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

472.6 10.65 (2.31%)

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Historical option data for CHAMBLFERT

14 Nov 2024 12:10 PM IST
CHAMBLFERT 28NOV2024 470 CE
Delta: 0.59
Vega: 0.36
Theta: -0.33
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 471.90 9.55 2.05 20.45 550 49 209
13 Nov 461.95 7.5 -9.60 27.49 572 110 163
12 Nov 483.95 17.1 1.40 18.28 60 -4 54
11 Nov 479.80 15.7 -1.85 19.14 70 6 59
8 Nov 482.65 17.55 -28.45 18.19 38 8 54
7 Nov 515.65 46 8.05 - 32 -8 46
6 Nov 503.40 37.95 13.05 27.28 278 -24 55
5 Nov 484.10 24.9 3.30 31.41 307 13 79
4 Nov 477.10 21.6 -8.05 32.54 114 19 66
1 Nov 484.20 29.65 1.55 37.94 4 0 47
31 Oct 483.60 28.1 3.45 - 90 -6 52
30 Oct 473.70 24.65 8.90 - 413 31 57
29 Oct 460.55 15.75 3.25 - 88 7 26
28 Oct 444.80 12.5 -5.20 - 21 7 18
25 Oct 458.70 17.7 -4.30 - 18 5 11
24 Oct 471.75 22 -46.05 - 8 5 5
23 Oct 469.85 68.05 0.00 - 0 0 0
22 Oct 481.30 68.05 0.00 - 0 0 0
21 Oct 487.25 68.05 0.00 - 0 0 0
18 Oct 493.05 68.05 0.00 - 0 0 0
17 Oct 500.30 68.05 0.00 - 0 0 0
16 Oct 501.60 68.05 0.00 - 0 0 0
15 Oct 504.10 68.05 0.00 - 0 0 0
14 Oct 501.85 68.05 0.00 - 0 0 0
11 Oct 497.50 68.05 0.00 - 0 0 0
10 Oct 497.75 68.05 - 0 0 0


For Chambal Fertilizers Ltd - strike price 470 expiring on 28NOV2024

Delta for 470 CE is 0.59

Historical price for 470 CE is as follows

On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 9.55, which was 2.05 higher than the previous day. The implied volatity was 20.45, the open interest changed by 49 which increased total open position to 209


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 7.5, which was -9.60 lower than the previous day. The implied volatity was 27.49, the open interest changed by 110 which increased total open position to 163


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 17.1, which was 1.40 higher than the previous day. The implied volatity was 18.28, the open interest changed by -4 which decreased total open position to 54


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 15.7, which was -1.85 lower than the previous day. The implied volatity was 19.14, the open interest changed by 6 which increased total open position to 59


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 17.55, which was -28.45 lower than the previous day. The implied volatity was 18.19, the open interest changed by 8 which increased total open position to 54


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 46, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 46


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 37.95, which was 13.05 higher than the previous day. The implied volatity was 27.28, the open interest changed by -24 which decreased total open position to 55


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 24.9, which was 3.30 higher than the previous day. The implied volatity was 31.41, the open interest changed by 13 which increased total open position to 79


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 21.6, which was -8.05 lower than the previous day. The implied volatity was 32.54, the open interest changed by 19 which increased total open position to 66


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 29.65, which was 1.55 higher than the previous day. The implied volatity was 37.94, the open interest changed by 0 which decreased total open position to 47


On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 28.1, which was 3.45 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 24.65, which was 8.90 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 15.75, which was 3.25 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 12.5, which was -5.20 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 17.7, which was -4.30 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 22, which was -46.05 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, 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 68.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CHAMBLFERT 28NOV2024 470 PE
Delta: -0.44
Vega: 0.37
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 471.90 13 -5.55 40.07 208 29 275
13 Nov 461.95 18.55 10.00 40.46 936 -57 246
12 Nov 483.95 8.55 -0.90 37.44 406 58 303
11 Nov 479.80 9.45 0.50 36.57 342 11 244
8 Nov 482.65 8.95 6.30 34.35 1,488 -170 237
7 Nov 515.65 2.65 -3.45 35.55 1,667 225 410
6 Nov 503.40 6.1 -8.65 39.62 844 -9 188
5 Nov 484.10 14.75 -3.40 46.62 567 -14 195
4 Nov 477.10 18.15 2.15 47.80 294 81 211
1 Nov 484.20 16 0.25 46.61 11 2 130
31 Oct 483.60 15.75 -5.05 - 181 30 129
30 Oct 473.70 20.8 -7.90 - 204 73 98
29 Oct 460.55 28.7 0.50 - 11 2 25
28 Oct 444.80 28.2 1.70 - 7 1 23
25 Oct 458.70 26.5 6.20 - 14 11 22
24 Oct 471.75 20.3 -3.75 - 12 10 10
23 Oct 469.85 24.05 0.00 - 0 0 0
22 Oct 481.30 24.05 0.00 - 0 0 0
21 Oct 487.25 24.05 0.00 - 0 0 0
18 Oct 493.05 24.05 0.00 - 0 0 0
17 Oct 500.30 24.05 0.00 - 0 0 0
16 Oct 501.60 24.05 0.00 - 0 0 0
15 Oct 504.10 24.05 0.00 - 0 0 0
14 Oct 501.85 24.05 0.00 - 0 0 0
11 Oct 497.50 24.05 0.00 - 0 0 0
10 Oct 497.75 24.05 - 0 0 0


For Chambal Fertilizers Ltd - strike price 470 expiring on 28NOV2024

Delta for 470 PE is -0.44

Historical price for 470 PE is as follows

On 14 Nov CHAMBLFERT was trading at 471.90. The strike last trading price was 13, which was -5.55 lower than the previous day. The implied volatity was 40.07, the open interest changed by 29 which increased total open position to 275


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 18.55, which was 10.00 higher than the previous day. The implied volatity was 40.46, the open interest changed by -57 which decreased total open position to 246


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 8.55, which was -0.90 lower than the previous day. The implied volatity was 37.44, the open interest changed by 58 which increased total open position to 303


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 9.45, which was 0.50 higher than the previous day. The implied volatity was 36.57, the open interest changed by 11 which increased total open position to 244


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 8.95, which was 6.30 higher than the previous day. The implied volatity was 34.35, the open interest changed by -170 which decreased total open position to 237


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 2.65, which was -3.45 lower than the previous day. The implied volatity was 35.55, the open interest changed by 225 which increased total open position to 410


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 6.1, which was -8.65 lower than the previous day. The implied volatity was 39.62, the open interest changed by -9 which decreased total open position to 188


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 14.75, which was -3.40 lower than the previous day. The implied volatity was 46.62, the open interest changed by -14 which decreased total open position to 195


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 18.15, which was 2.15 higher than the previous day. The implied volatity was 47.80, the open interest changed by 81 which increased total open position to 211


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 16, which was 0.25 higher than the previous day. The implied volatity was 46.61, the open interest changed by 2 which increased total open position to 130


On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 15.75, which was -5.05 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 20.8, 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 29 Oct CHAMBLFERT was trading at 460.55. The strike last trading price was 28.7, which was 0.50 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 28.2, which was 1.70 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 26.5, which was 6.20 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 20.3, which was -3.75 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, 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 24.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to