SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 66 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.02
Theta: -0.04
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.25 | 0.1 | 39.86 | 99 | 12 | 155 | |||||||||
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| 14 Sept | 57.11 | 0.15 | 0 | 40.63 | 13 | -8 | 114 | |||||||||
For Suzlon Energy Limited - strike price 66 expiring on 30SEP2025
Delta for 66 CE is 0.12
Historical price for 66 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 39.86, the open interest changed by 12 which increased total open position to 155
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.63, the open interest changed by -8 which decreased total open position to 114
| SUZLON 30SEP2025 66 PE | |||||||
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Delta: -0.74
Vega: 0.03
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 6.25 | -0.5 | 67.44 | 4 | 0 | 7 |
| 14 Sept | 57.11 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 66 expiring on 30SEP2025
Delta for 66 PE is -0.74
Historical price for 66 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 6.25, which was -0.5 lower than the previous day. The implied volatity was 67.44, the open interest changed by 0 which decreased total open position to 7
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 7.55, 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
