SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 62 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.04
Theta: -0.06
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.75 | 0.35 | 29.85 | 1,179 | -89 | 1,367 | |||||||||
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| 14 Sept | 57.11 | 0.3 | -0.1 | 31.65 | 206 | -42 | 1,234 | |||||||||
For Suzlon Energy Limited - strike price 62 expiring on 30SEP2025
Delta for 62 CE is 0.36
Historical price for 62 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.75, which was 0.35 higher than the previous day. The implied volatity was 29.85, the open interest changed by -89 which decreased total open position to 1367
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 31.65, the open interest changed by -42 which decreased total open position to 1234
| SUZLON 30SEP2025 62 PE | |||||||
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Delta: -0.64
Vega: 0.04
Theta: -0.04
Gamma: 0.12
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 1.95 | -1.15 | 29.51 | 141 | -2 | 380 |
| 14 Sept | 57.11 | 4.65 | -0.35 | 26.10 | 7 | 0 | 377 |
For Suzlon Energy Limited - strike price 62 expiring on 30SEP2025
Delta for 62 PE is -0.64
Historical price for 62 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 29.51, the open interest changed by -2 which decreased total open position to 380
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 377
