MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
17 Aug 2025 12:56 AM IST
| MARUTI 30SEP2025 12800 CE | ||||||||||||||||
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Delta: 0.66
Vega: 17.00
Theta: -5.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 12936.00 | 436.85 | 25.85 | 15.45 | 5 | -3 | 27 | |||||||||
For Maruti Suzuki India Ltd. - strike price 12800 expiring on 30SEP2025
Delta for 12800 CE is 0.66
Historical price for 12800 CE is as follows
On 17 Aug MARUTI was trading at 12936.00. The strike last trading price was 436.85, which was 25.85 higher than the previous day. The implied volatity was 15.45, the open interest changed by -3 which decreased total open position to 27
| MARUTI 30SEP2025 12800 PE | |||||||
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Delta: -0.38
Vega: 17.57
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 12936.00 | 265.05 | 0.9 | 21.04 | 7 | 0 | 9 |
For Maruti Suzuki India Ltd. - strike price 12800 expiring on 30SEP2025
Delta for 12800 PE is -0.38
Historical price for 12800 PE is as follows
On 17 Aug MARUTI was trading at 12936.00. The strike last trading price was 265.05, which was 0.9 higher than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 9
