CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
21 Nov 2024 04:10 PM IST
CHAMBLFERT 28NOV2024 510 CE | ||||||||||
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Delta: 0.05
Vega: 0.06
Theta: -0.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 455.40 | 0.6 | -0.10 | 47.66 | 346 | 9 | 515 | |||
20 Nov | 463.50 | 0.7 | 0.00 | 38.10 | 307 | 48 | 505 | |||
19 Nov | 463.50 | 0.7 | -0.10 | 38.10 | 307 | 47 | 505 | |||
18 Nov | 464.30 | 0.8 | -0.60 | 36.44 | 478 | -47 | 461 | |||
14 Nov | 469.85 | 1.4 | -0.15 | 30.92 | 550 | 58 | 508 | |||
13 Nov | 461.95 | 1.55 | -2.05 | 35.73 | 918 | 63 | 450 | |||
12 Nov | 483.95 | 3.6 | 0.55 | 29.49 | 1,241 | -107 | 381 | |||
11 Nov | 479.80 | 3.05 | -0.95 | 28.40 | 580 | -4 | 490 | |||
8 Nov | 482.65 | 4 | -10.75 | 27.69 | 1,975 | 315 | 494 | |||
7 Nov | 515.65 | 14.75 | 1.85 | 21.08 | 3,150 | -39 | 180 | |||
6 Nov | 503.40 | 12.9 | 4.65 | 30.00 | 1,863 | 134 | 227 | |||
5 Nov | 484.10 | 8.25 | 0.30 | 34.95 | 303 | 1 | 94 | |||
4 Nov | 477.10 | 7.95 | -3.70 | 37.92 | 137 | 38 | 93 | |||
1 Nov | 484.20 | 11.65 | 0.35 | 38.60 | 1 | 0 | 54 | |||
31 Oct | 483.60 | 11.3 | 2.30 | - | 55 | 10 | 54 | |||
30 Oct | 473.70 | 9 | 4.80 | - | 92 | 11 | 41 | |||
29 Oct | 460.55 | 4.2 | 0.00 | - | 0 | 13 | 0 | |||
28 Oct | 444.80 | 4.2 | -2.10 | - | 55 | 13 | 29 | |||
25 Oct | 458.70 | 6.3 | -3.95 | - | 22 | 9 | 16 | |||
24 Oct | 471.75 | 10.25 | -36.25 | - | 7 | 6 | 6 | |||
23 Oct | 469.85 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 481.30 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 487.25 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 493.05 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 500.30 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 501.60 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 504.10 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 501.85 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 497.50 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 497.75 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 495.40 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 495.70 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
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7 Oct | 479.55 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 498.25 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 529.45 | 46.5 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 525.25 | 46.5 | - | 0 | 0 | 0 |
For Chambal Fertilizers Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 CE is 0.05
Historical price for 510 CE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 47.66, the open interest changed by 9 which increased total open position to 515
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 38.10, the open interest changed by 48 which increased total open position to 505
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 38.10, the open interest changed by 47 which increased total open position to 505
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 36.44, the open interest changed by -47 which decreased total open position to 461
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 30.92, the open interest changed by 58 which increased total open position to 508
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 1.55, which was -2.05 lower than the previous day. The implied volatity was 35.73, the open interest changed by 63 which increased total open position to 450
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 3.6, which was 0.55 higher than the previous day. The implied volatity was 29.49, the open interest changed by -107 which decreased total open position to 381
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 28.40, the open interest changed by -4 which decreased total open position to 490
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 4, which was -10.75 lower than the previous day. The implied volatity was 27.69, the open interest changed by 315 which increased total open position to 494
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 14.75, which was 1.85 higher than the previous day. The implied volatity was 21.08, the open interest changed by -39 which decreased total open position to 180
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 12.9, which was 4.65 higher than the previous day. The implied volatity was 30.00, the open interest changed by 134 which increased total open position to 227
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 8.25, which was 0.30 higher than the previous day. The implied volatity was 34.95, the open interest changed by 1 which increased total open position to 94
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 7.95, which was -3.70 lower than the previous day. The implied volatity was 37.92, the open interest changed by 38 which increased total open position to 93
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 11.65, which was 0.35 higher than the previous day. The implied volatity was 38.60, the open interest changed by 0 which decreased total open position to 54
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 11.3, which was 2.30 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 9, which was 4.80 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 4.2, 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 4.2, which was -2.10 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 6.3, which was -3.95 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 10.25, which was -36.25 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 46.5, 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 9 Oct CHAMBLFERT was trading at 495.40. The strike last trading price was 46.5, 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 8 Oct CHAMBLFERT was trading at 495.70. The strike last trading price was 46.5, 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 7 Oct CHAMBLFERT was trading at 479.55. The strike last trading price was 46.5, 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 4 Oct CHAMBLFERT was trading at 498.25. The strike last trading price was 46.5, 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 46.5, 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 46.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
