EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
EICHERMOT 28OCT2025 6900 CE | ||||||||||||||||
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Delta: 0.65
Vega: 8.49
Theta: -3.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 6973.50 | 266.55 | 39.05 | 19.91 | 134 | -33 | 256 | |||||||||
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14 Sept | 6875.00 | 221.8 | 61.3 | 19.56 | 245 | 215 | 267 |
For Eicher Motors Ltd - strike price 6900 expiring on 28OCT2025
Delta for 6900 CE is 0.65
Historical price for 6900 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 266.55, which was 39.05 higher than the previous day. The implied volatity was 19.91, the open interest changed by -33 which decreased total open position to 256
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 221.8, which was 61.3 higher than the previous day. The implied volatity was 19.56, the open interest changed by 215 which increased total open position to 267
EICHERMOT 28OCT2025 6900 PE | |||||||
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Delta: -0.37
Vega: 8.60
Theta: -1.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 6973.50 | 137 | -14.6 | 22.75 | 146 | 47 | 138 |
14 Sept | 6875.00 | 184.85 | -10.75 | 22.10 | 19 | 17 | 27 |
For Eicher Motors Ltd - strike price 6900 expiring on 28OCT2025
Delta for 6900 PE is -0.37
Historical price for 6900 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 137, which was -14.6 lower than the previous day. The implied volatity was 22.75, the open interest changed by 47 which increased total open position to 138
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 184.85, which was -10.75 lower than the previous day. The implied volatity was 22.10, the open interest changed by 17 which increased total open position to 27