MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.12
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 0.75 | -0.1 | 29.36 | 252 | -89 | 306 | |||||||||
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| 21 Sept | 720.15 | 0.8 | -0.3 | 22.99 | 313 | -154 | 393 | |||||||||
| 18 Sept | 719.75 | 1.1 | 0.15 | 23.44 | 103 | 19 | 549 | |||||||||
| 14 Sept | 734.55 | 2.3 | -0.35 | 17.69 | 212 | 26 | 587 | |||||||||
| 17 Aug | 710.55 | 5.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.06
Historical price for 770 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 29.36, the open interest changed by -89 which decreased total open position to 306
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 22.99, the open interest changed by -154 which decreased total open position to 393
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 23.44, the open interest changed by 19 which increased total open position to 549
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 17.69, the open interest changed by 26 which increased total open position to 587
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 5.8, 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
| MARICO 30SEP2025 770 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 716.85 | 49.95 | 2.4 | - | 20 | 2 | 17 |
| 21 Sept | 720.15 | 47.55 | -7.35 | 28.35 | 10 | 4 | 14 |
| 18 Sept | 719.75 | 54.85 | -0.05 | 0.00 | 0 | -18 | 0 |
| 14 Sept | 734.55 | 34.1 | -0.1 | 20.74 | 11 | 1 | 31 |
| 17 Aug | 710.55 | 65.5 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -
Historical price for 770 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 49.95, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 47.55, which was -7.35 lower than the previous day. The implied volatity was 28.35, the open interest changed by 4 which increased total open position to 14
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 54.85, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 34.1, which was -0.1 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1 which increased total open position to 31
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 65.5, 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
