BALKRISIND
Balkrishna Ind. Ltd
Historical option data for BALKRISIND
20 Dec 2024 04:11 PM IST
| BALKRISIND 26DEC2024 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 1.16
Theta: -1.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2790.05 | 9.45 | -17.55 | 16.98 | 1,590 | 25 | 234 | |||
| 19 Dec | 2819.50 | 27 | -5.25 | 24.30 | 546 | -42 | 209 | |||
| 18 Dec | 2831.15 | 32.25 | 2.75 | 22.85 | 440 | 7 | 253 | |||
| 17 Dec | 2808.45 | 29.5 | -32.25 | 25.89 | 601 | 36 | 246 | |||
| 16 Dec | 2864.15 | 61.75 | 4.75 | 23.68 | 535 | -13 | 211 | |||
| 13 Dec | 2854.85 | 57 | 18.60 | 21.82 | 878 | 8 | 221 | |||
| 12 Dec | 2813.45 | 38.4 | -10.65 | 22.60 | 393 | 19 | 214 | |||
| 11 Dec | 2820.40 | 49.05 | -7.70 | 26.04 | 311 | 26 | 196 | |||
| 10 Dec | 2819.10 | 56.75 | -20.55 | 27.49 | 381 | 10 | 172 | |||
| 9 Dec | 2857.80 | 77.3 | 28.90 | 26.52 | 1,109 | 37 | 165 | |||
| 6 Dec | 2806.70 | 48.4 | -19.25 | 23.04 | 281 | 20 | 126 | |||
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| 5 Dec | 2839.10 | 67.65 | -19.35 | 23.93 | 190 | 31 | 105 | |||
| 4 Dec | 2875.75 | 87 | 20.95 | 22.80 | 377 | -4 | 75 | |||
| 3 Dec | 2842.20 | 66.05 | 3.75 | 22.72 | 265 | 27 | 80 | |||
| 2 Dec | 2814.95 | 62.3 | 5.60 | 23.96 | 203 | 46 | 52 | |||
| 29 Nov | 2780.15 | 56.7 | -112.15 | 25.90 | 20 | 5 | 5 | |||
| 28 Nov | 2717.95 | 168.85 | 0.00 | 3.61 | 0 | 0 | 0 | |||
| 27 Nov | 2736.35 | 168.85 | 0.00 | 3.00 | 0 | 0 | 0 | |||
| 26 Nov | 2762.45 | 168.85 | 0.00 | 2.40 | 0 | 0 | 0 | |||
| 25 Nov | 2745.75 | 168.85 | 0.00 | 2.47 | 0 | 0 | 0 | |||
| 22 Nov | 2767.30 | 168.85 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 21 Nov | 2721.95 | 168.85 | 0.00 | 3.02 | 0 | 0 | 0 | |||
| 20 Nov | 2769.65 | 168.85 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 19 Nov | 2769.65 | 168.85 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 6 Nov | 2869.65 | 168.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2792.70 | 168.85 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 4 Nov | 2791.10 | 168.85 | 168.85 | 0.53 | 0 | 0 | 0 | |||
| 1 Nov | 2853.55 | 0 | - | 0 | 0 | 0 | ||||
For Balkrishna Ind. Ltd - strike price 2850 expiring on 26DEC2024
Delta for 2850 CE is 0.26
Historical price for 2850 CE is as follows
On 20 Dec BALKRISIND was trading at 2790.05. The strike last trading price was 9.45, which was -17.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 25 which increased total open position to 234
On 19 Dec BALKRISIND was trading at 2819.50. The strike last trading price was 27, which was -5.25 lower than the previous day. The implied volatity was 24.30, the open interest changed by -42 which decreased total open position to 209
On 18 Dec BALKRISIND was trading at 2831.15. The strike last trading price was 32.25, which was 2.75 higher than the previous day. The implied volatity was 22.85, the open interest changed by 7 which increased total open position to 253
On 17 Dec BALKRISIND was trading at 2808.45. The strike last trading price was 29.5, which was -32.25 lower than the previous day. The implied volatity was 25.89, the open interest changed by 36 which increased total open position to 246
On 16 Dec BALKRISIND was trading at 2864.15. The strike last trading price was 61.75, which was 4.75 higher than the previous day. The implied volatity was 23.68, the open interest changed by -13 which decreased total open position to 211
On 13 Dec BALKRISIND was trading at 2854.85. The strike last trading price was 57, which was 18.60 higher than the previous day. The implied volatity was 21.82, the open interest changed by 8 which increased total open position to 221
On 12 Dec BALKRISIND was trading at 2813.45. The strike last trading price was 38.4, which was -10.65 lower than the previous day. The implied volatity was 22.60, the open interest changed by 19 which increased total open position to 214
On 11 Dec BALKRISIND was trading at 2820.40. The strike last trading price was 49.05, which was -7.70 lower than the previous day. The implied volatity was 26.04, the open interest changed by 26 which increased total open position to 196
On 10 Dec BALKRISIND was trading at 2819.10. The strike last trading price was 56.75, which was -20.55 lower than the previous day. The implied volatity was 27.49, the open interest changed by 10 which increased total open position to 172
On 9 Dec BALKRISIND was trading at 2857.80. The strike last trading price was 77.3, which was 28.90 higher than the previous day. The implied volatity was 26.52, the open interest changed by 37 which increased total open position to 165
