ATUL
Atul Ltd
Historical option data for ATUL
20 Dec 2024 04:12 PM IST
| ATUL 26DEC2024 7500 CE | ||||||||||
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Delta: 0.05
Vega: 0.97
Theta: -2.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 7023.15 | 6.35 | -47.35 | 32.10 | 771 | -20 | 356 | |||
| 19 Dec | 7405.50 | 53.7 | -21.75 | 21.16 | 1,066 | 21 | 383 | |||
| 18 Dec | 7399.95 | 75.45 | 27.95 | 26.39 | 718 | -9 | 361 | |||
| 17 Dec | 7333.25 | 47.5 | -23.05 | 20.84 | 495 | 4 | 371 | |||
| 16 Dec | 7338.00 | 70.55 | 25.25 | 26.17 | 1,397 | -35 | 371 | |||
| 13 Dec | 7211.30 | 45.3 | -30.70 | 24.04 | 1,375 | 34 | 407 | |||
| 12 Dec | 7261.10 | 76 | -89.50 | 27.30 | 790 | 117 | 365 | |||
| 11 Dec | 7486.25 | 165.5 | -16.45 | 27.65 | 1,137 | 32 | 248 | |||
| 10 Dec | 7497.90 | 181.95 | 95.10 | 25.16 | 1,511 | 111 | 222 | |||
| 9 Dec | 7285.10 | 86.85 | -35.15 | 24.71 | 59 | 10 | 102 | |||
| 6 Dec | 7360.20 | 122 | -20.00 | 25.64 | 38 | 17 | 94 | |||
| 5 Dec | 7379.40 | 142 | 0.35 | 23.94 | 51 | 7 | 78 | |||
| 4 Dec | 7385.80 | 141.65 | 6.65 | 23.12 | 52 | -2 | 72 | |||
| 3 Dec | 7396.45 | 135 | -10.00 | 21.53 | 83 | 26 | 71 | |||
| 2 Dec | 7353.60 | 145 | 1.90 | 24.97 | 131 | 5 | 41 | |||
| 29 Nov | 7295.80 | 143.1 | 8.10 | 25.15 | 50 | 9 | 37 | |||
| 28 Nov | 7224.45 | 135 | -63.95 | 26.74 | 49 | 20 | 28 | |||
| 27 Nov | 7361.30 | 198.95 | -11.05 | 26.51 | 5 | 2 | 7 | |||
| 26 Nov | 7387.30 | 210 | 50.00 | 25.09 | 4 | 2 | 4 | |||
| 25 Nov | 7472.90 | 160 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 7261.60 | 160 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 7241.95 | 160 | 14.25 | 27.65 | 2 | 1 | 3 | |||
| 20 Nov | 7283.85 | 145.75 | 0.00 | 22.51 | 1 | 1 | 1 | |||
| 19 Nov | 7283.85 | 145.75 | -479.05 | 22.51 | 1 | 0 | 1 | |||
| 14 Nov | 7303.20 | 624.8 | 0.00 | 1.01 | 0 | 0 | 0 | |||
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| 13 Nov | 7225.50 | 624.8 | 0.00 | 1.57 | 0 | 0 | 0 | |||
| 11 Nov | 7494.85 | 624.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 7885.50 | 624.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 7859.65 | 624.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 7783.45 | 624.8 | 624.80 | - | 0 | 0 | 0 | |||
| 1 Nov | 7851.95 | 0 | - | 0 | 0 | 0 | ||||
For Atul Ltd - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is 0.05
Historical price for 7500 CE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 6.35, which was -47.35 lower than the previous day. The implied volatity was 32.10, the open interest changed by -20 which decreased total open position to 356
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 53.7, which was -21.75 lower than the previous day. The implied volatity was 21.16, the open interest changed by 21 which increased total open position to 383
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 75.45, which was 27.95 higher than the previous day. The implied volatity was 26.39, the open interest changed by -9 which decreased total open position to 361
On 17 Dec ATUL was trading at 7333.25. The strike last trading price was 47.5, which was -23.05 lower than the previous day. The implied volatity was 20.84, the open interest changed by 4 which increased total open position to 371
On 16 Dec ATUL was trading at 7338.00. The strike last trading price was 70.55, which was 25.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by -35 which decreased total open position to 371
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 45.3, which was -30.70 lower than the previous day. The implied volatity was 24.04, the open interest changed by 34 which increased total open position to 407
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 76, which was -89.50 lower than the previous day. The implied volatity was 27.30, the open interest changed by 117 which increased total open position to 365
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 165.5, which was -16.45 lower than the previous day. The implied volatity was 27.65, the open interest changed by 32 which increased total open position to 248
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 181.95, which was 95.10 higher than the previous day. The implied volatity was 25.16, the open interest changed by 111 which increased total open position to 222
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 86.85, which was -35.15 lower than the previous day. The implied volatity was 24.71, the open interest changed by 10 which increased total open position to 102
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 122, which was -20.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 17 which increased total open position to 94
On 5 Dec ATUL was trading at 7379.40. The strike last trading price was 142, which was 0.35 higher than the previous day. The implied volatity was 23.94, the open interest changed by 7 which increased total open position to 78
