AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
21 Nov 2024 04:13 PM IST
| AARTIIND 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 425.60 | 0.2 | -0.30 | 35.67 | 16 | -13 | 461 | |||
| 20 Nov | 434.90 | 0.5 | 0.00 | 31.42 | 17 | -17 | 476 | |||
| 19 Nov | 434.90 | 0.5 | 0.10 | 31.42 | 17 | -15 | 476 | |||
| 18 Nov | 431.25 | 0.4 | -0.60 | 29.71 | 21 | -10 | 502 | |||
| 14 Nov | 438.25 | 1 | 0.20 | 24.52 | 47 | -46 | 513 | |||
| 13 Nov | 428.65 | 0.8 | -1.60 | 28.10 | 44 | -43 | 560 | |||
| 12 Nov | 445.25 | 2.4 | -0.80 | 25.30 | 198 | -197 | 609 | |||
| 11 Nov | 439.75 | 3.2 | -20.00 | 32.49 | 4,066 | 671 | 797 | |||
| 8 Nov | 474.40 | 23.2 | -31.80 | 45.46 | 292 | 103 | 121 | |||
| 7 Nov | 515.05 | 55 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 6 Nov | 521.45 | 55 | 10.50 | 27.13 | 5 | 0 | 23 | |||
| 5 Nov | 510.80 | 44.5 | 2.70 | 18.20 | 7 | 1 | 22 | |||
| 4 Nov | 505.05 | 41.8 | -16.20 | 33.63 | 15 | 14 | 20 | |||
| 1 Nov | 525.75 | 58 | 8.00 | - | 5 | 0 | 11 | |||
| 31 Oct | 510.90 | 50 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 512.55 | 50 | 5.00 | - | 11 | -4 | 6 | |||
| 29 Oct | 514.85 | 45 | -78.45 | - | 10 | 7 | 7 | |||
| 28 Oct | 510.60 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 488.60 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 504.85 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 492.95 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 488.45 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 510.25 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 524.25 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 539.00 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 533.30 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 526.95 | 123.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 530.10 | 123.45 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.03
Historical price for 470 CE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 35.67, the open interest changed by -13 which decreased total open position to 461
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 31.42, the open interest changed by -17 which decreased total open position to 476
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 31.42, the open interest changed by -15 which decreased total open position to 476
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 0.4, which was -0.60 lower than the previous day. The implied volatity was 29.71, the open interest changed by -10 which decreased total open position to 502
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 24.52, the open interest changed by -46 which decreased total open position to 513
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 0.8, which was -1.60 lower than the previous day. The implied volatity was 28.10, the open interest changed by -43 which decreased total open position to 560
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 25.30, the open interest changed by -197 which decreased total open position to 609
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 3.2, which was -20.00 lower than the previous day. The implied volatity was 32.49, the open interest changed by 671 which increased total open position to 797
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 23.2, which was -31.80 lower than the previous day. The implied volatity was 45.46, the open interest changed by 103 which increased total open position to 121
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 55, which was 10.50 higher than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 23
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 44.5, which was 2.70 higher than the previous day. The implied volatity was 18.20, the open interest changed by 1 which increased total open position to 22
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 41.8, which was -16.20 lower than the previous day. The implied volatity was 33.63, the open interest changed by 14 which increased total open position to 20
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 58, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 50, 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 50, which was 5.00 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 45, which was -78.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AARTIIND was trading at 510.60. The strike last trading price was 123.45, 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 25 Oct AARTIIND was trading at 488.60. The strike last trading price was 123.45, 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 24 Oct AARTIIND was trading at 504.85. The strike last trading price was 123.45, 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 23 Oct AARTIIND was trading at 492.95. The strike last trading price was 123.45, 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 22 Oct AARTIIND was trading at 488.45. The strike last trading price was 123.45, 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 21 Oct AARTIIND was trading at 510.25. The strike last trading price was 123.45, 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 123.45, 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 123.45, 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 14 Oct AARTIIND was trading at 533.30. The strike last trading price was 123.45, 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 10 Oct AARTIIND was trading at 526.95. The strike last trading price was 123.45, 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 9 Oct AARTIIND was trading at 530.10. The strike last trading price was 123.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.13
