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[--[65.84.65.76]--]
ATUL
Atul Ltd

6916.1 111.00 (1.63%)

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Historical option data for ATUL

07 Jan 2025 01:42 PM IST
ATUL 30JAN2025 7000 CE
Delta: 0.49
Vega: 6.94
Theta: -5.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 6919.50 208.5 46.50 32.27 122 6 223
6 Jan 6805.10 162 -12.00 31.43 471 54 218
3 Jan 6878.20 174 -40.90 26.85 97 20 161
2 Jan 6983.25 214.9 7.95 24.99 195 6 141
1 Jan 6909.70 206.95 -11.50 29.06 280 63 141
31 Dec 6959.95 218.45 43.20 27.04 374 40 77
30 Dec 6852.05 175.25 -118.20 27.15 56 27 32
27 Dec 7065.10 293.45 13.60 27.19 1 0 5
26 Dec 7097.35 279.85 -53.15 21.30 5 3 4
24 Dec 7089.90 333 -764.00 26.73 1 0 0
23 Dec 7032.75 1097 0.00 - 0 0 0
20 Dec 7023.15 1097 0.00 - 0 0 0
18 Dec 7399.95 1097 0.00 - 0 0 0
17 Dec 7333.25 1097 0.00 - 0 0 0
16 Dec 7338.00 1097 0.00 - 0 0 0
12 Dec 7261.10 1097 0.00 - 0 0 0
11 Dec 7486.25 1097 0.00 - 0 0 0
10 Dec 7497.90 1097 0.00 - 0 0 0
9 Dec 7285.10 1097 0.00 - 0 0 0
6 Dec 7360.20 1097 0.00 - 0 0 0
5 Dec 7379.40 1097 0.00 - 0 0 0
4 Dec 7385.80 1097 0.00 - 0 0 0
3 Dec 7396.45 1097 0.00 - 0 0 0
29 Nov 7295.80 1097 1097.00 - 0 0 0
28 Nov 7224.45 0 0.00 - 0 0 0
27 Nov 7361.30 0 0.00 - 0 0 0
26 Nov 7387.30 0 0.00 - 0 0 0
25 Nov 7472.90 0 0.00 - 0 0 0
22 Nov 7261.60 0 0.00 - 0 0 0
21 Nov 7241.95 0 0.00 - 0 0 0
20 Nov 7283.85 0 0.00 - 0 0 0
19 Nov 7283.85 0 0.00 - 0 0 0
18 Nov 7175.10 0 0.00 - 0 0 0
14 Nov 7303.20 0 0.00 - 0 0 0
13 Nov 7225.50 0 0.00 - 0 0 0
12 Nov 7423.25 0 0.00 - 0 0 0
11 Nov 7494.85 0 0.00 - 0 0 0
8 Nov 7885.50 0 0.00 - 0 0 0
6 Nov 7986.35 0 0.00 - 0 0 0
5 Nov 7859.65 0 0.00 - 0 0 0
4 Nov 7783.45 0 - 0 0 0


For Atul Ltd - strike price 7000 expiring on 30JAN2025

Delta for 7000 CE is 0.49

Historical price for 7000 CE is as follows

On 7 Jan ATUL was trading at 6919.50. The strike last trading price was 208.5, which was 46.50 higher than the previous day. The implied volatity was 32.27, the open interest changed by 6 which increased total open position to 223


On 6 Jan ATUL was trading at 6805.10. The strike last trading price was 162, which was -12.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 54 which increased total open position to 218


On 3 Jan ATUL was trading at 6878.20. The strike last trading price was 174, which was -40.90 lower than the previous day. The implied volatity was 26.85, the open interest changed by 20 which increased total open position to 161


On 2 Jan ATUL was trading at 6983.25. The strike last trading price was 214.9, which was 7.95 higher than the previous day. The implied volatity was 24.99, the open interest changed by 6 which increased total open position to 141


On 1 Jan ATUL was trading at 6909.70. The strike last trading price was 206.95, which was -11.50 lower than the previous day. The implied volatity was 29.06, the open interest changed by 63 which increased total open position to 141


On 31 Dec ATUL was trading at 6959.95. The strike last trading price was 218.45, which was 43.20 higher than the previous day. The implied volatity was 27.04, the open interest changed by 40 which increased total open position to 77


On 30 Dec ATUL was trading at 6852.05. The strike last trading price was 175.25, which was -118.20 lower than the previous day. The implied volatity was 27.15, the open interest changed by 27 which increased total open position to 32


On 27 Dec ATUL was trading at 7065.10. The strike last trading price was 293.45, which was 13.60 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 5


On 26 Dec ATUL was trading at 7097.35. The strike last trading price was 279.85, which was -53.15 lower than the previous day. The implied volatity was 21.30, the open interest changed by 3 which increased total open position to 4


