AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
03 Dec 2024 04:12 PM IST
| AARTIIND 26DEC2024 470 CE | ||||||||||
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Delta: 0.25
Vega: 0.36
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 445.10 | 4.65 | -0.65 | 28.30 | 426 | 80 | 329 | |||
| 2 Dec | 443.95 | 5.3 | -0.90 | 29.73 | 294 | 21 | 250 | |||
| 29 Nov | 448.30 | 6.2 | -2.50 | 27.88 | 343 | 51 | 229 | |||
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| 28 Nov | 448.35 | 8.7 | -2.30 | 31.10 | 418 | 56 | 183 | |||
| 27 Nov | 452.75 | 11 | -50.65 | 32.34 | 299 | 116 | 116 | |||
| 26 Nov | 451.35 | 61.65 | 0.00 | 3.47 | 0 | 0 | 0 | |||
| 25 Nov | 437.90 | 61.65 | 0.00 | 6.27 | 0 | 0 | 0 | |||
| 22 Nov | 430.85 | 61.65 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 21 Nov | 425.60 | 61.65 | 0.00 | 8.27 | 0 | 0 | 0 | |||
| 20 Nov | 434.90 | 61.65 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 19 Nov | 434.90 | 61.65 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 18 Nov | 431.25 | 61.65 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 14 Nov | 438.25 | 61.65 | 0.00 | 5.44 | 0 | 0 | 0 | |||
| 13 Nov | 428.65 | 61.65 | 0.00 | 6.93 | 0 | 0 | 0 | |||
| 12 Nov | 445.25 | 61.65 | 0.00 | 3.73 | 0 | 0 | 0 | |||
| 11 Nov | 439.75 | 61.65 | 0.00 | 4.71 | 0 | 0 | 0 | |||
| 8 Nov | 474.40 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 515.05 | 61.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 510.80 | 61.65 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.25
Historical price for 470 CE is as follows
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 4.65, which was -0.65 lower than the previous day. The implied volatity was 28.30, the open interest changed by 80 which increased total open position to 329
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 5.3, which was -0.90 lower than the previous day. The implied volatity was 29.73, the open interest changed by 21 which increased total open position to 250
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 6.2, which was -2.50 lower than the previous day. The implied volatity was 27.88, the open interest changed by 51 which increased total open position to 229
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 8.7, which was -2.30 lower than the previous day. The implied volatity was 31.10, the open interest changed by 56 which increased total open position to 183
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 11, which was -50.65 lower than the previous day. The implied volatity was 32.34, the open interest changed by 116 which increased total open position to 116
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 61.65, which was 0.00 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 61.65, which was 0.00 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 61.65, 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 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 61.65, 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 61.65, 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 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.37
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 445.10 | 28 | 0.65 | 30.50 | 13 | 2 | 137 |
| 2 Dec | 443.95 | 27.35 | 3.10 | 27.36 | 8 | 3 | 134 |
| 29 Nov | 448.30 | 24.25 | -2.75 | 24.40 | 5 | 0 | 130 |
| 28 Nov | 448.35 | 27 | 2.25 | 34.09 | 121 | 72 | 131 |
| 27 Nov | 452.75 | 24.75 | -12.75 | 33.80 | 101 | 54 | 59 |
| 26 Nov | 451.35 | 37.5 | 0.00 | 0.00 | 0 | 0 | 5 |
| 25 Nov | 437.90 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 22 Nov | 430.85 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 21 Nov | 425.60 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 20 Nov | 434.90 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 19 Nov | 434.90 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 18 Nov | 431.25 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 14 Nov | 438.25 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 13 Nov | 428.65 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 12 Nov | 445.25 | 37.5 | 0.00 | 0.00 | 3 | 0 | 5 |
| 11 Nov | 439.75 | 37.5 | 15.50 | 36.89 | 3 | 1 | 4 |
| 8 Nov | 474.40 | 22 | 6.50 | 39.24 | 4 | 2 | 2 |
| 7 Nov | 515.05 | 15.5 | 0.00 | 8.15 | 0 | 0 | 0 |
| 5 Nov | 510.80 | 15.5 | 7.56 | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.73
Historical price for 470 PE is as follows
On 3 Dec AARTIIND was trading at 445.10. The strike last trading price was 28, which was 0.65 higher than the previous day. The implied volatity was 30.50, the open interest changed by 2 which increased total open position to 137
On 2 Dec AARTIIND was trading at 443.95. The strike last trading price was 27.35, which was 3.10 higher than the previous day. The implied volatity was 27.36, the open interest changed by 3 which increased total open position to 134
On 29 Nov AARTIIND was trading at 448.30. The strike last trading price was 24.25, which was -2.75 lower than the previous day. The implied volatity was 24.40, the open interest changed by 0 which decreased total open position to 130
On 28 Nov AARTIIND was trading at 448.35. The strike last trading price was 27, which was 2.25 higher than the previous day. The implied volatity was 34.09, the open interest changed by 72 which increased total open position to 131
On 27 Nov AARTIIND was trading at 452.75. The strike last trading price was 24.75, which was -12.75 lower than the previous day. The implied volatity was 33.80, the open interest changed by 54 which increased total open position to 59
On 26 Nov AARTIIND was trading at 451.35. The strike last trading price was 37.5, 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 5
On 25 Nov AARTIIND was trading at 437.90. The strike last trading price was 37.5, 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 5
On 22 Nov AARTIIND was trading at 430.85. The strike last trading price was 37.5, 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 5
On 21 Nov AARTIIND was trading at 425.60. The strike last trading price was 37.5, 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 5
On 20 Nov AARTIIND was trading at 434.90. The strike last trading price was 37.5, 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 5
On 19 Nov AARTIIND was trading at 434.90. The strike last trading price was 37.5, 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 5
On 18 Nov AARTIIND was trading at 431.25. The strike last trading price was 37.5, 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 5
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 37.5, 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 5
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 37.5, 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 5
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 37.5, 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 5
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 37.5, which was 15.50 higher than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 4
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 22, which was 6.50 higher than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 2
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 8.15, 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 15.5, which was lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
