MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15800 CE | ||||||||||||||||
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Delta: 0.67
Vega: 9.97
Theta: -7.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 192 | -0.2 | 10.72 | 14,128 | -657 | 3,465 | |||||||||
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14 Sept | 15325.00 | 55.8 | 9.6 | 14.23 | 5,586 | 27 | 1,360 |
For Maruti Suzuki India Ltd. - strike price 15800 expiring on 30SEP2025
Delta for 15800 CE is 0.67
Historical price for 15800 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 192, which was -0.2 lower than the previous day. The implied volatity was 10.72, the open interest changed by -657 which decreased total open position to 3465
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 55.8, which was 9.6 higher than the previous day. The implied volatity was 14.23, the open interest changed by 27 which increased total open position to 1360
MARUTI 30SEP2025 15800 PE | |||||||
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Delta: -0.40
Vega: 10.67
Theta: -8.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 164.8 | -21.35 | 20.34 | 12,166 | 349 | 2,504 |
14 Sept | 15325.00 | 555 | -101.65 | 22.06 | 92 | 31 | 89 |
For Maruti Suzuki India Ltd. - strike price 15800 expiring on 30SEP2025
Delta for 15800 PE is -0.40
Historical price for 15800 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 164.8, which was -21.35 lower than the previous day. The implied volatity was 20.34, the open interest changed by 349 which increased total open position to 2504
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 555, which was -101.65 lower than the previous day. The implied volatity was 22.06, the open interest changed by 31 which increased total open position to 89