CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
14 Nov 2024 11:50 AM IST
| CHAMBLFERT 28NOV2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.37
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 470.30 | 8.9 | 1.40 | 21.30 | 535 | 45 | 205 | |||
| 13 Nov | 461.95 | 7.5 | -9.60 | 27.49 | 572 | 110 | 163 | |||
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| 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 0.55
Historical price for 470 CE is as follows
On 14 Nov CHAMBLFERT was trading at 470.30. The strike last trading price was 8.9, which was 1.40 higher than the previous day. The implied volatity was 21.30, the open interest changed by 45 which increased total open position to 205
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.37
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 470.30 | 13.4 | -5.15 | 39.04 | 200 | 28 | 274 |
| 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 -0.46
Historical price for 470 PE is as follows
On 14 Nov CHAMBLFERT was trading at 470.30. The strike last trading price was 13.4, which was -5.15 lower than the previous day. The implied volatity was 39.04, the open interest changed by 28 which increased total open position to 274
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
