EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
EICHERMOT 30SEP2025 6750 CE | ||||||||||||||||
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Delta: 0.79
Vega: 3.48
Theta: -5.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 6973.50 | 290 | 66.55 | 26.78 | 28 | -14 | 453 | |||||||||
14 Sept | 6875.00 | 215 | 74.15 | 19.87 | 273 | -6 | 498 |
For Eicher Motors Ltd - strike price 6750 expiring on 30SEP2025
Delta for 6750 CE is 0.79
Historical price for 6750 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 290, which was 66.55 higher than the previous day. The implied volatity was 26.78, the open interest changed by -14 which decreased total open position to 453
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 215, which was 74.15 higher than the previous day. The implied volatity was 19.87, the open interest changed by -6 which decreased total open position to 498
EICHERMOT 30SEP2025 6750 PE | |||||||
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Delta: -0.15
Vega: 2.85
Theta: -2.40
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 6973.50 | 20.25 | -9.1 | 20.85 | 740 | -38 | 345 |
14 Sept | 6875.00 | 60.4 | -38.55 | 20.56 | 1,340 | 107 | 507 |
For Eicher Motors Ltd - strike price 6750 expiring on 30SEP2025
Delta for 6750 PE is -0.15
Historical price for 6750 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 20.25, which was -9.1 lower than the previous day. The implied volatity was 20.85, the open interest changed by -38 which decreased total open position to 345
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 60.4, which was -38.55 lower than the previous day. The implied volatity was 20.56, the open interest changed by 107 which increased total open position to 507