SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 59 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.03
Theta: -0.05
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 60.40 | 2.15 | 0.85 | 24.80 | 1,656 | -402 | 823 | |||||||||
| 14 Sept | 57.11 | 0.95 | -0.05 | 31.02 | 346 | 31 | 865 | |||||||||
For Suzlon Energy Limited - strike price 59 expiring on 30SEP2025
Delta for 59 CE is 0.76
Historical price for 59 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 24.80, the open interest changed by -402 which decreased total open position to 823
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 31.02, the open interest changed by 31 which increased total open position to 865
| SUZLON 30SEP2025 59 PE | |||||||
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Delta: -0.26
Vega: 0.03
Theta: -0.04
Gamma: 0.11
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.45 | -0.5 | 27.13 | 1,212 | -11 | 1,308 |
| 14 Sept | 57.11 | 2.35 | -0.4 | 28.71 | 24 | 9 | 294 |
For Suzlon Energy Limited - strike price 59 expiring on 30SEP2025
Delta for 59 PE is -0.26
Historical price for 59 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.45, which was -0.5 lower than the previous day. The implied volatity was 27.13, the open interest changed by -11 which decreased total open position to 1308
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 2.35, which was -0.4 lower than the previous day. The implied volatity was 28.71, the open interest changed by 9 which increased total open position to 294
