MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.52
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 5.05 | -2.35 | 27.52 | 814 | -27 | 896 | |||||||||
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| 14 Sept | 1184.20 | 12.4 | 0.9 | 23.82 | 325 | 83 | 846 | |||||||||
| 17 Aug | 1220.70 | 107.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Healthcare Ins Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.17
Historical price for 1220 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 5.05, which was -2.35 lower than the previous day. The implied volatity was 27.52, the open interest changed by -27 which decreased total open position to 896
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 12.4, which was 0.9 higher than the previous day. The implied volatity was 23.82, the open interest changed by 83 which increased total open position to 846
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 107.3, 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 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.57
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 61.65 | -7.4 | 30.78 | 3 | -2 | 84 |
| 14 Sept | 1184.20 | 47.6 | -0.5 | 27.09 | 12 | 3 | 64 |
| 17 Aug | 1220.70 | 43 | -25.9 | 28.08 | 21 | 13 | 14 |
For Max Healthcare Ins Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.80
Historical price for 1220 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 61.65, which was -7.4 lower than the previous day. The implied volatity was 30.78, the open interest changed by -2 which decreased total open position to 84
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 47.6, which was -0.5 lower than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 64
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 43, which was -25.9 lower than the previous day. The implied volatity was 28.08, the open interest changed by 13 which increased total open position to 14
