MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.40
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 14.85 | -2.9 | 24.23 | 417 | -197 | 252 | |||||||||
| 21 Sept | 720.15 | 17.5 | -1.4 | 17.49 | 251 | 50 | 450 | |||||||||
| 18 Sept | 719.75 | 19.1 | 4.75 | 19.47 | 1,112 | 290 | 404 | |||||||||
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| 14 Sept | 734.55 | 31.15 | -0.5 | 16.96 | 8 | -3 | 46 | |||||||||
| 17 Aug | 710.55 | 35.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.63
Historical price for 710 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 14.85, which was -2.9 lower than the previous day. The implied volatity was 24.23, the open interest changed by -197 which decreased total open position to 252
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 17.5, which was -1.4 lower than the previous day. The implied volatity was 17.49, the open interest changed by 50 which increased total open position to 450
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 19.1, which was 4.75 higher than the previous day. The implied volatity was 19.47, the open interest changed by 290 which increased total open position to 404
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 31.15, which was -0.5 lower than the previous day. The implied volatity was 16.96, the open interest changed by -3 which decreased total open position to 46
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 35.15, 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 710 PE | |||||||
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Delta: -0.34
Vega: 0.39
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 4.85 | 0.2 | 19.81 | 702 | -31 | 349 |
| 21 Sept | 720.15 | 4.5 | -0.95 | 20.24 | 290 | 5 | 381 |
| 18 Sept | 719.75 | 5.05 | -3.4 | 21.01 | 813 | -3 | 371 |
| 14 Sept | 734.55 | 2.35 | -0.75 | 18.02 | 134 | -1 | 175 |
| 17 Aug | 710.55 | 28.15 | 0 | 1.18 | 0 | 0 | 0 |
For Marico Limited - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.34
Historical price for 710 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 4.85, which was 0.2 higher than the previous day. The implied volatity was 19.81, the open interest changed by -31 which decreased total open position to 349
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 4.5, which was -0.95 lower than the previous day. The implied volatity was 20.24, the open interest changed by 5 which increased total open position to 381
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 5.05, which was -3.4 lower than the previous day. The implied volatity was 21.01, the open interest changed by -3 which decreased total open position to 371
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by -1 which decreased total open position to 175
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
