AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
20 Dec 2024 04:13 PM IST
| AARTIIND 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 403.85 | 0.2 | -1.05 | 33.37 | 1,114 | -89 | 879 | |||
| 19 Dec | 415.50 | 1.25 | -0.90 | 34.34 | 772 | 71 | 970 | |||
| 18 Dec | 421.70 | 2.15 | -2.05 | 31.15 | 948 | 101 | 899 | |||
| 17 Dec | 429.15 | 4.2 | -3.80 | 30.33 | 1,195 | 131 | 799 | |||
| 16 Dec | 438.40 | 8 | 0.60 | 27.87 | 1,068 | 71 | 671 | |||
| 13 Dec | 437.20 | 7.4 | -1.65 | 23.84 | 1,186 | 69 | 590 | |||
| 12 Dec | 437.70 | 9.05 | -5.70 | 28.35 | 959 | 249 | 524 | |||
| 11 Dec | 446.60 | 14.75 | -3.05 | 27.74 | 253 | 45 | 276 | |||
| 10 Dec | 447.60 | 17.8 | -0.15 | 32.06 | 464 | -29 | 234 | |||
| 9 Dec | 448.40 | 17.95 | -1.65 | 30.76 | 553 | 62 | 265 | |||
| 6 Dec | 451.60 | 19.6 | 2.10 | 26.30 | 177 | -10 | 204 | |||
| 5 Dec | 449.00 | 17.5 | -0.55 | 23.97 | 1,316 | -48 | 213 | |||
| 4 Dec | 447.10 | 18.05 | 1.70 | 27.80 | 333 | -1 | 262 | |||
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| 3 Dec | 445.10 | 16.35 | -0.70 | 28.05 | 350 | 35 | 261 | |||
| 2 Dec | 443.95 | 17.05 | -2.15 | 29.58 | 258 | 49 | 226 | |||
| 29 Nov | 448.30 | 19.2 | -3.65 | 28.02 | 159 | 37 | 176 | |||
| 28 Nov | 448.35 | 22.85 | -3.70 | 31.84 | 178 | 15 | 137 | |||
| 27 Nov | 452.75 | 26.55 | 1.65 | 33.76 | 228 | 94 | 121 | |||
| 26 Nov | 451.35 | 24.9 | 3.10 | 32.22 | 3 | 0 | 29 | |||
| 25 Nov | 437.90 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 430.85 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 425.60 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 434.90 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 434.90 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 431.25 | 21.8 | 0.00 | 0.00 | 0 | 0 | 29 | |||
| 14 Nov | 438.25 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 428.65 | 21.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 445.25 | 21.8 | 0.00 | 0.00 | 0 | 29 | 0 | |||
| 11 Nov | 439.75 | 21.8 | -133.20 | 31.70 | 56 | 24 | 24 | |||
| 8 Nov | 474.40 | 155 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 155 | 155.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 534.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 539.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 533.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 529.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 526.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 530.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 537.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 530.95 | 0 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.03
Historical price for 440 CE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 0.2, which was -1.05 lower than the previous day. The implied volatity was 33.37, the open interest changed by -89 which decreased total open position to 879
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 34.34, the open interest changed by 71 which increased total open position to 970
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 2.15, which was -2.05 lower than the previous day. The implied volatity was 31.15, the open interest changed by 101 which increased total open position to 899
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 4.2, which was -3.80 lower than the previous day. The implied volatity was 30.33, the open interest changed by 131 which increased total open position to 799
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 8, which was 0.60 higher than the previous day. The implied volatity was 27.87, the open interest changed by 71 which increased total open position to 671
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 23.84, the open interest changed by 69 which increased total open position to 590
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 9.05, which was -5.70 lower than the previous day. The implied volatity was 28.35, the open interest changed by 249 which increased total open position to 524
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 14.75, which was -3.05 lower than the previous day. The implied volatity was 27.74, the open interest changed by 45 which increased total open position to 276
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 17.8, which was -0.15 lower than the previous day. The implied volatity was 32.06, the open interest changed by -29 which decreased total open position to 234
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 17.95, which was -1.65 lower than the previous day. The implied volatity was 30.76, the open interest changed by 62 which increased total open position to 265
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 19.6, which was 2.10 higher than the previous day. The implied volatity was 26.30, the open interest changed by -10 which decreased total open position to 204
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 17.5, which was -0.55 lower than the previous day. The implied volatity was 23.97, the open interest changed by -48 which decreased total open position to 213
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 18.05, which was 1.70 higher than the previous day. The implied volatity was 27.80, the open interest changed by -1 which decreased total open position to 262
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 16.35, which was -0.70 lower than the previous day. The implied volatity was 28.05, the open interest changed by 35 which increased total open position to 261
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 17.05, which was -2.15 lower than the previous day. The implied volatity was 29.58, the open interest changed by 49 which increased total open position to 226