On 24 Dec ATUL was trading at 7089.90. The strike last trading price was 333, which was -764.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 0


On 23 Dec ATUL was trading at 7032.75. The strike last trading price was 1097, 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 20 Dec ATUL was trading at 7023.15. The strike last trading price was 1097, 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 18 Dec ATUL was trading at 7399.95. The strike last trading price was 1097, 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 17 Dec ATUL was trading at 7333.25. The strike last trading price was 1097, 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 16 Dec ATUL was trading at 7338.00. The strike last trading price was 1097, 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 12 Dec ATUL was trading at 7261.10. The strike last trading price was 1097, 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 11 Dec ATUL was trading at 7486.25. The strike last trading price was 1097, 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 10 Dec ATUL was trading at 7497.90. The strike last trading price was 1097, 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 9 Dec ATUL was trading at 7285.10. The strike last trading price was 1097, 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 6 Dec ATUL was trading at 7360.20. The strike last trading price was 1097, 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 Dec ATUL was trading at 7379.40. The strike last trading price was 1097, 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 4 Dec ATUL was trading at 7385.80. The strike last trading price was 1097, 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 3 Dec ATUL was trading at 7396.45. The strike last trading price was 1097, 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 29 Nov ATUL was trading at 7295.80. The strike last trading price was 1097, which was 1097.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ATUL was trading at 7224.45. 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 0 which decreased total open position to 0


On 27 Nov ATUL was trading at 7361.30. 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 0 which decreased total open position to 0


On 26 Nov ATUL was trading at 7387.30. 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 0 which decreased total open position to 0


On 25 Nov ATUL was trading at 7472.90. 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 0 which decreased total open position to 0


On 22 Nov ATUL was trading at 7261.60. 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 0 which decreased total open position to 0


On 21 Nov ATUL was trading at 7241.95. 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 0 which decreased total open position to 0


On 20 Nov ATUL was trading at 7283.85. 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 0 which decreased total open position to 0


On 19 Nov ATUL was trading at 7283.85. 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 0 which decreased total open position to 0


On 18 Nov ATUL was trading at 7175.10. 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 0 which decreased total open position to 0


On 14 Nov ATUL was trading at 7303.20. 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 0 which decreased total open position to 0


On 13 Nov ATUL was trading at 7225.50. 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 0 which decreased total open position to 0


On 12 Nov ATUL was trading at 7423.25. 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 0 which decreased total open position to 0


On 11 Nov ATUL was trading at 7494.85. 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 0 which decreased total open position to 0


On 8 Nov ATUL was trading at 7885.50. 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 0 which decreased total open position to 0


On 6 Nov ATUL was trading at 7986.35. 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 0 which decreased total open position to 0


On 5 Nov ATUL was trading at 7859.65. 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 0 which decreased total open position to 0


On 4 Nov ATUL was trading at 7783.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ATUL 30JAN2025 7000 PE
Delta: -0.50
Vega: 6.94
Theta: -4.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 6919.50 265 -71.20 35.67 2 0 133
6 Jan 6805.10 336.2 64.60 37.69 24 -5 134
3 Jan 6878.20 271.6 61.60 32.20 35 7 139
2 Jan 6983.25 210 -40.05 30.02 73 -12 131
1 Jan 6909.70 250.05 20.05 29.51 118 60 141
31 Dec 6959.95 230 -22.00 29.42 46 11 82
30 Dec 6852.05 252 83.00 25.38 85 15 71
27 Dec 7065.10 169 -29.80 26.06 51 14 57
26 Dec 7097.35 198.8 3.25 31.64 51 18 42
24 Dec 7089.90 195.55 -19.45 30.59 21 13 26
23 Dec 7032.75 215 49.00 30.23 4 3 12
20 Dec 7023.15 166 67.00 21.78 4 0 9
18 Dec 7399.95 99 0.00 0.00 0 2 0
17 Dec 7333.25 99 -50.50 26.63 2 0 7
16 Dec 7338.00 149.5 0.00 0.00 0 0 0
12 Dec 7261.10 149.5 89.50 28.56 7 3 7
11 Dec 7486.25 60 -42.85 23.10 2 0 2
10 Dec 7497.90 102.85 -15.15 29.78 2 1 2
9 Dec 7285.10 118 -11.20 25.37 1 0 0
6 Dec 7360.20 129.2 0.00 4.11 0 0 0
5 Dec 7379.40 129.2 0.00 4.39 0 0 0
4 Dec 7385.80 129.2 0.00 4.38 0 0 0
3 Dec 7396.45 129.2 0.00 4.37 0 0 0
29 Nov 7295.80 129.2 0.00 3.63 0 0 0
28 Nov 7224.45 129.2 0.00 3.13 0 0 0
27 Nov 7361.30 129.2 0.00 4.22 0 0 0
26 Nov 7387.30 129.2 0.00 4.48 0 0 0
25 Nov 7472.90 129.2 0.00 4.75 0 0 0
22 Nov 7261.60 129.2 0.00 3.13 0 0 0
21 Nov 7241.95 129.2 0.00 2.84 0 0 0
20 Nov 7283.85 129.2 0.00 3.46 0 0 0
19 Nov 7283.85 129.2 0.00 3.46 0 0 0
18 Nov 7175.10 129.2 0.00 2.36 0 0 0
14 Nov 7303.20 129.2 0.00 3.26 0 0 0
13 Nov 7225.50 129.2 0.00 2.93 0 0 0
12 Nov 7423.25 129.2 129.20 4.59 0 0 0
11 Nov 7494.85 0 0.00 4.77 0 0 0
8 Nov 7885.50 0 0.00 7.10 0 0 0
6 Nov 7986.35 0 0.00 7.57 0 0 0
5 Nov 7859.65 0 0.00 7.01 0 0 0
4 Nov 7783.45 0 6.43 0 0 0


