ATUL
Atul Ltd
Historical option data for ATUL
20 Dec 2024 04:12 PM IST
| ATUL 26DEC2024 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 2.57
Theta: -5.71
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7023.15 | 25.7 | -194.30 | 24.87 | 296 | 10 | 96 | |||
| 19 Dec | 7405.50 | 220 | -20.25 | - | 8 | -2 | 85 | |||
| 18 Dec | 7399.95 | 240.25 | 43.90 | 24.72 | 24 | 2 | 86 | |||
| 17 Dec | 7333.25 | 196.35 | -23.65 | 17.32 | 34 | 1 | 84 | |||
| 16 Dec | 7338.00 | 220 | 74.00 | 25.73 | 1,271 | -6 | 85 | |||
| 13 Dec | 7211.30 | 146 | -54.00 | 21.41 | 873 | 61 | 94 | |||
| 12 Dec | 7261.10 | 200 | -142.85 | 26.12 | 116 | 18 | 33 | |||
|
|
||||||||||
| 11 Dec | 7486.25 | 342.85 | -7.15 | 25.53 | 4 | -1 | 15 | |||
| 10 Dec | 7497.90 | 350 | 139.00 | 13.71 | 2 | 1 | 15 | |||
| 9 Dec | 7285.10 | 211 | -79.55 | 21.91 | 1 | 0 | 15 | |||
| 6 Dec | 7360.20 | 290.55 | -2.15 | 28.19 | 4 | 2 | 16 | |||
| 5 Dec | 7379.40 | 292.7 | -8.30 | 20.49 | 1 | 0 | 14 | |||
| 4 Dec | 7385.80 | 301 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 3 Dec | 7396.45 | 301 | -2.05 | 20.18 | 1 | 0 | 15 | |||
| 2 Dec | 7353.60 | 303.05 | 23.05 | 24.88 | 15 | 1 | 10 | |||
| 29 Nov | 7295.80 | 280 | -6.75 | 23.44 | 9 | 3 | 8 | |||
| 28 Nov | 7224.45 | 286.75 | -23.25 | 28.80 | 4 | 1 | 4 | |||
| 27 Nov | 7361.30 | 310 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 7472.90 | 310 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 22 Nov | 7261.60 | 310 | 5.00 | 26.48 | 3 | 2 | 4 | |||
| 21 Nov | 7241.95 | 305 | -427.65 | 29.07 | 2 | 1 | 1 | |||
| 11 Nov | 7494.85 | 732.65 | 732.65 | - | 0 | 0 | 0 | |||
| 31 Oct | 7841.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 7710.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7567.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 7640.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 7404.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7645.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 7592.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 7890.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 8002.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7690.10 | 0 | - | 0 | 0 | 0 | ||||
For Atul Ltd - strike price 7200 expiring on 26DEC2024
Delta for 7200 CE is 0.21
Historical price for 7200 CE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 25.7, which was -194.30 lower than the previous day. The implied volatity was 24.87, the open interest changed by 10 which increased total open position to 96
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 220, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 85
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 240.25, which was 43.90 higher than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 86
On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 196.35, which was -23.65 lower than the previous day. The implied volatity was 17.32, the open interest changed by 1 which increased total open position to 84
On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 220, which was 74.00 higher than the previous day. The implied volatity was 25.73, the open interest changed by -6 which decreased total open position to 85
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 146, which was -54.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by 61 which increased total open position to 94
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 200, which was -142.85 lower than the previous day. The implied volatity was 26.12, the open interest changed by 18 which increased total open position to 33
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 342.85, which was -7.15 lower than the previous day. The implied volatity was 25.53, the open interest changed by -1 which decreased total open position to 15
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 350, which was 139.00 higher than the previous day. The implied volatity was 13.71, the open interest changed by 1 which increased total open position to 15
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 211, which was -79.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 15
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 290.55, which was -2.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 2 which increased total open position to 16
On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 292.7, which was -8.30 lower than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 14
On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 301, 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 3 Dec ATUL was trading at 7396.45. The strike last trading price was 301, which was -2.05 lower than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 15
On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 303.05, which was 23.05 higher than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 10
On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 280, which was -6.75 lower than the previous day. The implied volatity was 23.44, the open interest changed by 3 which increased total open position to 8
On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 286.75, which was -23.25 lower than the previous day. The implied volatity was 28.80, the open interest changed by 1 which increased total open position to 4
On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 310, 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 25 Nov ATUL was trading at 7472.90. The strike last trading price was 310, 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 22 Nov ATUL was trading at 7261.60. The strike last trading price was 310, which was 5.00 higher than the previous day. The implied volatity was 26.48, the open interest changed by 2 which increased total open position to 4
On 21 Nov ATUL was trading at 7241.95. The strike last trading price was 305, which was -427.65 lower than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 1
On 11 Nov ATUL was trading at 7494.85. The strike last trading price was 732.65, which was 732.65 higher than the previous day. The implied volatity was -, 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 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 30 Oct ATUL was trading at 7710.75. 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 29 Oct ATUL was trading at 7567.55. 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 28 Oct ATUL was trading at 7640.10. 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 which decreased total open position to
On 25 Oct ATUL was trading at 7404.55. 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 Oct ATUL was trading at 7645.05. 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 23 Oct ATUL was trading at 7592.40. 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 16 Oct ATUL was trading at 7890.35. 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 which decreased total open position to
