 36.86 | 744 | 14 | 334 |
| 6 Dec | 170.39 | 3.85 | -0.80 | 34.41 | 2,926 | 88 | 330 |
| 5 Dec | 167.00 | 4.65 | -2.65 | 31.01 | 864 | 41 | 241 |
| 4 Dec | 162.48 | 7.3 | 1.70 | 31.98 | 273 | 35 | 200 |
| 3 Dec | 166.20 | 5.6 | 0.20 | 32.73 | 421 | 51 | 166 |
| 2 Dec | 165.75 | 5.4 | -2.35 | 30.80 | 116 | 29 | 107 |
| 29 Nov | 162.46 | 7.75 | -0.75 | 31.42 | 33 | 12 | 76 |
| 28 Nov | 161.81 | 8.5 | 0.30 | 33.59 | 75 | 43 | 65 |
| 27 Nov | 163.60 | 8.2 | 2.00 | 37.24 | 9 | 4 | 22 |
| 26 Nov | 166.32 | 6.2 | -0.85 | 33.57 | 6 | 4 | 17 |
| 25 Nov | 165.20 | 7.05 | -0.80 | 35.06 | 12 | 8 | 13 |
| 22 Nov | 165.23 | 7.85 | -1.40 | 37.88 | 2 | -1 | 4 |
| 21 Nov | 161.84 | 9.25 | 4.45 | 35.28 | 5 | 4 | 4 |
| 20 Nov | 165.36 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 165.36 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 164.95 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 165.36 | 4.8 | 0.00 | 0.22 | 0 | 0 | 0 |
| 13 Nov | 159.89 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 166.04 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 174.82 | 4.8 | 5.02 | 0 | 0 | 0 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 167.5 expiring on 26DEC2024
Delta for 167.5 PE is -0.50
Historical price for 167.5 PE is as follows
On 12 Dec MOTHERSON was trading at 166.37. The strike last trading price was 4.45, which was 0.20 higher than the previous day. The implied volatity was 32.14, the open interest changed by 11 which increased total open position to 446
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 4.25, which was -0.40 lower than the previous day. The implied volatity was 31.89, the open interest changed by 48 which increased total open position to 434
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 4.65, which was -0.65 lower than the previous day. The implied volatity was 35.55, the open interest changed by 42 which increased total open position to 373
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 5.3, which was 1.45 higher than the previous day. The implied volatity was 36.86, the open interest changed by 14 which increased total open position to 334
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 3.85, which was -0.80 lower than the previous day. The implied volatity was 34.41, the open interest changed by 88 which increased total open position to 330
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 4.65, which was -2.65 lower than the previous day. The implied volatity was 31.01, the open interest changed by 41 which increased total open position to 241
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 7.3, which was 1.70 higher than the previous day. The implied volatity was 31.98, the open interest changed by 35 which increased total open position to 200
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 5.6, which was 0.20 higher than the previous day. The implied volatity was 32.73, the open interest changed by 51 which increased total open position to 166
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 5.4, which was -2.35 lower than the previous day. The implied volatity was 30.80, the open interest changed by 29 which increased total open position to 107
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 7.75, which was -0.75 lower than the previous day. The implied volatity was 31.42, the open interest changed by 12 which increased total open position to 76
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 8.5, which was 0.30 higher than the previous day. The implied volatity was 33.59, the open interest changed by 43 which increased total open position to 65
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 8.2, which was 2.00 higher than the previous day. The implied volatity was 37.24, the open interest changed by 4 which increased total open position to 22
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 6.2, which was -0.85 lower than the previous day. The implied volatity was 33.57, the open interest changed by 4 which increased total open position to 17
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 7.05, which was -0.80 lower than the previous day. The implied volatity was 35.06, the open interest changed by 8 which increased total open position to 13
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 7.85, which was -1.40 lower than the previous day. The implied volatity was 37.88, the open interest changed by -1 which decreased total open position to 4
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 9.25, which was 4.45 higher than the previous day. The implied volatity was 35.28, the open interest changed by 4 which increased total open position to 4
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 4.8, 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 4.8, 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 4.8, 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 4.8, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 4.8, 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 4.8, 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 4.8, which was lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
