MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 16300 CE | ||||||||||||||||
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Delta: 0.21
Vega: 8.05
Theta: -6.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 15864.00 | 54.9 | 0.35 | 16.52 | 6,974 | 513 | 1,874 | |||||||||
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| 14 Sept | 15325.00 | 18.8 | 2.6 | 17.60 | 963 | 109 | 181 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16300 expiring on 30SEP2025
Delta for 16300 CE is 0.21
Historical price for 16300 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 54.9, which was 0.35 higher than the previous day. The implied volatity was 16.52, the open interest changed by 513 which increased total open position to 1874
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 18.8, which was 2.6 higher than the previous day. The implied volatity was 17.60, the open interest changed by 109 which increased total open position to 181
| MARUTI 30SEP2025 16300 PE | |||||||
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Delta: -0.68
Vega: 9.84
Theta: -8.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 520 | -39.25 | 26.84 | 35 | 10 | 25 |
| 14 Sept | 15325.00 | 3329.55 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 16300 expiring on 30SEP2025
Delta for 16300 PE is -0.68
Historical price for 16300 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 520, which was -39.25 lower than the previous day. The implied volatity was 26.84, the open interest changed by 10 which increased total open position to 25
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 3329.55, 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