CHAMBLFERT 28NOV2024 510 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 455.40 | 53.3 | 7.35 | - | 3 | 0 | 87 |
20 Nov | 463.50 | 45.95 | 0.00 | - | 28 | -8 | 87 |
19 Nov | 463.50 | 45.95 | -1.65 | - | 28 | -8 | 87 |
18 Nov | 464.30 | 47.6 | 1.20 | 50.42 | 2 | 0 | 96 |
14 Nov | 469.85 | 46.4 | -9.00 | 59.00 | 12 | -3 | 97 |
13 Nov | 461.95 | 55.4 | 19.65 | 66.73 | 9 | 0 | 101 |
12 Nov | 483.95 | 35.75 | -0.20 | 50.92 | 144 | -56 | 101 |
11 Nov | 479.80 | 35.95 | 1.05 | 45.66 | 18 | 0 | 159 |
8 Nov | 482.65 | 34.9 | 22.60 | 43.29 | 591 | -71 | 159 |
7 Nov | 515.65 | 12.3 | -9.40 | 32.63 | 1,220 | 205 | 231 |
6 Nov | 503.40 | 21.7 | -16.50 | 39.68 | 172 | 10 | 25 |
5 Nov | 484.10 | 38.2 | -6.10 | 50.72 | 18 | 3 | 15 |
4 Nov | 477.10 | 44.3 | 3.60 | 54.32 | 8 | 5 | 12 |
1 Nov | 484.20 | 40.7 | 0.00 | 0.00 | 0 | 1 | 0 |
31 Oct | 483.60 | 40.7 | -5.30 | - | 1 | 0 | 6 |
30 Oct | 473.70 | 46 | -16.50 | - | 2 | 1 | 5 |
29 Oct | 460.55 | 62.5 | 0.00 | - | 0 | 4 | 0 |
28 Oct | 444.80 | 62.5 | 20.50 | - | 4 | 3 | 3 |
25 Oct | 458.70 | 42 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 471.75 | 42 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 469.85 | 42 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 481.30 | 42 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 487.25 | 42 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 493.05 | 42 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 500.30 | 42 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 501.60 | 42 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 504.10 | 42 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 501.85 | 42 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 497.50 | 42 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 497.75 | 42 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 495.40 | 42 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 495.70 | 42 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 479.55 | 42 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 498.25 | 42 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 529.45 | 42 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 525.25 | 42 | - | 0 | 0 | 0 |
For Chambal Fertilizers Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -
Historical price for 510 PE is as follows
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 53.3, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 87
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 45.95, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 87
On 18 Nov CHAMBLFERT was trading at 464.30. The strike last trading price was 47.6, which was 1.20 higher than the previous day. The implied volatity was 50.42, the open interest changed by 0 which decreased total open position to 96
On 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 46.4, which was -9.00 lower than the previous day. The implied volatity was 59.00, the open interest changed by -3 which decreased total open position to 97
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 55.4, which was 19.65 higher than the previous day. The implied volatity was 66.73, the open interest changed by 0 which decreased total open position to 101
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 35.75, which was -0.20 lower than the previous day. The implied volatity was 50.92, the open interest changed by -56 which decreased total open position to 101
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 35.95, which was 1.05 higher than the previous day. The implied volatity was 45.66, the open interest changed by 0 which decreased total open position to 159
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 34.9, which was 22.60 higher than the previous day. The implied volatity was 43.29, the open interest changed by -71 which decreased total open position to 159
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 12.3, which was -9.40 lower than the previous day. The implied volatity was 32.63, the open interest changed by 205 which increased total open position to 231
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 21.7, which was -16.50 lower than the previous day. The implied volatity was 39.68, the open interest changed by 10 which increased total open position to 25
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 38.2, which was -6.10 lower than the previous day. The implied volatity was 50.72, the open interest changed by 3 which increased total open position to 15
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 44.3, which was 3.60 higher than the previous day. The implied volatity was 54.32, the open interest changed by 5 which increased total open position to 12
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 40.7, 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 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 40.7, which was -5.30 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 46, which was -16.50 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 62.5, 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 62.5, which was 20.50 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 42, 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 42, 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 23 Oct CHAMBLFERT was trading at 469.85. The strike last trading price was 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 42, 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 9 Oct CHAMBLFERT was trading at 495.40. The strike last trading price was 42, 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 8 Oct CHAMBLFERT was trading at 495.70. The strike last trading price was 42, 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 7 Oct CHAMBLFERT was trading at 479.55. The strike last trading price was 42, 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 4 Oct CHAMBLFERT was trading at 498.25. The strike last trading price was 42, 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 42, 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 42, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to