CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
21 Nov 2024 04:10 PM IST
| CHAMBLFERT 28NOV2024 490 CE | ||||||||||
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Delta: 0.10
Vega: 0.11
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 455.40 | 1.1 | -0.35 | 38.90 | 788 | -169 | 408 | |||
| 20 Nov | 463.50 | 1.45 | 0.00 | 30.61 | 531 | 23 | 580 | |||
| 19 Nov | 463.50 | 1.45 | -0.15 | 30.61 | 531 | 26 | 580 | |||
| 18 Nov | 464.30 | 1.6 | -1.55 | 29.01 | 1,221 | 31 | 560 | |||
| 14 Nov | 469.85 | 3.15 | -0.05 | 25.61 | 685 | -12 | 529 | |||
| 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 | |||
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| 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 0.10
Historical price for 490 CE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 38.90, the open interest changed by -169 which decreased total open position to 408
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 23 which increased total open position to 580
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 30.61, the open interest changed by 26 which increased total open position to 580
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 1.6, which was -1.55 lower than the previous day. The implied volatity was 29.01, the open interest changed by 31 which increased total open position to 560
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 25.61, the open interest changed by -12 which decreased total open position to 529
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.07
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 455.40 | 34.7 | 5.75 | 31.94 | 28 | -9 | 117 |
| 20 Nov | 463.50 | 28.95 | 0.00 | 38.75 | 18 | 1 | 128 |
| 19 Nov | 463.50 | 28.95 | 0.70 | 38.75 | 18 | 3 | 128 |
| 18 Nov | 464.30 | 28.25 | -0.15 | 37.73 | 17 | -1 | 129 |
| 14 Nov | 469.85 | 28.4 | -7.10 | 48.02 | 35 | -3 | 131 |
| 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 -0.95
Historical price for 490 PE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 34.7, which was 5.75 higher than the previous day. The implied volatity was 31.94, the open interest changed by -9 which decreased total open position to 117
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was 38.75, the open interest changed by 1 which increased total open position to 128
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 28.95, which was 0.70 higher than the previous day. The implied volatity was 38.75, the open interest changed by 3 which increased total open position to 128
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 28.25, which was -0.15 lower than the previous day. The implied volatity was 37.73, the open interest changed by -1 which decreased total open position to 129
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 28.4, which was -7.10 lower than the previous day. The implied volatity was 48.02, the open interest changed by -3 which decreased total open position to 131
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
