AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
02 Jan 2025 04:12 PM IST
| AARTIIND 30JAN2025 380 CE | ||||||||||
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Delta: 0.92
Vega: 0.17
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 415.25 | 39.3 | -1.80 | 25.46 | 30 | 9 | 40 | |||
| 1 Jan | 416.10 | 41.1 | 4.10 | 30.33 | 19 | -3 | 32 | |||
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| 31 Dec | 410.05 | 37 | 3.20 | 35.12 | 1 | 0 | 35 | |||
| 30 Dec | 410.10 | 33.8 | -2.60 | 18.90 | 5 | 0 | 35 | |||
| 27 Dec | 411.25 | 36.4 | -3.60 | 17.52 | 25 | 9 | 33 | |||
| 26 Dec | 413.25 | 40 | -2.50 | 28.56 | 16 | 6 | 14 | |||
| 24 Dec | 415.40 | 42.5 | -2.00 | 30.89 | 6 | 4 | 7 | |||
| 23 Dec | 409.50 | 44.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 403.85 | 44.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 19 Dec | 415.50 | 44.5 | -34.45 | 33.15 | 2 | 1 | 2 | |||
| 18 Dec | 421.70 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 429.15 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 438.40 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 437.20 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 437.70 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 446.60 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 447.60 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 448.40 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 451.60 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 447.10 | 78.95 | 43.83 | 1 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 380 expiring on 30JAN2025
Delta for 380 CE is 0.92
Historical price for 380 CE is as follows
On 2 Jan AARTIIND was trading at 415.25. The strike last trading price was 39.3, which was -1.80 lower than the previous day. The implied volatity was 25.46, the open interest changed by 9 which increased total open position to 40
On 1 Jan AARTIIND was trading at 416.10. The strike last trading price was 41.1, which was 4.10 higher than the previous day. The implied volatity was 30.33, the open interest changed by -3 which decreased total open position to 32
On 31 Dec AARTIIND was trading at 410.05. The strike last trading price was 37, which was 3.20 higher than the previous day. The implied volatity was 35.12, the open interest changed by 0 which decreased total open position to 35
On 30 Dec AARTIIND was trading at 410.10. The strike last trading price was 33.8, which was -2.60 lower than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 35
On 27 Dec AARTIIND was trading at 411.25. The strike last trading price was 36.4, which was -3.60 lower than the previous day. The implied volatity was 17.52, the open interest changed by 9 which increased total open position to 33
On 26 Dec AARTIIND was trading at 413.25. The strike last trading price was 40, which was -2.50 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 14
On 24 Dec AARTIIND was trading at 415.40. The strike last trading price was 42.5, which was -2.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by 4 which increased total open position to 7
On 23 Dec AARTIIND was trading at 409.50. The strike last trading price was 44.5, which was 0.00 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 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 44.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 44.5, which was -34.45 lower than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 2
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 78.95, which was 0.00 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 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 78.95, which was 0.00 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 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 78.95, which was 0.00 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 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 78.95, which was 0.00 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 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 78.95, which was 0.00 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 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 78.95, which was 0.00 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 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 78.95, which was 0.00 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 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 78.95, which was 0.00 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 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 78.95, which was 0.00 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 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 78.95, which was lower than the previous day. The implied volatity was 43.83, the open interest changed by 0 which decreased total open position to 0