On 1 Oct ATUL was trading at 8002.45. 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 which decreased total open position to
On 30 Sept ATUL was trading at 7690.10. 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
| ATUL 26DEC2024 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.81
Theta: 1.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7023.15 | 190 | 165.85 | 11.93 | 864 | -16 | 106 |
| 19 Dec | 7405.50 | 24.15 | -11.70 | 24.17 | 130 | 16 | 123 |
| 18 Dec | 7399.95 | 35.85 | -24.15 | 25.46 | 46 | -2 | 109 |
| 17 Dec | 7333.25 | 60 | 2.95 | 28.43 | 63 | 6 | 112 |
| 16 Dec | 7338.00 | 57.05 | -68.40 | 25.19 | 333 | -19 | 106 |
| 13 Dec | 7211.30 | 125.45 | 14.85 | 27.97 | 587 | 25 | 125 |
| 12 Dec | 7261.10 | 110.6 | 52.55 | 27.25 | 539 | 54 | 101 |
| 11 Dec | 7486.25 | 58.05 | -6.95 | 27.99 | 72 | 20 | 50 |
| 10 Dec | 7497.90 | 65 | -49.00 | 30.96 | 21 | -5 | 30 |
| 9 Dec | 7285.10 | 114 | 9.00 | 27.49 | 18 | 13 | 36 |
| 6 Dec | 7360.20 | 105 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 7379.40 | 105 | 27.95 | 29.06 | 2 | 1 | 23 |
| 4 Dec | 7385.80 | 77.05 | -17.00 | 24.09 | 26 | 19 | 23 |
| 3 Dec | 7396.45 | 94.05 | -15.95 | 26.39 | 6 | 0 | 2 |
| 2 Dec | 7353.60 | 110 | -20.00 | 26.23 | 1 | 0 | 2 |
| 29 Nov | 7295.80 | 130 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 7224.45 | 130 | -109.50 | 22.49 | 3 | 1 | 1 |
| 27 Nov | 7361.30 | 239.5 | 0.00 | 3.04 | 0 | 0 | 0 |
| 25 Nov | 7472.90 | 239.5 | 0.00 | 3.82 | 0 | 0 | 0 |
| 22 Nov | 7261.60 | 239.5 | 0.00 | 1.72 | 0 | 0 | 0 |
| 21 Nov | 7241.95 | 239.5 | 0.00 | 1.08 | 0 | 0 | 0 |
| 11 Nov | 7494.85 | 239.5 | 0.00 | 3.94 | 0 | 0 | 0 |
| 31 Oct | 7841.90 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 7710.75 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 7567.55 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 7640.10 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 7404.55 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7645.05 | 239.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 7592.40 | 239.5 | 239.50 | - | 0 | 0 | 0 |
| 16 Oct | 7890.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 8002.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7690.10 | 0 | - | 0 | 0 | 0 | |
For Atul Ltd - strike price 7200 expiring on 26DEC2024
Delta for 7200 PE is -0.96
Historical price for 7200 PE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 190, which was 165.85 higher than the previous day. The implied volatity was 11.93, the open interest changed by -16 which decreased total open position to 106
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 24.15, which was -11.70 lower than the previous day. The implied volatity was 24.17, the open interest changed by 16 which increased total open position to 123
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 35.85, which was -24.15 lower than the previous day. The implied volatity was 25.46, the open interest changed by -2 which decreased total open position to 109
On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 60, which was 2.95 higher than the previous day. The implied volatity was 28.43, the open interest changed by 6 which increased total open position to 112
On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 57.05, which was -68.40 lower than the previous day. The implied volatity was 25.19, the open interest changed by -19 which decreased total open position to 106
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 125.45, which was 14.85 higher than the previous day. The implied volatity was 27.97, the open interest changed by 25 which increased total open position to 125
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 110.6, which was 52.55 higher than the previous day. The implied volatity was 27.25, the open interest changed by 54 which increased total open position to 101
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 58.05, which was -6.95 lower than the previous day. The implied volatity was 27.99, the open interest changed by 20 which increased total open position to 50
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 65, which was -49.00 lower than the previous day. The implied volatity was 30.96, the open interest changed by -5 which decreased total open position to 30
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 114, which was 9.00 higher than the previous day. The implied volatity was 27.49, the open interest changed by 13 which increased total open position to 36
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 105, which was 27.95 higher than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 23
On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 77.05, which was -17.00 lower than the previous day. The implied volatity was 24.09, the open interest changed by 19 which increased total open position to 23
On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 94.05, which was -15.95 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 2
On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 110, which was -20.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 2
On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 130, 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 28 Nov ATUL was trading at 7224.45. The strike last trading price was 130, which was -109.50 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 1
On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 239.5, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 239.5, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 239.5, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 239.5, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 239.5, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 239.5, 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 239.5, 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 239.5, 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 239.5, 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 ATUL was trading at 7404.55. The strike last trading price was 239.5, 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 ATUL was trading at 7645.05. The strike last trading price was 239.5, 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 ATUL was trading at 7592.40. The strike last trading price was 239.5, which was 239.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ATUL was trading at 7890.35. 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 which decreased total open position to
On 1 Oct ATUL was trading at 8002.45. 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 which decreased total open position to
On 30 Sept ATUL was trading at 7690.10. 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
