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[--[65.84.65.76]--]
CHAMBLFERT
Chambal Fertilizers Ltd

471.95 10.00 (2.16%)

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Historical option data for CHAMBLFERT

14 Nov 2024 12:10 PM IST
CHAMBLFERT 28NOV2024 460 CE
Delta: 0.82
Vega: 0.25
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 471.90 15.25 3.90 16.79 428 5 169
13 Nov 461.95 11.35 -12.15 25.25 232 72 164
12 Nov 483.95 23.5 1.45 - 28 -2 93
11 Nov 479.80 22.05 -2.95 - 25 -3 94
8 Nov 482.65 25 -32.55 12.95 14 0 97
7 Nov 515.65 57.55 10.90 - 11 0 97
6 Nov 503.40 46.65 16.05 26.46 65 -3 100
5 Nov 484.10 30.6 3.50 27.61 195 21 103
4 Nov 477.10 27.1 -7.65 30.49 81 8 82
1 Nov 484.20 34.75 0.00 0.00 0 1 0
31 Oct 483.60 34.75 6.25 - 44 2 75
30 Oct 473.70 28.5 8.20 - 317 -44 73
29 Oct 460.55 20.3 4.00 - 692 82 117
28 Oct 444.80 16.3 -5.70 - 56 21 34
25 Oct 458.70 22 -4.40 - 15 8 13
24 Oct 471.75 26.4 -58.00 - 8 3 3
23 Oct 469.85 84.4 0.00 - 0 0 0
22 Oct 481.30 84.4 0.00 - 0 0 0
21 Oct 487.25 84.4 0.00 - 0 0 0
18 Oct 493.05 84.4 0.00 - 0 0 0
17 Oct 500.30 84.4 0.00 - 0 0 0
16 Oct 501.60 84.4 0.00 - 0 0 0
15 Oct 504.10 84.4 0.00 - 0 0 0
14 Oct 501.85 84.4 0.00 - 0 0 0
11 Oct 497.50 84.4 0.00 - 0 0 0
10 Oct 497.75 84.4 84.40 - 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
18 Sept 521.25 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 0.00 - 0 0 0
4 Sept 531.25 0 0.00 - 0 0 0
3 Sept 528.45 0 0.00 - 0 0 0
2 Sept 528.85 0 - 0 0 0


For Chambal Fertilizers Ltd - strike price 460 expiring on 28NOV2024

Delta for 460 CE is 0.82

Historical price for 460 CE is as follows

On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 15.25, which was 3.90 higher than the previous day. The implied volatity was 16.79, the open interest changed by 5 which increased total open position to 169


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 11.35, which was -12.15 lower than the previous day. The implied volatity was 25.25, the open interest changed by 72 which increased total open position to 164


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 23.5, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 93


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 22.05, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 94


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 25, which was -32.55 lower than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 97


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 57.55, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 46.65, which was 16.05 higher than the previous day. The implied volatity was 26.46, the open interest changed by -3 which decreased total open position to 100


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 30.6, which was 3.50 higher than the previous day. The implied volatity was 27.61, the open interest changed by 21 which increased total open position to 103


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 27.1, which was -7.65 lower than the previous day. The implied volatity was 30.49, the open interest changed by 8 which increased total open position to 82


