AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
14 Nov 2024 04:12 PM IST
| AARTIIND 28NOV2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.08
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 438.25 | 0.55 | 0.20 | 36.38 | 34 | -33 | 1,502 | |||
| 13 Nov | 428.65 | 0.35 | -0.45 | 37.34 | 159 | -158 | 1,536 | |||
| 12 Nov | 445.25 | 0.8 | -0.50 | 32.73 | 267 | -266 | 1,779 | |||
| 11 Nov | 439.75 | 1.3 | -8.70 | 39.76 | 6,935 | 597 | 2,039 | |||
| 8 Nov | 474.40 | 10 | -19.20 | 43.27 | 5,396 | 1,128 | 1,377 | |||
| 7 Nov | 515.05 | 29.2 | -4.05 | 39.13 | 60 | 14 | 250 | |||
| 6 Nov | 521.45 | 33.25 | 6.15 | 37.05 | 200 | 3 | 234 | |||
| 5 Nov | 510.80 | 27.1 | 2.50 | 37.62 | 343 | -3 | 233 | |||
| 4 Nov | 505.05 | 24.6 | -11.55 | 40.00 | 588 | 136 | 235 | |||
| 1 Nov | 525.75 | 36.15 | 5.20 | 33.26 | 84 | 14 | 95 | |||
| 31 Oct | 510.90 | 30.95 | 1.10 | - | 127 | 27 | 79 | |||
| 30 Oct | 512.55 | 29.85 | -0.05 | - | 31 | 16 | 54 | |||
| 29 Oct | 514.85 | 29.9 | -4.10 | - | 69 | 28 | 38 | |||
| 28 Oct | 510.60 | 34 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 488.60 | 34 | 0.00 | - | 0 | 0 | 10 | |||
| 24 Oct | 504.85 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 492.95 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 488.45 | 34 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 510.25 | 34 | 0.00 | - | 0 | 7 | 0 | |||
| 18 Oct | 524.25 | 34 | -3.00 | - | 7 | 5 | 8 | |||
| 17 Oct | 520.85 | 37 | -109.70 | - | 5 | 3 | 3 | |||
| 16 Oct | 534.15 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 539.00 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 533.30 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 529.20 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 526.95 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 530.10 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 537.85 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 530.95 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 551.15 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 562.65 | 146.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 587.00 | 146.7 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 CE is 0.04
Historical price for 500 CE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 36.38, the open interest changed by -33 which decreased total open position to 1502
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 37.34, the open interest changed by -158 which decreased total open position to 1536
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 32.73, the open interest changed by -266 which decreased total open position to 1779
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 1.3, which was -8.70 lower than the previous day. The implied volatity was 39.76, the open interest changed by 597 which increased total open position to 2039
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 10, which was -19.20 lower than the previous day. The implied volatity was 43.27, the open interest changed by 1128 which increased total open position to 1377
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 29.2, which was -4.05 lower than the previous day. The implied volatity was 39.13, the open interest changed by 14 which increased total open position to 250
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 33.25, which was 6.15 higher than the previous day. The implied volatity was 37.05, the open interest changed by 3 which increased total open position to 234
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 27.1, which was 2.50 higher than the previous day. The implied volatity was 37.62, the open interest changed by -3 which decreased total open position to 233
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 24.6, which was -11.55 lower than the previous day. The implied volatity was 40.00, the open interest changed by 136 which increased total open position to 235
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 36.15, which was 5.20 higher than the previous day. The implied volatity was 33.26, the open interest changed by 14 which increased total open position to 95
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 30.95, which was 1.10 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 29.85, which was -0.05 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 29.9, which was -4.10 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, 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 34, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AARTIIND was trading at 520.85. The strike last trading price was 37, which was -109.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AARTIIND was trading at 534.15. The strike last trading price was 146.7, 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 146.7, 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 146.7, 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 11 Oct AARTIIND was trading at 529.20. The strike last trading price was 146.7, 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 146.7, 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 146.7, 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 8 Oct AARTIIND was trading at 537.85. The strike last trading price was 146.7, 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 7 Oct AARTIIND was trading at 530.95. The strike last trading price was 146.7, 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 4 Oct AARTIIND was trading at 551.15. The strike last trading price was 146.7, 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 3 Oct AARTIIND was trading at 562.65. The strike last trading price was 146.7, 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 1 Oct AARTIIND was trading at 587.00. The strike last trading price was 146.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.24
Theta: -0.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 438.25 | 64 | -6.00 | 68.71 | 19 | -18 | 897 |