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 425.60 | 45.25 | 15.00 | 60.16 | 9 | -8 | 262 |
| 20 Nov | 434.90 | 30.25 | 0.00 | - | 2 | -2 | 271 |
| 19 Nov | 434.90 | 30.25 | -4.75 | - | 2 | -1 | 271 |
| 18 Nov | 431.25 | 35 | 4.00 | - | 18 | -7 | 282 |
| 14 Nov | 438.25 | 31 | 0.00 | 33.57 | 4 | -3 | 290 |
| 13 Nov | 428.65 | 31 | 5.90 | - | 38 | -35 | 296 |
| 12 Nov | 445.25 | 25.1 | -6.40 | 28.17 | 42 | -41 | 335 |
| 11 Nov | 439.75 | 31.5 | 13.65 | 31.46 | 1,270 | 87 | 626 |
| 8 Nov | 474.40 | 17.85 | 12.65 | 47.34 | 2,578 | 375 | 537 |
| 7 Nov | 515.05 | 5.2 | 1.30 | 44.65 | 105 | -5 | 163 |
| 6 Nov | 521.45 | 3.9 | -2.20 | 42.64 | 61 | -2 | 167 |
| 5 Nov | 510.80 | 6.1 | -1.45 | 43.56 | 87 | 23 | 169 |
| 4 Nov | 505.05 | 7.55 | 1.35 | 42.84 | 177 | 24 | 146 |
| 1 Nov | 525.75 | 6.2 | -0.70 | 47.59 | 26 | 2 | 121 |
| 31 Oct | 510.90 | 6.9 | 1.55 | - | 112 | 38 | 119 |
| 30 Oct | 512.55 | 5.35 | 0.70 | - | 100 | 21 | 79 |
| 29 Oct | 514.85 | 4.65 | -0.35 | - | 73 | 46 | 58 |
| 28 Oct | 510.60 | 5 | 0.00 | - | 13 | 0 | 12 |
| 25 Oct | 488.60 | 5 | 0.00 | - | 13 | 0 | 12 |
| 24 Oct | 504.85 | 5 | 0.00 | - | 13 | 0 | 12 |
| 23 Oct | 492.95 | 5 | 0.00 | - | 13 | 0 | 12 |
| 22 Oct | 488.45 | 5 | 0.00 | - | 13 | 0 | 12 |
| 21 Oct | 510.25 | 5 | 0.00 | - | 13 | 0 | 12 |
| 18 Oct | 524.25 | 5 | 1.85 | - | 13 | 10 | 13 |
| 15 Oct | 539.00 | 3.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 533.30 | 3.15 | -1.85 | - | 5 | 0 | 3 |
| 10 Oct | 526.95 | 5 | 0.00 | - | 1 | 0 | 2 |
| 9 Oct | 530.10 | 5 | - | 2 | 1 | 1 | |
For Aarti Industries Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -0.87
Historical price for 470 PE is as follows
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 45.25, which was 15.00 higher than the previous day. The implied volatity was 60.16, the open interest changed by -8 which decreased total open position to 262
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 30.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 271
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 30.25, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 271
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 35, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 282
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 33.57, the open interest changed by -3 which decreased total open position to 290
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 31, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 296
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 25.1, which was -6.40 lower than the previous day. The implied volatity was 28.17, the open interest changed by -41 which decreased total open position to 335
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 31.5, which was 13.65 higher than the previous day. The implied volatity was 31.46, the open interest changed by 87 which increased total open position to 626
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 17.85, which was 12.65 higher than the previous day. The implied volatity was 47.34, the open interest changed by 375 which increased total open position to 537
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 5.2, which was 1.30 higher than the previous day. The implied volatity was 44.65, the open interest changed by -5 which decreased total open position to 163
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 3.9, which was -2.20 lower than the previous day. The implied volatity was 42.64, the open interest changed by -2 which decreased total open position to 167
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 6.1, which was -1.45 lower than the previous day. The implied volatity was 43.56, the open interest changed by 23 which increased total open position to 169
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 7.55, which was 1.35 higher than the previous day. The implied volatity was 42.84, the open interest changed by 24 which increased total open position to 146
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 6.2, which was -0.70 lower than the previous day. The implied volatity was 47.59, the open interest changed by 2 which increased total open position to 121
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 6.9, 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 5.35, which was 0.70 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 4.65, 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 28 Oct AARTIIND was trading at 510.60. The strike last trading price was 5, 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 25 Oct AARTIIND was trading at 488.60. The strike last trading price was 5, 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 24 Oct AARTIIND was trading at 504.85. The strike last trading price was 5, 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 23 Oct AARTIIND was trading at 492.95. The strike last trading price was 5, 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 22 Oct AARTIIND was trading at 488.45. The strike last trading price was 5, 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 21 Oct AARTIIND was trading at 510.25. The strike last trading price was 5, 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 5, which was 1.85 higher 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 3.15, 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 14 Oct AARTIIND was trading at 533.30. The strike last trading price was 3.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AARTIIND was trading at 526.95. The strike last trading price was 5, 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 9 Oct AARTIIND was trading at 530.10. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
