MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
| MAZDOCK 30SEP2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.71
Theta: -2.02
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2985.00 | 299.2 | 7.25 | 41.60 | 223 | -35 | 949 | |||||||||
| 14 Sept | 2924.70 | 248.55 | 107.65 | 27.59 | 2,186 | -392 | 1,194 | |||||||||
| 17 Aug | 2721.40 | 155.9 | -22.05 | 33.22 | 18 | 10 | 30 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.93
Historical price for 2700 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 299.2, which was 7.25 higher than the previous day. The implied volatity was 41.60, the open interest changed by -35 which decreased total open position to 949
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 248.55, which was 107.65 higher than the previous day. The implied volatity was 27.59, the open interest changed by -392 which decreased total open position to 1194
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 155.9, which was -22.05 lower than the previous day. The implied volatity was 33.22, the open interest changed by 10 which increased total open position to 30
| MAZDOCK 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.58
Theta: -0.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2985.00 | 4.75 | -1.6 | 38.00 | 1,133 | -50 | 1,715 |
| 14 Sept | 2924.70 | 17 | -25.3 | 36.72 | 7,653 | 567 | 2,347 |
| 17 Aug | 2721.40 | 241.8 | 0 | 1.56 | 0 | 0 | 0 |
For Mazagon Dock Shipbuil Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is -0.06
Historical price for 2700 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 4.75, which was -1.6 lower than the previous day. The implied volatity was 38.00, the open interest changed by -50 which decreased total open position to 1715
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 17, which was -25.3 lower than the previous day. The implied volatity was 36.72, the open interest changed by 567 which increased total open position to 2347
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 241.8, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
