SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 61 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.04
Theta: -0.06
Gamma: 0.14
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 60.40 | 1.05 | 0.45 | 27.47 | 1,792 | 52 | 707 | |||||||||
| 14 Sept | 57.11 | 0.45 | -0.15 | 31.42 | 265 | -18 | 394 | |||||||||
For Suzlon Energy Limited - strike price 61 expiring on 30SEP2025
Delta for 61 CE is 0.48
Historical price for 61 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 27.47, the open interest changed by 52 which increased total open position to 707
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 31.42, the open interest changed by -18 which decreased total open position to 394
| SUZLON 30SEP2025 61 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
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 | 1.3 | -0.95 | 28.27 | 101 | 4 | 143 |
| 14 Sept | 57.11 | 4.3 | 0.05 | 40.30 | 18 | 6 | 90 |
For Suzlon Energy Limited - strike price 61 expiring on 30SEP2025
Delta for 61 PE is -0.52
Historical price for 61 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 28.27, the open interest changed by 4 which increased total open position to 143
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 40.30, the open interest changed by 6 which increased total open position to 90
