Historical option data for MAXHEALTH
23 Jun 2026 12:14 PM IST
| MAXHEALTH 28-Jul-2026 (35d) 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.01
Theta: -0.6
Gamma: 0.00423
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1088.45 | 35 | -2.7 (-7.16%) | 27.81 | 559 | 143 | 397 | |||||||||
| 22 Jun | 1095.05 | 37.3 | -0.05 (-0.13%) | 27.47 | 209 | 42 | 255 | |||||||||
| 19 Jun | 1094.75 | 36.9 | -1.55 (-4.03%) | 24.49 | 137 | 38 | 214 | |||||||||
| 18 Jun | 1090.45 | 41 | 27.95 (214.18%) | 28.6 | 533 | 38 | 176 | |||||||||
| 17 Jun | 1026.15 | 13.05 | 1.7 (14.98%) | 26 | 26 | 12 | 139 | |||||||||
| 16 Jun | 1024.10 | 11.35 | -2.5 (-18.05%) | 25.41 | 23 | 10 | 128 | |||||||||
| 15 Jun | 1028.90 | 13.85 | 2.65 (23.66%) | 25.75 | 48 | 14 | 118 | |||||||||
| 12 Jun | 1012.45 | 11.2 | -0.25 (-2.18%) | 25.62 | 34 | 21 | 103 | |||||||||
| 11 Jun | 1009.60 | 11.35 | -0.6 (-5.02%) | 26.37 | 79 | 63 | 82 | |||||||||
| 10 Jun | 1010.10 | 15.15 | 5.15 (51.50%) | 29.74 | 23 | 10 | 16 | |||||||||
| 9 Jun | 1003.10 | 10 | 0 (0.00%) | - | 1 | 0 | 6 | |||||||||
| 8 Jun | 1007.45 | 10 | 0 (0.00%) | - | 1 | 0 | 6 | |||||||||
| 5 Jun | 977.25 | 10 | 0 (0.00%) | - | 1 | 0 | 6 | |||||||||
| 4 Jun | 966.20 | 10 | 0 (0.00%) | 30.86 | 1 | 0 | 6 | |||||||||
| 3 Jun | 965.55 | 10 | 2 (25.00%) | 30.86 | 1 | 0 | 6 | |||||||||
| 2 Jun | 948.70 | 8 | 2 (33.33%) | 31.17 | 2 | 0 | 4 | |||||||||
| 1 Jun | 938.45 | 6.5 | -4.4 (-40.37%) | 30.16 | 3 | 0 | 4 | |||||||||
| 29 May | 965.10 | 10.9 | -30.5 (-73.67%) | 30.46 | 4 | 2 | 2 | |||||||||
For Max Healthcare Ins Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 CE is 0.49
Historical price for 1100 CE is as follows
On 23 Jun MAXHEALTH was trading at 1088.45. The strike last trading price was 35, which was -2.7 lower than the previous day. The implied volatity was 27.81, the open interest changed by 143 which increased total open position to 397
On 22 Jun MAXHEALTH was trading at 1095.05. The strike last trading price was 37.3, which was -0.05 lower than the previous day. The implied volatity was 27.47, the open interest changed by 42 which increased total open position to 255
On 19 Jun MAXHEALTH was trading at 1094.75. The strike last trading price was 36.9, which was -1.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 38 which increased total open position to 214
On 18 Jun MAXHEALTH was trading at 1090.45. The strike last trading price was 41, which was 27.95 higher than the previous day. The implied volatity was 28.6, the open interest changed by 38 which increased total open position to 176
On 17 Jun MAXHEALTH was trading at 1026.15. The strike last trading price was 13.05, which was 1.7 higher than the previous day. The implied volatity was 26, the open interest changed by 12 which increased total open position to 139
On 16 Jun MAXHEALTH was trading at 1024.10. The strike last trading price was 11.35, which was -2.5 lower than the previous day. The implied volatity was 25.41, the open interest changed by 10 which increased total open position to 128
On 15 Jun MAXHEALTH was trading at 1028.90. The strike last trading price was 13.85, which was 2.65 higher than the previous day. The implied volatity was 25.75, the open interest changed by 14 which increased total open position to 118
On 12 Jun MAXHEALTH was trading at 1012.45. The strike last trading price was 11.2, which was -0.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 21 which increased total open position to 103
On 11 Jun MAXHEALTH was trading at 1009.60. The strike last trading price was 11.35, which was -0.6 lower than the previous day. The implied volatity was 26.37, the open interest changed by 63 which increased total open position to 82
On 10 Jun MAXHEALTH was trading at 1010.10. The strike last trading price was 15.15, which was 5.15 higher than the previous day. The implied volatity was 29.74, the open interest changed by 10 which increased total open position to 16
On 9 Jun MAXHEALTH was trading at 1003.10. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 Jun MAXHEALTH was trading at 1007.45. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun MAXHEALTH was trading at 977.25. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun MAXHEALTH was trading at 966.20. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 6
On 3 Jun MAXHEALTH was trading at 965.55. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 30.86, the open interest changed by 0 which decreased total open position to 6
On 2 Jun MAXHEALTH was trading at 948.70. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 4
