AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
20 Dec 2024 04:13 PM IST
| AARTIIND 26DEC2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.07
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 403.85 | 0.55 | -1.85 | 31.34 | 1,473 | 13 | 523 | |||
| 19 Dec | 415.50 | 2.4 | -1.85 | 30.96 | 787 | 11 | 514 | |||
| 18 Dec | 421.70 | 4.25 | -3.70 | 28.81 | 1,270 | 204 | 503 | |||
| 17 Dec | 429.15 | 7.95 | -5.85 | 29.57 | 1,453 | 104 | 298 | |||
| 16 Dec | 438.40 | 13.8 | 1.45 | 27.72 | 819 | 41 | 194 | |||
| 13 Dec | 437.20 | 12.35 | -1.90 | 21.23 | 800 | 70 | 155 | |||
| 12 Dec | 437.70 | 14.25 | -7.20 | 27.50 | 86 | 18 | 85 | |||
| 11 Dec | 446.60 | 21.45 | -3.25 | 26.85 | 16 | 3 | 67 | |||
| 10 Dec | 447.60 | 24.7 | 1.65 | 32.29 | 31 | -6 | 63 | |||
| 9 Dec | 448.40 | 23.05 | -4.40 | 24.16 | 85 | 20 | 69 | |||
| 6 Dec | 451.60 | 27.45 | 2.95 | 27.66 | 13 | 2 | 47 | |||
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| 5 Dec | 449.00 | 24.5 | -0.25 | 22.61 | 28 | 10 | 44 | |||
| 4 Dec | 447.10 | 24.75 | 2.00 | 27.50 | 18 | 5 | 33 | |||
| 3 Dec | 445.10 | 22.75 | 0.25 | 28.14 | 14 | 4 | 27 | |||
| 2 Dec | 443.95 | 22.5 | -3.00 | 27.63 | 3 | 1 | 22 | |||
| 29 Nov | 448.30 | 25.5 | -3.80 | 27.34 | 2 | 0 | 19 | |||
| 28 Nov | 448.35 | 29.3 | -4.60 | 31.58 | 23 | 13 | 19 | |||
| 27 Nov | 452.75 | 33.9 | -57.80 | 35.25 | 12 | 5 | 5 | |||
| 26 Nov | 451.35 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 437.90 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 430.85 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 425.60 | 91.7 | 0.00 | 0.17 | 0 | 0 | 0 | |||
| 20 Nov | 434.90 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 434.90 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 431.25 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 438.25 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 428.65 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 445.25 | 91.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 439.75 | 91.7 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 CE is 0.08
Historical price for 430 CE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 0.55, which was -1.85 lower than the previous day. The implied volatity was 31.34, the open interest changed by 13 which increased total open position to 523
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 30.96, the open interest changed by 11 which increased total open position to 514
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 4.25, which was -3.70 lower than the previous day. The implied volatity was 28.81, the open interest changed by 204 which increased total open position to 503
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 7.95, which was -5.85 lower than the previous day. The implied volatity was 29.57, the open interest changed by 104 which increased total open position to 298
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 13.8, which was 1.45 higher than the previous day. The implied volatity was 27.72, the open interest changed by 41 which increased total open position to 194
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 12.35, which was -1.90 lower than the previous day. The implied volatity was 21.23, the open interest changed by 70 which increased total open position to 155
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 14.25, which was -7.20 lower than the previous day. The implied volatity was 27.50, the open interest changed by 18 which increased total open position to 85
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 21.45, which was -3.25 lower than the previous day. The implied volatity was 26.85, the open interest changed by 3 which increased total open position to 67
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 24.7, which was 1.65 higher than the previous day. The implied volatity was 32.29, the open interest changed by -6 which decreased total open position to 63
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 23.05, which was -4.40 lower than the previous day. The implied volatity was 24.16, the open interest changed by 20 which increased total open position to 69
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 27.45, which was 2.95 higher than the previous day. The implied volatity was 27.66, the open interest changed by 2 which increased total open position to 47
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 24.5, which was -0.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 10 which increased total open position to 44
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 24.75, which was 2.00 higher than the previous day. The implied volatity was 27.50, the open interest changed by 5 which increased total open position to 33
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 22.75, which was 0.25 higher than the previous day. The implied volatity was 28.14, the open interest changed by 4 which increased total open position to 27
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 22.5, which was -3.00 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 22
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 25.5, which was -3.80 lower than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 19
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 29.3, which was -4.60 lower than the previous day. The implied volatity was 31.58, the open interest changed by 13 which increased total open position to 19
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 33.9, which was -57.80 lower than the previous day. The implied volatity was 35.25, the open interest changed by 5 which increased total open position to 5
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 91.7, 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 91.7, 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 91.7, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 91.7, 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 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.13
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 403.85 | 26.5 | 10.95 | 46.83 | 324 | -16 | 445 |
| 19 Dec | 415.50 | 15.55 | 3.50 | 29.09 | 509 | -68 | 462 |
| 18 Dec | 421.70 | 12.05 | 4.20 | 31.96 | 709 | 88 | 532 |
| 17 Dec | 429.15 | 7.85 | 3.75 | 29.23 | 693 | 33 | 446 |
| 16 Dec | 438.40 | 4.1 | -0.80 | 28.22 | 512 | 14 | 415 |
| 13 Dec | 437.20 | 4.9 | -1.65 | 26.62 | 770 | 64 | 397 |
| 12 Dec | 437.70 | 6.55 | 2.70 | 30.48 | 292 | 33 | 330 |
