MOTHERSON
Samvrdhna Mthrsn Intl Ltd
Historical option data for MOTHERSON
21 Sep 2025 04:12 PM IST
MOTHERSON 30SEP2025 115 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.05
Theta: -0.09
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 109.08 | 0.75 | -0.1 | 33.85 | 1,215 | -53 | 1,555 | |||||||||
14 Sept | 104.69 | 0.35 | 0.2 | 30.94 | 2,548 | 161 | 805 |
For Samvrdhna Mthrsn Intl Ltd - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.21
Historical price for 115 CE is as follows
On 21 Sept MOTHERSON was trading at 109.08. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 33.85, the open interest changed by -53 which decreased total open position to 1555
On 14 Sept MOTHERSON was trading at 104.69. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 30.94, the open interest changed by 161 which increased total open position to 805
MOTHERSON 30SEP2025 115 PE | |||||||
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Delta: -0.77
Vega: 0.06
Theta: -0.07
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 109.08 | 6.35 | -0.3 | 36.45 | 146 | 6 | 94 |
14 Sept | 104.69 | 10.25 | -4.05 | 35.15 | 160 | -37 | 105 |
For Samvrdhna Mthrsn Intl Ltd - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.77
Historical price for 115 PE is as follows
On 21 Sept MOTHERSON was trading at 109.08. The strike last trading price was 6.35, which was -0.3 lower than the previous day. The implied volatity was 36.45, the open interest changed by 6 which increased total open position to 94
On 14 Sept MOTHERSON was trading at 104.69. The strike last trading price was 10.25, which was -4.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by -37 which decreased total open position to 105