MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 15864.00 | 850.25 | 28.4 | - | 525 | -230 | 6,708 | |||||||||
14 Sept | 15325.00 | 400.1 | 89.75 | 9.68 | 4,802 | 34 | 7,841 |
For Maruti Suzuki India Ltd. - strike price 15000 expiring on 30SEP2025
Delta for 15000 CE is -
Historical price for 15000 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 850.25, which was 28.4 higher than the previous day. The implied volatity was -, the open interest changed by -230 which decreased total open position to 6708
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 400.1, which was 89.75 higher than the previous day. The implied volatity was 9.68, the open interest changed by 34 which increased total open position to 7841
MARUTI 30SEP2025 15000 PE | |||||||
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Delta: -0.05
Vega: 3.01
Theta: -2.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 13.8 | -1.8 | 21.73 | 5,851 | -112 | 11,427 |
14 Sept | 15325.00 | 96.2 | -59.65 | 18.12 | 14,827 | 2,171 | 10,804 |
For Maruti Suzuki India Ltd. - strike price 15000 expiring on 30SEP2025
Delta for 15000 PE is -0.05
Historical price for 15000 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 13.8, which was -1.8 lower than the previous day. The implied volatity was 21.73, the open interest changed by -112 which decreased total open position to 11427
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 96.2, which was -59.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 2171 which increased total open position to 10804