EICHERMOT
Eicher Motors Ltd
Historical option data for EICHERMOT
21 Sep 2025 04:13 PM IST
EICHERMOT 30SEP2025 7100 CE | ||||||||||||||||
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Delta: 0.34
Vega: 4.44
Theta: -4.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 6973.50 | 51 | 12.45 | 18.87 | 7,156 | -18 | 1,287 | |||||||||
14 Sept | 6875.00 | 49.75 | 21.65 | 19.75 | 3,887 | 105 | 1,167 |
For Eicher Motors Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 CE is 0.34
Historical price for 7100 CE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 51, which was 12.45 higher than the previous day. The implied volatity was 18.87, the open interest changed by -18 which decreased total open position to 1287
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 49.75, which was 21.65 higher than the previous day. The implied volatity was 19.75, the open interest changed by 105 which increased total open position to 1167
EICHERMOT 30SEP2025 7100 PE | |||||||
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Delta: -0.65
Vega: 4.49
Theta: -2.79
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 6973.50 | 154 | -45 | 19.96 | 168 | 64 | 390 |
14 Sept | 6875.00 | 240.8 | -77.6 | 19.94 | 124 | 63 | 241 |
For Eicher Motors Ltd - strike price 7100 expiring on 30SEP2025
Delta for 7100 PE is -0.65
Historical price for 7100 PE is as follows
On 21 Sept EICHERMOT was trading at 6973.50. The strike last trading price was 154, which was -45 lower than the previous day. The implied volatity was 19.96, the open interest changed by 64 which increased total open position to 390
On 14 Sept EICHERMOT was trading at 6875.00. The strike last trading price was 240.8, which was -77.6 lower than the previous day. The implied volatity was 19.94, the open interest changed by 63 which increased total open position to 241