MAZDOCK
Mazagon Dock Shipbuil Ltd
Historical option data for MAZDOCK
21 Sep 2025 04:16 PM IST
MAZDOCK 30SEP2025 3200 CE | ||||||||||||||||
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Delta: 0.14
Vega: 1.16
Theta: -1.94
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 2985.00 | 12.6 | -1.15 | 34.79 | 2,132 | -57 | 1,672 | |||||||||
14 Sept | 2924.70 | 20 | 12 | 36.85 | 21,378 | 638 | 1,653 |
For Mazagon Dock Shipbuil Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.14
Historical price for 3200 CE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 12.6, which was -1.15 lower than the previous day. The implied volatity was 34.79, the open interest changed by -57 which decreased total open position to 1672
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 20, which was 12 higher than the previous day. The implied volatity was 36.85, the open interest changed by 638 which increased total open position to 1653
MAZDOCK 30SEP2025 3200 PE | |||||||
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Delta: -0.99
Vega: 0.20
Theta: 0.71
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 2985.00 | 206.85 | -16.75 | 17.62 | 86 | -2 | 332 |
14 Sept | 2924.70 | 283.45 | -129.4 | 41.71 | 107 | 4 | 301 |
For Mazagon Dock Shipbuil Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.99
Historical price for 3200 PE is as follows
On 21 Sept MAZDOCK was trading at 2985.00. The strike last trading price was 206.85, which was -16.75 lower than the previous day. The implied volatity was 17.62, the open interest changed by -2 which decreased total open position to 332
On 14 Sept MAZDOCK was trading at 2924.70. The strike last trading price was 283.45, which was -129.4 lower than the previous day. The implied volatity was 41.71, the open interest changed by 4 which increased total open position to 301