SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
| SUZLON 30SEP2025 70 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 | 47.97 | 136 | 71 | 684 | |||||||||
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| 14 Sept | 57.11 | 0.05 | -0.05 | 44.04 | 27 | -1 | 714 | |||||||||
For Suzlon Energy Limited - strike price 70 expiring on 30SEP2025
Delta for 70 CE is 0.05
Historical price for 70 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 47.97, the open interest changed by 71 which increased total open position to 684
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 44.04, the open interest changed by -1 which decreased total open position to 714
| SUZLON 30SEP2025 70 PE | |||||||
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Delta: -0.88
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 60.40 | 9.6 | -1.95 | 66.94 | 1 | -1 | 13 |
| 14 Sept | 57.11 | 11.55 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 70 expiring on 30SEP2025
Delta for 70 PE is -0.88
Historical price for 70 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 9.6, which was -1.95 lower than the previous day. The implied volatity was 66.94, the open interest changed by -1 which decreased total open position to 13
On 14 Sept SUZLON was trading at 57.11. The strike last trading price was 11.55, 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
