CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
14 Nov 2024 12:10 PM IST
| CHAMBLFERT 28NOV2024 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 471.90 | 38.55 | -0.40 | - | 1 | 0 | 3 | |||
| 13 Nov | 461.95 | 38.95 | -13.75 | - | 3 | 1 | 4 | |||
| 12 Nov | 483.95 | 52.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 479.80 | 52.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 52.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 515.65 | 52.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 52.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 484.10 | 52.7 | -58.65 | - | 3 | 2 | 2 | |||
| 4 Nov | 477.10 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 484.20 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 483.60 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 473.70 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 460.55 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 444.80 | 111.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 469.85 | 111.35 | 111.35 | - | 0 | 0 | 0 | |||
| 26 Sept | 508.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 515.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 501.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 491.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 481.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 478.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 519.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 514.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 507.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 507.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 502.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 511.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 503.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 501.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 513.70 | 0 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 38.55, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 38.95, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 52.7, 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 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 52.7, 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 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 52.7, 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 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 52.7, 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 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 52.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 52.7, which was -58.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 111.35, 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 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 111.35, 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 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 111.35, 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 CHAMBLFERT was trading at 473.70. The strike last trading price was 111.35, 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 CHAMBLFERT was trading at 460.55. The strike last trading price was 111.35, 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 CHAMBLFERT was trading at 444.80. The strike last trading price was 111.35, 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 CHAMBLFERT was trading at 469.85. The strike last trading price was 111.35, which was 111.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept CHAMBLFERT was trading at 508.10. 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 Sept CHAMBLFERT was trading at 515.65. 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 Sept CHAMBLFERT was trading at 501.35. 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 23 Sept CHAMBLFERT was trading at 491.70. 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 20 Sept CHAMBLFERT was trading at 481.00. 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 19 Sept CHAMBLFERT was trading at 478.85. 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 17 Sept CHAMBLFERT was trading at 519.30. 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 Sept CHAMBLFERT was trading at 514.55. 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 13 Sept CHAMBLFERT was trading at 507.65. 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 12 Sept CHAMBLFERT was trading at 507.70. 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 11 Sept CHAMBLFERT was trading at 502.30. 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 10 Sept CHAMBLFERT was trading at 511.75. 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 9 Sept CHAMBLFERT was trading at 503.95. 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 6 Sept CHAMBLFERT was trading at 501.30. 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 5 Sept CHAMBLFERT was trading at 513.70. 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
| CHAMBLFERT 28NOV2024 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.13
Theta: -0.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 471.90 | 1.4 | -0.60 | 43.69 | 98 | -1 | 128 |
| 13 Nov | 461.95 | 2 | 1.05 | 40.50 | 321 | 51 | 129 |
| 12 Nov | 483.95 | 0.95 | -0.20 | 43.10 | 13 | -2 | 78 |
| 11 Nov | 479.80 | 1.15 | 0.35 | 42.43 | 52 | -1 | 79 |
| 8 Nov | 482.65 | 0.8 | 0.45 | 37.15 | 94 | -11 | 81 |
| 7 Nov | 515.65 | 0.35 | -0.35 | 42.61 | 86 | -6 | 92 |
| 6 Nov | 503.40 | 0.7 | -1.95 | 42.38 | 82 | 12 | 98 |
| 5 Nov | 484.10 | 2.65 | -0.80 | 46.99 | 164 | 10 | 85 |
| 4 Nov | 477.10 | 3.45 | -0.05 | 46.62 | 218 | 13 | 75 |
| 1 Nov | 484.20 | 3.5 | -0.05 | 47.48 | 31 | -13 | 61 |
| 31 Oct | 483.60 | 3.55 | -1.45 | - | 87 | 40 | 75 |
| 30 Oct | 473.70 | 5 | -1.20 | - | 50 | 15 | 31 |
| 29 Oct | 460.55 | 6.2 | -3.80 | - | 40 | 14 | 17 |
| 28 Oct | 444.80 | 10 | -4.90 | - | 3 | 2 | 2 |
| 23 Oct | 469.85 | 14.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 508.10 | 14.9 | 14.90 | - | 0 | 0 | 0 |
| 25 Sept | 515.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 501.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 491.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 481.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 478.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 519.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 514.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 507.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 507.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 502.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 511.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 503.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 501.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 513.70 | 0 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 420 expiring on 28NOV2024
Delta for 420 PE is -0.07
Historical price for 420 PE is as follows
On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 43.69, the open interest changed by -1 which decreased total open position to 128
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 2, which was 1.05 higher than the previous day. The implied volatity was 40.50, the open interest changed by 51 which increased total open position to 129
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 43.10, the open interest changed by -2 which decreased total open position to 78
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 42.43, the open interest changed by -1 which decreased total open position to 79
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 0.8, which was 0.45 higher than the previous day. The implied volatity was 37.15, the open interest changed by -11 which decreased total open position to 81
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 42.61, the open interest changed by -6 which decreased total open position to 92
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 0.7, which was -1.95 lower than the previous day. The implied volatity was 42.38, the open interest changed by 12 which increased total open position to 98
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 46.99, the open interest changed by 10 which increased total open position to 85
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 46.62, the open interest changed by 13 which increased total open position to 75
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 47.48, the open interest changed by -13 which decreased total open position to 61
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 3.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CHAMBLFERT was trading at 473.70. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CHAMBLFERT was trading at 460.55. The strike last trading price was 6.2, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CHAMBLFERT was trading at 444.80. The strike last trading price was 10, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CHAMBLFERT was trading at 469.85. The strike last trading price was 14.9, 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 26 Sept CHAMBLFERT was trading at 508.10. The strike last trading price was 14.9, which was 14.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept CHAMBLFERT was trading at 515.65. 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 Sept CHAMBLFERT was trading at 501.35. 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 23 Sept CHAMBLFERT was trading at 491.70. 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 20 Sept CHAMBLFERT was trading at 481.00. 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 19 Sept CHAMBLFERT was trading at 478.85. 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 17 Sept CHAMBLFERT was trading at 519.30. 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 Sept CHAMBLFERT was trading at 514.55. 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 13 Sept CHAMBLFERT was trading at 507.65. 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 12 Sept CHAMBLFERT was trading at 507.70. 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 11 Sept CHAMBLFERT was trading at 502.30. 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 10 Sept CHAMBLFERT was trading at 511.75. 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 9 Sept CHAMBLFERT was trading at 503.95. 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 6 Sept CHAMBLFERT was trading at 501.30. 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 5 Sept CHAMBLFERT was trading at 513.70. 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
