AARTIIND
Aarti Industries Ltd
Historical option data for AARTIIND
14 Nov 2024 04:12 PM IST
| AARTIIND 28NOV2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 438.25 | 0.3 | -0.20 | 41.12 | 24 | -23 | 943 | |||
| 13 Nov | 428.65 | 0.5 | -0.20 | 47.93 | 79 | -78 | 967 | |||
| 12 Nov | 445.25 | 0.7 | -0.30 | 41.11 | 61 | -60 | 1,085 | |||
| 11 Nov | 439.75 | 1 | -4.20 | 46.30 | 2,263 | 44 | 1,145 | |||
| 8 Nov | 474.40 | 5.2 | -12.00 | 42.87 | 5,030 | 461 | 1,095 | |||
| 7 Nov | 515.05 | 17.2 | -3.10 | 36.85 | 663 | 58 | 641 | |||
| 6 Nov | 521.45 | 20.3 | 4.25 | 35.20 | 817 | -15 | 585 | |||
| 5 Nov | 510.80 | 16.05 | 0.80 | 36.18 | 676 | 52 | 600 | |||
| 4 Nov | 505.05 | 15.25 | -8.45 | 39.72 | 1,040 | 143 | 549 | |||
| 1 Nov | 525.75 | 23.7 | 5.15 | 33.69 | 547 | 0 | 407 | |||
| 31 Oct | 510.90 | 18.55 | 0.55 | - | 670 | 282 | 407 | |||
| 30 Oct | 512.55 | 18 | -0.25 | - | 217 | 34 | 125 | |||
| 29 Oct | 514.85 | 18.25 | 6.25 | - | 240 | 55 | 91 | |||
| 28 Oct | 510.60 | 12 | 0.00 | - | 2 | 36 | 36 | |||
| 25 Oct | 488.60 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 504.85 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 492.95 | 12 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 488.45 | 12 | 0.00 | - | 0 | -1 | 0 | |||
| 21 Oct | 510.25 | 12 | -12.30 | - | 1 | 0 | 37 | |||
| 18 Oct | 524.25 | 24.3 | -0.70 | - | 41 | 19 | 36 | |||
| 17 Oct | 520.85 | 25 | -10.90 | - | 21 | 9 | 15 | |||
| 16 Oct | 534.15 | 35.9 | -2.35 | - | 1 | 0 | 6 | |||
| 15 Oct | 539.00 | 38.25 | 8.40 | - | 1 | 0 | 6 | |||
| 14 Oct | 533.30 | 29.85 | 0.00 | - | 0 | 6 | 0 | |||
| 11 Oct | 529.20 | 29.85 | -100.95 | - | 8 | 6 | 6 | |||
| 10 Oct | 526.95 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 530.10 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 537.85 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 530.95 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 551.15 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 562.65 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 587.00 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 582.95 | 130.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 583.40 | 130.8 | 130.80 | - | 0 | 0 | 0 | |||
| 25 Sept | 586.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 588.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 570.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 591.05 | 0 | - | 0 | 0 | 0 | ||||
For Aarti Industries Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 CE is 0.02
Historical price for 520 CE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 41.12, the open interest changed by -23 which decreased total open position to 943
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 47.93, the open interest changed by -78 which decreased total open position to 967
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 41.11, the open interest changed by -60 which decreased total open position to 1085
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 1, which was -4.20 lower than the previous day. The implied volatity was 46.30, the open interest changed by 44 which increased total open position to 1145
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 5.2, which was -12.00 lower than the previous day. The implied volatity was 42.87, the open interest changed by 461 which increased total open position to 1095
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 17.2, which was -3.10 lower than the previous day. The implied volatity was 36.85, the open interest changed by 58 which increased total open position to 641
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 20.3, which was 4.25 higher than the previous day. The implied volatity was 35.20, the open interest changed by -15 which decreased total open position to 585
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 16.05, which was 0.80 higher than the previous day. The implied volatity was 36.18, the open interest changed by 52 which increased total open position to 600
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 15.25, which was -8.45 lower than the previous day. The implied volatity was 39.72, the open interest changed by 143 which increased total open position to 549
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 23.7, which was 5.15 higher than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 407
