MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.42
Theta: -0.69
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 8.75 | -2.75 | 22.62 | 1,022 | -71 | 300 | |||||||||
| 21 Sept | 720.15 | 11.8 | -0.6 | 19.20 | 649 | -16 | 370 | |||||||||
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| 18 Sept | 719.75 | 12.85 | 3.5 | 19.76 | 1,868 | -144 | 384 | |||||||||
| 14 Sept | 734.55 | 22.1 | -1.25 | 14.85 | 52 | -1 | 96 | |||||||||
| 17 Aug | 710.55 | 51.05 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.48
Historical price for 720 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 8.75, which was -2.75 lower than the previous day. The implied volatity was 22.62, the open interest changed by -71 which decreased total open position to 300
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 11.8, which was -0.6 lower than the previous day. The implied volatity was 19.20, the open interest changed by -16 which decreased total open position to 370
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 12.85, which was 3.5 higher than the previous day. The implied volatity was 19.76, the open interest changed by -144 which decreased total open position to 384
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 22.1, which was -1.25 lower than the previous day. The implied volatity was 14.85, the open interest changed by -1 which decreased total open position to 96
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 51.05, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
| MARICO 30SEP2025 720 PE | |||||||
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Delta: -0.53
Vega: 0.42
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 8.65 | 0.6 | 18.31 | 507 | -5 | 364 |
| 21 Sept | 720.15 | 7.9 | -0.95 | 19.74 | 383 | 8 | 369 |
| 18 Sept | 719.75 | 8.25 | -5.15 | 20.08 | 847 | 42 | 358 |
| 14 Sept | 734.55 | 4.45 | -0.55 | 18.07 | 361 | 39 | 198 |
| 17 Aug | 710.55 | 33.3 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.53
Historical price for 720 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 8.65, which was 0.6 higher than the previous day. The implied volatity was 18.31, the open interest changed by -5 which decreased total open position to 364
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 7.9, which was -0.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 8 which increased total open position to 369
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 8.25, which was -5.15 lower than the previous day. The implied volatity was 20.08, the open interest changed by 42 which increased total open position to 358
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 18.07, the open interest changed by 39 which increased total open position to 198
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 33.3, 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
