MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
12 Dec 2024 10:03 AM IST
| MOTHERSON 26DEC2024 170 CE | ||||||||||
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Delta: 0.40
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 | 2.85 | -0.60 | 31.50 | 602 | 90 | 3,064 | |||
| 11 Dec | 166.81 | 3.45 | -0.30 | 33.42 | 2,493 | 145 | 2,980 | |||
| 10 Dec | 167.30 | 3.75 | 0.00 | 32.86 | 3,729 | -2 | 2,821 | |||
| 9 Dec | 166.81 | 3.75 | -1.80 | 33.92 | 4,681 | 779 | 2,799 | |||
| 6 Dec | 170.39 | 5.55 | 1.25 | 31.87 | 18,274 | 54 | 2,149 | |||
| 5 Dec | 167.00 | 4.3 | 1.75 | 32.24 | 7,291 | 237 | 2,116 | |||
| 4 Dec | 162.48 | 2.55 | -1.15 | 31.43 | 2,859 | 466 | 1,975 | |||
| 3 Dec | 166.20 | 3.7 | -0.55 | 29.61 | 3,166 | 108 | 1,536 | |||
| 2 Dec | 165.75 | 4.25 | 1.45 | 32.35 | 3,558 | 221 | 1,455 | |||
| 29 Nov | 162.46 | 2.8 | -0.30 | 30.03 | 1,121 | 201 | 1,248 | |||
| 28 Nov | 161.81 | 3.1 | -0.90 | 32.28 | 1,385 | 318 | 1,046 | |||
| 27 Nov | 163.60 | 4 | -0.90 | 32.95 | 1,012 | 246 | 729 | |||
| 26 Nov | 166.32 | 4.9 | 0.15 | 30.77 | 421 | 65 | 563 | |||
| 25 Nov | 165.20 | 4.75 | -0.40 | 31.74 | 804 | 263 | 500 | |||
| 22 Nov | 165.23 | 5.15 | 1.05 | 31.96 | 316 | 90 | 327 | |||
| 21 Nov | 161.84 | 4.1 | -1.25 | 32.65 | 349 | 32 | 236 | |||
| 20 Nov | 165.36 | 5.35 | 0.00 | 33.53 | 190 | 66 | 202 | |||
| 19 Nov | 165.36 | 5.35 | -0.15 | 33.53 | 190 | 64 | 202 | |||
| 18 Nov | 164.95 | 5.5 | -0.40 | 32.70 | 121 | 31 | 138 | |||
| 14 Nov | 165.36 | 5.9 | 1.80 | 30.66 | 219 | 18 | 108 | |||
| 13 Nov | 159.89 | 4.1 | -2.00 | 32.23 | 170 | 62 | 89 | |||
| 12 Nov | 166.04 | 6.1 | -42.00 | 34.69 | 35 | 23 | 23 | |||
| 11 Nov | 174.82 | 48.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 176.08 | 48.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 184.17 | 48.1 | 48.10 | - | 0 | 0 | 0 | |||
| 1 Nov | 182.23 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 185.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 190.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 189.67 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 192.43 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 193.49 | 0 | - | 0 | 0 | 0 | ||||
For Samvrdhna Mthrsn Intl Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 CE is 0.40
Historical price for 170 CE is as follows
On 12 Dec MOTHERSON was trading at 166.37. The strike last trading price was 2.85, which was -0.60 lower than the previous day. The implied volatity was 31.50, the open interest changed by 90 which increased total open position to 3064
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 3.45, which was -0.30 lower than the previous day. The implied volatity was 33.42, the open interest changed by 145 which increased total open position to 2980
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by -2 which decreased total open position to 2821
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 3.75, which was -1.80 lower than the previous day. The implied volatity was 33.92, the open interest changed by 779 which increased total open position to 2799
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 5.55, which was 1.25 higher than the previous day. The implied volatity was 31.87, the open interest changed by 54 which increased total open position to 2149
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 4.3, which was 1.75 higher than the previous day. The implied volatity was 32.24, the open interest changed by 237 which increased total open position to 2116
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 2.55, which was -1.15 lower than the previous day. The implied volatity was 31.43, the open interest changed by 466 which increased total open position to 1975
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 29.61, the open interest changed by 108 which increased total open position to 1536
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 4.25, which was 1.45 higher than the previous day. The implied volatity was 32.35, the open interest changed by 221 which increased total open position to 1455
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 30.03, the open interest changed by 201 which increased total open position to 1248
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 32.28, the open interest changed by 318 which increased total open position to 1046
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 4, which was -0.90 lower than the previous day. The implied volatity was 32.95, the open interest changed by 246 which increased total open position to 729
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 4.9, which was 0.15 higher than the previous day. The implied volatity was 30.77, the open interest changed by 65 which increased total open position to 563
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 4.75, which was -0.40 lower than the previous day. The implied volatity was 31.74, the open interest changed by 263 which increased total open position to 500
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was 31.96, the open interest changed by 90 which increased total open position to 327