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 18.55, which was 0.55 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 18, which was -0.25 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 18.25, which was 6.25 higher 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 12, 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 12, 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 12, 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 12, 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 12, 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 12, which was -12.30 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 24.3, which was -0.70 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 25, which was -10.90 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 35.9, which was -2.35 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 38.25, which was 8.40 higher 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 29.85, 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 29.85, which was -100.95 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 Sept AARTIIND was trading at 582.95. The strike last trading price was 130.8, 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 27 Sept AARTIIND was trading at 583.40. The strike last trading price was 130.8, which was 130.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept AARTIIND was trading at 586.95. The strike last trading price was 0, 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 Sept AARTIIND was trading at 588.60. The strike last trading price was 0, 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 Sept AARTIIND was trading at 570.65. The strike last trading price was 0, 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 Sept AARTIIND was trading at 591.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AARTIIND 28NOV2024 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.14
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 438.25 | 80 | -0.15 | 58.85 | 14 | -12 | 479 |
| 13 Nov | 428.65 | 80.15 | 1.15 | - | 6 | -5 | 492 |
| 12 Nov | 445.25 | 79 | 0.00 | 0.00 | 0 | -22 | 0 |
| 11 Nov | 439.75 | 79 | 29.80 | 42.80 | 192 | -21 | 498 |
| 8 Nov | 474.40 | 49.2 | 28.30 | 44.26 | 1,371 | 11 | 520 |
| 7 Nov | 515.05 | 20.9 | 3.90 | 40.27 | 192 | 51 | 508 |
| 6 Nov | 521.45 | 17 | -5.55 | 37.82 | 234 | 37 | 458 |
| 5 Nov | 510.80 | 22.55 | -5.45 | 38.36 | 119 | 20 | 422 |
| 4 Nov | 505.05 | 28 | 7.50 | 41.02 | 294 | 25 | 401 |
| 1 Nov | 525.75 | 20.5 | -3.25 | 43.79 | 87 | 9 | 376 |
| 31 Oct | 510.90 | 23.75 | 2.70 | - | 191 | 91 | 365 |
| 30 Oct | 512.55 | 21.05 | 1.70 | - | 145 | 27 | 271 |
| 29 Oct | 514.85 | 19.35 | -18.65 | - | 243 | 158 | 244 |
| 28 Oct | 510.60 | 38 | 6.00 | - | 1 | 87 | 87 |
| 25 Oct | 488.60 | 32 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 504.85 | 32 | 0.00 | - | 0 | -6 | 0 |
| 23 Oct | 492.95 | 32 | 2.00 | - | 6 | -5 | 88 |
| 22 Oct | 488.45 | 30 | 14.65 | - | 1 | 0 | 94 |
| 21 Oct | 510.25 | 15.35 | 0.00 | - | 0 | 28 | 0 |
| 18 Oct | 524.25 | 15.35 | -4.15 | - | 44 | 27 | 93 |
| 17 Oct | 520.85 | 19.5 | 6.75 | - | 12 | 5 | 65 |
| 16 Oct | 534.15 | 12.75 | 0.80 | - | 19 | 10 | 60 |
| 15 Oct | 539.00 | 11.95 | -3.00 | - | 4 | 0 | 50 |
| 14 Oct | 533.30 | 14.95 | -0.05 | - | 5 | -1 | 49 |
| 11 Oct | 529.20 | 15 | 1.70 | - | 11 | 1 | 50 |
| 10 Oct | 526.95 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 530.10 | 13.3 | 0.00 | - | 0 | -1 | 0 |
| 8 Oct | 537.85 | 13.3 | -3.35 | - | 2 | 0 | 50 |
| 7 Oct | 530.95 | 16.65 | 6.25 | - | 14 | 9 | 49 |
| 4 Oct | 551.15 | 10.4 | 1.90 | - | 8 | 5 | 40 |
| 3 Oct | 562.65 | 8.5 | 4.40 | - | 279 | 17 | 34 |
| 1 Oct | 587.00 | 4.1 | 0.40 | - | 830 | 5 | 17 |
| 30 Sept | 582.95 | 3.7 | -1.25 | - | 33 | 0 | 11 |
| 27 Sept | 583.40 | 4.95 | -1.05 | - | 33 | -6 | 11 |
| 25 Sept | 586.95 | 6 | -6.00 | - | 1 | 0 | 16 |
| 24 Sept | 588.60 | 12 | 2.00 | - | 1 | 0 | 17 |
| 11 Sept | 570.65 | 10 | 3.10 | - | 11 | 9 | 15 |
| 9 Sept | 591.05 | 6.9 | - | 6 | 5 | 5 | |
For Aarti Industries Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.91
Historical price for 520 PE is as follows
On 14 Nov AARTIIND was trading at 438.25. The strike last trading price was 80, which was -0.15 lower than the previous day. The implied volatity was 58.85, the open interest changed by -12 which decreased total open position to 479
On 13 Nov AARTIIND was trading at 428.65. The strike last trading price was 80.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 492
