MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 28OCT2025 1160 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.49
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 45 | -4.8 | 25.04 | 50 | 14 | 213 | |||||||||
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| 14 Sept | 1184.20 | 58 | -1 | 22.44 | 3 | 1 | 135 | |||||||||
| 17 Aug | 1220.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1160 expiring on 28OCT2025
Delta for 1160 CE is 0.57
Historical price for 1160 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 45, which was -4.8 lower than the previous day. The implied volatity was 25.04, the open interest changed by 14 which increased total open position to 213
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 58, which was -1 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1 which increased total open position to 135
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 0, 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 28OCT2025 1160 PE | |||||||
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Delta: -0.43
Vega: 1.49
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 33.5 | 4.45 | 26.60 | 39 | 9 | 94 |
| 14 Sept | 1184.20 | 29 | -1.15 | 27.25 | 7 | -2 | 42 |
| 17 Aug | 1220.70 | 0 | 0 | 4.53 | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1160 expiring on 28OCT2025
Delta for 1160 PE is -0.43
Historical price for 1160 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 33.5, which was 4.45 higher than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 94
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 29, which was -1.15 lower than the previous day. The implied volatity was 27.25, the open interest changed by -2 which decreased total open position to 42
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
