MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
MAZDOCK 30SEP2025 3100 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.27
Vega: 1.72
Theta: -2.73
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 2985.00 | 27 | -1.85 | 32.18 | 5,131 | 100 | 2,327 | |||||||||
|
||||||||||||||||
14 Sept | 2924.70 | 36.15 | -146.8 | 35.39 | 6,396 | 663 | 656 |
For Mazagon Dock Shipbuil Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.27
Historical price for 3100 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 27, which was -1.85 lower than the previous day. The implied volatity was 32.18, the open interest changed by 100 which increased total open position to 2327
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 36.15, which was -146.8 lower than the previous day. The implied volatity was 35.39, the open interest changed by 663 which increased total open position to 656
MAZDOCK 30SEP2025 3100 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.76
Vega: 1.62
Theta: -1.43
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 2985.00 | 128.35 | -10.6 | 28.34 | 286 | 24 | 472 |
14 Sept | 2924.70 | 196.25 | -121.6 | 37.44 | 135 | 36 | 75 |
For Mazagon Dock Shipbuil Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.76
Historical price for 3100 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 128.35, which was -10.6 lower than the previous day. The implied volatity was 28.34, the open interest changed by 24 which increased total open position to 472
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 196.25, which was -121.6 lower than the previous day. The implied volatity was 37.44, the open interest changed by 36 which increased total open position to 75