SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 65 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 0.02
Theta: -0.04
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 60.40 | 0.3 | 0.1 | 36.70 | 1,680 | 9 | 2,310 | |||||||||
| 14 Sept | 57.11 | 0.15 | -0.05 | 37.13 | 720 | -29 | 2,161 | |||||||||
For Suzlon Energy Limited - strike price 65 expiring on 30SEP2025
Delta for 65 CE is 0.15
Historical price for 65 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 36.70, the open interest changed by 9 which increased total open position to 2310
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.13, the open interest changed by -29 which decreased total open position to 2161
| SUZLON 30SEP2025 65 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.03
Theta: -0.06
Gamma: 0.06
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 4.9 | -0.95 | 50.32 | 24 | 11 | 180 |
| 14 Sept | 57.11 | 8.05 | 0.15 | 53.72 | 4 | 0 | 146 |
For Suzlon Energy Limited - strike price 65 expiring on 30SEP2025
Delta for 65 PE is -0.77
Historical price for 65 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 4.9, which was -0.95 lower than the previous day. The implied volatity was 50.32, the open interest changed by 11 which increased total open position to 180
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 8.05, which was 0.15 higher than the previous day. The implied volatity was 53.72, the open interest changed by 0 which decreased total open position to 146
