SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 57 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.02
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 60.40 | 3.9 | 1.35 | 28.27 | 230 | -51 | 385 | |||||||||
| 14 Sept | 57.11 | 1.75 | 0 | 29.68 | 421 | 37 | 630 | |||||||||
For Suzlon Energy Limited - strike price 57 expiring on 30SEP2025
Delta for 57 CE is 0.91
Historical price for 57 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 3.9, which was 1.35 higher than the previous day. The implied volatity was 28.27, the open interest changed by -51 which decreased total open position to 385
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 29.68, the open interest changed by 37 which increased total open position to 630
| SUZLON 30SEP2025 57 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.02
Theta: -0.02
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.15 | -0.15 | 29.48 | 446 | 45 | 796 |
| 14 Sept | 57.11 | 1.15 | -0.35 | 27.29 | 376 | 25 | 764 |
For Suzlon Energy Limited - strike price 57 expiring on 30SEP2025
Delta for 57 PE is -0.10
Historical price for 57 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 45 which increased total open position to 796
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by 25 which increased total open position to 764
