MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
| MAZDOCK 30SEP2025 2800 CE | ||||||||||||||||
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Delta: 0.86
Vega: 1.13
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2985.00 | 205.55 | 5.45 | 35.92 | 99 | -30 | 998 | |||||||||
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| 14 Sept | 2924.70 | 169.4 | 84.8 | 30.47 | 16,993 | -1,690 | 1,929 | |||||||||
| 17 Aug | 2721.40 | 112 | -16.5 | 34.13 | 30 | 21 | 42 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.86
Historical price for 2800 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 205.55, which was 5.45 higher than the previous day. The implied volatity was 35.92, the open interest changed by -30 which decreased total open position to 998
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 169.4, which was 84.8 higher than the previous day. The implied volatity was 30.47, the open interest changed by -1690 which decreased total open position to 1929
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 112, which was -16.5 lower than the previous day. The implied volatity was 34.13, the open interest changed by 21 which increased total open position to 42
| MAZDOCK 30SEP2025 2800 PE | |||||||
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Delta: -0.11
Vega: 0.96
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2985.00 | 8.65 | -3 | 31.64 | 1,462 | 32 | 1,678 |
| 14 Sept | 2924.70 | 34 | -51.2 | 34.69 | 11,427 | 816 | 1,810 |
| 17 Aug | 2721.40 | 251.6 | 0 | - | 0 | 0 | 0 |
For Mazagon Dock Shipbuil Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.11
Historical price for 2800 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 8.65, which was -3 lower than the previous day. The implied volatity was 31.64, the open interest changed by 32 which increased total open position to 1678
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 34, which was -51.2 lower than the previous day. The implied volatity was 34.69, the open interest changed by 816 which increased total open position to 1810
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 251.6, 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
