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

471.05 9.10 (1.97%)

Back to Option Chain


Historical option data for CHAMBLFERT

14 Nov 2024 12:00 PM IST
CHAMBLFERT 28NOV2024 490 CE
Delta: 0.24
Vega: 0.29
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 470.75 3.2 0.00 25.10 450 -16 525
13 Nov 461.95 3.2 -4.90 31.31 1,225 218 545
12 Nov 483.95 8.1 1.00 25.58 2,462 22 326
11 Nov 479.80 7.1 -1.70 24.79 702 21 303
8 Nov 482.65 8.8 -19.80 24.64 1,342 177 277
7 Nov 515.65 28.6 5.70 16.87 465 -76 100
6 Nov 503.40 22.9 7.70 27.91 2,657 69 175
5 Nov 484.10 15.2 1.90 34.25 433 11 107
4 Nov 477.10 13.3 -5.35 35.56 219 30 97
1 Nov 484.20 18.65 0.20 37.55 22 14 68
31 Oct 483.60 18.45 3.45 - 87 21 53
30 Oct 473.70 15 6.55 - 141 17 33
29 Oct 460.55 8.45 1.45 - 20 11 17
28 Oct 444.80 7 -3.60 - 8 2 5
25 Oct 458.70 10.6 -4.30 - 3 2 3
24 Oct 471.75 14.9 -41.65 - 2 1 1
23 Oct 469.85 56.55 0.00 - 0 0 0
22 Oct 481.30 56.55 0.00 - 0 0 0
21 Oct 487.25 56.55 0.00 - 0 0 0
18 Oct 493.05 56.55 0.00 - 0 0 0
17 Oct 500.30 56.55 0.00 - 0 0 0
16 Oct 501.60 56.55 0.00 - 0 0 0
15 Oct 504.10 56.55 0.00 - 0 0 0
14 Oct 501.85 56.55 0.00 - 0 0 0
11 Oct 497.50 56.55 0.00 - 0 0 0
10 Oct 497.75 56.55 0.00 - 0 0 0
30 Sept 529.45 56.55 0.00 - 0 0 0
27 Sept 525.25 56.55 - 0 0 0


For Chambal Fertilizers Ltd - strike price 490 expiring on 28NOV2024

Delta for 490 CE is 0.24

Historical price for 490 CE is as follows

On 14 Nov CHAMBLFERT was trading at 470.75. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 25.10, the open interest changed by -16 which decreased total open position to 525


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 3.2, which was -4.90 lower than the previous day. The implied volatity was 31.31, the open interest changed by 218 which increased total open position to 545


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 8.1, which was 1.00 higher than the previous day. The implied volatity was 25.58, the open interest changed by 22 which increased total open position to 326


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 7.1, which was -1.70 lower than the previous day. The implied volatity was 24.79, the open interest changed by 21 which increased total open position to 303


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 8.8, which was -19.80 lower than the previous day. The implied volatity was 24.64, the open interest changed by 177 which increased total open position to 277


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 28.6, which was 5.70 higher than the previous day. The implied volatity was 16.87, the open interest changed by -76 which decreased total open position to 100


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 22.9, which was 7.70 higher than the previous day. The implied volatity was 27.91, the open interest changed by 69 which increased total open position to 175


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 15.2, which was 1.90 higher than the previous day. The implied volatity was 34.25, the open interest changed by 11 which increased total open position to 107


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 13.3, which was -5.35 lower than the previous day. The implied volatity was 35.56, the open interest changed by 30 which increased total open position to 97


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 18.65, which was 0.20 higher than the previous day. The implied volatity was 37.55, the open interest changed by 14 which increased total open position to 68


