MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
28 Sep 2025 10:08 PM IST
| MARUTI 28-OCT-2025 16000 CE | ||||||||||||||||
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Delta: 0.73
Vega: 16.08
Theta: -7.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 16286.00 | 582.35 | 18.55 | 16.27 | 1,761 | 514 | 2,369 | |||||||||
| 21 Sept | 15864.00 | 371.3 | 22.95 | 16.72 | 915 | 138 | 988 | |||||||||
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| 14 Sept | 15325.00 | 165 | 34.9 | 16.16 | 360 | 50 | 297 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16000 expiring on 28OCT2025
Delta for 16000 CE is 0.73
Historical price for 16000 CE is as follows
On 28 Sept MARUTI was trading at 16286.00. The strike last trading price was 582.35, which was 18.55 higher than the previous day. The implied volatity was 16.27, the open interest changed by 514 which increased total open position to 2369
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 371.3, which was 22.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by 138 which increased total open position to 988
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 165, which was 34.9 higher than the previous day. The implied volatity was 16.16, the open interest changed by 50 which increased total open position to 297
| MARUTI 28OCT2025 16000 PE | |||||||
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Delta: -0.34
Vega: 17.70
Theta: -5.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 16286.00 | 286.5 | -19 | 25.11 | 4,154 | 515 | 2,544 |
| 21 Sept | 15864.00 | 468.85 | 5 | 23.87 | 436 | 135 | 486 |
| 14 Sept | 15325.00 | 775 | -88 | 22.49 | 4 | 4 | 7 |
For Maruti Suzuki India Ltd. - strike price 16000 expiring on 28OCT2025
Delta for 16000 PE is -0.34
Historical price for 16000 PE is as follows
On 28 Sept MARUTI was trading at 16286.00. The strike last trading price was 286.5, which was -19 lower than the previous day. The implied volatity was 25.11, the open interest changed by 515 which increased total open position to 2544
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 468.85, which was 5 higher than the previous day. The implied volatity was 23.87, the open interest changed by 135 which increased total open position to 486
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 775, which was -88 lower than the previous day. The implied volatity was 22.49, the open interest changed by 4 which increased total open position to 7
