AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
20 Dec 2024 04:13 PM IST
| AARTIIND 26DEC2024 400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.18
Theta: -0.39
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 403.85 | 7.75 | -10.95 | 21.14 | 434 | 67 | 174 | |||
| 19 Dec | 415.50 | 18.7 | -4.80 | 34.99 | 70 | -4 | 109 | |||
| 18 Dec | 421.70 | 23.5 | -8.20 | 27.17 | 52 | 31 | 118 | |||
| 17 Dec | 429.15 | 31.7 | -9.30 | 41.16 | 17 | 9 | 88 | |||
| 16 Dec | 438.40 | 41 | 1.40 | 42.97 | 14 | -2 | 79 | |||
| 13 Dec | 437.20 | 39.6 | 0.60 | 32.09 | 24 | 3 | 81 | |||
| 12 Dec | 437.70 | 39 | -10.00 | 28.41 | 18 | -2 | 76 | |||
| 11 Dec | 446.60 | 49 | -3.00 | 34.86 | 9 | -1 | 74 | |||
| 10 Dec | 447.60 | 52 | -3.00 | 43.61 | 1 | 0 | 74 | |||
| 9 Dec | 448.40 | 55 | 1.85 | 56.08 | 4 | 0 | 73 | |||
| 6 Dec | 451.60 | 53.15 | 1.85 | - | 1 | 0 | 73 | |||
| 5 Dec | 449.00 | 51.3 | 2.30 | - | 12 | -4 | 73 | |||
| 4 Dec | 447.10 | 49 | 1.50 | - | 13 | 1 | 77 | |||
| 3 Dec | 445.10 | 47.5 | 0.25 | 26.01 | 2 | 0 | 75 | |||
| 2 Dec | 443.95 | 47.25 | -4.15 | 26.64 | 15 | -1 | 75 | |||
| 29 Nov | 448.30 | 51.4 | -2.75 | 31.69 | 39 | 27 | 77 | |||
| 28 Nov | 448.35 | 54.15 | -4.35 | 33.28 | 21 | -1 | 49 | |||
| 27 Nov | 452.75 | 58.5 | 12.50 | 36.82 | 38 | 18 | 49 | |||
| 26 Nov | 451.35 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 25 Nov | 437.90 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 22 Nov | 430.85 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
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| 21 Nov | 425.60 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 20 Nov | 434.90 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 19 Nov | 434.90 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 18 Nov | 431.25 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 14 Nov | 438.25 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 13 Nov | 428.65 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 12 Nov | 445.25 | 46 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 11 Nov | 439.75 | 46 | 24.37 | 31 | 24 | 24 | ||||
For Aarti Industries Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.70
Historical price for 400 CE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 7.75, which was -10.95 lower than the previous day. The implied volatity was 21.14, the open interest changed by 67 which increased total open position to 174
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 18.7, which was -4.80 lower than the previous day. The implied volatity was 34.99, the open interest changed by -4 which decreased total open position to 109
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 23.5, which was -8.20 lower than the previous day. The implied volatity was 27.17, the open interest changed by 31 which increased total open position to 118
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 31.7, which was -9.30 lower than the previous day. The implied volatity was 41.16, the open interest changed by 9 which increased total open position to 88
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 41, which was 1.40 higher than the previous day. The implied volatity was 42.97, the open interest changed by -2 which decreased total open position to 79
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 39.6, which was 0.60 higher than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 81
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 39, which was -10.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by -2 which decreased total open position to 76
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 49, which was -3.00 lower than the previous day. The implied volatity was 34.86, the open interest changed by -1 which decreased total open position to 74
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 52, which was -3.00 lower than the previous day. The implied volatity was 43.61, the open interest changed by 0 which decreased total open position to 74
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 55, which was 1.85 higher than the previous day. The implied volatity was 56.08, the open interest changed by 0 which decreased total open position to 73
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 53.15, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 51.3, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 73
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 49, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 77
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 47.5, which was 0.25 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 75
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 47.25, which was -4.15 lower than the previous day. The implied volatity was 26.64, the open interest changed by -1 which decreased total open position to 75
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 51.4, which was -2.75 lower than the previous day. The implied volatity was 31.69, the open interest changed by 27 which increased total open position to 77
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 54.15, which was -4.35 lower than the previous day. The implied volatity was 33.28, the open interest changed by -1 which decreased total open position to 49
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 58.5, which was 12.50 higher than the previous day. The implied volatity was 36.82, the open interest changed by 18 which increased total open position to 49
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 46, 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 31
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 46, 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 31
On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 46, 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 31
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 46, 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 31
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 46, 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 31
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 46, 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 31
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 46, 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 31
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 46, 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 31