On 6 Dec BALKRISIND was trading at 2806.70. The strike last trading price was 48.4, which was -19.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 20 which increased total open position to 126
On 5 Dec BALKRISIND was trading at 2839.10. The strike last trading price was 67.65, which was -19.35 lower than the previous day. The implied volatity was 23.93, the open interest changed by 31 which increased total open position to 105
On 4 Dec BALKRISIND was trading at 2875.75. The strike last trading price was 87, which was 20.95 higher than the previous day. The implied volatity was 22.80, the open interest changed by -4 which decreased total open position to 75
On 3 Dec BALKRISIND was trading at 2842.20. The strike last trading price was 66.05, which was 3.75 higher than the previous day. The implied volatity was 22.72, the open interest changed by 27 which increased total open position to 80
On 2 Dec BALKRISIND was trading at 2814.95. The strike last trading price was 62.3, which was 5.60 higher than the previous day. The implied volatity was 23.96, the open interest changed by 46 which increased total open position to 52
On 29 Nov BALKRISIND was trading at 2780.15. The strike last trading price was 56.7, which was -112.15 lower than the previous day. The implied volatity was 25.90, the open interest changed by 5 which increased total open position to 5
On 28 Nov BALKRISIND was trading at 2717.95. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BALKRISIND was trading at 2736.35. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BALKRISIND was trading at 2762.45. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BALKRISIND was trading at 2745.75. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BALKRISIND was trading at 2767.30. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BALKRISIND was trading at 2721.95. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BALKRISIND was trading at 2769.65. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BALKRISIND was trading at 2769.65. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BALKRISIND was trading at 2869.65. The strike last trading price was 168.85, 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 BALKRISIND was trading at 2792.70. The strike last trading price was 168.85, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BALKRISIND was trading at 2791.10. The strike last trading price was 168.85, which was 168.85 higher than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BALKRISIND was trading at 2853.55. 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
| BALKRISIND 26DEC2024 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 1.37
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2790.05 | 72.3 | 18.25 | 34.27 | 1,245 | -14 | 73 |
| 19 Dec | 2819.50 | 54.05 | 10.70 | 25.95 | 58 | -2 | 86 |
| 18 Dec | 2831.15 | 43.35 | -14.60 | 21.85 | 45 | -2 | 88 |
| 17 Dec | 2808.45 | 57.95 | 22.45 | 20.46 | 181 | -39 | 90 |
| 16 Dec | 2864.15 | 35.5 | -3.70 | 26.17 | 123 | 16 | 130 |
| 13 Dec | 2854.85 | 39.2 | -30.60 | 22.45 | 148 | 41 | 115 |
| 12 Dec | 2813.45 | 69.8 | 2.50 | 25.55 | 52 | -4 | 73 |
| 11 Dec | 2820.40 | 67.3 | -0.90 | 24.25 | 34 | 7 | 72 |
| 10 Dec | 2819.10 | 68.2 | 10.20 | 25.07 | 32 | -5 | 65 |
| 9 Dec | 2857.80 | 58 | -20.95 | 28.14 | 204 | 7 | 68 |
| 6 Dec | 2806.70 | 78.95 | 16.05 | 24.63 | 55 | 2 | 59 |
| 5 Dec | 2839.10 | 62.9 | 9.65 | 24.15 | 103 | 21 | 59 |
| 4 Dec | 2875.75 | 53.25 | -14.70 | 25.90 | 93 | 23 | 37 |
| 3 Dec | 2842.20 | 67.95 | -14.50 | 24.50 | 21 | 4 | 13 |
| 2 Dec | 2814.95 | 82.45 | -67.25 | 25.99 | 22 | 10 | 10 |
| 29 Nov | 2780.15 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2717.95 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2736.35 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2762.45 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2745.75 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2767.30 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2721.95 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2769.65 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2769.65 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2869.65 | 149.7 | 0.00 | 1.60 | 0 | 0 | 0 |
| 5 Nov | 2792.70 | 149.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2791.10 | 149.7 | 149.70 | - | 0 | 0 | 0 |
| 1 Nov | 2853.55 | 0 | 1.49 | 0 | 0 | 0 | |
For Balkrishna Ind. Ltd - strike price 2850 expiring on 26DEC2024
Delta for 2850 PE is -0.62
Historical price for 2850 PE is as follows
On 20 Dec BALKRISIND was trading at 2790.05. The strike last trading price was 72.3, which was 18.25 higher than the previous day. The implied volatity was 34.27, the open interest changed by -14 which decreased total open position to 73
