MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
28 Sep 2025 10:08 PM IST
| MARUTI 28-OCT-2025 15700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 5.88
Theta: -4.94
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 16286.00 | 757.55 | -3.95 | 10.34 | 21 | 5 | 42 | |||||||||
| 21 Sept | 15864.00 | 522 | 13.45 | 15.58 | 31 | -6 | 26 | |||||||||
| 14 Sept | 15325.00 | 339.7 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
For Maruti Suzuki India Ltd. - strike price 15700 expiring on 28OCT2025
Delta for 15700 CE is 0.94
Historical price for 15700 CE is as follows
On 28 Sept MARUTI was trading at 16286.00. The strike last trading price was 757.55, which was -3.95 lower than the previous day. The implied volatity was 10.34, the open interest changed by 5 which increased total open position to 42
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 522, which was 13.45 higher than the previous day. The implied volatity was 15.58, the open interest changed by -6 which decreased total open position to 26
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 339.7, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
| MARUTI 28OCT2025 15700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 15.58
Theta: -5.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 16286.00 | 200.05 | -6.55 | 25.71 | 338 | 22 | 267 |
| 21 Sept | 15864.00 | 327 | 8.8 | 23.47 | 69 | 8 | 119 |
| 14 Sept | 15325.00 | 1128.5 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 15700 expiring on 28OCT2025
Delta for 15700 PE is -0.26
Historical price for 15700 PE is as follows
On 28 Sept MARUTI was trading at 16286.00. The strike last trading price was 200.05, which was -6.55 lower than the previous day. The implied volatity was 25.71, the open interest changed by 22 which increased total open position to 267
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 327, which was 8.8 higher than the previous day. The implied volatity was 23.47, the open interest changed by 8 which increased total open position to 119
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 1128.5, 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