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 4.1, which was -1.25 lower than the previous day. The implied volatity was 32.65, the open interest changed by 32 which increased total open position to 236
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 33.53, the open interest changed by 66 which increased total open position to 202
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 5.35, which was -0.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 64 which increased total open position to 202
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 5.5, which was -0.40 lower than the previous day. The implied volatity was 32.70, the open interest changed by 31 which increased total open position to 138
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 5.9, which was 1.80 higher than the previous day. The implied volatity was 30.66, the open interest changed by 18 which increased total open position to 108
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 4.1, which was -2.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by 62 which increased total open position to 89
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 6.1, which was -42.00 lower than the previous day. The implied volatity was 34.69, the open interest changed by 23 which increased total open position to 23
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 48.1, 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 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 48.1, 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 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 48.1, which was 48.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MOTHERSON was trading at 182.23. 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 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 28 Oct MOTHERSON was trading at 190.45. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MOTHERSON was trading at 192.43. 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 22 Oct MOTHERSON was trading at 193.49. 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 170 PE | |||||||
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Delta: -0.59
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 | 6.1 | 0.50 | 33.78 | 97 | 10 | 1,056 |
| 11 Dec | 166.81 | 5.6 | -0.50 | 31.67 | 775 | 96 | 1,046 |
| 10 Dec | 167.30 | 6.1 | -0.65 | 36.41 | 406 | 6 | 951 |
| 9 Dec | 166.81 | 6.75 | 1.80 | 37.37 | 1,283 | 5 | 942 |
| 6 Dec | 170.39 | 4.95 | -0.95 | 34.27 | 7,158 | 311 | 952 |
| 5 Dec | 167.00 | 5.9 | -3.15 | 30.51 | 781 | 56 | 648 |
| 4 Dec | 162.48 | 9.05 | 2.05 | 32.62 | 182 | 24 | 592 |
| 3 Dec | 166.20 | 7 | 0.30 | 32.78 | 340 | 82 | 567 |
| 2 Dec | 165.75 | 6.7 | -2.85 | 30.22 | 291 | 38 | 486 |
| 29 Nov | 162.46 | 9.55 | -0.50 | 32.46 | 51 | 17 | 447 |
| 28 Nov | 161.81 | 10.05 | 1.05 | 33.07 | 201 | 106 | 435 |
| 27 Nov | 163.60 | 9 | 1.30 | 33.32 | 183 | 92 | 329 |
| 26 Nov | 166.32 | 7.7 | -0.85 | 34.41 | 84 | 30 | 236 |
| 25 Nov | 165.20 | 8.55 | 0.25 | 35.61 | 166 | 101 | 205 |
| 22 Nov | 165.23 | 8.3 | -2.50 | 33.24 | 32 | 16 | 120 |
| 21 Nov | 161.84 | 10.8 | 1.75 | 36.18 | 36 | -12 | 102 |
| 20 Nov | 165.36 | 9.05 | 0.00 | 33.11 | 93 | 45 | 114 |
| 19 Nov | 165.36 | 9.05 | 1.00 | 33.11 | 93 | 45 | 114 |
| 18 Nov | 164.95 | 8.05 | -0.95 | 29.32 | 33 | 3 | 68 |
| 14 Nov | 165.36 | 9 | -3.45 | 34.88 | 43 | 0 | 65 |
| 13 Nov | 159.89 | 12.45 | 3.80 | 36.27 | 45 | 2 | 66 |
| 12 Nov | 166.04 | 8.65 | 2.65 | 27.93 | 122 | 25 | 60 |
| 11 Nov | 174.82 | 6 | 0.15 | 37.36 | 55 | 13 | 33 |
| 8 Nov | 176.08 | 5.85 | 1.10 | 37.78 | 35 | 13 | 20 |
| 5 Nov | 184.17 | 4.75 | 2.70 | 42.65 | 10 | 7 | 7 |
| 1 Nov | 182.23 | 2.05 | 0.00 | 6.46 | 0 | 0 | 0 |
| 30 Oct | 185.06 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 190.45 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 189.67 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 192.43 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 193.49 | 2.05 | - | 0 | 0 | 0 | |
For Samvrdhna Mthrsn Intl Ltd - strike price 170 expiring on 26DEC2024
Delta for 170 PE is -0.59
Historical price for 170 PE is as follows
On 12 Dec MOTHERSON was trading at 166.37. The strike last trading price was 6.1, which was 0.50 higher than the previous day. The implied volatity was 33.78, the open interest changed by 10 which increased total open position to 1056
On 11 Dec MOTHERSON was trading at 166.81. The strike last trading price was 5.6, which was -0.50 lower than the previous day. The implied volatity was 31.67, the open interest changed by 96 which increased total open position to 1046
On 10 Dec MOTHERSON was trading at 167.30. The strike last trading price was 6.1, which was -0.65 lower than the previous day. The implied volatity was 36.41, the open interest changed by 6 which increased total open position to 951
On 9 Dec MOTHERSON was trading at 166.81. The strike last trading price was 6.75, which was 1.80 higher than the previous day. The implied volatity was 37.37, the open interest changed by 5 which increased total open position to 942
