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[--[65.84.65.76]--]
AARTIIND
Aarti Industries Ltd

446.6 -1.00 (-0.22%)

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Historical option data for AARTIIND

11 Dec 2024 04:12 PM IST
AARTIIND 26DEC2024 450 CE
Delta: 0.49
Vega: 0.36
Theta: -0.39
Gamma: 0.02
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
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
Delta: -0.51
Vega: 0.36
Theta: -0.29
Gamma: 0.01
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