MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
| MAZDOCK 30SEP2025 3000 CE | ||||||||||||||||
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Delta: 0.49
Vega: 2.07
Theta: -3.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2985.00 | 61.95 | 0.2 | 31.60 | 7,242 | -83 | 4,001 | |||||||||
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| 14 Sept | 2924.70 | 62.8 | 35.75 | 33.61 | 43,325 | 543 | 3,630 | |||||||||
| 17 Aug | 2721.40 | 53.25 | -3.05 | 35.30 | 40 | 4 | 181 | |||||||||
For Mazagon Dock Shipbuil Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.49
Historical price for 3000 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 61.95, which was 0.2 higher than the previous day. The implied volatity was 31.60, the open interest changed by -83 which decreased total open position to 4001
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 62.8, which was 35.75 higher than the previous day. The implied volatity was 33.61, the open interest changed by 543 which increased total open position to 3630
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 53.25, which was -3.05 lower than the previous day. The implied volatity was 35.30, the open interest changed by 4 which increased total open position to 181
| MAZDOCK 30SEP2025 3000 PE | |||||||
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Delta: -0.51
Vega: 2.06
Theta: -2.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2985.00 | 63.15 | -9.85 | 28.54 | 2,499 | -26 | 1,082 |
| 14 Sept | 2924.70 | 126.05 | -104.9 | 36.61 | 2,118 | 94 | 544 |
| 17 Aug | 2721.40 | 280 | 0 | 0.00 | 0 | 0 | 0 |
For Mazagon Dock Shipbuil Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.51
Historical price for 3000 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 63.15, which was -9.85 lower than the previous day. The implied volatity was 28.54, the open interest changed by -26 which decreased total open position to 1082
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 126.05, which was -104.9 lower than the previous day. The implied volatity was 36.61, the open interest changed by 94 which increased total open position to 544
On 17 Aug MAZDOCK was trading at 2721.40. The strike last trading price was 280, 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
