CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
20 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 490 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 509.15 | 21.8 | -18.20 | - | 13 | -7 | 81 | |||
| 19 Dec | 527.35 | 40 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 524.15 | 40 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 529.60 | 40 | -4.40 | 28.74 | 2 | 0 | 88 | |||
| 16 Dec | 531.95 | 44.4 | 4.60 | 39.47 | 13 | -12 | 89 | |||
| 13 Dec | 527.85 | 39.8 | -6.85 | - | 3 | -1 | 102 | |||
| 12 Dec | 529.95 | 46.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 534.00 | 46.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 536.80 | 46.65 | 2.90 | - | 1 | 0 | 102 | |||
| 9 Dec | 528.15 | 43.75 | -11.25 | 40.20 | 14 | 8 | 103 | |||
| 6 Dec | 542.65 | 55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 545.00 | 55 | 4.00 | - | 5 | 0 | 95 | |||
| 4 Dec | 534.35 | 51 | 9.85 | 37.69 | 3 | -1 | 96 | |||
| 3 Dec | 525.10 | 41.15 | -1.70 | 24.78 | 14 | 2 | 96 | |||
| 2 Dec | 524.80 | 42.85 | 7.95 | 37.20 | 27 | -5 | 94 | |||
| 29 Nov | 515.30 | 34.9 | 10.00 | 29.44 | 311 | 3 | 97 | |||
| 28 Nov | 498.00 | 24.9 | 4.45 | 33.92 | 531 | -19 | 95 | |||
| 27 Nov | 489.15 | 20.45 | 5.05 | 34.97 | 496 | 56 | 115 | |||
| 26 Nov | 479.80 | 15.4 | 1.80 | 33.20 | 197 | 41 | 57 | |||
| 25 Nov | 479.20 | 13.6 | 5.40 | 30.95 | 24 | 13 | 16 | |||
| 22 Nov | 464.00 | 8.2 | -1.70 | 28.62 | 4 | 1 | 4 | |||
| 21 Nov | 455.40 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 463.50 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 463.50 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 9.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 461.95 | 9.9 | -8.00 | 29.45 | 5 | 1 | 4 | |||
| 12 Nov | 483.95 | 17.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Nov | 479.80 | 17.9 | -21.10 | 29.02 | 5 | 3 | 3 | |||
| 8 Nov | 482.65 | 39 | 0.00 | 0.22 | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 39 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 477.10 | 39 | 1.21 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 CE is -
Historical price for 490 CE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 21.8, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 81
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 40, 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 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 40, 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 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 40, which was -4.40 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 88
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 44.4, which was 4.60 higher than the previous day. The implied volatity was 39.47, the open interest changed by -12 which decreased total open position to 89
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 39.8, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 102
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 46.65, 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 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 46.65, 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 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 46.65, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 43.75, which was -11.25 lower than the previous day. The implied volatity was 40.20, the open interest changed by 8 which increased total open position to 103
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 55, 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 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 55, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 51, which was 9.85 higher than the previous day. The implied volatity was 37.69, the open interest changed by -1 which decreased total open position to 96
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 41.15, which was -1.70 lower than the previous day. The implied volatity was 24.78, the open interest changed by 2 which increased total open position to 96
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 42.85, which was 7.95 higher than the previous day. The implied volatity was 37.20, the open interest changed by -5 which decreased total open position to 94
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 34.9, which was 10.00 higher than the previous day. The implied volatity was 29.44, the open interest changed by 3 which increased total open position to 97
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 24.9, which was 4.45 higher than the previous day. The implied volatity was 33.92, the open interest changed by -19 which decreased total open position to 95
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 20.45, which was 5.05 higher than the previous day. The implied volatity was 34.97, the open interest changed by 56 which increased total open position to 115
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 15.4, which was 1.80 higher than the previous day. The implied volatity was 33.20, the open interest changed by 41 which increased total open position to 57
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 13.6, which was 5.40 higher than the previous day. The implied volatity was 30.95, the open interest changed by 13 which increased total open position to 16
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 8.2, which was -1.70 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 4
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 9.9, 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 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 9.9, 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 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 9.9, 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 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 9.9, 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 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 9.9, 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 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 9.9, which was -8.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by 1 which increased total open position to 4
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 17.9, which was -21.10 lower than the previous day. The implied volatity was 29.02, the open interest changed by 3 which increased total open position to 3
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 39, 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 39, 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 39, which was lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 26DEC2024 490 PE | |||||||
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Delta: -0.12
Vega: 0.13
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 509.15 | 1.25 | 0.25 | 31.96 | 258 | -32 | 158 |
| 19 Dec | 527.35 | 1 | 0.45 | 38.90 | 26 | -17 | 191 |
