CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
20 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 510 CE | ||||||||||
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Delta: 0.62
Vega: 0.25
Theta: -0.49
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 509.15 | 7.25 | -11.65 | 19.52 | 191 | -10 | 90 | |||
| 19 Dec | 527.35 | 18.9 | -4.40 | 16.81 | 2 | -1 | 100 | |||
| 18 Dec | 524.15 | 23.3 | 0.25 | 51.57 | 1 | 0 | 102 | |||
| 17 Dec | 529.60 | 23.05 | -1.85 | 32.01 | 45 | 8 | 102 | |||
| 16 Dec | 531.95 | 24.9 | 1.65 | 27.07 | 14 | -1 | 95 | |||
| 13 Dec | 527.85 | 23.25 | -1.95 | 26.25 | 35 | -5 | 97 | |||
| 12 Dec | 529.95 | 25.2 | -3.60 | 23.56 | 42 | -13 | 103 | |||
| 11 Dec | 534.00 | 28.8 | -3.70 | 29.54 | 5 | 1 | 117 | |||
| 10 Dec | 536.80 | 32.5 | 6.45 | 31.89 | 15 | -4 | 116 | |||
| 9 Dec | 528.15 | 26.05 | -12.95 | 32.19 | 92 | 4 | 120 | |||
| 6 Dec | 542.65 | 39 | -4.40 | 30.04 | 10 | -2 | 116 | |||
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| 5 Dec | 545.00 | 43.4 | 10.75 | 34.54 | 64 | -15 | 121 | |||
| 4 Dec | 534.35 | 32.65 | 4.30 | 30.23 | 50 | -20 | 137 | |||
| 3 Dec | 525.10 | 28.35 | 0.75 | 32.25 | 73 | -3 | 158 | |||
| 2 Dec | 524.80 | 27.6 | 5.80 | 34.12 | 660 | -28 | 175 | |||
| 29 Nov | 515.30 | 21.8 | 7.10 | 29.81 | 1,889 | 28 | 217 | |||
| 28 Nov | 498.00 | 14.7 | 2.25 | 33.31 | 1,106 | 131 | 190 | |||
| 27 Nov | 489.15 | 12.45 | 3.90 | 35.64 | 96 | 19 | 58 | |||
| 26 Nov | 479.80 | 8.55 | 0.55 | 33.31 | 62 | 13 | 40 | |||
| 25 Nov | 479.20 | 8 | 3.30 | 32.79 | 38 | 25 | 26 | |||
| 22 Nov | 464.00 | 4.7 | -0.60 | 30.92 | 1 | 0 | 1 | |||
| 21 Nov | 455.40 | 5.3 | -25.45 | 36.87 | 2 | 1 | 1 | |||
| 20 Nov | 463.50 | 30.75 | 0.00 | 7.87 | 0 | 0 | 0 | |||
| 19 Nov | 463.50 | 30.75 | 0.00 | 7.87 | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 30.75 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 30.75 | 0.00 | 5.93 | 0 | 0 | 0 | |||
| 13 Nov | 461.95 | 30.75 | 0.00 | 7.35 | 0 | 0 | 0 | |||
| 12 Nov | 483.95 | 30.75 | 0.00 | 3.70 | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 30.75 | 0.00 | 4.24 | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 30.75 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 30.75 | 0.00 | 0.04 | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 30.75 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 4 Nov | 477.10 | 30.75 | 4.36 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.62
Historical price for 510 CE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 7.25, which was -11.65 lower than the previous day. The implied volatity was 19.52, the open interest changed by -10 which decreased total open position to 90
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 18.9, which was -4.40 lower than the previous day. The implied volatity was 16.81, the open interest changed by -1 which decreased total open position to 100
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 23.3, which was 0.25 higher than the previous day. The implied volatity was 51.57, the open interest changed by 0 which decreased total open position to 102
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 23.05, which was -1.85 lower than the previous day. The implied volatity was 32.01, the open interest changed by 8 which increased total open position to 102
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 24.9, which was 1.65 higher than the previous day. The implied volatity was 27.07, the open interest changed by -1 which decreased total open position to 95
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 23.25, which was -1.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by -5 which decreased total open position to 97
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 25.2, which was -3.60 lower than the previous day. The implied volatity was 23.56, the open interest changed by -13 which decreased total open position to 103
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 28.8, which was -3.70 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 117
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 32.5, which was 6.45 higher than the previous day. The implied volatity was 31.89, the open interest changed by -4 which decreased total open position to 116
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 26.05, which was -12.95 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 120
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 39, which was -4.40 lower than the previous day. The implied volatity was 30.04, the open interest changed by -2 which decreased total open position to 116
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 43.4, which was 10.75 higher than the previous day. The implied volatity was 34.54, the open interest changed by -15 which decreased total open position to 121
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 32.65, which was 4.30 higher than the previous day. The implied volatity was 30.23, the open interest changed by -20 which decreased total open position to 137
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 28.35, which was 0.75 higher than the previous day. The implied volatity was 32.25, the open interest changed by -3 which decreased total open position to 158
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 27.6, which was 5.80 higher than the previous day. The implied volatity was 34.12, the open interest changed by -28 which decreased total open position to 175
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 21.8, which was 7.10 higher than the previous day. The implied volatity was 29.81, the open interest changed by 28 which increased total open position to 217
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 14.7, which was 2.25 higher than the previous day. The implied volatity was 33.31, the open interest changed by 131 which increased total open position to 190
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 12.45, which was 3.90 higher than the previous day. The implied volatity was 35.64, the open interest changed by 19 which increased total open position to 58
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 8.55, which was 0.55 higher than the previous day. The implied volatity was 33.31, the open interest changed by 13 which increased total open position to 40
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 8, which was 3.30 higher than the previous day. The implied volatity was 32.79, the open interest changed by 25 which increased total open position to 26
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 4.7, which was -0.60 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 1
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 5.3, which was -25.45 lower than the previous day. The implied volatity was 36.87, the open interest changed by 1 which increased total open position to 1
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 30.75, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 30.75, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 30.75, which was 0.00 lower than the previous day. The implied volatity was 0.04, 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 30.75, 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 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 30.75, which was lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 26DEC2024 510 PE | |||||||
