MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15700 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.84
Vega: 6.72
Theta: -6.16
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 247 | 4.1 | 8.43 | 4,900 | -236 | 2,301 | |||||||||
|
||||||||||||||||
14 Sept | 15325.00 | 75.1 | 17.3 | 13.92 | 8,671 | 79 | 1,684 |
For Maruti Suzuki India Ltd. - strike price 15700 expiring on 30SEP2025
Delta for 15700 CE is 0.84
Historical price for 15700 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 247, which was 4.1 higher than the previous day. The implied volatity was 8.43, the open interest changed by -236 which decreased total open position to 2301
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 75.1, which was 17.3 higher than the previous day. The implied volatity was 13.92, the open interest changed by 79 which increased total open position to 1684
MARUTI 30SEP2025 15700 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.33
Vega: 9.97
Theta: -7.36
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 118 | -19.15 | 19.47 | 6,621 | 16 | 2,678 |
14 Sept | 15325.00 | 467 | -123.5 | 20.96 | 14 | 6 | 76 |
For Maruti Suzuki India Ltd. - strike price 15700 expiring on 30SEP2025
Delta for 15700 PE is -0.33
Historical price for 15700 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 118, which was -19.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 16 which increased total open position to 2678
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 467, which was -123.5 lower than the previous day. The implied volatity was 20.96, the open interest changed by 6 which increased total open position to 76