ATUL
Atul Ltd
Historical option data for ATUL
20 Dec 2024 04:12 PM IST
| ATUL 26DEC2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.90
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7023.15 | 15.85 | -128.15 | 27.51 | 227 | 26 | 107 | |||
| 19 Dec | 7405.50 | 144 | -27.85 | 16.21 | 97 | -17 | 81 | |||
| 18 Dec | 7399.95 | 171.85 | 51.80 | 25.43 | 1,158 | 14 | 105 | |||
| 17 Dec | 7333.25 | 120.05 | -33.95 | 16.53 | 301 | -38 | 91 | |||
| 16 Dec | 7338.00 | 154 | 53.15 | 25.08 | 678 | 19 | 129 | |||
| 13 Dec | 7211.30 | 100.85 | -48.15 | 22.27 | 551 | 1 | 115 | |||
| 12 Dec | 7261.10 | 149 | -151.00 | 26.59 | 360 | 102 | 108 | |||
| 11 Dec | 7486.25 | 300 | 1.00 | 31.16 | 9 | -5 | 7 | |||
| 10 Dec | 7497.90 | 299 | 124.10 | 23.29 | 35 | -3 | 13 | |||
| 9 Dec | 7285.10 | 174.9 | -38.50 | 25.42 | 34 | 3 | 15 | |||
| 6 Dec | 7360.20 | 213.4 | -16.40 | 25.44 | 24 | 0 | 13 | |||
| 5 Dec | 7379.40 | 229.8 | -3.85 | 21.39 | 2 | 0 | 14 | |||
| 4 Dec | 7385.80 | 233.65 | -13.10 | 21.13 | 1 | 0 | 14 | |||
| 3 Dec | 7396.45 | 246.75 | -12.25 | 22.30 | 16 | 7 | 13 | |||
| 2 Dec | 7353.60 | 259 | 19.00 | 27.24 | 23 | -2 | 6 | |||
| 29 Nov | 7295.80 | 240 | 35.60 | 25.79 | 9 | 6 | 7 | |||
| 28 Nov | 7224.45 | 204.4 | -557.50 | 25.01 | 1 | 0 | 0 | |||
| 27 Nov | 7361.30 | 761.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 7472.90 | 761.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 7261.60 | 761.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 7241.95 | 761.9 | 0.00 | 0.13 | 0 | 0 | 0 | |||
| 11 Nov | 7494.85 | 761.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7783.45 | 761.9 | - | 0 | 0 | 0 | ||||
For Atul Ltd - strike price 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.13
Historical price for 7300 CE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 15.85, which was -128.15 lower than the previous day. The implied volatity was 27.51, the open interest changed by 26 which increased total open position to 107
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 144, which was -27.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by -17 which decreased total open position to 81
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 171.85, which was 51.80 higher than the previous day. The implied volatity was 25.43, the open interest changed by 14 which increased total open position to 105
On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 120.05, which was -33.95 lower than the previous day. The implied volatity was 16.53, the open interest changed by -38 which decreased total open position to 91
On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 154, which was 53.15 higher than the previous day. The implied volatity was 25.08, the open interest changed by 19 which increased total open position to 129
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 100.85, which was -48.15 lower than the previous day. The implied volatity was 22.27, the open interest changed by 1 which increased total open position to 115
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 149, which was -151.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 102 which increased total open position to 108
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 300, which was 1.00 higher than the previous day. The implied volatity was 31.16, the open interest changed by -5 which decreased total open position to 7
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 299, which was 124.10 higher than the previous day. The implied volatity was 23.29, the open interest changed by -3 which decreased total open position to 13
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 174.9, which was -38.50 lower than the previous day. The implied volatity was 25.42, the open interest changed by 3 which increased total open position to 15
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 213.4, which was -16.40 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 13
On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 229.8, which was -3.85 lower than the previous day. The implied volatity was 21.39, 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 233.65, which was -13.10 lower than the previous day. The implied volatity was 21.13, the open interest changed by 0 which decreased total open position to 14
On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 246.75, which was -12.25 lower than the previous day. The implied volatity was 22.30, the open interest changed by 7 which increased total open position to 13
On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 259, which was 19.00 higher than the previous day. The implied volatity was 27.24, the open interest changed by -2 which decreased total open position to 6
On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 240, which was 35.60 higher than the previous day. The implied volatity was 25.79, the open interest changed by 6 which increased total open position to 7
On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 204.4, which was -557.50 lower than the previous day. The implied volatity was 25.01, 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 761.9, 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 761.9, 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 761.9, 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 761.9, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 761.9, 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 761.9, 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 7300 PE | |||||||
