MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 28OCT2025 15600 CE | ||||||||||||||||
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Delta: 0.73
Vega: 17.18
Theta: -6.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 15864.00 | 576.8 | 5.15 | 14.85 | 20 | 9 | 29 | |||||||||
| 14 Sept | 15325.00 | 325.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Maruti Suzuki India Ltd. - strike price 15600 expiring on 28OCT2025
Delta for 15600 CE is 0.73
Historical price for 15600 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 576.8, which was 5.15 higher than the previous day. The implied volatity was 14.85, the open interest changed by 9 which increased total open position to 29
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 325.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MARUTI 28OCT2025 15600 PE | |||||||
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Delta: -0.34
Vega: 18.97
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 277 | -40 | 22.85 | 29 | 9 | 51 |
| 14 Sept | 15325.00 | 2798.95 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 15600 expiring on 28OCT2025
Delta for 15600 PE is -0.34
Historical price for 15600 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 277, which was -40 lower than the previous day. The implied volatity was 22.85, the open interest changed by 9 which increased total open position to 51
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 2798.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
