MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 28OCT2025 740 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.86
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 12.25 | -1.7 | 21.16 | 226 | -22 | 382 | |||||||||
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| 21 Sept | 720.15 | 14.4 | 0.55 | 20.09 | 78 | 7 | 404 | |||||||||
| 18 Sept | 719.75 | 14.3 | 1.25 | 19.46 | 218 | -81 | 395 | |||||||||
| 14 Sept | 734.55 | 20.8 | -1.2 | 17.54 | 7 | 6 | 7 | |||||||||
| 17 Aug | 710.55 | 0 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 740 expiring on 28OCT2025
Delta for 740 CE is 0.38
Historical price for 740 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 12.25, which was -1.7 lower than the previous day. The implied volatity was 21.16, the open interest changed by -22 which decreased total open position to 382
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 14.4, which was 0.55 higher than the previous day. The implied volatity was 20.09, the open interest changed by 7 which increased total open position to 404
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 14.3, which was 1.25 higher than the previous day. The implied volatity was 19.46, the open interest changed by -81 which decreased total open position to 395
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 20.8, which was -1.2 lower than the previous day. The implied volatity was 17.54, the open interest changed by 6 which increased total open position to 7
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
| MARICO 28OCT2025 740 PE | |||||||
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Delta: -0.62
Vega: 0.86
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 28.65 | -0.55 | 21.59 | 14 | 5 | 108 |
| 21 Sept | 720.15 | 29.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.75 | 29.2 | -4.8 | 25.14 | 4 | -1 | 103 |
| 14 Sept | 734.55 | 18.45 | -2.35 | 20.07 | 10 | 8 | 22 |
| 17 Aug | 710.55 | 0 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 740 expiring on 28OCT2025
Delta for 740 PE is -0.62
Historical price for 740 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 28.65, which was -0.55 lower than the previous day. The implied volatity was 21.59, the open interest changed by 5 which increased total open position to 108
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 29.2, which was -4.8 lower than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 103
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 18.45, which was -2.35 lower than the previous day. The implied volatity was 20.07, the open interest changed by 8 which increased total open position to 22
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 0, 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
