MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.38
Theta: -0.60
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 4.95 | -1.9 | 22.73 | 1,322 | 0 | 576 | |||||||||
| 21 Sept | 720.15 | 7 | -0.65 | 19.17 | 524 | -50 | 576 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 719.75 | 7.9 | 2.15 | 19.63 | 1,452 | -65 | 623 | |||||||||
| 14 Sept | 734.55 | 15.5 | -0.95 | 15.73 | 269 | -11 | 248 | |||||||||
| 17 Aug | 710.55 | 26 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.32
Historical price for 730 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 4.95, which was -1.9 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 576
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 7, which was -0.65 lower than the previous day. The implied volatity was 19.17, the open interest changed by -50 which decreased total open position to 576
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 7.9, which was 2.15 higher than the previous day. The implied volatity was 19.63, the open interest changed by -65 which decreased total open position to 623
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 15.5, which was -0.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by -11 which decreased total open position to 248
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 26, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
| MARICO 30SEP2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.34
Theta: -0.19
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 14.25 | 0.9 | 16.10 | 220 | -12 | 327 |
| 21 Sept | 720.15 | 13 | -1.05 | 19.58 | 85 | -5 | 340 |
| 18 Sept | 719.75 | 14.05 | -5.8 | 21.47 | 266 | 22 | 343 |
| 14 Sept | 734.55 | 7.65 | -0.9 | 18.09 | 322 | 38 | 283 |
| 17 Aug | 710.55 | 38.8 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.75
Historical price for 730 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 14.25, which was 0.9 higher than the previous day. The implied volatity was 16.10, the open interest changed by -12 which decreased total open position to 327
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 13, which was -1.05 lower than the previous day. The implied volatity was 19.58, the open interest changed by -5 which decreased total open position to 340
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 14.05, which was -5.8 lower than the previous day. The implied volatity was 21.47, the open interest changed by 22 which increased total open position to 343
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 7.65, which was -0.9 lower than the previous day. The implied volatity was 18.09, the open interest changed by 38 which increased total open position to 283
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 38.8, 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
