CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
14 Nov 2024 12:10 PM IST
| CHAMBLFERT 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 471.90 | 38.2 | -9.65 | - | 6 | 1 | 2 | |||
| 13 Nov | 461.95 | 47.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 483.95 | 47.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 47.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 47.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 515.65 | 47.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 47.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 484.10 | 47.85 | -47.50 | - | 5 | 2 | 2 | |||
| 4 Nov | 477.10 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 484.20 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 483.60 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 473.70 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 460.55 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 444.80 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 458.70 | 95.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 469.85 | 95.35 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 38.2, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 47.85, 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 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 47.85, 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 47.85, 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 47.85, 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 47.85, 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 47.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 47.85, which was -47.50 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 25 Oct CHAMBLFERT was trading at 458.70. The strike last trading price was 95.35, 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 95.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHAMBLFERT 28NOV2024 430 PE | |||||||
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Delta: -0.11
Vega: 0.18
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 471.90 | 2.25 | -0.90 | 42.24 | 221 | 9 | 272 |
| 13 Nov | 461.95 | 3.15 | 2.05 | 38.82 | 486 | 41 | 261 |
| 12 Nov | 483.95 | 1.1 | -0.35 | 38.62 | 80 | 7 | 220 |
| 11 Nov | 479.80 | 1.45 | 0.05 | 38.79 | 42 | -2 | 213 |
| 8 Nov | 482.65 | 1.4 | 0.70 | 36.49 | 422 | 183 | 214 |
| 7 Nov | 515.65 | 0.7 | -0.35 | 43.20 | 84 | -15 | 32 |
| 6 Nov | 503.40 | 1.05 | -3.10 | 41.05 | 148 | 12 | 48 |
| 5 Nov | 484.10 | 4.15 | -0.85 | 47.52 | 160 | 11 | 35 |
| 4 Nov | 477.10 | 5 | 0.10 | 46.28 | 107 | 7 | 26 |
| 1 Nov | 484.20 | 4.9 | 0.05 | 47.13 | 9 | 1 | 19 |
| 31 Oct | 483.60 | 4.85 | -1.15 | - | 16 | 6 | 19 |
| 30 Oct | 473.70 | 6 | -6.80 | - | 17 | 8 | 12 |
| 29 Oct | 460.55 | 12.8 | 0.00 | - | 0 | 2 | 0 |
| 28 Oct | 444.80 | 12.8 | 6.30 | - | 4 | 2 | 3 |
| 25 Oct | 458.70 | 6.5 | -5.35 | - | 1 | 0 | 1 |
| 23 Oct | 469.85 | 11.85 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.11
Historical price for 430 PE is as follows
On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 2.25, which was -0.90 lower than the previous day. The implied volatity was 42.24, the open interest changed by 9 which increased total open position to 272
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 3.15, which was 2.05 higher than the previous day. The implied volatity was 38.82, the open interest changed by 41 which increased total open position to 261
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 38.62, the open interest changed by 7 which increased total open position to 220
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 38.79, the open interest changed by -2 which decreased total open position to 213
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 1.4, which was 0.70 higher than the previous day. The implied volatity was 36.49, the open interest changed by 183 which increased total open position to 214
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 43.20, the open interest changed by -15 which decreased total open position to 32
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 1.05, which was -3.10 lower than the previous day. The implied volatity was 41.05, the open interest changed by 12 which increased total open position to 48
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 47.52, the open interest changed by 11 which increased total open position to 35
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 5, which was 0.10 higher than the previous day. The implied volatity was 46.28, the open interest changed by 7 which increased total open position to 26
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 47.13, the open interest changed by 1 which increased total open position to 19
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 4.85, which was -1.15 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 6, which was -6.80 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 12.8, 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 12.8, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CHAMBLFERT was trading at 458.70. The strike last trading price was 6.5, which was -5.35 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 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
