CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
03 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 525.10 | 77.5 | 0.00 | 0.00 | 0 | -15 | 0 | |||
| 2 Dec | 524.80 | 77.5 | 7.50 | 38.40 | 15 | -10 | 13 | |||
| 29 Nov | 515.30 | 70 | 22.50 | 31.48 | 29 | 5 | 9 | |||
| 28 Nov | 498.00 | 47.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 489.15 | 47.5 | 10.50 | 37.25 | 1 | 0 | 4 | |||
| 26 Nov | 479.80 | 37 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 479.20 | 37 | 9.65 | 30.99 | 1 | 4 | 4 | |||
| 22 Nov | 464.00 | 27.35 | -32.90 | 29.23 | 6 | 4 | 4 | |||
| 21 Nov | 455.40 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 463.50 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 463.50 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 60.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 477.10 | 60.25 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is 0.00
Historical price for 450 CE is as follows
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 77.5, which was 7.50 higher than the previous day. The implied volatity was 38.40, the open interest changed by -10 which decreased total open position to 13
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 70, which was 22.50 higher than the previous day. The implied volatity was 31.48, the open interest changed by 5 which increased total open position to 9
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 47.5, 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 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 47.5, which was 10.50 higher than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 4
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 37, 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 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 37, which was 9.65 higher than the previous day. The implied volatity was 30.99, the open interest changed by 4 which increased total open position to 4
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 27.35, which was -32.90 lower than the previous day. The implied volatity was 29.23, the open interest changed by 4 which increased total open position to 4
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 CHAMBLFERT was trading at 477.10. The strike last trading price was 60.25, 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 26DEC2024 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.12
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 525.10 | 0.9 | -0.25 | 38.68 | 37 | 1 | 220 |
| 2 Dec | 524.80 | 1.15 | -0.55 | 38.76 | 202 | 5 | 218 |
| 29 Nov | 515.30 | 1.7 | -1.45 | 37.27 | 637 | 10 | 213 |
| 28 Nov | 498.00 | 3.15 | -1.85 | 35.59 | 224 | 37 | 201 |
| 27 Nov | 489.15 | 5 | -1.40 | 36.45 | 161 | 38 | 164 |
| 26 Nov | 479.80 | 6.4 | -0.10 | 35.01 | 131 | 28 | 127 |
| 25 Nov | 479.20 | 6.5 | -4.10 | 33.68 | 158 | 61 | 98 |
| 22 Nov | 464.00 | 10.6 | -5.65 | 33.44 | 31 | 14 | 51 |
| 21 Nov | 455.40 | 16.25 | 4.55 | 36.83 | 131 | -54 | 37 |
| 20 Nov | 463.50 | 11.7 | 0.00 | 33.00 | 97 | 85 | 90 |
| 19 Nov | 463.50 | 11.7 | -1.90 | 33.00 | 97 | 84 | 90 |
| 18 Nov | 464.30 | 13.6 | 1.95 | 36.89 | 6 | 1 | 4 |
| 14 Nov | 469.85 | 11.65 | -10.00 | 35.58 | 4 | 2 | 2 |
| 5 Nov | 484.10 | 21.65 | 0.00 | 6.75 | 0 | 0 | 0 |
| 4 Nov | 477.10 | 21.65 | 5.76 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -0.04
Historical price for 450 PE is as follows
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 220
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 38.76, the open interest changed by 5 which increased total open position to 218
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was 37.27, the open interest changed by 10 which increased total open position to 213
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 3.15, which was -1.85 lower than the previous day. The implied volatity was 35.59, the open interest changed by 37 which increased total open position to 201
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 5, which was -1.40 lower than the previous day. The implied volatity was 36.45, the open interest changed by 38 which increased total open position to 164
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 6.4, which was -0.10 lower than the previous day. The implied volatity was 35.01, the open interest changed by 28 which increased total open position to 127
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 6.5, which was -4.10 lower than the previous day. The implied volatity was 33.68, the open interest changed by 61 which increased total open position to 98
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 10.6, which was -5.65 lower than the previous day. The implied volatity was 33.44, the open interest changed by 14 which increased total open position to 51
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 16.25, which was 4.55 higher than the previous day. The implied volatity was 36.83, the open interest changed by -54 which decreased total open position to 37
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 11.7, which was 0.00 lower than the previous day. The implied volatity was 33.00, the open interest changed by 85 which increased total open position to 90
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 11.7, which was -1.90 lower than the previous day. The implied volatity was 33.00, the open interest changed by 84 which increased total open position to 90
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 13.6, which was 1.95 higher than the previous day. The implied volatity was 36.89, the open interest changed by 1 which increased total open position to 4
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 11.65, which was -10.00 lower than the previous day. The implied volatity was 35.58, the open interest changed by 2 which increased total open position to 2
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 21.65, which was 0.00 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