On 1 Jun MAXHEALTH was trading at 938.45. The strike last trading price was 6.5, which was -4.4 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 4
On 29 May MAXHEALTH was trading at 965.10. The strike last trading price was 10.9, which was -30.5 lower than the previous day. The implied volatity was 30.46, the open interest changed by 2 which increased total open position to 2
| MAXHEALTH 28-Jul-2026 (35d) 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.01
Theta: -0.45
Gamma: 0.00409
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1088.45 | 43 | 6 (16.22%) | 28.8 | 202 | 46 | 345 |
| 22 Jun | 1095.05 | 37.9 | 0.9 (2.43%) | 27.53 | 86 | 33 | 298 |
| 19 Jun | 1094.75 | 38.25 | -0.45 (-1.16%) | 27.09 | 195 | 108 | 264 |
| 18 Jun | 1090.45 | 38 | -38.75 (-50.49%) | 26.26 | 136 | 41 | 156 |
| 17 Jun | 1026.15 | 76.75 | 76.75 | - | 60 | 0 | 115 |
| 16 Jun | 1024.10 | 76.75 | 76.75 (-11.88%) | 25.15 | 60 | 0 | 115 |
| 15 Jun | 1028.90 | 76.75 | -10.35 (-11.88%) | 25.15 | 60 | 53 | 115 |
| 12 Jun | 1012.45 | 87.1 | -5.55 (-5.99%) | 23.38 | 24 | 20 | 61 |
| 11 Jun | 1009.60 | 91 | -3.3 (-3.50%) | 23.79 | 48 | 34 | 36 |
| 10 Jun | 1010.10 | 94 | -26.85 (-22.22%) | 25.04 | 2 | 0 | 0 |
| 9 Jun | 1003.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1007.45 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 977.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 966.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 965.55 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 948.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 938.45 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 965.10 | 0 | 0 | - | 0 | 0 | 0 |
For Max Healthcare Ins Ltd - strike price 1100 expiring on 28JUL2026
Delta for 1100 PE is -0.51
Historical price for 1100 PE is as follows
On 23 Jun MAXHEALTH was trading at 1088.45. The strike last trading price was 43, which was 6 higher than the previous day. The implied volatity was 28.8, the open interest changed by 46 which increased total open position to 345
On 22 Jun MAXHEALTH was trading at 1095.05. The strike last trading price was 37.9, which was 0.9 higher than the previous day. The implied volatity was 27.53, the open interest changed by 33 which increased total open position to 298
On 19 Jun MAXHEALTH was trading at 1094.75. The strike last trading price was 38.25, which was -0.45 lower than the previous day. The implied volatity was 27.09, the open interest changed by 108 which increased total open position to 264
On 18 Jun MAXHEALTH was trading at 1090.45. The strike last trading price was 38, which was -38.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 41 which increased total open position to 156
On 17 Jun MAXHEALTH was trading at 1026.15. The strike last trading price was 76.75, which was 76.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 16 Jun MAXHEALTH was trading at 1024.10. The strike last trading price was 76.75, which was 76.75 higher than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 115
On 15 Jun MAXHEALTH was trading at 1028.90. The strike last trading price was 76.75, which was -10.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by 53 which increased total open position to 115
On 12 Jun MAXHEALTH was trading at 1012.45. The strike last trading price was 87.1, which was -5.55 lower than the previous day. The implied volatity was 23.38, the open interest changed by 20 which increased total open position to 61
On 11 Jun MAXHEALTH was trading at 1009.60. The strike last trading price was 91, which was -3.3 lower than the previous day. The implied volatity was 23.79, the open interest changed by 34 which increased total open position to 36
On 10 Jun MAXHEALTH was trading at 1010.10. The strike last trading price was 94, which was -26.85 lower than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 0
On 9 Jun MAXHEALTH was trading at 1003.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jun MAXHEALTH was trading at 1007.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun MAXHEALTH was trading at 977.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun MAXHEALTH was trading at 966.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun MAXHEALTH was trading at 965.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jun MAXHEALTH was trading at 948.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jun MAXHEALTH was trading at 938.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May MAXHEALTH was trading at 965.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