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 19.2, which was -3.65 lower than the previous day. The implied volatity was 28.02, the open interest changed by 37 which increased total open position to 176
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 22.85, which was -3.70 lower than the previous day. The implied volatity was 31.84, the open interest changed by 15 which increased total open position to 137
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 26.55, which was 1.65 higher than the previous day. The implied volatity was 33.76, the open interest changed by 94 which increased total open position to 121
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 24.9, which was 3.10 higher than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 29
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 21.8, 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 21.8, 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 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 21.8, 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 21.8, 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 21.8, 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 21.8, 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 29
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 21.8, 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 21.8, 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 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 21.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 21.8, which was -133.20 lower than the previous day. The implied volatity was 31.70, the open interest changed by 24 which increased total open position to 24
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 155, 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 Nov AARTIIND was trading at 510.80. The strike last trading price was 155, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct AARTIIND was trading at 534.15. The strike last trading price was 0, 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 15 Oct AARTIIND was trading at 539.00. The strike last trading price was 0, 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 14 Oct AARTIIND was trading at 533.30. The strike last trading price was 0, 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 11 Oct AARTIIND was trading at 529.20. The strike last trading price was 0, 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 10 Oct AARTIIND was trading at 526.95. The strike last trading price was 0, 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 9 Oct AARTIIND was trading at 530.10. The strike last trading price was 0, 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 8 Oct AARTIIND was trading at 537.85. The strike last trading price was 0, 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 7 Oct AARTIIND was trading at 530.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 26DEC2024 440 PE | |||||||
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Delta: -0.87
Vega: 0.11
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 403.85 | 36.15 | 11.95 | 55.31 | 109 | -38 | 484 |
| 19 Dec | 415.50 | 24.2 | 3.80 | 29.70 | 118 | -51 | 529 |
| 18 Dec | 421.70 | 20.4 | 6.05 | 37.62 | 201 | 10 | 580 |
| 17 Dec | 429.15 | 14.35 | 6.10 | 31.08 | 426 | -6 | 567 |
| 16 Dec | 438.40 | 8.25 | -1.45 | 28.23 | 416 | 12 | 574 |
| 13 Dec | 437.20 | 9.7 | -1.50 | 27.98 | 428 | -71 | 560 |
| 12 Dec | 437.70 | 11.2 | 4.35 | 30.80 | 679 | 109 | 632 |
| 11 Dec | 446.60 | 6.85 | -0.30 | 29.52 | 221 | 30 | 527 |
| 10 Dec | 447.60 | 7.15 | -0.65 | 31.41 | 388 | 38 | 498 |
| 9 Dec | 448.40 | 7.8 | 1.45 | 32.70 | 371 | -4 | 461 |
| 6 Dec | 451.60 | 6.35 | -1.35 | 29.44 | 228 | 2 | 466 |
| 5 Dec | 449.00 | 7.7 | -0.90 | 30.49 | 965 | 50 | 466 |
| 4 Dec | 447.10 | 8.6 | -0.90 | 30.48 | 477 | 18 | 416 |
| 3 Dec | 445.10 | 9.5 | 0.05 | 29.01 | 416 | 56 | 404 |
| 2 Dec | 443.95 | 9.45 | 0.55 | 27.95 | 500 | 77 | 348 |
| 29 Nov | 448.30 | 8.9 | -1.50 | 28.00 | 280 | 68 | 270 |
| 28 Nov | 448.35 | 10.4 | -0.10 | 32.73 | 271 | 83 | 202 |
| 27 Nov | 452.75 | 10.5 | 0.50 | 35.23 | 282 | 72 | 118 |
| 26 Nov | 451.35 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 437.90 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 430.85 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 425.60 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 434.90 | 10 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 434.90 | 10 | 0.00 | 0.00 | 0 | -10 | 0 |
| 18 Nov | 431.25 | 10 | -8.35 | 14.21 | 10 | 0 | 56 |
| 14 Nov | 438.25 | 18.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 428.65 | 18.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 445.25 | 18.35 | 0.00 | 0.00 | 0 | 20 | 0 |
| 11 Nov | 439.75 | 18.35 | 6.45 | 33.66 | 123 | 20 | 56 |
| 8 Nov | 474.40 | 11.9 | 6.65 | 41.42 | 33 | 22 | 35 |
| 5 Nov | 510.80 | 5.25 | 5.25 | 40.90 | 12 | 7 | 8 |
| 16 Oct | 534.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 539.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 533.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 529.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 526.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 530.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 537.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 530.95 | 0 | - | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 440 expiring on 26DEC2024
Delta for 440 PE is -0.87
Historical price for 440 PE is as follows
On 20 Dec AARTIIND was trading at 403.85. The strike last trading price was 36.15, which was 11.95 higher than the previous day. The implied volatity was 55.31, the open interest changed by -38 which decreased total open position to 484
On 19 Dec AARTIIND was trading at 415.50. The strike last trading price was 24.2, which was 3.80 higher than the previous day. The implied volatity was 29.70, the open interest changed by -51 which decreased total open position to 529
