SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
21 Sep 2025 04:16 PM IST
SUZLON 30SEP2025 71 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.01
Theta: -0.01
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 60.40 | 0.05 | -0.05 | 45.89 | 2 | 0 | 76 | |||||||||
14 Sept | 57.11 | 0.05 | -0.05 | 46.47 | 1 | 0 | 51 |
For Suzlon Energy Limited - strike price 71 expiring on 30SEP2025
Delta for 71 CE is 0.03
Historical price for 71 CE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 76
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 46.47, the open interest changed by 0 which decreased total open position to 51
SUZLON 30SEP2025 71 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 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
14 Sept | 57.11 | 11.2 | 0 | 0.00 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 71 expiring on 30SEP2025
Delta for 71 PE is 0.00
Historical price for 71 PE is as follows
On 21 Sept SUZLON was trading at 60.40. The strike last trading price was 11.2, 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 11.2, 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