| 11 Dec | 446.60 | 3.85 | -0.50 | 30.04 | 102 | -4 | 297 |
| 10 Dec | 447.60 | 4.35 | -0.45 | 32.40 | 414 | 26 | 306 |
| 9 Dec | 448.40 | 4.8 | 0.95 | 33.27 | 313 | 20 | 282 |
| 6 Dec | 451.60 | 3.85 | -0.85 | 30.21 | 206 | -3 | 262 |
| 5 Dec | 449.00 | 4.7 | -0.80 | 30.72 | 681 | 34 | 267 |
| 4 Dec | 447.10 | 5.5 | -0.70 | 31.06 | 283 | -6 | 233 |
| 3 Dec | 445.10 | 6.2 | -0.10 | 29.87 | 203 | 57 | 238 |
| 2 Dec | 443.95 | 6.3 | 0.40 | 29.22 | 101 | 15 | 180 |
| 29 Nov | 448.30 | 5.9 | -1.45 | 28.91 | 78 | 18 | 165 |
| 28 Nov | 448.35 | 7.35 | -0.20 | 33.62 | 179 | 78 | 150 |
| 27 Nov | 452.75 | 7.55 | -7.40 | 35.99 | 164 | 63 | 71 |
| 26 Nov | 451.35 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 25 Nov | 437.90 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 22 Nov | 430.85 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 21 Nov | 425.60 | 14.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 434.90 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 19 Nov | 434.90 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 18 Nov | 431.25 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 14 Nov | 438.25 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 13 Nov | 428.65 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 12 Nov | 445.25 | 14.95 | 0.00 | 0.00 | 0 | 0 | 8 |
| 11 Nov | 439.75 | 14.95 | 35.44 | 27 | 7 | 7 | |
For Aarti Industries Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -0.83
Historical price for 430 PE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 26.5, which was 10.95 higher than the previous day. The implied volatity was 46.83, the open interest changed by -16 which decreased total open position to 445
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 15.55, which was 3.50 higher than the previous day. The implied volatity was 29.09, the open interest changed by -68 which decreased total open position to 462
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 12.05, which was 4.20 higher than the previous day. The implied volatity was 31.96, the open interest changed by 88 which increased total open position to 532
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 7.85, which was 3.75 higher than the previous day. The implied volatity was 29.23, the open interest changed by 33 which increased total open position to 446
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was 28.22, the open interest changed by 14 which increased total open position to 415
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by 64 which increased total open position to 397
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 6.55, which was 2.70 higher than the previous day. The implied volatity was 30.48, the open interest changed by 33 which increased total open position to 330
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 3.85, which was -0.50 lower than the previous day. The implied volatity was 30.04, the open interest changed by -4 which decreased total open position to 297
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 4.35, which was -0.45 lower than the previous day. The implied volatity was 32.40, the open interest changed by 26 which increased total open position to 306
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 4.8, which was 0.95 higher than the previous day. The implied volatity was 33.27, the open interest changed by 20 which increased total open position to 282
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 3.85, which was -0.85 lower than the previous day. The implied volatity was 30.21, the open interest changed by -3 which decreased total open position to 262
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 4.7, which was -0.80 lower than the previous day. The implied volatity was 30.72, the open interest changed by 34 which increased total open position to 267
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 5.5, which was -0.70 lower than the previous day. The implied volatity was 31.06, the open interest changed by -6 which decreased total open position to 233
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 6.2, which was -0.10 lower than the previous day. The implied volatity was 29.87, the open interest changed by 57 which increased total open position to 238
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 6.3, which was 0.40 higher than the previous day. The implied volatity was 29.22, the open interest changed by 15 which increased total open position to 180
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 5.9, which was -1.45 lower than the previous day. The implied volatity was 28.91, the open interest changed by 18 which increased total open position to 165
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 7.35, which was -0.20 lower than the previous day. The implied volatity was 33.62, the open interest changed by 78 which increased total open position to 150
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 7.55, which was -7.40 lower than the previous day. The implied volatity was 35.99, the open interest changed by 63 which increased total open position to 71
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 14.95, 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 8
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 14.95, 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 8
On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 14.95, 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 8
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 14.95, 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 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 14.95, 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 8
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 14.95, 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 8
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 14.95, 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 8
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 14.95, 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 8
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 14.95, 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 8
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 14.95, 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 8
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was 35.44, the open interest changed by 7 which increased total open position to 7
