AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
14 Nov 2024 04:12 PM IST
| AARTIIND 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.32
Theta: -0.32
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 438.25 | 4.9 | 2.40 | 24.37 | 40 | -36 | 1,014 | |||
| 13 Nov | 428.65 | 2.5 | -4.90 | 24.36 | 46 | -41 | 1,053 | |||
| 12 Nov | 445.25 | 7.4 | -0.50 | 22.44 | 432 | -428 | 1,100 | |||
| 11 Nov | 439.75 | 7.9 | -28.25 | 30.71 | 10,841 | 1,495 | 1,518 | |||
| 8 Nov | 474.40 | 36.15 | -24.85 | 47.81 | 43 | 22 | 23 | |||
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| 7 Nov | 515.05 | 61 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 521.45 | 61 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 510.80 | 61 | -15.00 | - | 1 | 0 | 0 | |||
| 4 Nov | 505.05 | 76 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 1 Nov | 525.75 | 76 | 11.00 | - | 6 | 0 | 6 | |||
| 31 Oct | 510.90 | 65 | -76.10 | - | 6 | 0 | 0 | |||
| 30 Oct | 512.55 | 141.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 514.85 | 141.1 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.35
Historical price for 450 CE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 4.9, which was 2.40 higher than the previous day. The implied volatity was 24.37, the open interest changed by -36 which decreased total open position to 1014
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 2.5, which was -4.90 lower than the previous day. The implied volatity was 24.36, the open interest changed by -41 which decreased total open position to 1053
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 7.4, which was -0.50 lower than the previous day. The implied volatity was 22.44, the open interest changed by -428 which decreased total open position to 1100
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 7.9, which was -28.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1495 which increased total open position to 1518
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 36.15, which was -24.85 lower than the previous day. The implied volatity was 47.81, the open interest changed by 22 which increased total open position to 23
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 61, 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 61, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 61, which was -15.00 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 76, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 76, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 65, which was -76.10 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 141.1, 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 29 Oct AARTIIND was trading at 514.85. The strike last trading price was 141.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.24
Theta: 0.00
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 438.25 | 9.4 | -1.25 | 11.24 | 28 | -27 | 849 |
| 13 Nov | 428.65 | 10.65 | 0.65 | - | 64 | -63 | 877 |
| 12 Nov | 445.25 | 10 | -6.50 | 23.97 | 132 | -127 | 947 |
| 11 Nov | 439.75 | 16.5 | 5.90 | 30.54 | 6,317 | -94 | 1,198 |
| 8 Nov | 474.40 | 10.6 | 7.95 | 49.15 | 4,716 | 994 | 1,331 |
| 7 Nov | 515.05 | 2.65 | 0.65 | 46.54 | 121 | 12 | 337 |
| 6 Nov | 521.45 | 2 | -1.25 | 45.00 | 170 | 11 | 326 |
| 5 Nov | 510.80 | 3.25 | -0.65 | 45.60 | 150 | 17 | 315 |
| 4 Nov | 505.05 | 3.9 | 0.45 | 44.06 | 339 | 82 | 298 |
| 1 Nov | 525.75 | 3.45 | -0.65 | 48.82 | 73 | 25 | 217 |
| 31 Oct | 510.90 | 4.1 | 1.55 | - | 200 | 114 | 191 |
| 30 Oct | 512.55 | 2.55 | 0.15 | - | 157 | 33 | 75 |
| 29 Oct | 514.85 | 2.4 | - | 271 | 42 | 42 | |
For Aarti Industries Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.80
Historical price for 450 PE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 9.4, which was -1.25 lower than the previous day. The implied volatity was 11.24, the open interest changed by -27 which decreased total open position to 849
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 877
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 10, which was -6.50 lower than the previous day. The implied volatity was 23.97, the open interest changed by -127 which decreased total open position to 947
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 16.5, which was 5.90 higher than the previous day. The implied volatity was 30.54, the open interest changed by -94 which decreased total open position to 1198
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 10.6, which was 7.95 higher than the previous day. The implied volatity was 49.15, the open interest changed by 994 which increased total open position to 1331
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 2.65, which was 0.65 higher than the previous day. The implied volatity was 46.54, the open interest changed by 12 which increased total open position to 337
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 45.00, the open interest changed by 11 which increased total open position to 326
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 45.60, the open interest changed by 17 which increased total open position to 315
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 44.06, the open interest changed by 82 which increased total open position to 298
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 3.45, which was -0.65 lower than the previous day. The implied volatity was 48.82, the open interest changed by 25 which increased total open position to 217
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 4.1, which was 1.55 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 2.55, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AARTIIND was trading at 514.85. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
