SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 69 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.01
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 60.40 | 0.1 | 0 | 44.09 | 132 | 82 | 95 | |||||||||
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| 14 Sept | 57.11 | 0.1 | 0 | 46.37 | 4 | -1 | 36 | |||||||||
For Suzlon Energy Limited - strike price 69 expiring on 30SEP2025
Delta for 69 CE is 0.05
Historical price for 69 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 44.09, the open interest changed by 82 which increased total open position to 95
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 46.37, the open interest changed by -1 which decreased total open position to 36
| SUZLON 30SEP2025 69 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 | 9.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 57.11 | 9.75 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 69 expiring on 30SEP2025
Delta for 69 PE is 0.00
Historical price for 69 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 9.75, 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 9.75, 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
