MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.80
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 22.9 | -6.3 | 25.30 | 2,262 | 87 | 729 | |||||||||
| 14 Sept | 1184.20 | 40 | 2.65 | 22.89 | 433 | -26 | 389 | |||||||||
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| 17 Aug | 1220.70 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.55
Historical price for 1160 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 22.9, which was -6.3 lower than the previous day. The implied volatity was 25.30, the open interest changed by 87 which increased total open position to 729
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 40, which was 2.65 higher than the previous day. The implied volatity was 22.89, the open interest changed by -26 which decreased total open position to 389
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 184.05, 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.80
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 18.7 | 3.85 | 26.29 | 1,069 | -22 | 479 |
| 14 Sept | 1184.20 | 17.55 | -0.15 | 28.33 | 188 | 13 | 429 |
| 17 Aug | 1220.70 | 25 | -33.95 | 31.44 | 1 | 1 | 0 |
For Max Healthcare Ins Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.45
Historical price for 1160 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 18.7, which was 3.85 higher than the previous day. The implied volatity was 26.29, the open interest changed by -22 which decreased total open position to 479
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 17.55, which was -0.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by 13 which increased total open position to 429
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 25, which was -33.95 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 0
