MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.78
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 14.4 | -4.85 | 25.98 | 2,425 | 60 | 1,021 | |||||||||
| 14 Sept | 1184.20 | 27.9 | 1.55 | 22.85 | 783 | 26 | 560 | |||||||||
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| 17 Aug | 1220.70 | 129.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.40
Historical price for 1180 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 14.4, which was -4.85 lower than the previous day. The implied volatity was 25.98, the open interest changed by 60 which increased total open position to 1021
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 27.9, which was 1.55 higher than the previous day. The implied volatity was 22.85, the open interest changed by 26 which increased total open position to 560
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 129.95, 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.78
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 29.9 | 5.35 | 26.69 | 404 | 3 | 255 |
| 14 Sept | 1184.20 | 26.35 | -0.4 | 28.79 | 156 | -16 | 170 |
| 17 Aug | 1220.70 | 51.95 | 0 | 3.36 | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.60
Historical price for 1180 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 29.9, which was 5.35 higher than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 255
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 26.35, which was -0.4 lower than the previous day. The implied volatity was 28.79, the open interest changed by -16 which decreased total open position to 170
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 51.95, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
