CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
03 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 510 CE | ||||||||||
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Delta: 0.70
Vega: 0.46
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.70
Historical price for 510 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.46
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.30
Historical price for 510 PE is as follows
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
