MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 14700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 15864.00 | 1155 | 41 | - | 32 | -4 | 1,096 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 15325.00 | 650 | 121.6 | - | 60 | -17 | 1,099 | |||||||||
For Maruti Suzuki India Ltd. - strike price 14700 expiring on 30SEP2025
Delta for 14700 CE is -
Historical price for 14700 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 1155, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1096
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 650, which was 121.6 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 1099
| MARUTI 30SEP2025 14700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 2.09
Theta: -2.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 9.7 | -0.55 | 25.67 | 701 | -10 | 2,167 |
| 14 Sept | 15325.00 | 47.5 | -29.55 | 19.42 | 1,932 | -1 | 2,776 |
For Maruti Suzuki India Ltd. - strike price 14700 expiring on 30SEP2025
Delta for 14700 PE is -0.03
Historical price for 14700 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 9.7, which was -0.55 lower than the previous day. The implied volatity was 25.67, the open interest changed by -10 which decreased total open position to 2167
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 47.5, which was -29.55 lower than the previous day. The implied volatity was 19.42, the open interest changed by -1 which decreased total open position to 2776
