MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 690 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.28
Theta: -0.67
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 31.3 | -4.5 | 29.93 | 9 | -1 | 16 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 720.15 | 35.8 | 1.25 | 23.75 | 23 | 11 | 18 | |||||||||
| 18 Sept | 719.75 | 34.15 | 5.45 | - | 8 | -1 | 6 | |||||||||
| 14 Sept | 734.55 | 48.85 | -0.3 | - | 2 | -2 | 7 | |||||||||
| 17 Aug | 710.55 | 46.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.82
Historical price for 690 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 31.3, which was -4.5 lower than the previous day. The implied volatity was 29.93, the open interest changed by -1 which decreased total open position to 16
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 35.8, which was 1.25 higher than the previous day. The implied volatity was 23.75, the open interest changed by 11 which increased total open position to 18
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 34.15, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 48.85, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 7
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 46.3, 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 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.21
Theta: -0.27
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 1.4 | 0 | 23.00 | 126 | 0 | 184 |
| 21 Sept | 720.15 | 1.35 | -0.45 | 22.15 | 213 | -2 | 186 |
| 18 Sept | 719.75 | 1.6 | -1.45 | 22.52 | 254 | 2 | 186 |
| 14 Sept | 734.55 | 0.75 | -0.35 | 19.65 | 47 | -6 | 102 |
| 17 Aug | 710.55 | 19.5 | 0 | 3.30 | 0 | 0 | 0 |
For Marico Limited - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.12
Historical price for 690 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 23.00, the open interest changed by 0 which decreased total open position to 184
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 22.15, the open interest changed by -2 which decreased total open position to 186
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 1.6, which was -1.45 lower than the previous day. The implied volatity was 22.52, the open interest changed by 2 which increased total open position to 186
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 19.65, the open interest changed by -6 which decreased total open position to 102
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 19.5, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
