MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 16600 CE | ||||||||||||||||
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Delta: 0.10
Vega: 4.97
Theta: -4.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 15864.00 | 25.15 | -1.3 | 18.66 | 2,778 | 136 | 1,931 | |||||||||
| 14 Sept | 15325.00 | 10.6 | 1 | 19.29 | 1,587 | 46 | 1,711 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16600 expiring on 30SEP2025
Delta for 16600 CE is 0.10
Historical price for 16600 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 25.15, which was -1.3 lower than the previous day. The implied volatity was 18.66, the open interest changed by 136 which increased total open position to 1931
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 10.6, which was 1 higher than the previous day. The implied volatity was 19.29, the open interest changed by 46 which increased total open position to 1711
| MARUTI 30SEP2025 16600 PE | |||||||
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Delta: -0.76
Vega: 8.58
Theta: -9.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 793.5 | -41.7 | 32.48 | 11 | -1 | 15 |
| 14 Sept | 15325.00 | 3825.6 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 16600 expiring on 30SEP2025
Delta for 16600 PE is -0.76
Historical price for 16600 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 793.5, which was -41.7 lower than the previous day. The implied volatity was 32.48, the open interest changed by -1 which decreased total open position to 15
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 3825.6, 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
