SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 55 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 5.7 | 1.25 | - | 78 | -14 | 137 | |||||||||
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| 14 Sept | 57.11 | 3.05 | 0.15 | 30.32 | 44 | 12 | 140 | |||||||||
For Suzlon Energy Limited - strike price 55 expiring on 30SEP2025
Delta for 55 CE is -
Historical price for 55 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 5.7, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 137
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 30.32, the open interest changed by 12 which increased total open position to 140
| SUZLON 30SEP2025 55 PE | |||||||
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Delta: -0.04
Vega: 0.01
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.05 | -0.1 | 32.53 | 787 | -235 | 516 |
| 14 Sept | 57.11 | 0.5 | -0.15 | 28.32 | 196 | 44 | 791 |
For Suzlon Energy Limited - strike price 55 expiring on 30SEP2025
Delta for 55 PE is -0.04
Historical price for 55 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 32.53, the open interest changed by -235 which decreased total open position to 516
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.32, the open interest changed by 44 which increased total open position to 791
