MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.22
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1159.70 | 65.75 | -10 | 20.67 | 154 | 35 | 64 | |||||||||
| 14 Sept | 1184.20 | 86.9 | 1.5 | - | 8 | 4 | 10 | |||||||||
For Max Healthcare Ins Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.95
Historical price for 1100 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 65.75, which was -10 lower than the previous day. The implied volatity was 20.67, the open interest changed by 35 which increased total open position to 64
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 86.9, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
| MAXHEALTH 30SEP2025 1100 PE | |||||||
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Delta: -0.11
Vega: 0.37
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 2.9 | 0.65 | 27.22 | 740 | 113 | 534 |
| 14 Sept | 1184.20 | 4 | -0.35 | 28.64 | 135 | -64 | 173 |
For Max Healthcare Ins Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.11
Historical price for 1100 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 27.22, the open interest changed by 113 which increased total open position to 534
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 4, which was -0.35 lower than the previous day. The implied volatity was 28.64, the open interest changed by -64 which decreased total open position to 173
