MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.39
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1159.70 | 3.15 | -1.55 | 29.08 | 450 | -30 | 502 | |||||||||
| 14 Sept | 1184.20 | 8.05 | 0.6 | 24.54 | 208 | -22 | 477 | |||||||||
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| 17 Aug | 1220.70 | 45.45 | -93.35 | 28.27 | 5 | 3 | 3 | |||||||||
For Max Healthcare Ins Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.11
Historical price for 1240 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 29.08, the open interest changed by -30 which decreased total open position to 502
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 8.05, which was 0.6 higher than the previous day. The implied volatity was 24.54, the open interest changed by -22 which decreased total open position to 477
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 45.45, which was -93.35 lower than the previous day. The implied volatity was 28.27, the open interest changed by 3 which increased total open position to 3
| MAXHEALTH 30SEP2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 70.2 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1184.20 | 63.2 | -5.3 | 28.40 | 11 | 2 | 161 |
| 17 Aug | 1220.70 | 54.7 | 19.5 | 28.97 | 106 | 76 | 84 |
For Max Healthcare Ins Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is 0.00
Historical price for 1240 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 70.2, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 63.2, which was -5.3 lower than the previous day. The implied volatity was 28.40, the open interest changed by 2 which increased total open position to 161
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 54.7, which was 19.5 higher than the previous day. The implied volatity was 28.97, the open interest changed by 76 which increased total open position to 84
