SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 28OCT2025 60 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.08
Theta: -0.04
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 3.1 | 0.7 | 31.10 | 987 | 198 | 978 | |||||||||
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| 14 Sept | 57.11 | 1.95 | 0.05 | 34.69 | 119 | 102 | 294 | |||||||||
For Suzlon Energy Limited - strike price 60 expiring on 28OCT2025
Delta for 60 CE is 0.60
Historical price for 60 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 3.1, which was 0.7 higher than the previous day. The implied volatity was 31.10, the open interest changed by 198 which increased total open position to 978
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 34.69, the open interest changed by 102 which increased total open position to 294
| SUZLON 28OCT2025 60 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.08
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 2.05 | -0.75 | 33.55 | 81 | 2 | 242 |
| 14 Sept | 57.11 | 4.1 | -0.15 | 35.97 | 29 | 18 | 114 |
For Suzlon Energy Limited - strike price 60 expiring on 28OCT2025
Delta for 60 PE is -0.40
Historical price for 60 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 33.55, the open interest changed by 2 which increased total open position to 242
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 35.97, the open interest changed by 18 which increased total open position to 114