On 19 Dec BALKRISIND was trading at 2819.50. The strike last trading price was 54.05, which was 10.70 higher than the previous day. The implied volatity was 25.95, the open interest changed by -2 which decreased total open position to 86
On 18 Dec BALKRISIND was trading at 2831.15. The strike last trading price was 43.35, which was -14.60 lower than the previous day. The implied volatity was 21.85, the open interest changed by -2 which decreased total open position to 88
On 17 Dec BALKRISIND was trading at 2808.45. The strike last trading price was 57.95, which was 22.45 higher than the previous day. The implied volatity was 20.46, the open interest changed by -39 which decreased total open position to 90
On 16 Dec BALKRISIND was trading at 2864.15. The strike last trading price was 35.5, which was -3.70 lower than the previous day. The implied volatity was 26.17, the open interest changed by 16 which increased total open position to 130
On 13 Dec BALKRISIND was trading at 2854.85. The strike last trading price was 39.2, which was -30.60 lower than the previous day. The implied volatity was 22.45, the open interest changed by 41 which increased total open position to 115
On 12 Dec BALKRISIND was trading at 2813.45. The strike last trading price was 69.8, which was 2.50 higher than the previous day. The implied volatity was 25.55, the open interest changed by -4 which decreased total open position to 73
On 11 Dec BALKRISIND was trading at 2820.40. The strike last trading price was 67.3, which was -0.90 lower than the previous day. The implied volatity was 24.25, the open interest changed by 7 which increased total open position to 72
On 10 Dec BALKRISIND was trading at 2819.10. The strike last trading price was 68.2, which was 10.20 higher than the previous day. The implied volatity was 25.07, the open interest changed by -5 which decreased total open position to 65
On 9 Dec BALKRISIND was trading at 2857.80. The strike last trading price was 58, which was -20.95 lower than the previous day. The implied volatity was 28.14, the open interest changed by 7 which increased total open position to 68
On 6 Dec BALKRISIND was trading at 2806.70. The strike last trading price was 78.95, which was 16.05 higher than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 59
On 5 Dec BALKRISIND was trading at 2839.10. The strike last trading price was 62.9, which was 9.65 higher than the previous day. The implied volatity was 24.15, the open interest changed by 21 which increased total open position to 59
On 4 Dec BALKRISIND was trading at 2875.75. The strike last trading price was 53.25, which was -14.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 23 which increased total open position to 37
On 3 Dec BALKRISIND was trading at 2842.20. The strike last trading price was 67.95, which was -14.50 lower than the previous day. The implied volatity was 24.50, the open interest changed by 4 which increased total open position to 13
On 2 Dec BALKRISIND was trading at 2814.95. The strike last trading price was 82.45, which was -67.25 lower than the previous day. The implied volatity was 25.99, the open interest changed by 10 which increased total open position to 10
On 29 Nov BALKRISIND was trading at 2780.15. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2717.95. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2736.35. The strike last trading price was 149.7, 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 26 Nov BALKRISIND was trading at 2762.45. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2745.75. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2767.30. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2721.95. The strike last trading price was 149.7, 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 20 Nov BALKRISIND was trading at 2769.65. The strike last trading price was 149.7, 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 19 Nov BALKRISIND was trading at 2769.65. The strike last trading price was 149.7, 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 Nov BALKRISIND was trading at 2869.65. The strike last trading price was 149.7, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BALKRISIND was trading at 2792.70. The strike last trading price was 149.7, 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 BALKRISIND was trading at 2791.10. The strike last trading price was 149.7, which was 149.70 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 BALKRISIND was trading at 2853.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
