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

7023.15 -382.35 (-5.16%)

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Historical option data for ATUL

20 Dec 2024 04:12 PM IST
ATUL 26DEC2024 7100 CE
Delta: 0.36
Vega: 3.35
Theta: -7.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 7023.15 55.05 -857.90 25.70 45 20 20
19 Dec 7405.50 912.95 0.00 - 0 0 0
18 Dec 7399.95 912.95 0.00 - 0 0 0
17 Dec 7333.25 912.95 0.00 - 0 0 0
16 Dec 7338.00 912.95 0.00 - 0 0 0
13 Dec 7211.30 912.95 0.00 - 0 0 0
12 Dec 7261.10 912.95 0.00 - 0 0 0
11 Dec 7486.25 912.95 0.00 - 0 0 0
10 Dec 7497.90 912.95 0.00 - 0 0 0
9 Dec 7285.10 912.95 0.00 - 0 0 0
6 Dec 7360.20 912.95 0.00 - 0 0 0
5 Dec 7379.40 912.95 0.00 - 0 0 0
4 Dec 7385.80 912.95 0.00 - 0 0 0
3 Dec 7396.45 912.95 0.00 - 0 0 0
2 Dec 7353.60 912.95 0.00 - 0 0 0
29 Nov 7295.80 912.95 0.00 - 0 0 0
28 Nov 7224.45 912.95 0.00 - 0 0 0
27 Nov 7361.30 912.95 0.00 - 0 0 0
25 Nov 7472.90 912.95 0.00 - 0 0 0
11 Nov 7494.85 912.95 - 0 0 0


For Atul Ltd - strike price 7100 expiring on 26DEC2024

Delta for 7100 CE is 0.36

Historical price for 7100 CE is as follows

On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 55.05, which was -857.90 lower than the previous day. The implied volatity was 25.70, the open interest changed by 20 which increased total open position to 20


On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 912.95, 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 912.95, 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 912.95, 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 912.95, 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 Dec ATUL was trading at 7211.30. The strike last trading price was 912.95, 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 912.95, 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 912.95, 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 912.95, 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 912.95, 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 912.95, 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 912.95, 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 912.95, 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 912.95, 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 2 Dec ATUL was trading at 7353.60. The strike last trading price was 912.95, 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 912.95, 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 28 Nov ATUL was trading at 7224.45. The strike last trading price was 912.95, 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 912.95, 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 912.95, 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 912.95, 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 26DEC2024 7100 PE
Delta: -0.74
Vega: 2.92
Theta: -2.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 7023.15 109.75 94.75 15.15 183 17 64
19 Dec 7405.50 15 -10.00 26.69 11 0 47
18 Dec 7399.95 25 -5.85 28.41 45 -23 47
17 Dec 7333.25 30.85 -6.85 27.07 11 -1 69
16 Dec 7338.00 37.7 -47.50 26.86 26 -3 68
13 Dec 7211.30 85.2 11.45 27.90 222 30 69
12 Dec 7261.10 73.75 37.25 27.10 458 -32 40
11 Dec 7486.25 36.5 -13.50 27.83 78 57 72
10 Dec 7497.90 50 -37.40 31.38 4 -1 14
9 Dec 7285.10 87.4 0.00 0.00 0 0 0
6 Dec 7360.20 87.4 0.00 0.00 0 -1 0
5 Dec 7379.40 87.4 -5.85 31.18 1 0 16
4 Dec 7385.80 93.25 26.25 31.63 5 1 15
3 Dec 7396.45 67 -15.50 26.55 4 -1 14
2 Dec 7353.60 82.5 -17.65 26.84 9 -3 16
29 Nov 7295.80 100.15 -44.85 26.57 1 0 18
28 Nov 7224.45 145 50.00 29.65 22 6 8
27 Nov 7361.30 95 2.80 0.00 0 2 0
25 Nov 7472.90 92.2 0.00 4.94 0 0 0
11 Nov 7494.85 92.2 4.86 0 0 0


For Atul Ltd - strike price 7100 expiring on 26DEC2024

Delta for 7100 PE is -0.74

Historical price for 7100 PE is as follows

On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 109.75, which was 94.75 higher than the previous day. The implied volatity was 15.15, the open interest changed by 17 which increased total open position to 64


On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 15, which was -10.00 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 47


On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 25, which was -5.85 lower than the previous day. The implied volatity was 28.41, the open interest changed by -23 which decreased total open position to 47


On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 30.85, which was -6.85 lower than the previous day. The implied volatity was 27.07, the open interest changed by -1 which decreased total open position to 69


On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 37.7, which was -47.50 lower than the previous day. The implied volatity was 26.86, the open interest changed by -3 which decreased total open position to 68


On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 85.2, which was 11.45 higher than the previous day. The implied volatity was 27.90, the open interest changed by 30 which increased total open position to 69


On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 73.75, which was 37.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -32 which decreased total open position to 40


On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 36.5, which was -13.50 lower than the previous day. The implied volatity was 27.83, the open interest changed by 57 which increased total open position to 72


On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 50, which was -37.40 lower than the previous day. The implied volatity was 31.38, the open interest changed by -1 which decreased total open position to 14


On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 87.4, 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 Dec ATUL was trading at 7360.20. The strike last trading price was 87.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 87.4, which was -5.85 lower than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 16


On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 93.25, which was 26.25 higher than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 15


On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 67, which was -15.50 lower than the previous day. The implied volatity was 26.55, the open interest changed by -1 which decreased total open position to 14


On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 82.5, which was -17.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by -3 which decreased total open position to 16


On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 100.15, which was -44.85 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 18


On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 145, which was 50.00 higher than the previous day. The implied volatity was 29.65, the open interest changed by 6 which increased total open position to 8


On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 95, which was 2.80 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 25 Nov ATUL was trading at 7472.90. The strike last trading price was 92.2, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 92.2, which was lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0