SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 63 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.03
Theta: -0.05
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.5 | 0.2 | 30.94 | 493 | 14 | 446 | |||||||||
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| 14 Sept | 57.11 | 0.25 | -0.1 | 34.15 | 251 | -39 | 391 | |||||||||
For Suzlon Energy Limited - strike price 63 expiring on 30SEP2025
Delta for 63 CE is 0.26
Historical price for 63 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 30.94, the open interest changed by 14 which increased total open position to 446
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.15, the open interest changed by -39 which decreased total open position to 391
| SUZLON 30SEP2025 63 PE | |||||||
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Delta: -0.73
Vega: 0.03
Theta: -0.04
Gamma: 0.10
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 2.75 | -1.25 | 32.08 | 33 | 17 | 59 |
| 14 Sept | 57.11 | 6.15 | 0.35 | 47.20 | 5 | 4 | 40 |
For Suzlon Energy Limited - strike price 63 expiring on 30SEP2025
Delta for 63 PE is -0.73
Historical price for 63 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 32.08, the open interest changed by 17 which increased total open position to 59
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 47.20, the open interest changed by 4 which increased total open position to 40
