CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
07 Jan 2025 04:10 PM IST
| CHAMBLFERT 30JAN2025 420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 502.15 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 479.60 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 500.30 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 506.30 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 503.65 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 493.95 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 490.35 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 499.60 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 500.40 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 502.95 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 507.75 | 90.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 509.15 | 90.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 527.35 | 90.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 524.15 | 90.45 | 90.45 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 479.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 479.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 464.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 455.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 461.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Nov | 483.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 515.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 0 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 CE is -
Historical price for 420 CE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 90.45, 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 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 90.45, 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 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 90.45, 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 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 90.45, 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 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 90.45, 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 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 90.45, 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 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 90.45, 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 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 90.45, 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 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 90.45, 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 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 90.45, 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 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 90.45, 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 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 90.45, 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 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 90.45, 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 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 90.45, which was 90.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CHAMBLFERT was trading at 479.80. 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 0 which decreased total open position to 0
On 25 Nov CHAMBLFERT was trading at 479.20. 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 0 which decreased total open position to 0
On 22 Nov CHAMBLFERT was trading at 464.00. 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 0 which decreased total open position to 0
On 21 Nov CHAMBLFERT was trading at 455.40. 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 0 which decreased total open position to 0
On 20 Nov CHAMBLFERT was trading at 463.50. 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 0 which decreased total open position to 0
On 19 Nov CHAMBLFERT was trading at 463.50. 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 0 which decreased total open position to 0
On 18 Nov CHAMBLFERT was trading at 464.30. 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 0 which decreased total open position to 0
On 14 Nov CHAMBLFERT was trading at 469.85. 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 0 which decreased total open position to 0
On 13 Nov CHAMBLFERT was trading at 461.95. 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 0 which decreased total open position to 0
On 12 Nov CHAMBLFERT was trading at 483.95. 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 0 which decreased total open position to 0
On 11 Nov CHAMBLFERT was trading at 479.80. 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 0 which decreased total open position to 0
On 8 Nov CHAMBLFERT was trading at 482.65. 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 0 which decreased total open position to 0
On 7 Nov 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 0 which decreased total open position to 0
On 6 Nov CHAMBLFERT was trading at 503.40. 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 0 which decreased total open position to 0
On 5 Nov CHAMBLFERT was trading at 484.10. 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
| CHAMBLFERT 30JAN2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.07
Theta: -0.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 502.15 | 0.4 | -1.00 | 37.36 | 75 | -15 | 255 |
| 6 Jan | 479.60 | 1.4 | 1.10 | 37.84 | 329 | 62 | 268 |
| 3 Jan | 500.30 | 0.3 | -0.20 | 32.75 | 16 | 1 | 206 |
| 2 Jan | 506.30 | 0.5 | 0.10 | 36.95 | 57 | 0 | 205 |
| 1 Jan | 503.65 | 0.4 | -0.20 | 33.97 | 42 | 0 | 205 |
| 31 Dec | 493.95 | 0.6 | -0.05 | 32.76 | 394 | 117 | 206 |
| 30 Dec | 490.35 | 0.65 | -0.15 | 31.88 | 147 | 65 | 89 |
| 27 Dec | 499.60 | 0.8 | 0.20 | 34.31 | 3 | 1 | 24 |
| 26 Dec | 500.40 | 0.6 | -3.40 | 32.56 | 46 | 18 | 23 |
| 24 Dec | 502.95 | 4 | 2.50 | 49.29 | 1 | 0 | 4 |
| 23 Dec | 507.75 | 1.5 | -2.50 | 39.71 | 3 | 1 | 3 |
| 20 Dec | 509.15 | 4 | 0.00 | 50.65 | 1 | 0 | 1 |
| 19 Dec | 527.35 | 4 | 0.00 | 0.00 | 0 | 0 | 1 |
| 18 Dec | 524.15 | 4 | -15.30 | 0.00 | 0 | 0 | 1 |
| 26 Nov | 479.80 | 19.3 | 0.00 | 9.88 | 0 | 0 | 0 |
| 25 Nov | 479.20 | 19.3 | 0.00 | 9.61 | 0 | 0 | 0 |
| 22 Nov | 464.00 | 19.3 | 19.30 | 7.89 | 0 | 0 | 0 |
| 21 Nov | 455.40 | 0 | 0.00 | 6.60 | 0 | 0 | 0 |
| 20 Nov | 463.50 | 0 | 0.00 | 7.73 | 0 | 0 | 0 |
| 19 Nov | 463.50 | 0 | 0.00 | 7.73 | 0 | 0 | 0 |
| 18 Nov | 464.30 | 0 | 0.00 | 7.82 | 0 | 0 | 0 |
| 14 Nov | 469.85 | 0 | 0.00 | 8.23 | 0 | 0 | 0 |
| 13 Nov | 461.95 | 0 | 0.00 | 7.28 | 0 | 0 | 0 |
| 12 Nov | 483.95 | 0 | 0.00 | 9.92 | 0 | 0 | 0 |
| 11 Nov | 479.80 | 0 | 0.00 | 9.18 | 0 | 0 | 0 |
| 8 Nov | 482.65 | 0 | 0.00 | 9.55 | 0 | 0 | 0 |
| 7 Nov | 515.65 | 0 | 0.00 | 12.61 | 0 | 0 | 0 |
| 6 Nov | 503.40 | 0 | 0.00 | 11.24 | 0 | 0 | 0 |
| 5 Nov | 484.10 | 0 | 9.55 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 420 expiring on 30JAN2025
Delta for 420 PE is -0.02
Historical price for 420 PE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 0.4, which was -1.00 lower than the previous day. The implied volatity was 37.36, the open interest changed by -15 which decreased total open position to 255
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 1.4, which was 1.10 higher than the previous day. The implied volatity was 37.84, the open interest changed by 62 which increased total open position to 268
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 32.75, the open interest changed by 1 which increased total open position to 206
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 205
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 205
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 32.76, the open interest changed by 117 which increased total open position to 206
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 31.88, the open interest changed by 65 which increased total open position to 89
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 24
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 0.6, which was -3.40 lower than the previous day. The implied volatity was 32.56, the open interest changed by 18 which increased total open position to 23
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 4, which was 2.50 higher than the previous day. The implied volatity was 49.29, the open interest changed by 0 which decreased total open position to 4
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 1.5, which was -2.50 lower than the previous day. The implied volatity was 39.71, the open interest changed by 1 which increased total open position to 3
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 50.65, the open interest changed by 0 which decreased total open position to 1
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 4, 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 1
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 4, which was -15.30 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 9.88, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 19.3, which was 0.00 lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 19.3, which was 19.30 higher than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.60, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.82, the open interest changed by 0 which decreased total open position to 0
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.23, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.18, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.55, 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 0, which was 0.00 lower than the previous day. The implied volatity was 12.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 11.24, the open interest changed by 0 which decreased total open position to 0
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.55, the open interest changed by 0 which decreased total open position to 0
