SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 58 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.02
Theta: -0.04
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 60.40 | 3 | 1.15 | 26.77 | 841 | -299 | 1,242 | |||||||||
| 14 Sept | 57.11 | 1.3 | -0.05 | 30.33 | 781 | 145 | 1,929 | |||||||||
For Suzlon Energy Limited - strike price 58 expiring on 30SEP2025
Delta for 58 CE is 0.85
Historical price for 58 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 3, which was 1.15 higher than the previous day. The implied volatity was 26.77, the open interest changed by -299 which decreased total open position to 1242
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 30.33, the open interest changed by 145 which increased total open position to 1929
| SUZLON 30SEP2025 58 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.03
Theta: -0.03
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.25 | -0.3 | 27.75 | 1,046 | -178 | 1,628 |
| 14 Sept | 57.11 | 1.75 | -0.3 | 29.05 | 207 | 113 | 1,111 |
For Suzlon Energy Limited - strike price 58 expiring on 30SEP2025
Delta for 58 PE is -0.16
Historical price for 58 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was 27.75, the open interest changed by -178 which decreased total open position to 1628
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 1.75, which was -0.3 lower than the previous day. The implied volatity was 29.05, the open interest changed by 113 which increased total open position to 1111