| 13 Nov | 428.65 | 70 | 18.00 | 55.04 | 11 | -10 | 916 |
| 12 Nov | 445.25 | 52 | -7.80 | - | 20 | -19 | 941 |
| 11 Nov | 439.75 | 59.8 | 26.10 | 40.28 | 928 | -249 | 960 |
| 8 Nov | 474.40 | 33.7 | 20.70 | 43.35 | 4,344 | 43 | 1,221 |
| 7 Nov | 515.05 | 13 | 3.00 | 42.81 | 501 | 27 | 1,166 |
| 6 Nov | 521.45 | 10 | -3.85 | 39.92 | 862 | 249 | 1,137 |
| 5 Nov | 510.80 | 13.85 | -3.90 | 40.19 | 378 | 28 | 889 |
| 4 Nov | 505.05 | 17.75 | 4.50 | 41.84 | 1,120 | 58 | 861 |
| 1 Nov | 525.75 | 13.25 | -2.45 | 45.30 | 98 | 1 | 801 |
| 31 Oct | 510.90 | 15.7 | 2.20 | - | 556 | 197 | 799 |
| 30 Oct | 512.55 | 13.5 | 2.70 | - | 479 | 229 | 601 |
| 29 Oct | 514.85 | 10.8 | -7.20 | - | 242 | 45 | 376 |
| 28 Oct | 510.60 | 18 | 0.00 | - | 0 | -3 | 0 |
| 25 Oct | 488.60 | 18 | -6.40 | - | 3 | -2 | 332 |
| 24 Oct | 504.85 | 24.4 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 492.95 | 24.4 | 15.50 | - | 1 | 0 | 335 |
| 22 Oct | 488.45 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 510.25 | 8.9 | 0.00 | - | 0 | 117 | 0 |
| 18 Oct | 524.25 | 8.9 | -2.60 | - | 249 | 117 | 335 |
| 17 Oct | 520.85 | 11.5 | 4.15 | - | 219 | 125 | 180 |
| 16 Oct | 534.15 | 7.35 | 0.15 | - | 3 | -1 | 55 |
| 15 Oct | 539.00 | 7.2 | -0.90 | - | 6 | 1 | 56 |
| 14 Oct | 533.30 | 8.1 | -1.05 | - | 7 | -1 | 54 |
| 11 Oct | 529.20 | 9.15 | -0.85 | - | 24 | 10 | 56 |
| 10 Oct | 526.95 | 10 | 0.05 | - | 19 | 11 | 46 |
| 9 Oct | 530.10 | 9.95 | 2.40 | - | 17 | 4 | 24 |
| 8 Oct | 537.85 | 7.55 | -2.90 | - | 4 | 2 | 19 |
| 7 Oct | 530.95 | 10.45 | 1.40 | - | 19 | 16 | 16 |
| 4 Oct | 551.15 | 9.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 562.65 | 9.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 587.00 | 9.05 | - | 0 | 0 | 0 | |
For Aarti Industries Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 PE is -0.80
Historical price for 500 PE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 64, which was -6.00 lower than the previous day. The implied volatity was 68.71, the open interest changed by -18 which decreased total open position to 897
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 70, which was 18.00 higher than the previous day. The implied volatity was 55.04, the open interest changed by -10 which decreased total open position to 916
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 52, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 941
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 59.8, which was 26.10 higher than the previous day. The implied volatity was 40.28, the open interest changed by -249 which decreased total open position to 960
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 33.7, which was 20.70 higher than the previous day. The implied volatity was 43.35, the open interest changed by 43 which increased total open position to 1221
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 13, which was 3.00 higher than the previous day. The implied volatity was 42.81, the open interest changed by 27 which increased total open position to 1166
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 10, which was -3.85 lower than the previous day. The implied volatity was 39.92, the open interest changed by 249 which increased total open position to 1137
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 13.85, which was -3.90 lower than the previous day. The implied volatity was 40.19, the open interest changed by 28 which increased total open position to 889
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 17.75, which was 4.50 higher than the previous day. The implied volatity was 41.84, the open interest changed by 58 which increased total open position to 861
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 13.25, which was -2.45 lower than the previous day. The implied volatity was 45.30, the open interest changed by 1 which increased total open position to 801
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 15.7, which was 2.20 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 13.5, which was 2.70 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 10.8, which was -7.20 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 18, 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 18, which was -6.40 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 24.4, 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 24.4, which was 15.50 higher 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 8.9, 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 8.9, 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 8.9, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AARTIIND was trading at 520.85. The strike last trading price was 11.5, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AARTIIND was trading at 534.15. The strike last trading price was 7.35, 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 15 Oct AARTIIND was trading at 539.00. The strike last trading price was 7.2, which was -0.90 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 8.1, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AARTIIND was trading at 529.20. The strike last trading price was 9.15, which was -0.85 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 10, which was 0.05 higher 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 9.95, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AARTIIND was trading at 537.85. The strike last trading price was 7.55, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AARTIIND was trading at 530.95. The strike last trading price was 10.45, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AARTIIND was trading at 551.15. The strike last trading price was 9.05, 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 3 Oct AARTIIND was trading at 562.65. The strike last trading price was 9.05, 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 1 Oct AARTIIND was trading at 587.00. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