| AARTIIND 30JAN2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.23
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 415.25 | 2.1 | 0.10 | 30.47 | 148 | -4 | 322 |
| 1 Jan | 416.10 | 2 | -0.55 | 29.92 | 180 | 41 | 328 |
| 31 Dec | 410.05 | 2.55 | -0.35 | 28.23 | 225 | 14 | 269 |
| 30 Dec | 410.10 | 2.9 | 0.10 | 29.47 | 204 | 15 | 255 |
| 27 Dec | 411.25 | 2.8 | -0.60 | 29.25 | 203 | 33 | 242 |
| 26 Dec | 413.25 | 3.4 | -0.65 | 31.59 | 108 | 24 | 210 |
| 24 Dec | 415.40 | 4.05 | -2.45 | 33.70 | 122 | 36 | 186 |
| 23 Dec | 409.50 | 6.5 | -2.50 | 36.91 | 97 | -8 | 150 |
| 20 Dec | 403.85 | 9 | 4.40 | 39.07 | 208 | 69 | 156 |
| 19 Dec | 415.50 | 4.6 | 1.00 | 33.57 | 110 | 29 | 86 |
| 18 Dec | 421.70 | 3.6 | 0.90 | 33.17 | 140 | 7 | 52 |
| 17 Dec | 429.15 | 2.7 | 0.55 | 32.72 | 672 | 3 | 40 |
| 16 Dec | 438.40 | 2.15 | 0.15 | 33.89 | 64 | 3 | 38 |
| 13 Dec | 437.20 | 2 | 0.10 | 31.94 | 282 | 13 | 36 |
| 12 Dec | 437.70 | 1.9 | 0.45 | 31.07 | 12 | 7 | 22 |
| 11 Dec | 446.60 | 1.45 | -0.25 | 31.85 | 16 | 5 | 17 |
| 10 Dec | 447.60 | 1.7 | -0.55 | 33.30 | 10 | 3 | 8 |
| 9 Dec | 448.40 | 2.25 | 0.75 | 35.49 | 7 | 4 | 5 |
| 6 Dec | 451.60 | 1.5 | -1.00 | 32.32 | 56 | 0 | 2 |
| 4 Dec | 447.10 | 2.5 | 34.78 | 12 | 3 | 3 | |
For Aarti Industries Ltd - strike price 380 expiring on 30JAN2025
Delta for 380 PE is -0.12
Historical price for 380 PE is as follows
On 2 Jan AARTIIND was trading at 415.25. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was 30.47, the open interest changed by -4 which decreased total open position to 322
On 1 Jan AARTIIND was trading at 416.10. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 29.92, the open interest changed by 41 which increased total open position to 328
On 31 Dec AARTIIND was trading at 410.05. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 28.23, the open interest changed by 14 which increased total open position to 269
On 30 Dec AARTIIND was trading at 410.10. The strike last trading price was 2.9, which was 0.10 higher than the previous day. The implied volatity was 29.47, the open interest changed by 15 which increased total open position to 255
On 27 Dec AARTIIND was trading at 411.25. The strike last trading price was 2.8, which was -0.60 lower than the previous day. The implied volatity was 29.25, the open interest changed by 33 which increased total open position to 242
On 26 Dec AARTIIND was trading at 413.25. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 31.59, the open interest changed by 24 which increased total open position to 210
On 24 Dec AARTIIND was trading at 415.40. The strike last trading price was 4.05, which was -2.45 lower than the previous day. The implied volatity was 33.70, the open interest changed by 36 which increased total open position to 186
On 23 Dec AARTIIND was trading at 409.50. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was 36.91, the open interest changed by -8 which decreased total open position to 150
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 9, which was 4.40 higher than the previous day. The implied volatity was 39.07, the open interest changed by 69 which increased total open position to 156
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 4.6, which was 1.00 higher than the previous day. The implied volatity was 33.57, the open interest changed by 29 which increased total open position to 86
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 3.6, which was 0.90 higher than the previous day. The implied volatity was 33.17, the open interest changed by 7 which increased total open position to 52
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 2.7, which was 0.55 higher than the previous day. The implied volatity was 32.72, the open interest changed by 3 which increased total open position to 40
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 33.89, the open interest changed by 3 which increased total open position to 38
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 31.94, the open interest changed by 13 which increased total open position to 36
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 31.07, the open interest changed by 7 which increased total open position to 22
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 31.85, the open interest changed by 5 which increased total open position to 17
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 33.30, the open interest changed by 3 which increased total open position to 8
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 2.25, which was 0.75 higher than the previous day. The implied volatity was 35.49, the open interest changed by 4 which increased total open position to 5
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 2
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 34.78, the open interest changed by 3 which increased total open position to 3