On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 141.65, which was 6.65 higher than the previous day. The implied volatity was 23.12, the open interest changed by -2 which decreased total open position to 72
On 3 Dec ATUL was trading at 7396.45. The strike last trading price was 135, which was -10.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 26 which increased total open position to 71
On 2 Dec ATUL was trading at 7353.60. The strike last trading price was 145, which was 1.90 higher than the previous day. The implied volatity was 24.97, the open interest changed by 5 which increased total open position to 41
On 29 Nov ATUL was trading at 7295.80. The strike last trading price was 143.1, which was 8.10 higher than the previous day. The implied volatity was 25.15, the open interest changed by 9 which increased total open position to 37
On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 135, which was -63.95 lower than the previous day. The implied volatity was 26.74, the open interest changed by 20 which increased total open position to 28
On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 198.95, which was -11.05 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 7
On 26 Nov ATUL was trading at 7387.30. The strike last trading price was 210, which was 50.00 higher than the previous day. The implied volatity was 25.09, the open interest changed by 2 which increased total open position to 4
On 25 Nov ATUL was trading at 7472.90. The strike last trading price was 160, 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 22 Nov ATUL was trading at 7261.60. The strike last trading price was 160, 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 21 Nov ATUL was trading at 7241.95. The strike last trading price was 160, which was 14.25 higher than the previous day. The implied volatity was 27.65, the open interest changed by 1 which increased total open position to 3
On 20 Nov ATUL was trading at 7283.85. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 1
On 19 Nov ATUL was trading at 7283.85. The strike last trading price was 145.75, which was -479.05 lower than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 1
On 14 Nov ATUL was trading at 7303.20. The strike last trading price was 624.8, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 624.8, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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 624.8, 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 624.8, 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 624.8, 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 624.8, which was 624.80 higher than the previous day. The implied volatity was -, 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 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 26DEC2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 7023.15 | 400 | 257.85 | - | 3 | -1 | 65 |
| 19 Dec | 7405.50 | 142.15 | -87.85 | 23.94 | 22 | -2 | 66 |
| 18 Dec | 7399.95 | 230 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7333.25 | 230 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 7338.00 | 230 | -100.00 | 30.81 | 2 | 0 | 68 |
| 13 Dec | 7211.30 | 330 | 5.00 | 33.11 | 9 | 3 | 69 |
| 12 Dec | 7261.10 | 325 | 160.00 | 36.09 | 27 | -1 | 65 |
| 11 Dec | 7486.25 | 165 | -4.50 | 27.08 | 144 | 31 | 67 |
| 10 Dec | 7497.90 | 169.5 | -94.25 | 30.70 | 30 | 17 | 36 |
| 9 Dec | 7285.10 | 263.75 | 20.75 | 26.11 | 1 | 0 | 20 |
| 6 Dec | 7360.20 | 243 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 7379.40 | 243 | -39.35 | 29.82 | 2 | 1 | 21 |
| 4 Dec | 7385.80 | 282.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 7396.45 | 282.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 7353.60 | 282.35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 7295.80 | 282.35 | -79.95 | 26.38 | 3 | 1 | 19 |
| 28 Nov | 7224.45 | 362.3 | 97.30 | 31.54 | 17 | 8 | 19 |
| 27 Nov | 7361.30 | 265 | 4.45 | 28.96 | 2 | 0 | 11 |
| 26 Nov | 7387.30 | 260.55 | -4.45 | 30.26 | 9 | 2 | 11 |
| 25 Nov | 7472.90 | 265 | -26.00 | 32.56 | 7 | 5 | 9 |
| 22 Nov | 7261.60 | 291 | -86.00 | 21.33 | 1 | 0 | 4 |
| 21 Nov | 7241.95 | 377 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 7283.85 | 377 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 7283.85 | 377 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 7303.20 | 377 | 40.00 | 32.89 | 3 | 0 | 1 |
| 13 Nov | 7225.50 | 337 | 137.40 | 25.47 | 1 | 0 | 1 |
| 11 Nov | 7494.85 | 199.6 | 0.00 | 1.19 | 0 | 0 | 0 |
| 8 Nov | 7885.50 | 199.6 | 0.00 | 4.60 | 0 | 0 | 0 |
| 5 Nov | 7859.65 | 199.6 | 0.00 | 3.78 | 0 | 0 | 0 |
| 4 Nov | 7783.45 | 199.6 | 0.00 | 3.37 | 0 | 0 | 0 |
| 1 Nov | 7851.95 | 199.6 | 3.80 | 0 | 0 | 0 | |
For Atul Ltd - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is -
Historical price for 7500 PE is as follows
On 20 Dec ATUL was trading at 7023.15. The strike last trading price was 400, which was 257.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 65