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 34.75, 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 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 34.75, which was 6.25 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 28.5, which was 8.20 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 20.3, which was 4.00 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 16.3, which was -5.70 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 22, which was -4.40 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 26.4, which was -58.00 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 84.4, 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 Oct CHAMBLFERT was trading at 497.75. The strike last trading price was 84.4, which was 84.40 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 18 Sept CHAMBLFERT was trading at 521.25. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept CHAMBLFERT was trading at 531.25. 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 3 Sept CHAMBLFERT was trading at 528.45. 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 2 Sept CHAMBLFERT was trading at 528.85. 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 460 PE
Delta: -0.33
Vega: 0.34
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 471.90 8.2 -4.45 38.32 445 12 369
13 Nov 461.95 12.65 7.50 38.77 853 26 353
12 Nov 483.95 5.15 -0.70 36.40 481 32 328
11 Nov 479.80 5.85 0.25 35.70 449 35 299
8 Nov 482.65 5.6 3.75 33.75 1,264 -31 269
7 Nov 515.65 1.85 -2.45 37.22 1,318 79 301
6 Nov 503.40 4.3 -6.50 40.49 746 68 221
5 Nov 484.10 10.8 -2.95 45.92 512 -77 155
4 Nov 477.10 13.75 1.20 47.23 749 75 234
1 Nov 484.20 12.55 0.65 46.92 6 -2 162
31 Oct 483.60 11.9 -4.25 - 91 44 164
30 Oct 473.70 16.15 -4.60 - 209 -4 120
29 Oct 460.55 20.75 -7.90 - 108 42 131
28 Oct 444.80 28.65 7.65 - 35 34 89
25 Oct 458.70 21 5.00 - 82 30 55
24 Oct 471.75 16 6.75 - 32 22 24
23 Oct 469.85 9.25 0.00 - 0 0 0
22 Oct 481.30 9.25 0.00 - 0 0 0
21 Oct 487.25 9.25 0.00 - 0 0 2
18 Oct 493.05 9.25 0.00 - 0 0 2
17 Oct 500.30 9.25 0.00 - 0 0 0
16 Oct 501.60 9.25 0.00 - 0 0 2
15 Oct 504.10 9.25 0.00 - 0 0 2
14 Oct 501.85 9.25 0.00 - 0 0 0
11 Oct 497.50 9.25 0.00 - 0 1 0
10 Oct 497.75 9.25 -18.00 - 3 0 1
26 Sept 508.10 27.25 27.25 - 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
18 Sept 521.25 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 0.00 - 0 0 0
4 Sept 531.25 0 0.00 - 0 0 0
3 Sept 528.45 0 0.00 - 0 0 0
2 Sept 528.85 0 - 0 0 0


For Chambal Fertilizers Ltd - strike price 460 expiring on 28NOV2024

Delta for 460 PE is -0.33

Historical price for 460 PE is as follows

On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 8.2, which was -4.45 lower than the previous day. The implied volatity was 38.32, the open interest changed by 12 which increased total open position to 369


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 12.65, which was 7.50 higher than the previous day. The implied volatity was 38.77, the open interest changed by 26 which increased total open position to 353


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 5.15, which was -0.70 lower than the previous day. The implied volatity was 36.40, the open interest changed by 32 which increased total open position to 328


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was 35.70, the open interest changed by 35 which increased total open position to 299


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 5.6, which was 3.75 higher than the previous day. The implied volatity was 33.75, the open interest changed by -31 which decreased total open position to 269


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 1.85, which was -2.45 lower than the previous day. The implied volatity was 37.22, the open interest changed by 79 which increased total open position to 301


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 4.3, which was -6.50 lower than the previous day. The implied volatity was 40.49, the open interest changed by 68 which increased total open position to 221


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 10.8, which was -2.95 lower than the previous day. The implied volatity was 45.92, the open interest changed by -77 which decreased total open position to 155


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 13.75, which was 1.20 higher than the previous day. The implied volatity was 47.23, the open interest changed by 75 which increased total open position to 234


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 12.55, which was 0.65 higher than the previous day. The implied volatity was 46.92, the open interest changed by -2 which decreased total open position to 162


On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 11.9, which was -4.25 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 16.15, which was -4.60 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 20.75, which was -7.90 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 28.65, which was 7.65 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 21, which was 5.00 higher 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 16, which was 6.75 higher 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 9.25, 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 Oct CHAMBLFERT was trading at 497.75. The strike last trading price was 9.25, which was -18.00 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 27.25, which was 27.25 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 18 Sept CHAMBLFERT was trading at 521.25. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept CHAMBLFERT was trading at 531.25. 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 3 Sept CHAMBLFERT was trading at 528.45. 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 2 Sept CHAMBLFERT was trading at 528.85. 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