AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
21 Nov 2024 04:13 PM IST
| AARTIIND 28NOV2024 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.07
Theta: -0.17
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 425.60 | 0.5 | 0.00 | 33.71 | 39 | -38 | 449 | |||
| 20 Nov | 434.90 | 0.5 | 0.00 | 25.57 | 6 | -6 | 491 | |||
| 19 Nov | 434.90 | 0.5 | -0.30 | 25.57 | 6 | -2 | 491 | |||
| 18 Nov | 431.25 | 0.8 | -0.65 | 27.71 | 31 | -29 | 495 | |||
| 14 Nov | 438.25 | 1.45 | -0.35 | 20.41 | 41 | -33 | 530 | |||
| 13 Nov | 428.65 | 1.8 | -1.80 | 28.42 | 100 | -99 | 564 | |||
| 12 Nov | 445.25 | 3.6 | -1.25 | 21.84 | 246 | -243 | 672 | |||
| 11 Nov | 439.75 | 4.85 | -24.65 | 30.86 | 6,196 | 739 | 907 | |||
| 8 Nov | 474.40 | 29.5 | -38.50 | 47.05 | 214 | 163 | 166 | |||
| 7 Nov | 515.05 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 521.45 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 68 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 505.05 | 68 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 1 Nov | 525.75 | 68 | 11.50 | - | 1 | 0 | 4 | |||
| 31 Oct | 510.90 | 56.5 | -7.50 | - | 1 | 0 | 3 | |||
| 30 Oct | 512.55 | 64 | 1.50 | - | 1 | 0 | 2 | |||
| 29 Oct | 514.85 | 62.5 | -118.50 | - | 2 | 1 | 1 | |||
| 22 Oct | 488.45 | 181 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 18 Oct | 524.25 | 181 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 539.00 | 181 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 CE is 0.06
Historical price for 460 CE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.71, the open interest changed by -38 which decreased total open position to 449
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 25.57, the open interest changed by -6 which decreased total open position to 491
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 25.57, the open interest changed by -2 which decreased total open position to 491
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 27.71, the open interest changed by -29 which decreased total open position to 495
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 20.41, the open interest changed by -33 which decreased total open position to 530
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 1.8, which was -1.80 lower than the previous day. The implied volatity was 28.42, the open interest changed by -99 which decreased total open position to 564
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 21.84, the open interest changed by -243 which decreased total open position to 672
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 4.85, which was -24.65 lower than the previous day. The implied volatity was 30.86, the open interest changed by 739 which increased total open position to 907
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 29.5, which was -38.50 lower than the previous day. The implied volatity was 47.05, the open interest changed by 163 which increased total open position to 166
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 68, 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 68, 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 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 68, 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 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 68, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 56.5, which was -7.50 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 64, which was 1.50 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 62.5, which was -118.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AARTIIND was trading at 488.45. The strike last trading price was 181, 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 18 Oct AARTIIND was trading at 524.25. The strike last trading price was 181, 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 181, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 425.60 | 31 | 13.50 | - | 9 | -7 | 263 |
| 20 Nov | 434.90 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 434.90 | 17.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 431.25 | 17.5 | 0.00 | 0.00 | 0 | -4 | 0 |
| 14 Nov | 438.25 | 17.5 | -6.50 | - | 4 | -2 | 272 |
| 13 Nov | 428.65 | 24 | 7.90 | - | 93 | -92 | 275 |
| 12 Nov | 445.25 | 16.1 | -7.30 | 23.43 | 26 | -24 | 380 |
| 11 Nov | 439.75 | 23.4 | 9.55 | 30.67 | 2,707 | -454 | 403 |
| 8 Nov | 474.40 | 13.85 | 10.40 | 48.17 | 3,189 | 688 | 872 |
| 7 Nov | 515.05 | 3.45 | 0.55 | 44.43 | 48 | -5 | 183 |
| 6 Nov | 521.45 | 2.9 | -1.50 | 44.21 | 79 | -3 | 189 |
| 5 Nov | 510.80 | 4.4 | -1.20 | 44.29 | 147 | 24 | 193 |
| 4 Nov | 505.05 | 5.6 | 0.90 | 43.79 | 242 | 96 | 168 |
| 1 Nov | 525.75 | 4.7 | -0.90 | 48.27 | 12 | 6 | 73 |
| 31 Oct | 510.90 | 5.6 | 1.80 | - | 115 | 43 | 71 |
| 30 Oct | 512.55 | 3.8 | 0.30 | - | 49 | 16 | 25 |
| 29 Oct | 514.85 | 3.5 | -7.50 | - | 9 | 5 | 7 |
| 22 Oct | 488.45 | 11 | 8.50 | - | 1 | 0 | 3 |
| 18 Oct | 524.25 | 2.5 | -0.35 | - | 2 | 0 | 3 |
| 15 Oct | 539.00 | 2.85 | - | 3 | 2 | 3 | |
For Aarti Industries Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 31, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 263
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 17.5, 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 17.5, 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 17.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 17.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 272
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 24, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by -92 which decreased total open position to 275
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 16.1, which was -7.30 lower than the previous day. The implied volatity was 23.43, the open interest changed by -24 which decreased total open position to 380
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 23.4, which was 9.55 higher than the previous day. The implied volatity was 30.67, the open interest changed by -454 which decreased total open position to 403
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 13.85, which was 10.40 higher than the previous day. The implied volatity was 48.17, the open interest changed by 688 which increased total open position to 872
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 44.43, the open interest changed by -5 which decreased total open position to 183
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 2.9, which was -1.50 lower than the previous day. The implied volatity was 44.21, the open interest changed by -3 which decreased total open position to 189
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 4.4, which was -1.20 lower than the previous day. The implied volatity was 44.29, the open interest changed by 24 which increased total open position to 193
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 5.6, which was 0.90 higher than the previous day. The implied volatity was 43.79, the open interest changed by 96 which increased total open position to 168
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 4.7, which was -0.90 lower than the previous day. The implied volatity was 48.27, the open interest changed by 6 which increased total open position to 73
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 5.6, which was 1.80 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 3.8, which was 0.30 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 3.5, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AARTIIND was trading at 488.45. The strike last trading price was 11, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AARTIIND was trading at 524.25. The strike last trading price was 2.5, which was -0.35 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 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
