MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
| MAZDOCK 30SEP2025 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.73
Theta: -3.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2985.00 | 121.5 | 2.55 | 31.89 | 1,435 | -210 | 1,076 | |||||||||
| 14 Sept | 2924.70 | 107 | 58.65 | 32.22 | 36,939 | 411 | 2,557 | |||||||||
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| 17 Aug | 2721.40 | 74.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 CE is 0.73
Historical price for 2900 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 121.5, which was 2.55 higher than the previous day. The implied volatity was 31.89, the open interest changed by -210 which decreased total open position to 1076
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 107, which was 58.65 higher than the previous day. The implied volatity was 32.22, the open interest changed by 411 which increased total open position to 2557
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 74.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MAZDOCK 30SEP2025 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 1.67
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2985.00 | 24.05 | -5.05 | 29.11 | 2,509 | -118 | 1,872 |
| 14 Sept | 2924.70 | 70.5 | -78.45 | 35.16 | 10,362 | 792 | 1,088 |
| 17 Aug | 2721.40 | 351.2 | 0 | - | 0 | 0 | 0 |
For Mazagon Dock Shipbuil Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 PE is -0.26
Historical price for 2900 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 24.05, which was -5.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by -118 which decreased total open position to 1872
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 70.5, which was -78.45 lower than the previous day. The implied volatity was 35.16, the open interest changed by 792 which increased total open position to 1088
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 351.2, 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
