MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 16200 CE | ||||||||||||||||
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Delta: 0.27
Vega: 9.11
Theta: -7.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 69.95 | 0.1 | 15.58 | 10,780 | 548 | 3,309 | |||||||||
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14 Sept | 15325.00 | 21.85 | 2.65 | 16.63 | 3,412 | 51 | 2,404 |
For Maruti Suzuki India Ltd. - strike price 16200 expiring on 30SEP2025
Delta for 16200 CE is 0.27
Historical price for 16200 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 69.95, which was 0.1 higher than the previous day. The implied volatity was 15.58, the open interest changed by 548 which increased total open position to 3309
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 21.85, which was 2.65 higher than the previous day. The implied volatity was 16.63, the open interest changed by 51 which increased total open position to 2404
MARUTI 30SEP2025 16200 PE | |||||||
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Delta: -0.64
Vega: 10.28
Theta: -8.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 433.8 | -34.45 | 25.01 | 130 | -2 | 157 |
14 Sept | 15325.00 | 880 | -189 | 23.19 | 16 | 8 | 59 |
For Maruti Suzuki India Ltd. - strike price 16200 expiring on 30SEP2025
Delta for 16200 PE is -0.64
Historical price for 16200 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 433.8, which was -34.45 lower than the previous day. The implied volatity was 25.01, the open interest changed by -2 which decreased total open position to 157
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 880, which was -189 lower than the previous day. The implied volatity was 23.19, the open interest changed by 8 which increased total open position to 59