MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.30
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 2.8 | -1.1 | 23.67 | 1,238 | 177 | 782 | |||||||||
| 21 Sept | 720.15 | 3.95 | -0.6 | 19.59 | 439 | -21 | 604 | |||||||||
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| 18 Sept | 719.75 | 4.75 | 1.2 | 20.20 | 1,100 | -138 | 624 | |||||||||
| 14 Sept | 734.55 | 10.2 | -0.9 | 16.14 | 1,064 | 93 | 506 | |||||||||
| 17 Aug | 710.55 | 41.2 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.20
Historical price for 740 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 2.8, which was -1.1 lower than the previous day. The implied volatity was 23.67, the open interest changed by 177 which increased total open position to 782
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 3.95, which was -0.6 lower than the previous day. The implied volatity was 19.59, the open interest changed by -21 which decreased total open position to 604
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 4.75, which was 1.2 higher than the previous day. The implied volatity was 20.20, the open interest changed by -138 which decreased total open position to 624
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 10.2, which was -0.9 lower than the previous day. The implied volatity was 16.14, the open interest changed by 93 which increased total open position to 506
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 41.2, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
| MARICO 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.21
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 22.7 | 1.7 | 16.81 | 82 | -3 | 118 |
| 21 Sept | 720.15 | 21 | 0.05 | 22.60 | 35 | -3 | 122 |
| 18 Sept | 719.75 | 20.5 | -7.05 | 21.47 | 36 | -6 | 125 |
| 14 Sept | 734.55 | 12.05 | -1.25 | 17.97 | 266 | 76 | 217 |
| 17 Aug | 710.55 | 43.1 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.88
Historical price for 740 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 22.7, which was 1.7 higher than the previous day. The implied volatity was 16.81, the open interest changed by -3 which decreased total open position to 118
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 21, which was 0.05 higher than the previous day. The implied volatity was 22.60, the open interest changed by -3 which decreased total open position to 122
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 20.5, which was -7.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by -6 which decreased total open position to 125
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 12.05, which was -1.25 lower than the previous day. The implied volatity was 17.97, the open interest changed by 76 which increased total open position to 217
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 43.1, 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
