MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15500 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 | 381.65 | 8.95 | - | 1,545 | -50 | 5,711 | |||||||||
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14 Sept | 15325.00 | 125.65 | 32.25 | 12.83 | 22,341 | 645 | 6,211 |
For Maruti Suzuki India Ltd. - strike price 15500 expiring on 30SEP2025
Delta for 15500 CE is -
Historical price for 15500 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 381.65, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 5711
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 125.65, which was 32.25 higher than the previous day. The implied volatity was 12.83, the open interest changed by 645 which increased total open position to 6211
MARUTI 30SEP2025 15500 PE | |||||||
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Delta: -0.20
Vega: 7.66
Theta: -5.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 57.9 | -11.2 | 18.81 | 10,759 | -76 | 5,072 |
14 Sept | 15325.00 | 314.8 | -125.4 | 18.86 | 1,888 | 519 | 1,009 |
For Maruti Suzuki India Ltd. - strike price 15500 expiring on 30SEP2025
Delta for 15500 PE is -0.20
Historical price for 15500 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 57.9, which was -11.2 lower than the previous day. The implied volatity was 18.81, the open interest changed by -76 which decreased total open position to 5072
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 314.8, which was -125.4 lower than the previous day. The implied volatity was 18.86, the open interest changed by 519 which increased total open position to 1009