MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 670 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.22
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 50.9 | 4.3 | 41.49 | 2 | -1 | 25 | |||||||||
| 21 Sept | 720.15 | 46.85 | 0.25 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 719.75 | 46.85 | 0.25 | 0.00 | 0 | 1 | 0 | |||||||||
| 14 Sept | 734.55 | 69.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 710.55 | 59.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.88
Historical price for 670 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 50.9, which was 4.3 higher than the previous day. The implied volatity was 41.49, the open interest changed by -1 which decreased total open position to 25
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 46.85, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 46.85, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 69.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 59.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MARICO 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.09
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 0.45 | -0.1 | 26.92 | 47 | -9 | 195 |
| 21 Sept | 720.15 | 0.55 | -0.15 | 26.07 | 33 | -8 | 204 |
| 18 Sept | 719.75 | 0.7 | -0.45 | 26.40 | 92 | 22 | 213 |
| 14 Sept | 734.55 | 0.5 | -0.3 | 23.56 | 4 | -1 | 146 |
| 17 Aug | 710.55 | 12.85 | 0 | 5.46 | 0 | 0 | 0 |
For Marico Limited - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.04
Historical price for 670 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 26.92, the open interest changed by -9 which decreased total open position to 195
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by -8 which decreased total open position to 204
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by 22 which increased total open position to 213
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 23.56, the open interest changed by -1 which decreased total open position to 146
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
