SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 64 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.03
Theta: -0.05
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.35 | 0.1 | 32.74 | 466 | 55 | 340 | |||||||||
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| 14 Sept | 57.11 | 0.15 | -0.1 | 33.54 | 75 | -14 | 179 | |||||||||
For Suzlon Energy Limited - strike price 64 expiring on 30SEP2025
Delta for 64 CE is 0.19
Historical price for 64 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 32.74, the open interest changed by 55 which increased total open position to 340
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 33.54, the open interest changed by -14 which decreased total open position to 179
| SUZLON 30SEP2025 64 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 57.11 | 7.1 | 0.3 | 50.65 | 3 | -2 | 24 |
For Suzlon Energy Limited - strike price 64 expiring on 30SEP2025
Delta for 64 PE is 0.00
Historical price for 64 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 7.1, which was 0.3 higher than the previous day. The implied volatity was 50.65, the open interest changed by -2 which decreased total open position to 24
