MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.34
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 22.8 | -3.5 | 27.40 | 43 | -5 | 92 | |||||||||
| 21 Sept | 720.15 | 25.95 | -0.55 | 19.00 | 37 | -5 | 97 | |||||||||
| 18 Sept | 719.75 | 27 | 6.25 | 19.96 | 248 | -13 | 102 | |||||||||
| 14 Sept | 734.55 | 39.25 | -0.7 | 11.51 | 33 | 2 | 44 | |||||||||
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| 17 Aug | 710.55 | 32 | 4.5 | 20.78 | 2 | 2 | 5 | |||||||||
For Marico Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.74
Historical price for 700 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 22.8, which was -3.5 lower than the previous day. The implied volatity was 27.40, the open interest changed by -5 which decreased total open position to 92
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 25.95, which was -0.55 lower than the previous day. The implied volatity was 19.00, the open interest changed by -5 which decreased total open position to 97
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 27, which was 6.25 higher than the previous day. The implied volatity was 19.96, the open interest changed by -13 which decreased total open position to 102
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 39.25, which was -0.7 lower than the previous day. The implied volatity was 11.51, the open interest changed by 2 which increased total open position to 44
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 32, which was 4.5 higher than the previous day. The implied volatity was 20.78, the open interest changed by 2 which increased total open position to 5
| MARICO 30SEP2025 700 PE | |||||||
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Delta: -0.20
Vega: 0.30
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 2.55 | 0 | 21.13 | 672 | -209 | 489 |
| 21 Sept | 720.15 | 2.4 | -0.65 | 20.84 | 422 | -16 | 698 |
| 18 Sept | 719.75 | 2.75 | -2.3 | 21.30 | 921 | -118 | 711 |
| 14 Sept | 734.55 | 1.35 | -0.35 | 18.86 | 112 | -16 | 575 |
| 17 Aug | 710.55 | 15 | -1 | 23.39 | 11 | 4 | 10 |
For Marico Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.20
Historical price for 700 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 21.13, the open interest changed by -209 which decreased total open position to 489
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 20.84, the open interest changed by -16 which decreased total open position to 698
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 2.75, which was -2.3 lower than the previous day. The implied volatity was 21.30, the open interest changed by -118 which decreased total open position to 711
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 18.86, the open interest changed by -16 which decreased total open position to 575
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 23.39, the open interest changed by 4 which increased total open position to 10
