[--[65.84.65.76]--]
MARUTI
Maruti Suzuki India Ltd.

15816 -48.00 (-0.30%)

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Historical option data for MARUTI

21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 16400 CE
Delta: 0.17
Vega: 6.92
Theta: -6.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 15864.00 41.8 -1.25 17.20 5,185 -297 1,328
14 Sept 15325.00 15.65 1.85 18.26 2,819 -342 1,229


For Maruti Suzuki India Ltd. - strike price 16400 expiring on 30SEP2025

Delta for 16400 CE is 0.17

Historical price for 16400 CE is as follows

On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 41.8, which was -1.25 lower than the previous day. The implied volatity was 17.20, the open interest changed by -297 which decreased total open position to 1328


On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 15.65, which was 1.85 higher than the previous day. The implied volatity was 18.26, the open interest changed by -342 which decreased total open position to 1229


MARUTI 30SEP2025 16400 PE
Delta: -0.72
Vega: 9.34
Theta: -8.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 15864.00 605 -45.7 28.26 27 12 14
14 Sept 15325.00 3447.85 0 - 0 0 0


For Maruti Suzuki India Ltd. - strike price 16400 expiring on 30SEP2025

Delta for 16400 PE is -0.72

Historical price for 16400 PE is as follows

On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 605, which was -45.7 lower than the previous day. The implied volatity was 28.26, the open interest changed by 12 which increased total open position to 14


On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 3447.85, 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