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 46, 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 31
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 46, 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 31
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 46, which was lower than the previous day. The implied volatity was 24.37, the open interest changed by 24 which increased total open position to 24
| AARTIIND 26DEC2024 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.19
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 403.85 | 3.95 | 2.45 | 31.04 | 1,231 | 60 | 552 |
| 19 Dec | 415.50 | 1.5 | 0.20 | 30.11 | 654 | 43 | 490 |
| 18 Dec | 421.70 | 1.3 | 0.40 | 33.25 | 304 | 65 | 449 |
| 17 Dec | 429.15 | 0.9 | 0.30 | 34.06 | 183 | -7 | 385 |
| 16 Dec | 438.40 | 0.6 | 0.00 | 36.16 | 157 | -16 | 394 |
| 13 Dec | 437.20 | 0.6 | -0.45 | 31.25 | 491 | 6 | 411 |
| 12 Dec | 437.70 | 1.05 | 0.10 | 34.00 | 209 | 16 | 403 |
| 11 Dec | 446.60 | 0.95 | -0.15 | 37.73 | 83 | 19 | 386 |
| 10 Dec | 447.60 | 1.1 | 0.00 | 38.85 | 150 | 2 | 366 |
| 9 Dec | 448.40 | 1.1 | 0.25 | 37.92 | 196 | 10 | 362 |
| 6 Dec | 451.60 | 0.85 | -0.20 | 34.66 | 88 | 10 | 352 |
| 5 Dec | 449.00 | 1.05 | -0.25 | 34.46 | 324 | 20 | 342 |
| 4 Dec | 447.10 | 1.3 | -0.15 | 34.56 | 152 | 3 | 320 |
| 3 Dec | 445.10 | 1.45 | -0.05 | 33.15 | 296 | 72 | 317 |
| 2 Dec | 443.95 | 1.5 | 0.05 | 32.56 | 161 | 1 | 247 |
| 29 Nov | 448.30 | 1.45 | -0.90 | 31.96 | 256 | 83 | 244 |
| 28 Nov | 448.35 | 2.35 | -0.10 | 36.95 | 735 | 48 | 143 |
| 27 Nov | 452.75 | 2.45 | -4.05 | 38.50 | 226 | 74 | 98 |
| 26 Nov | 451.35 | 6.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 437.90 | 6.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 430.85 | 6.5 | -0.10 | 36.25 | 1 | 0 | 25 |
| 21 Nov | 425.60 | 6.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 434.90 | 6.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 434.90 | 6.6 | 0.00 | 0.00 | 0 | -3 | 0 |
| 18 Nov | 431.25 | 6.6 | 1.55 | 38.72 | 3 | -1 | 27 |
| 14 Nov | 438.25 | 5.05 | -2.90 | 35.30 | 3 | -1 | 30 |
| 13 Nov | 428.65 | 7.95 | 2.40 | 36.32 | 3 | -2 | 32 |
| 12 Nov | 445.25 | 5.55 | 0.10 | 38.65 | 2 | 0 | 36 |
| 11 Nov | 439.75 | 5.45 | 34.87 | 151 | 37 | 37 | |
For Aarti Industries Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.35
Historical price for 400 PE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 3.95, which was 2.45 higher than the previous day. The implied volatity was 31.04, the open interest changed by 60 which increased total open position to 552
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 30.11, the open interest changed by 43 which increased total open position to 490
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 33.25, the open interest changed by 65 which increased total open position to 449
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 34.06, the open interest changed by -7 which decreased total open position to 385
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.16, the open interest changed by -16 which decreased total open position to 394
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 6 which increased total open position to 411
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 34.00, the open interest changed by 16 which increased total open position to 403
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 37.73, the open interest changed by 19 which increased total open position to 386
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 38.85, the open interest changed by 2 which increased total open position to 366
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 37.92, the open interest changed by 10 which increased total open position to 362
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 34.66, the open interest changed by 10 which increased total open position to 352
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 34.46, the open interest changed by 20 which increased total open position to 342
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 34.56, the open interest changed by 3 which increased total open position to 320
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 33.15, the open interest changed by 72 which increased total open position to 317
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 247
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 1.45, which was -0.90 lower than the previous day. The implied volatity was 31.96, the open interest changed by 83 which increased total open position to 244
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 36.95, the open interest changed by 48 which increased total open position to 143
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 2.45, which was -4.05 lower than the previous day. The implied volatity was 38.50, the open interest changed by 74 which increased total open position to 98
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 6.5, 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 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 6.5, 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 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 6.5, which was -0.10 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 25
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 6.6, 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 Nov AARTIIND was trading at 434.90. The strike last trading price was 6.6, 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 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 6.6, which was 1.55 higher than the previous day. The implied volatity was 38.72, the open interest changed by -1 which decreased total open position to 27
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 5.05, which was -2.90 lower than the previous day. The implied volatity was 35.30, the open interest changed by -1 which decreased total open position to 30
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 7.95, which was 2.40 higher than the previous day. The implied volatity was 36.32, the open interest changed by -2 which decreased total open position to 32
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 5.55, which was 0.10 higher than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 36
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 34.87, the open interest changed by 37 which increased total open position to 37