On 18 Dec AARTIIND was trading at 421.70. The strike last trading price was 20.4, which was 6.05 higher than the previous day. The implied volatity was 37.62, the open interest changed by 10 which increased total open position to 580
On 17 Dec AARTIIND was trading at 429.15. The strike last trading price was 14.35, which was 6.10 higher than the previous day. The implied volatity was 31.08, the open interest changed by -6 which decreased total open position to 567
On 16 Dec AARTIIND was trading at 438.40. The strike last trading price was 8.25, which was -1.45 lower than the previous day. The implied volatity was 28.23, the open interest changed by 12 which increased total open position to 574
On 13 Dec AARTIIND was trading at 437.20. The strike last trading price was 9.7, which was -1.50 lower than the previous day. The implied volatity was 27.98, the open interest changed by -71 which decreased total open position to 560
On 12 Dec AARTIIND was trading at 437.70. The strike last trading price was 11.2, which was 4.35 higher than the previous day. The implied volatity was 30.80, the open interest changed by 109 which increased total open position to 632
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 6.85, which was -0.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 30 which increased total open position to 527
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by 38 which increased total open position to 498
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 7.8, which was 1.45 higher than the previous day. The implied volatity was 32.70, the open interest changed by -4 which decreased total open position to 461
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 6.35, which was -1.35 lower than the previous day. The implied volatity was 29.44, the open interest changed by 2 which increased total open position to 466
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 7.7, which was -0.90 lower than the previous day. The implied volatity was 30.49, the open interest changed by 50 which increased total open position to 466
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 8.6, which was -0.90 lower than the previous day. The implied volatity was 30.48, the open interest changed by 18 which increased total open position to 416
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 9.5, which was 0.05 higher than the previous day. The implied volatity was 29.01, the open interest changed by 56 which increased total open position to 404
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 9.45, which was 0.55 higher than the previous day. The implied volatity was 27.95, the open interest changed by 77 which increased total open position to 348
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 8.9, which was -1.50 lower than the previous day. The implied volatity was 28.00, the open interest changed by 68 which increased total open position to 270
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 10.4, which was -0.10 lower than the previous day. The implied volatity was 32.73, the open interest changed by 83 which increased total open position to 202
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 10.5, which was 0.50 higher than the previous day. The implied volatity was 35.23, the open interest changed by 72 which increased total open position to 118
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 10, 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 10, 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 10, 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 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 10, 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 10, 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 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 10, which was -8.35 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 56
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 18.35, 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 18.35, 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 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 18.35, which was 6.45 higher than the previous day. The implied volatity was 33.66, the open interest changed by 20 which increased total open position to 56
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 11.9, which was 6.65 higher than the previous day. The implied volatity was 41.42, the open interest changed by 22 which increased total open position to 35
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 5.25, which was 5.25 higher than the previous day. The implied volatity was 40.90, the open interest changed by 7 which increased total open position to 8
On 16 Oct AARTIIND was trading at 534.15. The strike last trading price was 0, 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 15 Oct AARTIIND was trading at 539.00. The strike last trading price was 0, 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 14 Oct AARTIIND was trading at 533.30. The strike last trading price was 0, 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 11 Oct AARTIIND was trading at 529.20. The strike last trading price was 0, 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 10 Oct AARTIIND was trading at 526.95. The strike last trading price was 0, 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 9 Oct AARTIIND was trading at 530.10. The strike last trading price was 0, 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 8 Oct AARTIIND was trading at 537.85. The strike last trading price was 0, 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 7 Oct AARTIIND was trading at 530.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