On 12 Nov AARTIIND was trading at 445.25. The strike last trading price was 79, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -22 which decreased total open position to 0
On 11 Nov AARTIIND was trading at 439.75. The strike last trading price was 79, which was 29.80 higher than the previous day. The implied volatity was 42.80, the open interest changed by -21 which decreased total open position to 498
On 8 Nov AARTIIND was trading at 474.40. The strike last trading price was 49.2, which was 28.30 higher than the previous day. The implied volatity was 44.26, the open interest changed by 11 which increased total open position to 520
On 7 Nov AARTIIND was trading at 515.05. The strike last trading price was 20.9, which was 3.90 higher than the previous day. The implied volatity was 40.27, the open interest changed by 51 which increased total open position to 508
On 6 Nov AARTIIND was trading at 521.45. The strike last trading price was 17, which was -5.55 lower than the previous day. The implied volatity was 37.82, the open interest changed by 37 which increased total open position to 458
On 5 Nov AARTIIND was trading at 510.80. The strike last trading price was 22.55, which was -5.45 lower than the previous day. The implied volatity was 38.36, the open interest changed by 20 which increased total open position to 422
On 4 Nov AARTIIND was trading at 505.05. The strike last trading price was 28, which was 7.50 higher than the previous day. The implied volatity was 41.02, the open interest changed by 25 which increased total open position to 401
On 1 Nov AARTIIND was trading at 525.75. The strike last trading price was 20.5, which was -3.25 lower than the previous day. The implied volatity was 43.79, the open interest changed by 9 which increased total open position to 376
On 31 Oct AARTIIND was trading at 510.90. The strike last trading price was 23.75, 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 30 Oct AARTIIND was trading at 512.55. The strike last trading price was 21.05, which was 1.70 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 19.35, which was -18.65 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 38, which was 6.00 higher 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 32, 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 32, 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 32, which was 2.00 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 30, which was 14.65 higher 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 15.35, 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 15.35, which was -4.15 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 19.5, which was 6.75 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 12.75, which was 0.80 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 11.95, 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 14 Oct AARTIIND was trading at 533.30. The strike last trading price was 14.95, 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 11 Oct AARTIIND was trading at 529.20. The strike last trading price was 15, which was 1.70 higher 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 13.3, 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 13.3, 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 13.3, which was -3.35 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 16.65, which was 6.25 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 10.4, which was 1.90 higher 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 8.5, which was 4.40 higher 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 4.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AARTIIND was trading at 582.95. The strike last trading price was 3.7, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept AARTIIND was trading at 583.40. The strike last trading price was 4.95, 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 25 Sept AARTIIND was trading at 586.95. The strike last trading price was 6, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept AARTIIND was trading at 588.60. The strike last trading price was 12, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept AARTIIND was trading at 570.65. The strike last trading price was 10, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept AARTIIND was trading at 591.05. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