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Delta: -0.92
Vega: 1.31
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7023.15 | 260 | 211.00 | 19.30 | 71 | -15 | 55 |
| 19 Dec | 7405.50 | 49 | -17.40 | 24.19 | 39 | -8 | 70 |
| 18 Dec | 7399.95 | 66.4 | -16.25 | 25.81 | 77 | 5 | 78 |
| 17 Dec | 7333.25 | 82.65 | -10.35 | 25.50 | 75 | 7 | 73 |
| 16 Dec | 7338.00 | 93 | -81.15 | 25.08 | 67 | 18 | 66 |
| 13 Dec | 7211.30 | 174.15 | 10.15 | 27.68 | 42 | -19 | 49 |
| 12 Dec | 7261.10 | 164 | 81.35 | 28.52 | 289 | -3 | 67 |
| 11 Dec | 7486.25 | 82.65 | -3.50 | 27.23 | 63 | 27 | 71 |
| 10 Dec | 7497.90 | 86.15 | -76.25 | 29.73 | 38 | -3 | 45 |
| 9 Dec | 7285.10 | 162.4 | 85.15 | 28.26 | 18 | 5 | 49 |
| 6 Dec | 7360.20 | 77.25 | -69.75 | 16.25 | 1 | 0 | 44 |
| 5 Dec | 7379.40 | 147 | 8.90 | 29.86 | 38 | 15 | 43 |
| 4 Dec | 7385.80 | 138.1 | 8.90 | 28.09 | 11 | 4 | 29 |
| 3 Dec | 7396.45 | 129.2 | -10.80 | 26.37 | 12 | 2 | 25 |
| 2 Dec | 7353.60 | 140 | -62.75 | 25.02 | 60 | 11 | 23 |
| 29 Nov | 7295.80 | 202.75 | -46.60 | 29.83 | 3 | 1 | 11 |
| 28 Nov | 7224.45 | 249.35 | 110.40 | 31.65 | 21 | 9 | 9 |
| 27 Nov | 7361.30 | 138.95 | 0.00 | 1.97 | 0 | 0 | 0 |
| 25 Nov | 7472.90 | 138.95 | 0.00 | 2.70 | 0 | 0 | 0 |
| 22 Nov | 7261.60 | 138.95 | 0.00 | 0.31 | 0 | 0 | 0 |
| 21 Nov | 7241.95 | 138.95 | 0.00 | 0.32 | 0 | 0 | 0 |
| 11 Nov | 7494.85 | 138.95 | 138.95 | 3.00 | 0 | 0 | 0 |
| 4 Nov | 7783.45 | 0 | 5.15 | 0 | 0 | 0 | |
For Atul Ltd - strike price 7300 expiring on 26DEC2024
Delta for 7300 PE is -0.92
Historical price for 7300 PE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 260, which was 211.00 higher than the previous day. The implied volatity was 19.30, the open interest changed by -15 which decreased total open position to 55
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 49, which was -17.40 lower than the previous day. The implied volatity was 24.19, the open interest changed by -8 which decreased total open position to 70
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 66.4, which was -16.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 5 which increased total open position to 78
On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 82.65, which was -10.35 lower than the previous day. The implied volatity was 25.50, the open interest changed by 7 which increased total open position to 73
On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 93, which was -81.15 lower than the previous day. The implied volatity was 25.08, the open interest changed by 18 which increased total open position to 66
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 174.15, which was 10.15 higher than the previous day. The implied volatity was 27.68, the open interest changed by -19 which decreased total open position to 49
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 164, which was 81.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by -3 which decreased total open position to 67
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 82.65, which was -3.50 lower than the previous day. The implied volatity was 27.23, the open interest changed by 27 which increased total open position to 71
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 86.15, which was -76.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by -3 which decreased total open position to 45
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 162.4, which was 85.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by 5 which increased total open position to 49
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 77.25, which was -69.75 lower than the previous day. The implied volatity was 16.25, the open interest changed by 0 which decreased total open position to 44
On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 147, which was 8.90 higher than the previous day. The implied volatity was 29.86, the open interest changed by 15 which increased total open position to 43
On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 138.1, which was 8.90 higher than the previous day. The implied volatity was 28.09, the open interest changed by 4 which increased total open position to 29
On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 129.2, which was -10.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 2 which increased total open position to 25
On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 140, which was -62.75 lower than the previous day. The implied volatity was 25.02, the open interest changed by 11 which increased total open position to 23
On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 202.75, which was -46.60 lower than the previous day. The implied volatity was 29.83, the open interest changed by 1 which increased total open position to 11
On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 249.35, which was 110.40 higher than the previous day. The implied volatity was 31.65, the open interest changed by 9 which increased total open position to 9
On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 138.95, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 138.95, which was 138.95 higher than the previous day. The implied volatity was 3.00, 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 0, which was lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
