MAXHEALTH
Max Healthcare Ins Ltd
Historical option data for MAXHEALTH
21 Sep 2025 04:15 PM IST
| MAXHEALTH 30SEP2025 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.29
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1159.70 | 2.05 | -0.95 | 30.82 | 147 | -16 | 348 | |||||||||
| 14 Sept | 1184.20 | 5.25 | 0.5 | 25.44 | 176 | 22 | 284 | |||||||||
| 17 Aug | 1220.70 | 34.35 | -53.2 | 26.67 | 38 | 32 | 32 | |||||||||
For Max Healthcare Ins Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.08
Historical price for 1260 CE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 30.82, the open interest changed by -16 which decreased total open position to 348
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 5.25, which was 0.5 higher than the previous day. The implied volatity was 25.44, the open interest changed by 22 which increased total open position to 284
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 34.35, which was -53.2 lower than the previous day. The implied volatity was 26.67, the open interest changed by 32 which increased total open position to 32
| MAXHEALTH 30SEP2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.34
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1159.70 | 97.7 | -0.1 | 33.81 | 70 | -3 | 53 |
| 14 Sept | 1184.20 | 80.55 | -1.4 | 30.41 | 11 | 2 | 53 |
| 17 Aug | 1220.70 | 75.9 | 24.2 | 34.67 | 10 | 6 | 7 |
For Max Healthcare Ins Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.90
Historical price for 1260 PE is as follows
On 21 Sept MAXHEALTH was trading at 1159.70. The strike last trading price was 97.7, which was -0.1 lower than the previous day. The implied volatity was 33.81, the open interest changed by -3 which decreased total open position to 53
On 14 Sept MAXHEALTH was trading at 1184.20. The strike last trading price was 80.55, which was -1.4 lower than the previous day. The implied volatity was 30.41, the open interest changed by 2 which increased total open position to 53
On 17 Aug MAXHEALTH was trading at 1220.70. The strike last trading price was 75.9, which was 24.2 higher than the previous day. The implied volatity was 34.67, the open interest changed by 6 which increased total open position to 7
