MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 16100 CE | ||||||||||||||||
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Delta: 0.34
Vega: 10.13
Theta: -8.27
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 91.75 | 1.55 | 14.78 | 10,443 | 428 | 2,810 | |||||||||
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14 Sept | 15325.00 | 27.8 | 4.55 | 16.11 | 2,535 | 183 | 981 |
For Maruti Suzuki India Ltd. - strike price 16100 expiring on 30SEP2025
Delta for 16100 CE is 0.34
Historical price for 16100 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 91.75, which was 1.55 higher than the previous day. The implied volatity was 14.78, the open interest changed by 428 which increased total open position to 2810
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 27.8, which was 4.55 higher than the previous day. The implied volatity was 16.11, the open interest changed by 183 which increased total open position to 981
MARUTI 30SEP2025 16100 PE | |||||||
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Delta: -0.60
Vega: 10.68
Theta: -8.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 355.15 | -30.05 | 23.55 | 371 | -21 | 202 |
14 Sept | 15325.00 | 3416.25 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 16100 expiring on 30SEP2025
Delta for 16100 PE is -0.60
Historical price for 16100 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 355.15, which was -30.05 lower than the previous day. The implied volatity was 23.55, the open interest changed by -21 which decreased total open position to 202
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 3416.25, 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