CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
03 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 470 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 | 63.45 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 2 Dec | 524.80 | 63.45 | 12.95 | 51.34 | 11 | -4 | 18 | |||
| 29 Nov | 515.30 | 50.5 | 12.20 | 25.61 | 24 | -1 | 22 | |||
| 28 Nov | 498.00 | 38.3 | 6.30 | 34.44 | 10 | 1 | 22 | |||
| 27 Nov | 489.15 | 32 | 5.85 | 34.90 | 19 | 1 | 21 | |||
| 26 Nov | 479.80 | 26.15 | 1.55 | 34.27 | 16 | -7 | 19 | |||
| 25 Nov | 479.20 | 24.6 | 7.70 | 33.02 | 22 | 2 | 26 | |||
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| 22 Nov | 464.00 | 16.9 | 2.10 | 30.67 | 7 | 2 | 26 | |||
| 21 Nov | 455.40 | 14.8 | -3.05 | 34.66 | 14 | 3 | 21 | |||
| 20 Nov | 463.50 | 17.85 | 0.00 | 32.60 | 7 | 6 | 18 | |||
| 19 Nov | 463.50 | 17.85 | 1.15 | 32.60 | 7 | 6 | 18 | |||
| 18 Nov | 464.30 | 16.7 | -1.80 | 28.87 | 15 | 8 | 11 | |||
| 14 Nov | 469.85 | 18.5 | -1.75 | 24.69 | 2 | 1 | 3 | |||
| 13 Nov | 461.95 | 20.25 | -28.55 | 33.07 | 2 | 1 | 1 | |||
| 12 Nov | 483.95 | 48.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 48.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 48.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 477.10 | 48.8 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.00
Historical price for 470 CE is as follows
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 63.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 63.45, which was 12.95 higher than the previous day. The implied volatity was 51.34, the open interest changed by -4 which decreased total open position to 18
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 50.5, which was 12.20 higher than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 22
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 38.3, which was 6.30 higher than the previous day. The implied volatity was 34.44, the open interest changed by 1 which increased total open position to 22
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 32, which was 5.85 higher than the previous day. The implied volatity was 34.90, the open interest changed by 1 which increased total open position to 21
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 26.15, which was 1.55 higher than the previous day. The implied volatity was 34.27, the open interest changed by -7 which decreased total open position to 19
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 24.6, which was 7.70 higher than the previous day. The implied volatity was 33.02, the open interest changed by 2 which increased total open position to 26
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 16.9, which was 2.10 higher than the previous day. The implied volatity was 30.67, the open interest changed by 2 which increased total open position to 26
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 14.8, which was -3.05 lower than the previous day. The implied volatity was 34.66, the open interest changed by 3 which increased total open position to 21
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 17.85, which was 0.00 lower than the previous day. The implied volatity was 32.60, the open interest changed by 6 which increased total open position to 18
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 17.85, which was 1.15 higher than the previous day. The implied volatity was 32.60, the open interest changed by 6 which increased total open position to 18
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 16.7, which was -1.80 lower than the previous day. The implied volatity was 28.87, the open interest changed by 8 which increased total open position to 11
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 18.5, which was -1.75 lower than the previous day. The implied volatity was 24.69, the open interest changed by 1 which increased total open position to 3
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 20.25, which was -28.55 lower than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 1
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 48.8, 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 48.8, 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 48.8, 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 48.8, 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 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.19
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 525.10 | 1.7 | -0.35 | 34.86 | 249 | -14 | 118 |
| 2 Dec | 524.80 | 2.05 | -1.30 | 34.62 | 683 | -47 | 142 |
| 29 Nov | 515.30 | 3.35 | -3.10 | 34.55 | 530 | 111 | 189 |
| 28 Nov | 498.00 | 6.45 | -3.80 | 33.82 | 125 | 13 | 78 |
| 27 Nov | 489.15 | 10.25 | -2.90 | 36.19 | 115 | 22 | 66 |
| 26 Nov | 479.80 | 13.15 | 0.20 | 35.52 | 53 | 5 | 44 |
| 25 Nov | 479.20 | 12.95 | -8.05 | 33.25 | 39 | 26 | 39 |
| 22 Nov | 464.00 | 21 | -2.05 | 36.26 | 6 | 1 | 14 |
| 21 Nov | 455.40 | 23.05 | 0.95 | 30.20 | 8 | 2 | 8 |
| 20 Nov | 463.50 | 22.1 | 0.00 | 35.14 | 2 | 2 | 4 |
| 19 Nov | 463.50 | 22.1 | 1.20 | 35.14 | 2 | 0 | 4 |
| 18 Nov | 464.30 | 20.9 | -1.00 | 33.81 | 3 | 1 | 5 |
| 14 Nov | 469.85 | 21.9 | -0.10 | 38.83 | 1 | 0 | 3 |
| 13 Nov | 461.95 | 22 | 7.45 | 32.54 | 2 | 1 | 2 |
| 12 Nov | 483.95 | 14.55 | -28.05 | 34.53 | 2 | 0 | 2 |
| 11 Nov | 479.80 | 42.6 | 12.60 | 76.24 | 2 | 1 | 1 |
| 5 Nov | 484.10 | 30 | 0.00 | 3.51 | 0 | 0 | 0 |
| 4 Nov | 477.10 | 30 | 2.46 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.08
Historical price for 470 PE is as follows
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -14 which decreased total open position to 118
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 2.05, which was -1.30 lower than the previous day. The implied volatity was 34.62, the open interest changed by -47 which decreased total open position to 142
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 3.35, which was -3.10 lower than the previous day. The implied volatity was 34.55, the open interest changed by 111 which increased total open position to 189
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 6.45, which was -3.80 lower than the previous day. The implied volatity was 33.82, the open interest changed by 13 which increased total open position to 78
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 10.25, which was -2.90 lower than the previous day. The implied volatity was 36.19, the open interest changed by 22 which increased total open position to 66
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 13.15, which was 0.20 higher than the previous day. The implied volatity was 35.52, the open interest changed by 5 which increased total open position to 44
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 12.95, which was -8.05 lower than the previous day. The implied volatity was 33.25, the open interest changed by 26 which increased total open position to 39
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 21, which was -2.05 lower than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 14
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 23.05, which was 0.95 higher than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 8
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 22.1, which was 0.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by 2 which increased total open position to 4
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 22.1, which was 1.20 higher than the previous day. The implied volatity was 35.14, the open interest changed by 0 which decreased total open position to 4
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 20.9, which was -1.00 lower than the previous day. The implied volatity was 33.81, the open interest changed by 1 which increased total open position to 5
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 21.9, which was -0.10 lower than the previous day. The implied volatity was 38.83, the open interest changed by 0 which decreased total open position to 3
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 22, which was 7.45 higher than the previous day. The implied volatity was 32.54, the open interest changed by 1 which increased total open position to 2
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 14.55, which was -28.05 lower than the previous day. The implied volatity was 34.53, the open interest changed by 0 which decreased total open position to 2
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 42.6, which was 12.60 higher than the previous day. The implied volatity was 76.24, the open interest changed by 1 which increased total open position to 1
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 30, which was lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