| 18 Dec | 524.15 | 0.55 | -0.80 | 29.31 | 32 | -30 | 210 |
| 17 Dec | 529.60 | 1.35 | 0.40 | 37.90 | 489 | 33 | 237 |
| 16 Dec | 531.95 | 0.95 | -0.35 | 34.85 | 116 | 14 | 206 |
| 13 Dec | 527.85 | 1.3 | -0.05 | 31.47 | 194 | -11 | 192 |
| 12 Dec | 529.95 | 1.35 | -0.25 | 32.22 | 309 | -6 | 202 |
| 11 Dec | 534.00 | 1.6 | -0.55 | 33.62 | 108 | -4 | 208 |
| 10 Dec | 536.80 | 2.15 | -1.10 | 37.08 | 275 | 18 | 211 |
| 9 Dec | 528.15 | 3.25 | 1.35 | 35.81 | 630 | 3 | 194 |
| 6 Dec | 542.65 | 1.9 | -0.20 | 35.30 | 117 | 5 | 190 |
| 5 Dec | 545.00 | 2.1 | -1.00 | 36.77 | 468 | -44 | 185 |
| 4 Dec | 534.35 | 3.1 | -0.85 | 34.75 | 398 | 21 | 233 |
| 3 Dec | 525.10 | 3.95 | -0.65 | 33.20 | 205 | 4 | 212 |
| 2 Dec | 524.80 | 4.6 | -2.50 | 32.92 | 865 | 71 | 209 |
| 29 Nov | 515.30 | 7.1 | -5.60 | 33.44 | 527 | 47 | 138 |
| 28 Nov | 498.00 | 12.7 | -6.30 | 33.05 | 236 | 61 | 91 |
| 27 Nov | 489.15 | 19 | -2.85 | 36.95 | 44 | 15 | 30 |
| 26 Nov | 479.80 | 21.85 | -3.00 | 33.68 | 21 | 5 | 16 |
| 25 Nov | 479.20 | 24.85 | -6.60 | 37.52 | 4 | 4 | 10 |
| 22 Nov | 464.00 | 31.45 | -9.45 | 33.43 | 6 | 3 | 9 |
| 21 Nov | 455.40 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 463.50 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 463.50 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 464.30 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 469.85 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 461.95 | 40.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 483.95 | 40.9 | 0.00 | 0.00 | 0 | 6 | 0 |
| 11 Nov | 479.80 | 40.9 | 0.95 | 57.99 | 6 | 0 | 0 |
| 8 Nov | 482.65 | 39.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 503.40 | 39.95 | 0.00 | 3.16 | 0 | 0 | 0 |
| 5 Nov | 484.10 | 39.95 | 0.00 | 0.13 | 0 | 0 | 0 |
| 4 Nov | 477.10 | 39.95 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.12
Historical price for 490 PE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 31.96, the open interest changed by -32 which decreased total open position to 158
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 38.90, the open interest changed by -17 which decreased total open position to 191
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 0.55, which was -0.80 lower than the previous day. The implied volatity was 29.31, the open interest changed by -30 which decreased total open position to 210
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 37.90, the open interest changed by 33 which increased total open position to 237
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 34.85, the open interest changed by 14 which increased total open position to 206
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 31.47, the open interest changed by -11 which decreased total open position to 192
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 32.22, the open interest changed by -6 which decreased total open position to 202
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 33.62, the open interest changed by -4 which decreased total open position to 208
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 2.15, which was -1.10 lower than the previous day. The implied volatity was 37.08, the open interest changed by 18 which increased total open position to 211
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 3.25, which was 1.35 higher than the previous day. The implied volatity was 35.81, the open interest changed by 3 which increased total open position to 194
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 35.30, the open interest changed by 5 which increased total open position to 190
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 2.1, which was -1.00 lower than the previous day. The implied volatity was 36.77, the open interest changed by -44 which decreased total open position to 185
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 34.75, the open interest changed by 21 which increased total open position to 233
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 33.20, the open interest changed by 4 which increased total open position to 212
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 4.6, which was -2.50 lower than the previous day. The implied volatity was 32.92, the open interest changed by 71 which increased total open position to 209
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 7.1, which was -5.60 lower than the previous day. The implied volatity was 33.44, the open interest changed by 47 which increased total open position to 138
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 12.7, which was -6.30 lower than the previous day. The implied volatity was 33.05, the open interest changed by 61 which increased total open position to 91
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 19, which was -2.85 lower than the previous day. The implied volatity was 36.95, the open interest changed by 15 which increased total open position to 30
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 21.85, which was -3.00 lower than the previous day. The implied volatity was 33.68, the open interest changed by 5 which increased total open position to 16
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 24.85, which was -6.60 lower than the previous day. The implied volatity was 37.52, the open interest changed by 4 which increased total open position to 10
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 31.45, which was -9.45 lower than the previous day. The implied volatity was 33.43, the open interest changed by 3 which increased total open position to 9
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 40.9, 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 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 40.9, 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 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 40.9, 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 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 40.9, 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 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 40.9, 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 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 40.9, 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 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 40.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 40.9, which was 0.95 higher than the previous day. The implied volatity was 57.99, the open interest changed by 0 which decreased total open position to 0
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 39.95, 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 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 39.95, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 39.95, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 39.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
