MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
MARUTI 30SEP2025 16500 CE | ||||||||||||||||
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Delta: 0.13
Vega: 5.92
Theta: -5.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 15864.00 | 32.75 | -1.25 | 18.01 | 7,502 | 424 | 3,392 | |||||||||
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14 Sept | 15325.00 | 12.25 | 0.15 | 18.53 | 1,703 | 144 | 970 |
For Maruti Suzuki India Ltd. - strike price 16500 expiring on 30SEP2025
Delta for 16500 CE is 0.13
Historical price for 16500 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 32.75, which was -1.25 lower than the previous day. The implied volatity was 18.01, the open interest changed by 424 which increased total open position to 3392
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 12.25, which was 0.15 higher than the previous day. The implied volatity was 18.53, the open interest changed by 144 which increased total open position to 970
MARUTI 30SEP2025 16500 PE | |||||||
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Delta: -0.73
Vega: 9.09
Theta: -9.65
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 15864.00 | 709 | -19.85 | 31.53 | 22 | 12 | 49 |
14 Sept | 15325.00 | 1200 | 0 | 31.05 | 16 | 16 | 5 |
For Maruti Suzuki India Ltd. - strike price 16500 expiring on 30SEP2025
Delta for 16500 PE is -0.73
Historical price for 16500 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 709, which was -19.85 lower than the previous day. The implied volatity was 31.53, the open interest changed by 12 which increased total open position to 49
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 1200, which was 0 lower than the previous day. The implied volatity was 31.05, the open interest changed by 16 which increased total open position to 5