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

455.4 -8.10 (-1.75%)

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Historical option data for CHAMBLFERT

21 Nov 2024 04:10 PM IST
CHAMBLFERT 28NOV2024 510 CE
Delta: 0.05
Vega: 0.06
Theta: -0.22
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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