AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
11 Dec 2024 04:12 PM IST
| AARTIIND 26DEC2024 450 CE | ||||||||||
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Delta: 0.49
Vega: 0.36
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 446.60 | 9.4 | -2.65 | 27.95 | 1,056 | 141 | 1,365 | |||
| 10 Dec | 447.60 | 12.05 | -0.35 | 31.56 | 2,067 | 56 | 1,231 | |||
| 9 Dec | 448.40 | 12.4 | -0.95 | 30.96 | 1,560 | 235 | 1,183 | |||
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| 6 Dec | 451.60 | 13.35 | 1.20 | 26.14 | 1,197 | -103 | 958 | |||
| 5 Dec | 449.00 | 12.15 | -0.35 | 25.44 | 4,855 | 96 | 1,052 | |||
| 4 Dec | 447.10 | 12.5 | 1.30 | 27.82 | 1,667 | 114 | 965 | |||
| 3 Dec | 445.10 | 11.2 | -0.60 | 27.88 | 994 | 180 | 844 | |||
| 2 Dec | 443.95 | 11.8 | -1.85 | 29.12 | 677 | 87 | 667 | |||
| 29 Nov | 448.30 | 13.65 | -3.30 | 27.78 | 714 | 124 | 578 | |||
| 28 Nov | 448.35 | 16.95 | -3.45 | 31.19 | 806 | 189 | 460 | |||
| 27 Nov | 452.75 | 20.4 | 0.45 | 33.17 | 788 | 197 | 271 | |||
| 26 Nov | 451.35 | 19.95 | 9.95 | 33.58 | 13 | -4 | 76 | |||
| 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 | -2 | 0 | |||
| 20 Nov | 434.90 | 10 | 0.00 | 27.46 | 2 | -2 | 82 | |||
| 19 Nov | 434.90 | 10 | 0.00 | 27.46 | 2 | 0 | 82 | |||
| 18 Nov | 431.25 | 10 | 0.00 | 28.28 | 3 | -2 | 83 | |||
| 14 Nov | 438.25 | 10 | -2.00 | 21.07 | 51 | -49 | 87 | |||
| 13 Nov | 428.65 | 12 | -8.00 | 30.51 | 1 | 0 | 137 | |||
| 12 Nov | 445.25 | 20 | 1.80 | 32.03 | 1 | 0 | 138 | |||
| 11 Nov | 439.75 | 18.2 | -30.75 | 33.48 | 306 | 127 | 139 | |||
| 8 Nov | 474.40 | 48.95 | -26.95 | 48.40 | 12 | 11 | 11 | |||
| 7 Nov | 515.05 | 75.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 75.9 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is 0.49
Historical price for 450 CE is as follows
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 9.4, which was -2.65 lower than the previous day. The implied volatity was 27.95, the open interest changed by 141 which increased total open position to 1365
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 12.05, which was -0.35 lower than the previous day. The implied volatity was 31.56, the open interest changed by 56 which increased total open position to 1231
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 12.4, which was -0.95 lower than the previous day. The implied volatity was 30.96, the open interest changed by 235 which increased total open position to 1183
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 13.35, which was 1.20 higher than the previous day. The implied volatity was 26.14, the open interest changed by -103 which decreased total open position to 958
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 12.15, which was -0.35 lower than the previous day. The implied volatity was 25.44, the open interest changed by 96 which increased total open position to 1052
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 12.5, which was 1.30 higher than the previous day. The implied volatity was 27.82, the open interest changed by 114 which increased total open position to 965
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 11.2, which was -0.60 lower than the previous day. The implied volatity was 27.88, the open interest changed by 180 which increased total open position to 844
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 11.8, which was -1.85 lower than the previous day. The implied volatity was 29.12, the open interest changed by 87 which increased total open position to 667
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 13.65, which was -3.30 lower than the previous day. The implied volatity was 27.78, the open interest changed by 124 which increased total open position to 578
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 16.95, which was -3.45 lower than the previous day. The implied volatity was 31.19, the open interest changed by 189 which increased total open position to 460
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 20.4, which was 0.45 higher than the previous day. The implied volatity was 33.17, the open interest changed by 197 which increased total open position to 271
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 19.95, which was 9.95 higher than the previous day. The implied volatity was 33.58, the open interest changed by -4 which decreased total open position to 76
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 -2 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 27.46, the open interest changed by -2 which decreased total open position to 82
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 27.46, the open interest changed by 0 which decreased total open position to 82
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by -2 which decreased total open position to 83
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 21.07, the open interest changed by -49 which decreased total open position to 87
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 12, which was -8.00 lower than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 137
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 20, which was 1.80 higher than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 138
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 18.2, which was -30.75 lower than the previous day. The implied volatity was 33.48, the open interest changed by 127 which increased total open position to 139
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 48.95, which was -26.95 lower than the previous day. The implied volatity was 48.40, the open interest changed by 11 which increased total open position to 11
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 75.9, 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 75.9, 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 450 PE | |||||||
