SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
28 Sep 2025 10:10 PM IST
| SUZLON 28-OCT-2025 57 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.06
Theta: -0.04
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 55.28 | 1.7 | -0.85 | 32.81 | 240 | 94 | 176 | |||||||||
| 21 Sept | 60.40 | 5 | 1.15 | 30.36 | 5 | 0 | 5 | |||||||||
| 14 Sept | 57.11 | 4.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Suzlon Energy Limited - strike price 57 expiring on 28OCT2025
Delta for 57 CE is 0.45
Historical price for 57 CE is as follows
On 28 Sept SUZLON was trading at 55.28. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 32.81, the open interest changed by 94 which increased total open position to 176
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 5, which was 1.15 higher than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 5
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SUZLON 28OCT2025 57 PE | |||||||
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Delta: -0.55
Vega: 0.07
Theta: -0.03
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 55.28 | 2.95 | 0.5 | 36.45 | 95 | 43 | 155 |
| 21 Sept | 60.40 | 1 | -0.45 | 33.78 | 13 | 2 | 22 |
| 14 Sept | 57.11 | 2.15 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 57 expiring on 28OCT2025
Delta for 57 PE is -0.55
Historical price for 57 PE is as follows
On 28 Sept SUZLON was trading at 55.28. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 36.45, the open interest changed by 43 which increased total open position to 155
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 33.78, the open interest changed by 2 which increased total open position to 22
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
