MARUTI
Maruti Suzuki India Ltd.
Historical option data for MARUTI
21 Sep 2025 04:12 PM IST
| MARUTI 30SEP2025 17000 CE | ||||||||||||||||
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Delta: 0.05
Vega: 2.68
Theta: -2.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 15864.00 | 11.5 | 0.9 | 22.07 | 3,859 | 168 | 3,986 | |||||||||
| 14 Sept | 15325.00 | 6.35 | -0.25 | 22.16 | 1,307 | 116 | 931 | |||||||||
For Maruti Suzuki India Ltd. - strike price 17000 expiring on 30SEP2025
Delta for 17000 CE is 0.05
Historical price for 17000 CE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 11.5, which was 0.9 higher than the previous day. The implied volatity was 22.07, the open interest changed by 168 which increased total open position to 3986
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 6.35, which was -0.25 lower than the previous day. The implied volatity was 22.16, the open interest changed by 116 which increased total open position to 931
| MARUTI 30SEP2025 17000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 15864.00 | 1200 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 15325.00 | 4220.5 | 0 | - | 0 | 0 | 0 |
For Maruti Suzuki India Ltd. - strike price 17000 expiring on 30SEP2025
Delta for 17000 PE is 0.00
Historical price for 17000 PE is as follows
On 21 Sept MARUTI was trading at 15864.00. The strike last trading price was 1200, 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
On 14 Sept MARUTI was trading at 15325.00. The strike last trading price was 4220.5, 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
