CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
21 Nov 2024 04:10 PM IST
| CHAMBLFERT 28NOV2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.24
Theta: -0.63
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 455.40 | 11.25 | -6.00 | 32.47 | 149 | -3 | 60 | |||
| 20 Nov | 463.50 | 17.25 | 0.00 | 30.13 | 62 | 0 | 63 | |||
| 19 Nov | 463.50 | 17.25 | 2.85 | 30.13 | 62 | 0 | 63 | |||
| 18 Nov | 464.30 | 14.4 | -5.25 | - | 187 | -18 | 63 | |||
| 14 Nov | 469.85 | 19.65 | 3.10 | - | 184 | 9 | 80 | |||
| 13 Nov | 461.95 | 16.55 | -15.45 | 21.55 | 103 | 41 | 72 | |||
| 12 Nov | 483.95 | 32 | 2.20 | - | 10 | -1 | 30 | |||
| 11 Nov | 479.80 | 29.8 | -3.00 | - | 22 | -3 | 30 | |||
| 8 Nov | 482.65 | 32.8 | -35.10 | - | 6 | -1 | 34 | |||
| 7 Nov | 515.65 | 67.9 | 13.90 | 29.82 | 5 | -1 | 36 | |||
| 6 Nov | 503.40 | 54 | 16.50 | - | 34 | 2 | 37 | |||
|
|
||||||||||
| 5 Nov | 484.10 | 37.5 | 4.65 | 21.02 | 44 | 2 | 36 | |||
| 4 Nov | 477.10 | 32.85 | -8.15 | 25.07 | 2 | 0 | 35 | |||
| 1 Nov | 484.20 | 41 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 483.60 | 41 | 5.65 | - | 3 | 0 | 35 | |||
| 30 Oct | 473.70 | 35.35 | 9.35 | - | 65 | -4 | 36 | |||
| 29 Oct | 460.55 | 26 | 4.70 | - | 124 | 27 | 40 | |||
| 28 Oct | 444.80 | 21.3 | -59.70 | - | 19 | 12 | 12 | |||
| 25 Oct | 458.70 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.75 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 469.85 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.30 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 487.25 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 493.05 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 500.30 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 501.60 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 504.10 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 501.85 | 81 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 81 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.62
Historical price for 450 CE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 11.25, which was -6.00 lower than the previous day. The implied volatity was 32.47, the open interest changed by -3 which decreased total open position to 60
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 63
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 17.25, which was 2.85 higher than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 63
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 14.4, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 63
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 19.65, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 80
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 16.55, which was -15.45 lower than the previous day. The implied volatity was 21.55, the open interest changed by 41 which increased total open position to 72
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 32, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 29.8, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 32.8, which was -35.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 34
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 67.9, which was 13.90 higher than the previous day. The implied volatity was 29.82, the open interest changed by -1 which decreased total open position to 36
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 54, which was 16.50 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 37.5, which was 4.65 higher than the previous day. The implied volatity was 21.02, the open interest changed by 2 which increased total open position to 36
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 32.85, which was -8.15 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 35
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 41, 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 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 41, which was 5.65 higher 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 35.35, which was 9.35 higher 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 26, which was 4.70 higher 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 21.3, which was -59.70 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 81, 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 Oct CHAMBLFERT was trading at 471.75. The strike last trading price was 81, 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 81, 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 22 Oct CHAMBLFERT was trading at 481.30. The strike last trading price was 81, 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 21 Oct CHAMBLFERT was trading at 487.25. The strike last trading price was 81, 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 18 Oct CHAMBLFERT was trading at 493.05. The strike last trading price was 81, 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 Oct CHAMBLFERT was trading at 500.30. The strike last trading price was 81, 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 Oct CHAMBLFERT was trading at 501.60. The strike last trading price was 81, 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 15 Oct CHAMBLFERT was trading at 504.10. The strike last trading price was 81, 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 14 Oct CHAMBLFERT was trading at 501.85. The strike last trading price was 81, 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 Oct CHAMBLFERT was trading at 497.50. The strike last trading price was 81, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHAMBLFERT 28NOV2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.24
Theta: -0.55
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 455.40 | 6.2 | 1.40 | 35.01 | 1,198 | -30 | 413 |
| 20 Nov | 463.50 | 4.8 | 0.00 | 36.00 | 591 | 55 | 439 |
| 19 Nov | 463.50 | 4.8 | -0.95 | 36.00 | 591 | 51 | 439 |
| 18 Nov | 464.30 | 5.75 | 0.90 | 39.02 | 684 | 1 | 388 |
