ATUL
Atul Ltd
Historical option data for ATUL
21 Nov 2024 04:12 PM IST
| ATUL 28NOV2024 7000 CE | ||||||||||
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Delta: 0.72
Vega: 3.36
Theta: -11.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 7241.95 | 311.3 | -68.70 | 43.01 | 14 | 1 | 17 | |||
| 20 Nov | 7283.85 | 380 | 0.00 | 46.13 | 2 | -1 | 17 | |||
| 19 Nov | 7283.85 | 380 | 121.30 | 46.13 | 2 | 0 | 17 | |||
| 18 Nov | 7175.10 | 258.7 | -91.30 | 21.74 | 4 | 0 | 18 | |||
| 14 Nov | 7303.20 | 350 | -380.00 | 14.16 | 53 | 16 | 17 | |||
| 13 Nov | 7225.50 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 7423.25 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 7494.85 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 7885.50 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 8034.75 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7986.35 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 7859.65 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 7783.45 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 7851.95 | 730 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 7841.90 | 730 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7710.75 | 730 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7567.55 | 730 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 7640.10 | 730 | -365.25 | - | 1 | 0 | 0 | |||
| 25 Oct | 7404.55 | 1095.25 | - | 0 | 0 | 0 | ||||
For Atul Ltd - strike price 7000 expiring on 28NOV2024
Delta for 7000 CE is 0.72
Historical price for 7000 CE is as follows
On 21 Nov ATUL was trading at 7241.95. The strike last trading price was 311.3, which was -68.70 lower than the previous day. The implied volatity was 43.01, the open interest changed by 1 which increased total open position to 17
On 20 Nov ATUL was trading at 7283.85. The strike last trading price was 380, which was 0.00 lower than the previous day. The implied volatity was 46.13, the open interest changed by -1 which decreased total open position to 17
On 19 Nov ATUL was trading at 7283.85. The strike last trading price was 380, which was 121.30 higher than the previous day. The implied volatity was 46.13, the open interest changed by 0 which decreased total open position to 17
On 18 Nov ATUL was trading at 7175.10. The strike last trading price was 258.7, which was -91.30 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 18
On 14 Nov ATUL was trading at 7303.20. The strike last trading price was 350, which was -380.00 lower than the previous day. The implied volatity was 14.16, the open interest changed by 16 which increased total open position to 17
On 13 Nov ATUL was trading at 7225.50. The strike last trading price was 730, 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 Nov ATUL was trading at 7423.25. The strike last trading price was 730, 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 11 Nov ATUL was trading at 7494.85. The strike last trading price was 730, 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 8 Nov ATUL was trading at 7885.50. The strike last trading price was 730, 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 7 Nov ATUL was trading at 8034.75. The strike last trading price was 730, 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 6 Nov ATUL was trading at 7986.35. The strike last trading price was 730, 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 5 Nov ATUL was trading at 7859.65. The strike last trading price was 730, 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 4 Nov ATUL was trading at 7783.45. The strike last trading price was 730, 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 1 Nov ATUL was trading at 7851.95. The strike last trading price was 730, 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 31 Oct ATUL was trading at 7841.90. The strike last trading price was 730, 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 ATUL was trading at 7710.75. The strike last trading price was 730, 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 29 Oct ATUL was trading at 7567.55. The strike last trading price was 730, 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 28 Oct ATUL was trading at 7640.10. The strike last trading price was 730, which was -365.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ATUL was trading at 7404.55. The strike last trading price was 1095.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ATUL 28NOV2024 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 2.85
Theta: -5.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 7241.95 | 35.15 | 3.75 | 29.77 | 85 | 5 | 140 |
| 20 Nov | 7283.85 | 31.4 | 0.00 | 28.26 | 364 | -29 | 140 |
| 19 Nov | 7283.85 | 31.4 | -38.65 | 28.26 | 364 | -24 | 140 |
| 18 Nov | 7175.10 | 70.05 | 26.05 | 34.27 | 317 | -16 | 161 |
