AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
21 Nov 2024 04:13 PM IST
| AARTIIND 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.23
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 425.60 | 5.55 | -8.05 | 29.26 | 7 | -6 | 313 | |||
| 20 Nov | 434.90 | 13.6 | 0.00 | 46.38 | 2 | -2 | 320 | |||
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| 19 Nov | 434.90 | 13.6 | 3.55 | 46.38 | 2 | -1 | 320 | |||
| 18 Nov | 431.25 | 10.05 | -7.95 | 32.39 | 2 | -1 | 322 | |||
| 14 Nov | 438.25 | 18 | 9.35 | 33.22 | 20 | -12 | 331 | |||
| 13 Nov | 428.65 | 8.65 | -12.35 | 22.14 | 9 | -8 | 344 | |||
| 12 Nov | 445.25 | 21 | 2.65 | 26.03 | 89 | -86 | 353 | |||
| 11 Nov | 439.75 | 18.35 | -141.15 | 31.85 | 3,849 | 440 | 440 | |||
| 8 Nov | 474.40 | 159.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 515.05 | 159.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 521.45 | 159.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 159.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 505.05 | 159.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 525.75 | 159.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 510.90 | 159.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 512.55 | 159.5 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 CE is 0.44
Historical price for 430 CE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 5.55, which was -8.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by -6 which decreased total open position to 313
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 46.38, the open interest changed by -2 which decreased total open position to 320
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 13.6, which was 3.55 higher than the previous day. The implied volatity was 46.38, the open interest changed by -1 which decreased total open position to 320
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 10.05, which was -7.95 lower than the previous day. The implied volatity was 32.39, the open interest changed by -1 which decreased total open position to 322
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 18, which was 9.35 higher than the previous day. The implied volatity was 33.22, the open interest changed by -12 which decreased total open position to 331
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 8.65, which was -12.35 lower than the previous day. The implied volatity was 22.14, the open interest changed by -8 which decreased total open position to 344
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 21, which was 2.65 higher than the previous day. The implied volatity was 26.03, the open interest changed by -86 which decreased total open position to 353
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 18.35, which was -141.15 lower than the previous day. The implied volatity was 31.85, the open interest changed by 440 which increased total open position to 440
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 159.5, 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 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 159.5, 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 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 159.5, 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 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 159.5, 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 Nov AARTIIND was trading at 505.05. The strike last trading price was 159.5, 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 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 159.5, 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 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 159.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AARTIIND was trading at 512.55. The strike last trading price was 159.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.23
Theta: -0.27
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 425.60 | 7.05 | 2.05 | 21.17 | 36 | -33 | 531 |
| 20 Nov | 434.90 | 5 | 0.00 | 23.78 | 37 | -37 | 565 |
| 19 Nov | 434.90 | 5 | -0.60 | 23.78 | 37 | -36 | 565 |
| 18 Nov | 431.25 | 5.6 | 0.60 | 24.21 | 12 | -11 | 602 |
| 14 Nov | 438.25 | 5 | 1.50 | 28.95 | 6 | -5 | 614 |
| 13 Nov | 428.65 | 3.5 | -0.80 | 12.77 | 128 | -119 | 628 |
| 12 Nov | 445.25 | 4.3 | -2.95 | 30.16 | 273 | -268 | 754 |
| 11 Nov | 439.75 | 7.25 | 1.55 | 32.28 | 11,503 | 741 | 1,028 |
| 8 Nov | 474.40 | 5.7 | 4.45 | 50.48 | 1,107 | 229 | 281 |
| 7 Nov | 515.05 | 1.25 | 0.15 | 48.36 | 36 | 15 | 55 |
| 6 Nov | 521.45 | 1.1 | -0.55 | 48.49 | 22 | 8 | 40 |
| 5 Nov | 510.80 | 1.65 | -0.35 | 47.77 | 32 | 0 | 33 |
| 4 Nov | 505.05 | 2 | -0.15 | 46.23 | 77 | 20 | 32 |
| 1 Nov | 525.75 | 2.15 | 0.15 | 52.36 | 46 | 5 | 12 |
| 31 Oct | 510.90 | 2 | 0.35 | - | 7 | 1 | 1 |
| 30 Oct | 512.55 | 1.65 | - | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.61
Historical price for 430 PE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 7.05, which was 2.05 higher than the previous day. The implied volatity was 21.17, the open interest changed by -33 which decreased total open position to 531
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 23.78, the open interest changed by -37 which decreased total open position to 565
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 5, which was -0.60 lower than the previous day. The implied volatity was 23.78, the open interest changed by -36 which decreased total open position to 565
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 5.6, which was 0.60 higher than the previous day. The implied volatity was 24.21, the open interest changed by -11 which decreased total open position to 602
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 5, which was 1.50 higher than the previous day. The implied volatity was 28.95, the open interest changed by -5 which decreased total open position to 614
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 3.5, which was -0.80 lower than the previous day. The implied volatity was 12.77, the open interest changed by -119 which decreased total open position to 628
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 4.3, which was -2.95 lower than the previous day. The implied volatity was 30.16, the open interest changed by -268 which decreased total open position to 754
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 7.25, which was 1.55 higher than the previous day. The implied volatity was 32.28, the open interest changed by 741 which increased total open position to 1028
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 5.7, which was 4.45 higher than the previous day. The implied volatity was 50.48, the open interest changed by 229 which increased total open position to 281
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 48.36, the open interest changed by 15 which increased total open position to 55
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 48.49, the open interest changed by 8 which increased total open position to 40
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 47.77, the open interest changed by 0 which decreased total open position to 33
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 46.23, the open interest changed by 20 which increased total open position to 32
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 52.36, the open interest changed by 5 which increased total open position to 12
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AARTIIND was trading at 512.55. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
