Historical option data for SUZLON
24 Jun 2026 11:03 AM IST
| SUZLON 28-Jul-2026 (34d) 59 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0
Theta: -0.05
Gamma: 0.05433
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 57.96 | 2.56 | -0.33 (-11.42%) | 41.2 | 74 | 35 | 236 | |||||||||
| 23 Jun | 58.29 | 2.87 | -0.6 (-17.29%) | 42.8 | 155 | 94 | 201 | |||||||||
| 22 Jun | 59.31 | 3.47 | -0.17 (-4.67%) | 43.94 | 48 | 16 | 105 | |||||||||
| 19 Jun | 59.20 | 3.6 | 0.5 (16.13%) | 42.96 | 98 | 35 | 90 | |||||||||
| 18 Jun | 58.44 | 3.1 | -0.44 (-12.43%) | 40.85 | 50 | 39 | 54 | |||||||||
| 17 Jun | 59.27 | 3.52 | 0.51 (16.94%) | 40.64 | 20 | 9 | 14 | |||||||||
| 16 Jun | 57.92 | 2.97 | 0.3 (11.24%) | 41.79 | 8 | 4 | 4 | |||||||||
For Suzlon Energy Limited - strike price 59 expiring on 28JUL2026
Delta for 59 CE is 0.48
Historical price for 59 CE is as follows
On 24 Jun SUZLON was trading at 57.96. The strike last trading price was 2.56, which was -0.33 lower than the previous day. The implied volatity was 41.2, the open interest changed by 35 which increased total open position to 236
On 23 Jun SUZLON was trading at 58.29. The strike last trading price was 2.87, which was -0.6 lower than the previous day. The implied volatity was 42.8, the open interest changed by 94 which increased total open position to 201
On 22 Jun SUZLON was trading at 59.31. The strike last trading price was 3.47, which was -0.17 lower than the previous day. The implied volatity was 43.94, the open interest changed by 16 which increased total open position to 105
On 19 Jun SUZLON was trading at 59.20. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was 42.96, the open interest changed by 35 which increased total open position to 90
On 18 Jun SUZLON was trading at 58.44. The strike last trading price was 3.1, which was -0.44 lower than the previous day. The implied volatity was 40.85, the open interest changed by 39 which increased total open position to 54
On 17 Jun SUZLON was trading at 59.27. The strike last trading price was 3.52, which was 0.51 higher than the previous day. The implied volatity was 40.64, the open interest changed by 9 which increased total open position to 14
On 16 Jun SUZLON was trading at 57.92. The strike last trading price was 2.97, which was 0.3 higher than the previous day. The implied volatity was 41.79, the open interest changed by 4 which increased total open position to 4
| SUZLON 28-Jul-2026 (34d) 59 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0
Theta: -0.04
Gamma: 0.05421
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 57.96 | 3.31 | 0.08 (2.48%) | 41.23 | 37 | 20 | 60 |
| 23 Jun | 58.29 | 3.25 | 0.57 (21.27%) | 41.39 | 50 | 21 | 39 |
| 22 Jun | 59.31 | 2.7 | -3.3 (-55.00%) | 39.23 | 29 | 17 | 17 |
| 19 Jun | 59.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 58.44 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 59.27 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 57.92 | 0 | 0 | - | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 59 expiring on 28JUL2026
Delta for 59 PE is -0.51
Historical price for 59 PE is as follows
On 24 Jun SUZLON was trading at 57.96. The strike last trading price was 3.31, which was 0.08 higher than the previous day. The implied volatity was 41.23, the open interest changed by 20 which increased total open position to 60
On 23 Jun SUZLON was trading at 58.29. The strike last trading price was 3.25, which was 0.57 higher than the previous day. The implied volatity was 41.39, the open interest changed by 21 which increased total open position to 39
On 22 Jun SUZLON was trading at 59.31. The strike last trading price was 2.7, which was -3.3 lower than the previous day. The implied volatity was 39.23, the open interest changed by 17 which increased total open position to 17
On 19 Jun SUZLON was trading at 59.20. 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 18 Jun SUZLON was trading at 58.44. 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 17 Jun SUZLON was trading at 59.27. 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 16 Jun SUZLON was trading at 57.92. 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
