SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 67 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.02
Theta: -0.03
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.15 | 0.05 | 39.32 | 57 | -20 | 211 | |||||||||
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| 14 Sept | 57.11 | 0.15 | 0 | 43.78 | 4 | 0 | 148 | |||||||||
For Suzlon Energy Limited - strike price 67 expiring on 30SEP2025
Delta for 67 CE is 0.08
Historical price for 67 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 39.32, the open interest changed by -20 which decreased total open position to 211
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 43.78, the open interest changed by 0 which decreased total open position to 148
| SUZLON 30SEP2025 67 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 | 8.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 57.11 | 9.35 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 67 expiring on 30SEP2025
Delta for 67 PE is 0.00
Historical price for 67 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 8.65, 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 9.35, 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
