MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.52
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 49.55 | -9.15 | 24.59 | 137 | 17 | 53 | |||||||||
| 14 Sept | 1184.20 | 69.1 | 1.15 | 18.69 | 14 | -1 | 8 | |||||||||
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| 17 Aug | 1220.70 | 210.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.83
Historical price for 1120 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 49.55, which was -9.15 lower than the previous day. The implied volatity was 24.59, the open interest changed by 17 which increased total open position to 53
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 69.1, which was 1.15 higher than the previous day. The implied volatity was 18.69, the open interest changed by -1 which decreased total open position to 8
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 210.05, 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
| MAXHEALTH 30SEP2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.54
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 5.6 | 1.25 | 26.33 | 607 | 26 | 378 |
| 14 Sept | 1184.20 | 6.6 | -0.45 | 28.00 | 47 | 24 | 204 |
| 17 Aug | 1220.70 | 12.1 | -33.55 | 29.29 | 28 | 15 | 15 |
For Max Healthcare Ins Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.19
Historical price for 1120 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 5.6, which was 1.25 higher than the previous day. The implied volatity was 26.33, the open interest changed by 26 which increased total open position to 378
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 6.6, which was -0.45 lower than the previous day. The implied volatity was 28.00, the open interest changed by 24 which increased total open position to 204
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 12.1, which was -33.55 lower than the previous day. The implied volatity was 29.29, the open interest changed by 15 which increased total open position to 15
