EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
EICHERMOT 30SEP2025 6800 CE | ||||||||||||||||
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Delta: 0.83
Vega: 3.10
Theta: -4.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 6973.50 | 221.75 | 39.6 | 18.18 | 442 | -65 | 532 | |||||||||
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14 Sept | 6875.00 | 180 | 64.6 | 19.52 | 4,028 | -208 | 782 |
For Eicher Motors Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 CE is 0.83
Historical price for 6800 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 221.75, which was 39.6 higher than the previous day. The implied volatity was 18.18, the open interest changed by -65 which decreased total open position to 532
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 180, which was 64.6 higher than the previous day. The implied volatity was 19.52, the open interest changed by -208 which decreased total open position to 782
EICHERMOT 30SEP2025 6800 PE | |||||||
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Delta: -0.20
Vega: 3.34
Theta: -2.66
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 6973.50 | 26.65 | -13 | 19.99 | 2,606 | 80 | 965 |
14 Sept | 6875.00 | 75 | -46.35 | 20.13 | 3,345 | 235 | 966 |
For Eicher Motors Ltd - strike price 6800 expiring on 30SEP2025
Delta for 6800 PE is -0.20
Historical price for 6800 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 26.65, which was -13 lower than the previous day. The implied volatity was 19.99, the open interest changed by 80 which increased total open position to 965
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 75, which was -46.35 lower than the previous day. The implied volatity was 20.13, the open interest changed by 235 which increased total open position to 966