MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 16400 CE | ||||||||||||||||
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Delta: 0.17
Vega: 6.92
Theta: -6.13
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 | |||||||
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Delta: -0.72
Vega: 9.34
Theta: -8.72
Gamma: 0.00
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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