AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
20 Dec 2024 04:13 PM IST
| AARTIIND 26DEC2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.12
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 403.85 | 1 | -4.30 | 25.54 | 2,612 | 163 | 537 | |||
| 19 Dec | 415.50 | 5.3 | -3.15 | 29.95 | 1,509 | 245 | 381 | |||
| 18 Dec | 421.70 | 8.45 | -5.50 | 27.75 | 400 | 80 | 138 | |||
| 17 Dec | 429.15 | 13.95 | -8.30 | 30.07 | 29 | 7 | 57 | |||
| 16 Dec | 438.40 | 22.25 | 2.20 | 32.27 | 23 | -3 | 51 | |||
| 13 Dec | 437.20 | 20.05 | -2.15 | 20.64 | 56 | 9 | 53 | |||
| 12 Dec | 437.70 | 22.2 | -7.65 | 30.95 | 21 | 9 | 45 | |||
| 11 Dec | 446.60 | 29.85 | -2.25 | 27.60 | 3 | 1 | 35 | |||
| 10 Dec | 447.60 | 32.1 | 1.10 | 29.75 | 18 | -2 | 34 | |||
| 9 Dec | 448.40 | 31 | -4.40 | 18.33 | 6 | -1 | 37 | |||
| 6 Dec | 451.60 | 35.4 | 2.60 | 25.37 | 11 | 0 | 39 | |||
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| 5 Dec | 449.00 | 32.8 | -0.30 | 20.36 | 67 | 14 | 39 | |||
| 4 Dec | 447.10 | 33.1 | 2.80 | 29.20 | 11 | 2 | 26 | |||
| 3 Dec | 445.10 | 30.3 | 0.35 | 28.35 | 12 | 6 | 24 | |||
| 2 Dec | 443.95 | 29.95 | -4.10 | 27.65 | 3 | 2 | 18 | |||
| 29 Nov | 448.30 | 34.05 | -2.95 | 30.22 | 15 | 6 | 16 | |||
| 28 Nov | 448.35 | 37 | -3.65 | 32.28 | 11 | 4 | 11 | |||
| 27 Nov | 452.75 | 40.65 | -132.20 | 33.16 | 10 | 6 | 6 | |||
| 26 Nov | 451.35 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 437.90 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 430.85 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 425.60 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 434.90 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 434.90 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 431.25 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 438.25 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 428.65 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 445.25 | 172.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 439.75 | 172.85 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.15
Historical price for 420 CE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 1, which was -4.30 lower than the previous day. The implied volatity was 25.54, the open interest changed by 163 which increased total open position to 537
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 5.3, which was -3.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 245 which increased total open position to 381
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 8.45, which was -5.50 lower than the previous day. The implied volatity was 27.75, the open interest changed by 80 which increased total open position to 138
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 13.95, which was -8.30 lower than the previous day. The implied volatity was 30.07, the open interest changed by 7 which increased total open position to 57
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 22.25, which was 2.20 higher than the previous day. The implied volatity was 32.27, the open interest changed by -3 which decreased total open position to 51
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 20.05, which was -2.15 lower than the previous day. The implied volatity was 20.64, the open interest changed by 9 which increased total open position to 53
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 22.2, which was -7.65 lower than the previous day. The implied volatity was 30.95, the open interest changed by 9 which increased total open position to 45
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 29.85, which was -2.25 lower than the previous day. The implied volatity was 27.60, the open interest changed by 1 which increased total open position to 35
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 32.1, which was 1.10 higher than the previous day. The implied volatity was 29.75, the open interest changed by -2 which decreased total open position to 34
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 31, which was -4.40 lower than the previous day. The implied volatity was 18.33, the open interest changed by -1 which decreased total open position to 37
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 35.4, which was 2.60 higher than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 39
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 32.8, which was -0.30 lower than the previous day. The implied volatity was 20.36, the open interest changed by 14 which increased total open position to 39
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 33.1, which was 2.80 higher than the previous day. The implied volatity was 29.20, the open interest changed by 2 which increased total open position to 26
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 30.3, which was 0.35 higher than the previous day. The implied volatity was 28.35, the open interest changed by 6 which increased total open position to 24
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 29.95, which was -4.10 lower than the previous day. The implied volatity was 27.65, the open interest changed by 2 which increased total open position to 18
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 34.05, which was -2.95 lower than the previous day. The implied volatity was 30.22, the open interest changed by 6 which increased total open position to 16
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 37, which was -3.65 lower than the previous day. The implied volatity was 32.28, the open interest changed by 4 which increased total open position to 11
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 40.65, which was -132.20 lower than the previous day. The implied volatity was 33.16, the open interest changed by 6 which increased total open position to 6
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 172.85, 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 172.85, 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 172.85, 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 172.85, 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 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 172.85, 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 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 172.85, 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 172.85, 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 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 172.85, 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 Nov AARTIIND was trading at 428.65. The strike last trading price was 172.85, 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 Nov AARTIIND was trading at 445.25. The strike last trading price was 172.85, 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 172.85, 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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.16
