MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.71
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1159.70 | 35.6 | -7 | 26.14 | 675 | 38 | 206 | |||||||||
| 14 Sept | 1184.20 | 53.3 | 2.75 | 21.24 | 46 | -16 | 68 | |||||||||
| 17 Aug | 1220.70 | 155.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.69
Historical price for 1140 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 35.6, which was -7 lower than the previous day. The implied volatity was 26.14, the open interest changed by 38 which increased total open position to 206
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 53.3, which was 2.75 higher than the previous day. The implied volatity was 21.24, the open interest changed by -16 which decreased total open position to 68
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 155.45, 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 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.71
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 10.7 | 2.5 | 26.19 | 917 | -18 | 320 |
| 14 Sept | 1184.20 | 10.5 | -0.75 | 27.39 | 106 | 5 | 200 |
| 17 Aug | 1220.70 | 37.9 | 0 | 5.88 | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.31
Historical price for 1140 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 10.7, which was 2.5 higher than the previous day. The implied volatity was 26.19, the open interest changed by -18 which decreased total open position to 320
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 10.5, which was -0.75 lower than the previous day. The implied volatity was 27.39, the open interest changed by 5 which increased total open position to 200
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 37.9, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
