MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
| MAZDOCK 30SEP2025 2600 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.94
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2985.00 | 410.35 | 3.95 | 67.83 | 12 | -10 | 180 | |||||||||
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| 14 Sept | 2924.70 | 344.5 | 128.1 | 30.84 | 97 | -40 | 281 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.90
Historical price for 2600 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 410.35, which was 3.95 higher than the previous day. The implied volatity was 67.83, the open interest changed by -10 which decreased total open position to 180
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 344.5, which was 128.1 higher than the previous day. The implied volatity was 30.84, the open interest changed by -40 which decreased total open position to 281
| MAZDOCK 30SEP2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.36
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2985.00 | 2.85 | -0.6 | 44.37 | 371 | -62 | 1,038 |
| 14 Sept | 2924.70 | 8.5 | -10.55 | 39.43 | 4,710 | -551 | 1,208 |
For Mazagon Dock Shipbuil Ltd - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.03
Historical price for 2600 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was 44.37, the open interest changed by -62 which decreased total open position to 1038
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 8.5, which was -10.55 lower than the previous day. The implied volatity was 39.43, the open interest changed by -551 which decreased total open position to 1208
