EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
EICHERMOT 30SEP2025 6850 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.76
Vega: 3.75
Theta: -4.50
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 6973.50 | 182.4 | 36.6 | 18.13 | 507 | -90 | 193 | |||||||||
|
||||||||||||||||
14 Sept | 6875.00 | 149 | 56.45 | 19.35 | 4,787 | -111 | 455 |
For Eicher Motors Ltd - strike price 6850 expiring on 30SEP2025
Delta for 6850 CE is 0.76
Historical price for 6850 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 182.4, which was 36.6 higher than the previous day. The implied volatity was 18.13, the open interest changed by -90 which decreased total open position to 193
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 149, which was 56.45 higher than the previous day. The implied volatity was 19.35, the open interest changed by -111 which decreased total open position to 455
EICHERMOT 30SEP2025 6850 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.25
Vega: 3.87
Theta: -2.92
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 6973.50 | 36.05 | -18.05 | 19.38 | 889 | -11 | 420 |
14 Sept | 6875.00 | 94 | -55.4 | 19.97 | 1,929 | 149 | 346 |
For Eicher Motors Ltd - strike price 6850 expiring on 30SEP2025
Delta for 6850 PE is -0.25
Historical price for 6850 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 36.05, which was -18.05 lower than the previous day. The implied volatity was 19.38, the open interest changed by -11 which decreased total open position to 420
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 94, which was -55.4 lower than the previous day. The implied volatity was 19.97, the open interest changed by 149 which increased total open position to 346