SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 56 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 60.40 | 4.7 | 1.3 | - | 49 | -28 | 283 | |||||||||
| 14 Sept | 57.11 | 2.3 | 0.05 | 28.88 | 109 | 9 | 359 | |||||||||
For Suzlon Energy Limited - strike price 56 expiring on 30SEP2025
Delta for 56 CE is -
Historical price for 56 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 4.7, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 283
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 28.88, the open interest changed by 9 which increased total open position to 359
| SUZLON 30SEP2025 56 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.01
Theta: -0.02
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.1 | -0.05 | 31.99 | 643 | -182 | 828 |
| 14 Sept | 57.11 | 0.8 | -0.2 | 28.35 | 166 | -2 | 1,476 |
For Suzlon Energy Limited - strike price 56 expiring on 30SEP2025
Delta for 56 PE is -0.07
Historical price for 56 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 31.99, the open interest changed by -182 which decreased total open position to 828
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 28.35, the open interest changed by -2 which decreased total open position to 1476