| 14 Nov | 7303.20 | 44 | -26.00 | 28.94 | 93 | 0 | 177 |
| 13 Nov | 7225.50 | 70 | 29.85 | 31.20 | 936 | 24 | 177 |
| 12 Nov | 7423.25 | 40.15 | 4.15 | 31.78 | 243 | -20 | 195 |
| 11 Nov | 7494.85 | 36 | 16.10 | 32.79 | 390 | 80 | 215 |
| 8 Nov | 7885.50 | 19.9 | 2.90 | 37.48 | 69 | 19 | 137 |
| 7 Nov | 8034.75 | 17 | 0.10 | 39.01 | 2 | -1 | 119 |
| 6 Nov | 7986.35 | 16.9 | -12.80 | 36.67 | 26 | 10 | 120 |
| 5 Nov | 7859.65 | 29.7 | -9.35 | 36.13 | 71 | 30 | 111 |
| 4 Nov | 7783.45 | 39.05 | -2.95 | 36.78 | 117 | 26 | 82 |
| 1 Nov | 7851.95 | 42 | -2.40 | 37.86 | 6 | 3 | 56 |
| 31 Oct | 7841.90 | 44.4 | -0.60 | - | 49 | 23 | 50 |
| 30 Oct | 7710.75 | 45 | -17.00 | - | 21 | -4 | 28 |
| 29 Oct | 7567.55 | 62 | -18.00 | - | 34 | 24 | 31 |
| 28 Oct | 7640.10 | 80 | -47.00 | - | 7 | 3 | 6 |
| 25 Oct | 7404.55 | 127 | - | 9 | 3 | 3 | |
For Atul Ltd - strike price 7000 expiring on 28NOV2024
Delta for 7000 PE is -0.21
Historical price for 7000 PE is as follows
On 21 Nov ATUL was trading at 7241.95. The strike last trading price was 35.15, which was 3.75 higher than the previous day. The implied volatity was 29.77, the open interest changed by 5 which increased total open position to 140
On 20 Nov ATUL was trading at 7283.85. The strike last trading price was 31.4, which was 0.00 lower than the previous day. The implied volatity was 28.26, the open interest changed by -29 which decreased total open position to 140
On 19 Nov ATUL was trading at 7283.85. The strike last trading price was 31.4, which was -38.65 lower than the previous day. The implied volatity was 28.26, the open interest changed by -24 which decreased total open position to 140
On 18 Nov ATUL was trading at 7175.10. The strike last trading price was 70.05, which was 26.05 higher than the previous day. The implied volatity was 34.27, the open interest changed by -16 which decreased total open position to 161
On 14 Nov ATUL was trading at 7303.20. The strike last trading price was 44, which was -26.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 177
On 13 Nov ATUL was trading at 7225.50. The strike last trading price was 70, which was 29.85 higher than the previous day. The implied volatity was 31.20, the open interest changed by 24 which increased total open position to 177
On 12 Nov ATUL was trading at 7423.25. The strike last trading price was 40.15, which was 4.15 higher than the previous day. The implied volatity was 31.78, the open interest changed by -20 which decreased total open position to 195
On 11 Nov ATUL was trading at 7494.85. The strike last trading price was 36, which was 16.10 higher than the previous day. The implied volatity was 32.79, the open interest changed by 80 which increased total open position to 215
On 8 Nov ATUL was trading at 7885.50. The strike last trading price was 19.9, which was 2.90 higher than the previous day. The implied volatity was 37.48, the open interest changed by 19 which increased total open position to 137
On 7 Nov ATUL was trading at 8034.75. The strike last trading price was 17, which was 0.10 higher than the previous day. The implied volatity was 39.01, the open interest changed by -1 which decreased total open position to 119
On 6 Nov ATUL was trading at 7986.35. The strike last trading price was 16.9, which was -12.80 lower than the previous day. The implied volatity was 36.67, the open interest changed by 10 which increased total open position to 120
On 5 Nov ATUL was trading at 7859.65. The strike last trading price was 29.7, which was -9.35 lower than the previous day. The implied volatity was 36.13, the open interest changed by 30 which increased total open position to 111
On 4 Nov ATUL was trading at 7783.45. The strike last trading price was 39.05, which was -2.95 lower than the previous day. The implied volatity was 36.78, the open interest changed by 26 which increased total open position to 82
On 1 Nov ATUL was trading at 7851.95. The strike last trading price was 42, which was -2.40 lower than the previous day. The implied volatity was 37.86, the open interest changed by 3 which increased total open position to 56
On 31 Oct ATUL was trading at 7841.90. The strike last trading price was 44.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ATUL was trading at 7710.75. The strike last trading price was 45, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ATUL was trading at 7567.55. The strike last trading price was 62, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ATUL was trading at 7640.10. The strike last trading price was 80, which was -47.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ATUL was trading at 7404.55. The strike last trading price was 127, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
