MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 16000 CE | ||||||||||||||||
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Delta: 0.43
Vega: 10.83
Theta: -8.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 15864.00 | 118.7 | 2.95 | 13.78 | 28,931 | 489 | 10,142 | |||||||||
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| 14 Sept | 15325.00 | 35.15 | 5.7 | 15.54 | 15,723 | 168 | 6,572 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16000 expiring on 30SEP2025
Delta for 16000 CE is 0.43
Historical price for 16000 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 118.7, which was 2.95 higher than the previous day. The implied volatity was 13.78, the open interest changed by 489 which increased total open position to 10142
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 35.15, which was 5.7 higher than the previous day. The implied volatity was 15.54, the open interest changed by 168 which increased total open position to 6572
| MARUTI 30SEP2025 16000 PE | |||||||
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Delta: -0.54
Vega: 10.95
Theta: -8.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 286.15 | -23.35 | 22.55 | 4,021 | 143 | 1,645 |
| 14 Sept | 15325.00 | 726.15 | -139.85 | 24.05 | 170 | 102 | 163 |
For Maruti Suzuki India Ltd. - strike price 16000 expiring on 30SEP2025
Delta for 16000 PE is -0.54
Historical price for 16000 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 286.15, which was -23.35 lower than the previous day. The implied volatity was 22.55, the open interest changed by 143 which increased total open position to 1645
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 726.15, which was -139.85 lower than the previous day. The implied volatity was 24.05, the open interest changed by 102 which increased total open position to 163
