EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
| EICHERMOT 30SEP2025 6100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.78
Theta: -3.11
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 6973.50 | 900 | 63.95 | 42.18 | 6 | -4 | 185 | |||||||||
| 14 Sept | 6875.00 | 770.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Eicher Motors Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 CE is 0.97
Historical price for 6100 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 900, which was 63.95 higher than the previous day. The implied volatity was 42.18, the open interest changed by -4 which decreased total open position to 185
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 770.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| EICHERMOT 30SEP2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.49
Theta: -0.81
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 6973.50 | 2.7 | -0.4 | 37.68 | 113 | -27 | 529 |
| 14 Sept | 6875.00 | 5.55 | -2.2 | 30.39 | 358 | -3 | 657 |
For Eicher Motors Ltd - strike price 6100 expiring on 30SEP2025
Delta for 6100 PE is -0.02
Historical price for 6100 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 2.7, which was -0.4 lower than the previous day. The implied volatity was 37.68, the open interest changed by -27 which decreased total open position to 529
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 5.55, which was -2.2 lower than the previous day. The implied volatity was 30.39, the open interest changed by -3 which decreased total open position to 657
