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[--[65.84.65.76]--]
AARTIIND
Aarti Industries Ltd

403.85 -11.65 (-2.80%)

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Historical option data for AARTIIND

20 Dec 2024 04:13 PM IST
AARTIIND 26DEC2024 390 CE
Delta: 0.95
Vega: 0.05
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 403.85 15.85 -111.10 18.89 14 6 6
19 Dec 415.50 126.95 0.00 - 0 0 0
18 Dec 421.70 126.95 0.00 - 0 0 0
17 Dec 429.15 126.95 0.00 - 0 0 0
16 Dec 438.40 126.95 0.00 - 0 0 0
13 Dec 437.20 126.95 0.00 - 0 0 0
12 Dec 437.70 126.95 0.00 - 0 0 0
11 Dec 446.60 126.95 0.00 - 0 0 0
10 Dec 447.60 126.95 0.00 - 0 0 0
9 Dec 448.40 126.95 0.00 - 0 0 0
6 Dec 451.60 126.95 0.00 - 0 0 0
5 Dec 449.00 126.95 0.00 - 0 0 0
4 Dec 447.10 126.95 0.00 - 0 0 0
3 Dec 445.10 126.95 0.00 - 0 0 0
2 Dec 443.95 126.95 0.00 - 0 0 0
29 Nov 448.30 126.95 0.00 - 0 0 0
28 Nov 448.35 126.95 0.00 - 0 0 0
27 Nov 452.75 126.95 0.00 - 0 0 0
25 Nov 437.90 126.95 0.00 - 0 0 0
22 Nov 430.85 126.95 0.00 - 0 0 0
21 Nov 425.60 126.95 0.00 - 0 0 0
18 Nov 431.25 126.95 0.00 - 0 0 0
11 Nov 439.75 126.95 - 0 0 0


For Aarti Industries Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 CE is 0.95

Historical price for 390 CE is as follows

On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 15.85, which was -111.10 lower than the previous day. The implied volatity was 18.89, the open interest changed by 6 which increased total open position to 6


On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, 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 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 126.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 126.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AARTIIND 26DEC2024 390 PE
Delta: -0.17
Vega: 0.13
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 403.85 1.65 0.85 33.42 176 30 118
19 Dec 415.50 0.8 0.10 35.15 36 1 88
18 Dec 421.70 0.7 0.20 37.24 31 1 86
17 Dec 429.15 0.5 0.25 37.72 75 -23 85
16 Dec 438.40 0.25 -0.30 37.34 27 -5 109
13 Dec 437.20 0.55 -0.15 37.27 63 7 114
12 Dec 437.70 0.7 0.20 37.50 63 1 107
11 Dec 446.60 0.5 0.00 0.00 0 0 0
10 Dec 447.60 0.5 0.00 0.00 0 -4 0
9 Dec 448.40 0.5 -0.10 37.63 27 -4 106
6 Dec 451.60 0.6 -0.10 37.45 96 48 110
5 Dec 449.00 0.7 -0.20 36.75 62 -1 64
4 Dec 447.10 0.9 0.35 37.03 30 10 65
3 Dec 445.10 0.55 -0.35 31.68 13 10 55
2 Dec 443.95 0.9 -0.05 33.87 25 -7 45
29 Nov 448.30 0.95 -0.80 33.70 98 -21 53
28 Nov 448.35 1.75 -0.05 39.26 113 43 74
27 Nov 452.75 1.8 -2.70 40.47 51 26 32
25 Nov 437.90 4.5 0.00 0.00 0 0 6
22 Nov 430.85 4.5 0.00 0.00 0 0 6
21 Nov 425.60 4.5 0.00 0.00 0 0 6
18 Nov 431.25 4.5 0.00 0.00 0 0 6
11 Nov 439.75 4.5 37.40 8 5 5


For Aarti Industries Ltd - strike price 390 expiring on 26DEC2024

Delta for 390 PE is -0.17

Historical price for 390 PE is as follows

On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 1.65, which was 0.85 higher than the previous day. The implied volatity was 33.42, the open interest changed by 30 which increased total open position to 118


On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 35.15, the open interest changed by 1 which increased total open position to 88


On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 37.24, the open interest changed by 1 which increased total open position to 86


On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 37.72, the open interest changed by -23 which decreased total open position to 85


On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 37.34, the open interest changed by -5 which decreased total open position to 109


On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.27, the open interest changed by 7 which increased total open position to 114


On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 37.50, the open interest changed by 1 which increased total open position to 107


On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 0.5, 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 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 37.63, the open interest changed by -4 which decreased total open position to 106


On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 37.45, the open interest changed by 48 which increased total open position to 110


On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 36.75, the open interest changed by -1 which decreased total open position to 64


On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 37.03, the open interest changed by 10 which increased total open position to 65


On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 31.68, the open interest changed by 10 which increased total open position to 55


On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 33.87, the open interest changed by -7 which decreased total open position to 45


On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 33.70, the open interest changed by -21 which decreased total open position to 53


On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 39.26, the open interest changed by 43 which increased total open position to 74


On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 1.8, which was -2.70 lower than the previous day. The implied volatity was 40.47, the open interest changed by 26 which increased total open position to 32


On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 4.5, 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 6


On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 4.5, 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 6


On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 4.5, 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 6


On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 4.5, 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 6


On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was 37.40, the open interest changed by 5 which increased total open position to 5