MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 16700 CE | ||||||||||||||||
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Delta: 0.08
Vega: 4.23
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 15864.00 | 20.15 | -0.65 | 19.47 | 1,793 | 239 | 732 | |||||||||
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| 14 Sept | 15325.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Maruti Suzuki India Ltd. - strike price 16700 expiring on 30SEP2025
Delta for 16700 CE is 0.08
Historical price for 16700 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 20.15, which was -0.65 lower than the previous day. The implied volatity was 19.47, the open interest changed by 239 which increased total open position to 732
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MARUTI 30SEP2025 16700 PE | |||||||
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Delta: -0.79
Vega: 7.86
Theta: -7.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 870 | -43.15 | 32.17 | 11 | 0 | 15 |
| 14 Sept | 15325.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 16700 expiring on 30SEP2025
Delta for 16700 PE is -0.79
Historical price for 16700 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 870, which was -43.15 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 15
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
