MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.67
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 8.75 | -3.45 | 26.85 | 1,672 | 128 | 2,146 | |||||||||
| 14 Sept | 1184.20 | 18.75 | 1 | 23.15 | 1,549 | 275 | 1,436 | |||||||||
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| 17 Aug | 1220.70 | 62 | -98.3 | 25.92 | 10 | 8 | 7 | |||||||||
For Max Healthcare Ins Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.27
Historical price for 1200 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 8.75, which was -3.45 lower than the previous day. The implied volatity was 26.85, the open interest changed by 128 which increased total open position to 2146
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 18.75, which was 1 higher than the previous day. The implied volatity was 23.15, the open interest changed by 275 which increased total open position to 1436
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 62, which was -98.3 lower than the previous day. The implied volatity was 25.92, the open interest changed by 8 which increased total open position to 7
| MAXHEALTH 30SEP2025 1200 PE | |||||||
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Delta: -0.71
Vega: 0.69
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 45.7 | 8.15 | 29.87 | 234 | -1 | 451 |
| 14 Sept | 1184.20 | 37.75 | -0.7 | 29.72 | 61 | -5 | 453 |
| 17 Aug | 1220.70 | 34.05 | -40.55 | 28.03 | 36 | 16 | 16 |
For Max Healthcare Ins Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.71
Historical price for 1200 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 45.7, which was 8.15 higher than the previous day. The implied volatity was 29.87, the open interest changed by -1 which decreased total open position to 451
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 37.75, which was -0.7 lower than the previous day. The implied volatity was 29.72, the open interest changed by -5 which decreased total open position to 453
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 34.05, which was -40.55 lower than the previous day. The implied volatity was 28.03, the open interest changed by 16 which increased total open position to 16