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 403.85 | 17 | 8.95 | 37.28 | 772 | -65 | 676 |
| 19 Dec | 415.50 | 8.05 | 1.80 | 26.65 | 762 | 11 | 745 |
| 18 Dec | 421.70 | 6.25 | 2.45 | 30.69 | 977 | 174 | 740 |
| 17 Dec | 429.15 | 3.8 | 1.90 | 29.36 | 240 | 6 | 571 |
| 16 Dec | 438.40 | 1.9 | -0.35 | 29.33 | 326 | -54 | 568 |
| 13 Dec | 437.20 | 2.25 | -1.25 | 26.74 | 477 | 58 | 623 |
| 12 Dec | 437.70 | 3.5 | 1.30 | 30.60 | 377 | 65 | 567 |
| 11 Dec | 446.60 | 2.2 | -0.35 | 31.63 | 129 | 51 | 506 |
| 10 Dec | 447.60 | 2.55 | -0.30 | 33.56 | 206 | 5 | 459 |
| 9 Dec | 448.40 | 2.85 | 0.60 | 34.15 | 281 | 54 | 458 |
| 6 Dec | 451.60 | 2.25 | -0.50 | 31.15 | 151 | -5 | 415 |
| 5 Dec | 449.00 | 2.75 | -0.45 | 31.25 | 360 | 2 | 422 |
| 4 Dec | 447.10 | 3.2 | -0.50 | 31.15 | 224 | 40 | 423 |
| 3 Dec | 445.10 | 3.7 | -0.15 | 30.16 | 260 | 76 | 387 |
| 2 Dec | 443.95 | 3.85 | 0.25 | 29.77 | 175 | 41 | 309 |
| 29 Nov | 448.30 | 3.6 | -1.40 | 29.28 | 272 | 46 | 264 |
| 28 Nov | 448.35 | 5 | -0.20 | 34.36 | 398 | 146 | 216 |
| 27 Nov | 452.75 | 5.2 | -19.80 | 36.49 | 147 | 56 | 70 |
| 26 Nov | 451.35 | 25 | 0.00 | 0.00 | 0 | 0 | 14 |
| 25 Nov | 437.90 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 430.85 | 25 | 0.00 | 0.00 | 0 | 0 | 14 |
| 21 Nov | 425.60 | 25 | 0.00 | 0.00 | 0 | 0 | 14 |
| 20 Nov | 434.90 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 434.90 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 431.25 | 25 | 0.00 | 0.00 | 0 | 0 | 14 |
| 14 Nov | 438.25 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 428.65 | 25 | 0.00 | 0.00 | 1 | 0 | 14 |
| 12 Nov | 445.25 | 25 | 15.50 | 62.66 | 1 | 0 | 15 |
| 11 Nov | 439.75 | 9.5 | 32.28 | 37 | 14 | 15 | |
For Aarti Industries Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is -0.76
Historical price for 420 PE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 17, which was 8.95 higher than the previous day. The implied volatity was 37.28, the open interest changed by -65 which decreased total open position to 676
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 8.05, which was 1.80 higher than the previous day. The implied volatity was 26.65, the open interest changed by 11 which increased total open position to 745
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 6.25, which was 2.45 higher than the previous day. The implied volatity was 30.69, the open interest changed by 174 which increased total open position to 740
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 3.8, which was 1.90 higher than the previous day. The implied volatity was 29.36, the open interest changed by 6 which increased total open position to 571
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 29.33, the open interest changed by -54 which decreased total open position to 568
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 26.74, the open interest changed by 58 which increased total open position to 623
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 3.5, which was 1.30 higher than the previous day. The implied volatity was 30.60, the open interest changed by 65 which increased total open position to 567
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 31.63, the open interest changed by 51 which increased total open position to 506
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 2.55, which was -0.30 lower than the previous day. The implied volatity was 33.56, the open interest changed by 5 which increased total open position to 459
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 34.15, the open interest changed by 54 which increased total open position to 458
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 31.15, the open interest changed by -5 which decreased total open position to 415
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 31.25, the open interest changed by 2 which increased total open position to 422
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 3.2, which was -0.50 lower than the previous day. The implied volatity was 31.15, the open interest changed by 40 which increased total open position to 423
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 3.7, which was -0.15 lower than the previous day. The implied volatity was 30.16, the open interest changed by 76 which increased total open position to 387
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 29.77, the open interest changed by 41 which increased total open position to 309
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 3.6, which was -1.40 lower than the previous day. The implied volatity was 29.28, the open interest changed by 46 which increased total open position to 264
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 34.36, the open interest changed by 146 which increased total open position to 216
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 5.2, which was -19.80 lower than the previous day. The implied volatity was 36.49, the open interest changed by 56 which increased total open position to 70
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 25, 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 14
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 25, 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 25, 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 14
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 25, 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 14
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 25, 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 25, 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 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 25, 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 14
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 25, 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 Nov AARTIIND was trading at 428.65. The strike last trading price was 25, 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 14
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 25, which was 15.50 higher than the previous day. The implied volatity was 62.66, the open interest changed by 0 which decreased total open position to 15
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was 32.28, the open interest changed by 14 which increased total open position to 15
