MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15600 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 | 315.65 | 11.95 | - | 2,009 | -125 | 1,680 | |||||||||
14 Sept | 15325.00 | 95.15 | 22.1 | 13.21 | 11,081 | 377 | 1,854 |
For Maruti Suzuki India Ltd. - strike price 15600 expiring on 30SEP2025
Delta for 15600 CE is -
Historical price for 15600 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 315.65, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1680
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 95.15, which was 22.1 higher than the previous day. The implied volatity was 13.21, the open interest changed by 377 which increased total open position to 1854
MARUTI 30SEP2025 15600 PE | |||||||
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Delta: -0.26
Vega: 8.92
Theta: -6.55
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 83.05 | -15.55 | 18.99 | 6,447 | 516 | 3,122 |
14 Sept | 15325.00 | 386 | -122.95 | 19.33 | 280 | 56 | 118 |
For Maruti Suzuki India Ltd. - strike price 15600 expiring on 30SEP2025
Delta for 15600 PE is -0.26
Historical price for 15600 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 83.05, which was -15.55 lower than the previous day. The implied volatity was 18.99, the open interest changed by 516 which increased total open position to 3122
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 386, which was -122.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by 56 which increased total open position to 118