On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 18.45, 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 15, which was 6.55 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 8.45, which was 1.45 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 7, which was -3.60 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 10.6, 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 14.9, which was -41.65 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 56.55, 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 30 Sept CHAMBLFERT was trading at 529.45. The strike last trading price was 56.55, 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 27 Sept CHAMBLFERT was trading at 525.25. The strike last trading price was 56.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CHAMBLFERT 28NOV2024 490 PE
Delta: -0.62
Vega: 0.35
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 470.75 29.35 -6.15 51.69 31 0 134
13 Nov 461.95 35.5 15.35 51.32 68 -27 143
12 Nov 483.95 20.15 -0.85 43.40 257 -3 169
11 Nov 479.80 21 1.25 41.09 135 -10 172
8 Nov 482.65 19.75 14.15 37.77 1,652 16 185
7 Nov 515.65 5.6 -6.80 32.87 1,307 45 170
6 Nov 503.40 12.4 -12.50 39.82 898 99 127
5 Nov 484.10 24.9 -4.25 48.13 48 -3 29
4 Nov 477.10 29.15 3.55 49.20 57 14 32
1 Nov 484.20 25.6 0.00 0.00 0 6 0
31 Oct 483.60 25.6 -5.40 - 8 1 13
30 Oct 473.70 31 -1.00 - 2 1 11
29 Oct 460.55 32 0.00 - 0 0 0
28 Oct 444.80 32 0.00 - 0 0 0
25 Oct 458.70 32 0.00 - 0 10 0
24 Oct 471.75 32 -0.30 - 10 0 0
23 Oct 469.85 32.3 0.00 - 0 0 0
22 Oct 481.30 32.3 0.00 - 0 0 0
21 Oct 487.25 32.3 0.00 - 0 0 0
18 Oct 493.05 32.3 0.00 - 0 0 0
17 Oct 500.30 32.3 0.00 - 0 0 0
16 Oct 501.60 32.3 0.00 - 0 0 0
15 Oct 504.10 32.3 0.00 - 0 0 0
14 Oct 501.85 32.3 0.00 - 0 0 0
11 Oct 497.50 32.3 0.00 - 0 0 0
10 Oct 497.75 32.3 0.00 - 0 0 0
30 Sept 529.45 32.3 0.00 - 0 0 0
27 Sept 525.25 32.3 - 0 0 0


For Chambal Fertilizers Ltd - strike price 490 expiring on 28NOV2024

Delta for 490 PE is -0.62

Historical price for 490 PE is as follows

On 14 Nov CHAMBLFERT was trading at 470.75. The strike last trading price was 29.35, which was -6.15 lower than the previous day. The implied volatity was 51.69, the open interest changed by 0 which decreased total open position to 134


On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 35.5, which was 15.35 higher than the previous day. The implied volatity was 51.32, the open interest changed by -27 which decreased total open position to 143


On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 20.15, which was -0.85 lower than the previous day. The implied volatity was 43.40, the open interest changed by -3 which decreased total open position to 169


On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 21, which was 1.25 higher than the previous day. The implied volatity was 41.09, the open interest changed by -10 which decreased total open position to 172


On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 19.75, which was 14.15 higher than the previous day. The implied volatity was 37.77, the open interest changed by 16 which increased total open position to 185


On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 5.6, which was -6.80 lower than the previous day. The implied volatity was 32.87, the open interest changed by 45 which increased total open position to 170


On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 12.4, which was -12.50 lower than the previous day. The implied volatity was 39.82, the open interest changed by 99 which increased total open position to 127


On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 24.9, which was -4.25 lower than the previous day. The implied volatity was 48.13, the open interest changed by -3 which decreased total open position to 29


On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 29.15, which was 3.55 higher than the previous day. The implied volatity was 49.20, the open interest changed by 14 which increased total open position to 32


On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 25.6, 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 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 25.6, which was -5.40 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 31, which was -1.00 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 32, 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 28 Oct CHAMBLFERT was trading at 444.80. The strike last trading price was 32, 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 Oct CHAMBLFERT was trading at 458.70. The strike last trading price was 32, 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 Oct CHAMBLFERT was trading at 471.75. The strike last trading price was 32, which was -0.30 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 32.3, 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 30 Sept CHAMBLFERT was trading at 529.45. The strike last trading price was 32.3, 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 27 Sept CHAMBLFERT was trading at 525.25. The strike last trading price was 32.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to