AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
21 Nov 2024 04:13 PM IST
| AARTIIND 28NOV2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.18
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 425.60 | 2.5 | -3.75 | 32.31 | 12 | -11 | 956 | |||
| 20 Nov | 434.90 | 6.25 | 0.00 | 34.55 | 14 | -14 | 968 | |||
| 19 Nov | 434.90 | 6.25 | 1.35 | 34.55 | 14 | -13 | 968 | |||
| 18 Nov | 431.25 | 4.9 | -1.45 | 29.49 | 7 | -6 | 982 | |||
| 14 Nov | 438.25 | 6.35 | 0.35 | 16.26 | 20 | -19 | 989 | |||
| 13 Nov | 428.65 | 6 | -8.00 | 27.18 | 37 | -35 | 1,010 | |||
| 12 Nov | 445.25 | 14 | 1.65 | 25.78 | 335 | -329 | 1,051 | |||
| 11 Nov | 439.75 | 12.35 | -30.30 | 30.97 | 8,279 | 1,360 | 1,370 | |||
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| 8 Nov | 474.40 | 42.65 | -156.50 | 46.14 | 14 | 3 | 3 | |||
| 7 Nov | 515.05 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 521.45 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 505.05 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 525.75 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 510.90 | 199.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 512.55 | 199.15 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 CE is 0.23
Historical price for 440 CE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 2.5, which was -3.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by -11 which decreased total open position to 956
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 34.55, the open interest changed by -14 which decreased total open position to 968
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 6.25, which was 1.35 higher than the previous day. The implied volatity was 34.55, the open interest changed by -13 which decreased total open position to 968
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 29.49, the open interest changed by -6 which decreased total open position to 982
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 16.26, the open interest changed by -19 which decreased total open position to 989
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 6, which was -8.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by -35 which decreased total open position to 1010
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 14, which was 1.65 higher than the previous day. The implied volatity was 25.78, the open interest changed by -329 which decreased total open position to 1051
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 12.35, which was -30.30 lower than the previous day. The implied volatity was 30.97, the open interest changed by 1360 which increased total open position to 1370
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 42.65, which was -156.50 lower than the previous day. The implied volatity was 46.14, the open interest changed by 3 which increased total open position to 3
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 199.15, 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 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 199.15, 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 199.15, 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 199.15, 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 199.15, 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 199.15, 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 199.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 425.60 | 12 | 4.50 | - | 17 | -15 | 596 |
| 20 Nov | 434.90 | 7.5 | 0.00 | - | 14 | -22 | 619 |
| 19 Nov | 434.90 | 7.5 | -4.10 | - | 14 | -14 | 619 |
| 18 Nov | 431.25 | 11.6 | 3.60 | 23.15 | 16 | -15 | 634 |
| 14 Nov | 438.25 | 8 | -3.00 | 25.43 | 10 | -8 | 651 |
| 13 Nov | 428.65 | 11 | 4.30 | 17.88 | 93 | -92 | 660 |
| 12 Nov | 445.25 | 6.7 | -4.35 | 27.56 | 193 | -192 | 753 |
| 11 Nov | 439.75 | 11.05 | 3.05 | 30.95 | 9,957 | 805 | 1,250 |
| 8 Nov | 474.40 | 8 | 6.10 | 50.22 | 1,556 | 401 | 431 |
| 7 Nov | 515.05 | 1.9 | 0.40 | 47.83 | 35 | 7 | 30 |
| 6 Nov | 521.45 | 1.5 | -0.55 | 46.84 | 77 | 3 | 25 |
| 5 Nov | 510.80 | 2.05 | -0.70 | 45.18 | 21 | -4 | 22 |
| 4 Nov | 505.05 | 2.75 | 0.20 | 44.86 | 97 | 26 | 26 |
| 1 Nov | 525.75 | 2.55 | 0.00 | 18.19 | 0 | 0 | 0 |
| 31 Oct | 510.90 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 512.55 | 2.55 | - | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 12, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 596
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 619
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 7.5, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 619
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 11.6, which was 3.60 higher than the previous day. The implied volatity was 23.15, the open interest changed by -15 which decreased total open position to 634
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 8, which was -3.00 lower than the previous day. The implied volatity was 25.43, the open interest changed by -8 which decreased total open position to 651
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 11, which was 4.30 higher than the previous day. The implied volatity was 17.88, the open interest changed by -92 which decreased total open position to 660
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 6.7, which was -4.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by -192 which decreased total open position to 753
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 11.05, which was 3.05 higher than the previous day. The implied volatity was 30.95, the open interest changed by 805 which increased total open position to 1250
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 8, which was 6.10 higher than the previous day. The implied volatity was 50.22, the open interest changed by 401 which increased total open position to 431
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 47.83, the open interest changed by 7 which increased total open position to 30
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 46.84, the open interest changed by 3 which increased total open position to 25
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 45.18, the open interest changed by -4 which decreased total open position to 22
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 44.86, the open interest changed by 26 which increased total open position to 26
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 18.19, 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 2.55, 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 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