On 6 Dec MOTHERSON was trading at 170.39. The strike last trading price was 4.95, which was -0.95 lower than the previous day. The implied volatity was 34.27, the open interest changed by 311 which increased total open position to 952
On 5 Dec MOTHERSON was trading at 167.00. The strike last trading price was 5.9, which was -3.15 lower than the previous day. The implied volatity was 30.51, the open interest changed by 56 which increased total open position to 648
On 4 Dec MOTHERSON was trading at 162.48. The strike last trading price was 9.05, which was 2.05 higher than the previous day. The implied volatity was 32.62, the open interest changed by 24 which increased total open position to 592
On 3 Dec MOTHERSON was trading at 166.20. The strike last trading price was 7, which was 0.30 higher than the previous day. The implied volatity was 32.78, the open interest changed by 82 which increased total open position to 567
On 2 Dec MOTHERSON was trading at 165.75. The strike last trading price was 6.7, which was -2.85 lower than the previous day. The implied volatity was 30.22, the open interest changed by 38 which increased total open position to 486
On 29 Nov MOTHERSON was trading at 162.46. The strike last trading price was 9.55, which was -0.50 lower than the previous day. The implied volatity was 32.46, the open interest changed by 17 which increased total open position to 447
On 28 Nov MOTHERSON was trading at 161.81. The strike last trading price was 10.05, which was 1.05 higher than the previous day. The implied volatity was 33.07, the open interest changed by 106 which increased total open position to 435
On 27 Nov MOTHERSON was trading at 163.60. The strike last trading price was 9, which was 1.30 higher than the previous day. The implied volatity was 33.32, the open interest changed by 92 which increased total open position to 329
On 26 Nov MOTHERSON was trading at 166.32. The strike last trading price was 7.7, which was -0.85 lower than the previous day. The implied volatity was 34.41, the open interest changed by 30 which increased total open position to 236
On 25 Nov MOTHERSON was trading at 165.20. The strike last trading price was 8.55, which was 0.25 higher than the previous day. The implied volatity was 35.61, the open interest changed by 101 which increased total open position to 205
On 22 Nov MOTHERSON was trading at 165.23. The strike last trading price was 8.3, which was -2.50 lower than the previous day. The implied volatity was 33.24, the open interest changed by 16 which increased total open position to 120
On 21 Nov MOTHERSON was trading at 161.84. The strike last trading price was 10.8, which was 1.75 higher than the previous day. The implied volatity was 36.18, the open interest changed by -12 which decreased total open position to 102
On 20 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 33.11, the open interest changed by 45 which increased total open position to 114
On 19 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9.05, which was 1.00 higher than the previous day. The implied volatity was 33.11, the open interest changed by 45 which increased total open position to 114
On 18 Nov MOTHERSON was trading at 164.95. The strike last trading price was 8.05, which was -0.95 lower than the previous day. The implied volatity was 29.32, the open interest changed by 3 which increased total open position to 68
On 14 Nov MOTHERSON was trading at 165.36. The strike last trading price was 9, which was -3.45 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 65
On 13 Nov MOTHERSON was trading at 159.89. The strike last trading price was 12.45, which was 3.80 higher than the previous day. The implied volatity was 36.27, the open interest changed by 2 which increased total open position to 66
On 12 Nov MOTHERSON was trading at 166.04. The strike last trading price was 8.65, which was 2.65 higher than the previous day. The implied volatity was 27.93, the open interest changed by 25 which increased total open position to 60
On 11 Nov MOTHERSON was trading at 174.82. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 37.36, the open interest changed by 13 which increased total open position to 33
On 8 Nov MOTHERSON was trading at 176.08. The strike last trading price was 5.85, which was 1.10 higher than the previous day. The implied volatity was 37.78, the open interest changed by 13 which increased total open position to 20
On 5 Nov MOTHERSON was trading at 184.17. The strike last trading price was 4.75, which was 2.70 higher than the previous day. The implied volatity was 42.65, the open interest changed by 7 which increased total open position to 7
On 1 Nov MOTHERSON was trading at 182.23. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 6.46, 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 2.05, 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 2.05, 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 2.05, 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 24 Oct MOTHERSON was trading at 192.43. The strike last trading price was 2.05, 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 22 Oct MOTHERSON was trading at 193.49. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
