SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 60 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.04
Theta: -0.06
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 1.55 | 0.65 | 26.79 | 7,789 | -1,236 | 3,371 | |||||||||
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| 14 Sept | 57.11 | 0.7 | -0.05 | 32.08 | 1,464 | 129 | 3,824 | |||||||||
For Suzlon Energy Limited - strike price 60 expiring on 30SEP2025
Delta for 60 CE is 0.62
Historical price for 60 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 1.55, which was 0.65 higher than the previous day. The implied volatity was 26.79, the open interest changed by -1236 which decreased total open position to 3371
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 32.08, the open interest changed by 129 which increased total open position to 3824
| SUZLON 30SEP2025 60 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.04
Theta: -0.04
Gamma: 0.13
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 0.8 | -0.75 | 27.55 | 967 | -4 | 985 |
| 14 Sept | 57.11 | 3.25 | -0.25 | 33.12 | 48 | 9 | 745 |
For Suzlon Energy Limited - strike price 60 expiring on 30SEP2025
Delta for 60 PE is -0.38
Historical price for 60 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 27.55, the open interest changed by -4 which decreased total open position to 985
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 33.12, the open interest changed by 9 which increased total open position to 745
