MARICO
Marico Limited
Historical option data for MARICO
22 Sep 2025 08:01 PM IST
| MARICO 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.07
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 716.85 | 0.35 | 0 | 32.88 | 24 | 1 | 135 | |||||||||
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| 21 Sept | 720.15 | 0.35 | -0.15 | 26.07 | 3 | -3 | 135 | |||||||||
| 18 Sept | 719.75 | 0.5 | 0.05 | 26.26 | 11 | -4 | 137 | |||||||||
| 14 Sept | 734.55 | 1.05 | 0.05 | 20.19 | 43 | -4 | 189 | |||||||||
| 17 Aug | 710.55 | 8.95 | 0 | 6.97 | 0 | 0 | 0 | |||||||||
For Marico Limited - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.03
Historical price for 790 CE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.88, the open interest changed by 1 which increased total open position to 135
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 26.07, the open interest changed by -3 which decreased total open position to 135
On 18 Sept MARICO was trading at 719.75. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by -4 which decreased total open position to 137
On 14 Sept MARICO was trading at 734.55. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 20.19, the open interest changed by -4 which decreased total open position to 189
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
| MARICO 30SEP2025 790 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 | 69.3 | 17.1 | - | 3 | -1 | 8 |
| 21 Sept | 720.15 | 52.2 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 719.75 | 52.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 734.55 | 52.2 | -0.3 | 23.03 | 3 | 0 | 10 |
| 17 Aug | 710.55 | 81.15 | 0 | - | 0 | 0 | 0 |
For Marico Limited - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -
Historical price for 790 PE is as follows
On 22 Sept MARICO was trading at 716.85. The strike last trading price was 69.3, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 21 Sept MARICO was trading at 720.15. The strike last trading price was 52.2, 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 52.2, 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 14 Sept MARICO was trading at 734.55. The strike last trading price was 52.2, which was -0.3 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 10
On 17 Aug MARICO was trading at 710.55. The strike last trading price was 81.15, 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