| 14 Nov | 469.85 | 4.85 | -3.00 | 36.08 | 599 | -42 | 388 |
| 13 Nov | 461.95 | 7.85 | 4.70 | 36.97 | 1,075 | 85 | 431 |
| 12 Nov | 483.95 | 3.15 | -0.45 | 36.86 | 412 | 57 | 345 |
| 11 Nov | 479.80 | 3.6 | 0.05 | 36.00 | 412 | 0 | 288 |
| 8 Nov | 482.65 | 3.55 | 2.25 | 34.33 | 1,301 | 81 | 289 |
| 7 Nov | 515.65 | 1.3 | -1.60 | 38.98 | 846 | 63 | 206 |
| 6 Nov | 503.40 | 2.9 | -5.20 | 41.09 | 761 | 35 | 151 |
| 5 Nov | 484.10 | 8.1 | -2.30 | 46.62 | 385 | -39 | 116 |
| 4 Nov | 477.10 | 10.4 | 1.25 | 47.47 | 301 | 39 | 145 |
| 1 Nov | 484.20 | 9.15 | 0.00 | 46.24 | 19 | -7 | 107 |
| 31 Oct | 483.60 | 9.15 | -3.40 | - | 79 | 5 | 115 |
| 30 Oct | 473.70 | 12.55 | -3.90 | - | 228 | 18 | 111 |
| 29 Oct | 460.55 | 16.45 | -5.55 | - | 148 | 31 | 93 |
| 28 Oct | 444.80 | 22 | 5.25 | - | 70 | 14 | 64 |
| 25 Oct | 458.70 | 16.75 | -0.55 | - | 68 | 50 | 50 |
| 24 Oct | 471.75 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 469.85 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.30 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 487.25 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 493.05 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 500.30 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 501.60 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 504.10 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 501.85 | 17.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 17.3 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.39
Historical price for 450 PE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 6.2, which was 1.40 higher than the previous day. The implied volatity was 35.01, the open interest changed by -30 which decreased total open position to 413
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 36.00, the open interest changed by 55 which increased total open position to 439
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 4.8, which was -0.95 lower than the previous day. The implied volatity was 36.00, the open interest changed by 51 which increased total open position to 439
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 5.75, which was 0.90 higher than the previous day. The implied volatity was 39.02, the open interest changed by 1 which increased total open position to 388
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 4.85, which was -3.00 lower than the previous day. The implied volatity was 36.08, the open interest changed by -42 which decreased total open position to 388
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 7.85, which was 4.70 higher than the previous day. The implied volatity was 36.97, the open interest changed by 85 which increased total open position to 431
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 36.86, the open interest changed by 57 which increased total open position to 345
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 36.00, the open interest changed by 0 which decreased total open position to 288
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 3.55, which was 2.25 higher than the previous day. The implied volatity was 34.33, the open interest changed by 81 which increased total open position to 289
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 1.3, which was -1.60 lower than the previous day. The implied volatity was 38.98, the open interest changed by 63 which increased total open position to 206
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 2.9, which was -5.20 lower than the previous day. The implied volatity was 41.09, the open interest changed by 35 which increased total open position to 151
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 8.1, which was -2.30 lower than the previous day. The implied volatity was 46.62, the open interest changed by -39 which decreased total open position to 116
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 10.4, which was 1.25 higher than the previous day. The implied volatity was 47.47, the open interest changed by 39 which increased total open position to 145
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 46.24, the open interest changed by -7 which decreased total open position to 107
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 9.15, which was -3.40 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 12.55, which was -3.90 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 16.45, which was -5.55 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 22, which was 5.25 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 16.75, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CHAMBLFERT was trading at 471.75. The strike last trading price was 17.3, 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 17.3, 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 22 Oct CHAMBLFERT was trading at 481.30. The strike last trading price was 17.3, 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 21 Oct CHAMBLFERT was trading at 487.25. The strike last trading price was 17.3, 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 18 Oct CHAMBLFERT was trading at 493.05. The strike last trading price was 17.3, 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 Oct CHAMBLFERT was trading at 500.30. The strike last trading price was 17.3, 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 Oct CHAMBLFERT was trading at 501.60. The strike last trading price was 17.3, 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 15 Oct CHAMBLFERT was trading at 504.10. The strike last trading price was 17.3, 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 14 Oct CHAMBLFERT was trading at 501.85. The strike last trading price was 17.3, 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 Oct CHAMBLFERT was trading at 497.50. The strike last trading price was 17.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