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Delta: -0.51
Vega: 0.36
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 446.60 | 11.4 | -0.35 | 29.46 | 293 | 30 | 947 |
| 10 Dec | 447.60 | 11.75 | -0.35 | 32.01 | 783 | 41 | 916 |
| 9 Dec | 448.40 | 12.1 | 1.85 | 32.49 | 543 | 103 | 863 |
| 6 Dec | 451.60 | 10.25 | -1.85 | 29.41 | 281 | 13 | 762 |
| 5 Dec | 449.00 | 12.1 | -0.90 | 30.89 | 2,158 | 8 | 752 |
| 4 Dec | 447.10 | 13 | -1.35 | 30.34 | 362 | 33 | 747 |
| 3 Dec | 445.10 | 14.35 | 0.05 | 29.06 | 455 | 61 | 713 |
| 2 Dec | 443.95 | 14.3 | 0.95 | 27.91 | 405 | 55 | 652 |
| 29 Nov | 448.30 | 13.35 | -1.25 | 27.92 | 423 | 98 | 595 |
| 28 Nov | 448.35 | 14.6 | 0.35 | 32.38 | 653 | 202 | 498 |
| 27 Nov | 452.75 | 14.25 | -0.75 | 34.50 | 599 | 199 | 290 |
| 26 Nov | 451.35 | 15 | -15.00 | 34.21 | 3 | 0 | 91 |
| 25 Nov | 437.90 | 30 | 0.00 | 0.00 | 0 | -2 | 0 |
| 22 Nov | 430.85 | 30 | 0.00 | 0.00 | 0 | -2 | 0 |
| 21 Nov | 425.60 | 30 | 11.20 | 32.97 | 2 | 0 | 93 |
| 20 Nov | 434.90 | 18.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 434.90 | 18.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 431.25 | 18.8 | 0.00 | 0.00 | 0 | -3 | 0 |
| 14 Nov | 438.25 | 18.8 | 0.00 | 27.17 | 3 | -2 | 94 |
| 13 Nov | 428.65 | 18.8 | -0.60 | 13.84 | 2 | -1 | 97 |
| 12 Nov | 445.25 | 19.4 | -4.15 | 32.59 | 2 | 0 | 100 |
| 11 Nov | 439.75 | 23.55 | 8.35 | 33.67 | 144 | 28 | 99 |
| 8 Nov | 474.40 | 15.2 | 10.65 | 41.42 | 98 | 64 | 69 |
| 7 Nov | 515.05 | 4.55 | -5.45 | 37.15 | 5 | 3 | 3 |
| 5 Nov | 510.80 | 10 | 10.38 | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -0.51
Historical price for 450 PE is as follows
On 11 Dec AARTIIND was trading at 446.60. The strike last trading price was 11.4, which was -0.35 lower than the previous day. The implied volatity was 29.46, the open interest changed by 30 which increased total open position to 947
On 10 Dec AARTIIND was trading at 447.60. The strike last trading price was 11.75, which was -0.35 lower than the previous day. The implied volatity was 32.01, the open interest changed by 41 which increased total open position to 916
On 9 Dec AARTIIND was trading at 448.40. The strike last trading price was 12.1, which was 1.85 higher than the previous day. The implied volatity was 32.49, the open interest changed by 103 which increased total open position to 863
On 6 Dec AARTIIND was trading at 451.60. The strike last trading price was 10.25, which was -1.85 lower than the previous day. The implied volatity was 29.41, the open interest changed by 13 which increased total open position to 762
On 5 Dec AARTIIND was trading at 449.00. The strike last trading price was 12.1, which was -0.90 lower than the previous day. The implied volatity was 30.89, the open interest changed by 8 which increased total open position to 752
On 4 Dec AARTIIND was trading at 447.10. The strike last trading price was 13, which was -1.35 lower than the previous day. The implied volatity was 30.34, the open interest changed by 33 which increased total open position to 747
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 14.35, which was 0.05 higher than the previous day. The implied volatity was 29.06, the open interest changed by 61 which increased total open position to 713
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 14.3, which was 0.95 higher than the previous day. The implied volatity was 27.91, the open interest changed by 55 which increased total open position to 652
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 13.35, which was -1.25 lower than the previous day. The implied volatity was 27.92, the open interest changed by 98 which increased total open position to 595
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 14.6, which was 0.35 higher than the previous day. The implied volatity was 32.38, the open interest changed by 202 which increased total open position to 498
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 14.25, which was -0.75 lower than the previous day. The implied volatity was 34.50, the open interest changed by 199 which increased total open position to 290
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 15, which was -15.00 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 91
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 30, which was 11.20 higher than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 93
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 18.8, 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 18.8, 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 18.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 18.8, which was 0.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 94
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 18.8, which was -0.60 lower than the previous day. The implied volatity was 13.84, the open interest changed by -1 which decreased total open position to 97
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 19.4, which was -4.15 lower than the previous day. The implied volatity was 32.59, the open interest changed by 0 which decreased total open position to 100
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 23.55, which was 8.35 higher than the previous day. The implied volatity was 33.67, the open interest changed by 28 which increased total open position to 99
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 15.2, which was 10.65 higher than the previous day. The implied volatity was 41.42, the open interest changed by 64 which increased total open position to 69
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 4.55, which was -5.45 lower than the previous day. The implied volatity was 37.15, the open interest changed by 3 which increased total open position to 3
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 10.38, the open interest changed by 0 which decreased total open position to 0