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Delta: -0.42
Vega: 0.26
Theta: -0.64
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 509.15 | 6.8 | 3.35 | 32.83 | 1,541 | 21 | 369 |
| 19 Dec | 527.35 | 3.45 | -0.15 | 35.23 | 92 | -21 | 348 |
| 18 Dec | 524.15 | 3.6 | 0.05 | 29.76 | 101 | -99 | 371 |
| 17 Dec | 529.60 | 3.55 | 0.60 | 32.65 | 1,279 | 120 | 467 |
| 16 Dec | 531.95 | 2.95 | -0.85 | 31.25 | 249 | -27 | 355 |
| 13 Dec | 527.85 | 3.8 | -0.50 | 28.34 | 464 | -42 | 383 |
| 12 Dec | 529.95 | 4.3 | -0.20 | 31.08 | 630 | 1 | 426 |
| 11 Dec | 534.00 | 4.5 | -0.40 | 32.07 | 408 | 32 | 424 |
| 10 Dec | 536.80 | 4.9 | -2.35 | 34.48 | 489 | 40 | 398 |
| 9 Dec | 528.15 | 7.25 | 3.40 | 33.66 | 1,092 | 8 | 362 |
| 6 Dec | 542.65 | 3.85 | -0.20 | 31.90 | 572 | 4 | 353 |
| 5 Dec | 545.00 | 4.05 | -2.85 | 33.41 | 767 | 125 | 347 |
| 4 Dec | 534.35 | 6.9 | -1.70 | 33.70 | 494 | 78 | 226 |
| 3 Dec | 525.10 | 8.6 | -1.05 | 32.15 | 229 | -24 | 148 |
| 2 Dec | 524.80 | 9.65 | -4.15 | 31.75 | 748 | 65 | 166 |
| 29 Nov | 515.30 | 13.8 | -8.05 | 32.87 | 792 | 85 | 102 |
| 28 Nov | 498.00 | 21.85 | -7.85 | 31.56 | 63 | 10 | 17 |
| 27 Nov | 489.15 | 29.7 | -6.80 | 35.52 | 5 | 4 | 6 |
| 26 Nov | 479.80 | 36.5 | -15.00 | 37.23 | 2 | 1 | 1 |
| 25 Nov | 479.20 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 464.00 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 455.40 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 463.50 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 463.50 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 464.30 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 469.85 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 461.95 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 483.95 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 479.80 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 482.65 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 503.40 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 484.10 | 51.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 477.10 | 51.5 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.42
Historical price for 510 PE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 6.8, which was 3.35 higher than the previous day. The implied volatity was 32.83, the open interest changed by 21 which increased total open position to 369
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 35.23, the open interest changed by -21 which decreased total open position to 348
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 3.6, which was 0.05 higher than the previous day. The implied volatity was 29.76, the open interest changed by -99 which decreased total open position to 371
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 3.55, which was 0.60 higher than the previous day. The implied volatity was 32.65, the open interest changed by 120 which increased total open position to 467
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 31.25, the open interest changed by -27 which decreased total open position to 355
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 3.8, which was -0.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by -42 which decreased total open position to 383
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 4.3, which was -0.20 lower than the previous day. The implied volatity was 31.08, the open interest changed by 1 which increased total open position to 426
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 4.5, which was -0.40 lower than the previous day. The implied volatity was 32.07, the open interest changed by 32 which increased total open position to 424
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 4.9, which was -2.35 lower than the previous day. The implied volatity was 34.48, the open interest changed by 40 which increased total open position to 398
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 7.25, which was 3.40 higher than the previous day. The implied volatity was 33.66, the open interest changed by 8 which increased total open position to 362
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 31.90, the open interest changed by 4 which increased total open position to 353
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 4.05, which was -2.85 lower than the previous day. The implied volatity was 33.41, the open interest changed by 125 which increased total open position to 347
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 6.9, which was -1.70 lower than the previous day. The implied volatity was 33.70, the open interest changed by 78 which increased total open position to 226
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 8.6, which was -1.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by -24 which decreased total open position to 148
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 9.65, which was -4.15 lower than the previous day. The implied volatity was 31.75, the open interest changed by 65 which increased total open position to 166
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 13.8, which was -8.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 85 which increased total open position to 102
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 21.85, which was -7.85 lower than the previous day. The implied volatity was 31.56, the open interest changed by 10 which increased total open position to 17
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 29.7, which was -6.80 lower than the previous day. The implied volatity was 35.52, the open interest changed by 4 which increased total open position to 6
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 36.5, which was -15.00 lower than the previous day. The implied volatity was 37.23, the open interest changed by 1 which increased total open position to 1
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 51.5, 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 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 51.5, 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 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 51.5, 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 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 51.5, 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 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 51.5, 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 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 51.5, 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 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 51.5, 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 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 51.5, 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 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 51.5, 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 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 51.5, 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 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 51.5, 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 51.5, 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 51.5, 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 51.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