On 19 Dec ATUL was trading at 7405.50. The strike last trading price was 142.15, which was -87.85 lower than the previous day. The implied volatity was 23.94, the open interest changed by -2 which decreased total open position to 66
On 18 Dec ATUL was trading at 7399.95. The strike last trading price was 230, 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 17 Dec ATUL was trading at 7333.25. The strike last trading price was 230, 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 16 Dec ATUL was trading at 7338.00. The strike last trading price was 230, which was -100.00 lower than the previous day. The implied volatity was 30.81, the open interest changed by 0 which decreased total open position to 68
On 13 Dec ATUL was trading at 7211.30. The strike last trading price was 330, which was 5.00 higher than the previous day. The implied volatity was 33.11, the open interest changed by 3 which increased total open position to 69
On 12 Dec ATUL was trading at 7261.10. The strike last trading price was 325, which was 160.00 higher than the previous day. The implied volatity was 36.09, the open interest changed by -1 which decreased total open position to 65
On 11 Dec ATUL was trading at 7486.25. The strike last trading price was 165, which was -4.50 lower than the previous day. The implied volatity was 27.08, the open interest changed by 31 which increased total open position to 67
On 10 Dec ATUL was trading at 7497.90. The strike last trading price was 169.5, which was -94.25 lower than the previous day. The implied volatity was 30.70, the open interest changed by 17 which increased total open position to 36
On 9 Dec ATUL was trading at 7285.10. The strike last trading price was 263.75, which was 20.75 higher than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 20
On 6 Dec ATUL was trading at 7360.20. The strike last trading price was 243, 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 Dec ATUL was trading at 7379.40. The strike last trading price was 243, which was -39.35 lower than the previous day. The implied volatity was 29.82, the open interest changed by 1 which increased total open position to 21
On 4 Dec ATUL was trading at 7385.80. The strike last trading price was 282.35, 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 3 Dec ATUL was trading at 7396.45. The strike last trading price was 282.35, 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 2 Dec ATUL was trading at 7353.60. The strike last trading price was 282.35, 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 29 Nov ATUL was trading at 7295.80. The strike last trading price was 282.35, which was -79.95 lower than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 19
On 28 Nov ATUL was trading at 7224.45. The strike last trading price was 362.3, which was 97.30 higher than the previous day. The implied volatity was 31.54, the open interest changed by 8 which increased total open position to 19
On 27 Nov ATUL was trading at 7361.30. The strike last trading price was 265, which was 4.45 higher than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 11
On 26 Nov ATUL was trading at 7387.30. The strike last trading price was 260.55, which was -4.45 lower than the previous day. The implied volatity was 30.26, the open interest changed by 2 which increased total open position to 11
On 25 Nov ATUL was trading at 7472.90. The strike last trading price was 265, which was -26.00 lower than the previous day. The implied volatity was 32.56, the open interest changed by 5 which increased total open position to 9
On 22 Nov ATUL was trading at 7261.60. The strike last trading price was 291, which was -86.00 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 4
On 21 Nov ATUL was trading at 7241.95. The strike last trading price was 377, 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 20 Nov ATUL was trading at 7283.85. The strike last trading price was 377, 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 19 Nov ATUL was trading at 7283.85. The strike last trading price was 377, 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 14 Nov ATUL was trading at 7303.20. The strike last trading price was 377, which was 40.00 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 1
On 13 Nov ATUL was trading at 7225.50. The strike last trading price was 337, which was 137.40 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 1
On 11 Nov ATUL was trading at 7494.85. The strike last trading price was 199.6, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 199.6, which was 0.00 lower than the previous day. The implied volatity was 4.60, 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 199.6, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 199.6, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 199.6, which was lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
