MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 463.1 | 8.65 | - | 547 | -59 | 3,070 | |||||||||
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14 Sept | 15325.00 | 159.6 | 38.8 | 12.10 | 17,421 | -265 | 2,685 |
For Maruti Suzuki India Ltd. - strike price 15400 expiring on 30SEP2025
Delta for 15400 CE is -
Historical price for 15400 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 463.1, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 3070
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 159.6, which was 38.8 higher than the previous day. The implied volatity was 12.10, the open interest changed by -265 which decreased total open position to 2685
MARUTI 30SEP2025 15400 PE | |||||||
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Delta: -0.15
Vega: 6.33
Theta: -4.74
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 39.55 | -9.15 | 18.75 | 4,072 | 78 | 2,967 |
14 Sept | 15325.00 | 254.95 | -107.9 | 18.15 | 2,400 | 315 | 752 |
For Maruti Suzuki India Ltd. - strike price 15400 expiring on 30SEP2025
Delta for 15400 PE is -0.15
Historical price for 15400 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 39.55, which was -9.15 lower than the previous day. The implied volatity was 18.75, the open interest changed by 78 which increased total open position to 2967
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 254.95, which was -107.9 lower than the previous day. The implied volatity was 18.15, the open interest changed by 315 which increased total open position to 752