MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 15900 CE | ||||||||||||||||
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Delta: 0.54
Vega: 10.95
Theta: -8.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 15864.00 | 153.95 | 3.6 | 12.70 | 16,997 | 297 | 3,284 | |||||||||
14 Sept | 15325.00 | 43.8 | 7.05 | 14.85 | 4,180 | -255 | 619 |
For Maruti Suzuki India Ltd. - strike price 15900 expiring on 30SEP2025
Delta for 15900 CE is 0.54
Historical price for 15900 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 153.95, which was 3.6 higher than the previous day. The implied volatity was 12.70, the open interest changed by 297 which increased total open position to 3284
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 43.8, which was 7.05 higher than the previous day. The implied volatity was 14.85, the open interest changed by -255 which decreased total open position to 619
MARUTI 30SEP2025 15900 PE | |||||||
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Delta: -0.47
Vega: 10.97
Theta: -8.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 220 | -24.25 | 21.27 | 5,578 | 315 | 1,223 |
14 Sept | 15325.00 | 765.5 | 0 | 0.00 | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 15900 expiring on 30SEP2025
Delta for 15900 PE is -0.47
Historical price for 15900 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 220, which was -24.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 315 which increased total open position to 1223
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 765.5, 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