For Atul Ltd - strike price 7000 expiring on 30JAN2025

Delta for 7000 PE is -0.50

Historical price for 7000 PE is as follows

On 7 Jan ATUL was trading at 6919.50. The strike last trading price was 265, which was -71.20 lower than the previous day. The implied volatity was 35.67, the open interest changed by 0 which decreased total open position to 133


On 6 Jan ATUL was trading at 6805.10. The strike last trading price was 336.2, which was 64.60 higher than the previous day. The implied volatity was 37.69, the open interest changed by -5 which decreased total open position to 134


On 3 Jan ATUL was trading at 6878.20. The strike last trading price was 271.6, which was 61.60 higher than the previous day. The implied volatity was 32.20, the open interest changed by 7 which increased total open position to 139


On 2 Jan ATUL was trading at 6983.25. The strike last trading price was 210, which was -40.05 lower than the previous day. The implied volatity was 30.02, the open interest changed by -12 which decreased total open position to 131


On 1 Jan ATUL was trading at 6909.70. The strike last trading price was 250.05, which was 20.05 higher than the previous day. The implied volatity was 29.51, the open interest changed by 60 which increased total open position to 141


On 31 Dec ATUL was trading at 6959.95. The strike last trading price was 230, which was -22.00 lower than the previous day. The implied volatity was 29.42, the open interest changed by 11 which increased total open position to 82


On 30 Dec ATUL was trading at 6852.05. The strike last trading price was 252, which was 83.00 higher than the previous day. The implied volatity was 25.38, the open interest changed by 15 which increased total open position to 71


On 27 Dec ATUL was trading at 7065.10. The strike last trading price was 169, which was -29.80 lower than the previous day. The implied volatity was 26.06, the open interest changed by 14 which increased total open position to 57


On 26 Dec ATUL was trading at 7097.35. The strike last trading price was 198.8, which was 3.25 higher than the previous day. The implied volatity was 31.64, the open interest changed by 18 which increased total open position to 42


On 24 Dec ATUL was trading at 7089.90. The strike last trading price was 195.55, which was -19.45 lower than the previous day. The implied volatity was 30.59, the open interest changed by 13 which increased total open position to 26


On 23 Dec ATUL was trading at 7032.75. The strike last trading price was 215, which was 49.00 higher than the previous day. The implied volatity was 30.23, the open interest changed by 3 which increased total open position to 12


On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 166, which was 67.00 higher than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 9


On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 99, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 99, which was -50.50 lower than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 7


On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 149.5, 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 12 Dec ATUL was trading at 7261.10. The strike last trading price was 149.5, which was 89.50 higher than the previous day. The implied volatity was 28.56, the open interest changed by 3 which increased total open position to 7


On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 60, which was -42.85 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 102.85, which was -15.15 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 2


On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 118, which was -11.20 lower than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 0


On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ATUL was trading at 7387.30. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ATUL was trading at 7472.90. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0


On 22 Nov ATUL was trading at 7261.60. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ATUL was trading at 7241.95. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ATUL was trading at 7283.85. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ATUL was trading at 7283.85. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ATUL was trading at 7175.10. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ATUL was trading at 7303.20. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ATUL was trading at 7225.50. The strike last trading price was 129.2, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ATUL was trading at 7423.25. The strike last trading price was 129.2, which was 129.20 higher than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ATUL was trading at 7494.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ATUL was trading at 7885.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ATUL was trading at 7986.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ATUL was trading at 7859.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ATUL was trading at 7783.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0