CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
20 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.18
Theta: -0.44
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 509.15 | 1.9 | -6.90 | 27.39 | 1,261 | 12 | 448 | |||
| 19 Dec | 527.35 | 8.8 | -0.20 | 33.13 | 61 | -38 | 437 | |||
| 18 Dec | 524.15 | 9 | -1.85 | 37.06 | 123 | -122 | 476 | |||
| 17 Dec | 529.60 | 10.85 | -0.60 | 33.22 | 3,436 | 265 | 597 | |||
| 16 Dec | 531.95 | 11.45 | 0.45 | 28.30 | 1,013 | -10 | 332 | |||
| 13 Dec | 527.85 | 11 | -1.65 | 27.50 | 748 | 23 | 346 | |||
| 12 Dec | 529.95 | 12.65 | -2.95 | 26.63 | 732 | 26 | 325 | |||
|
|
||||||||||
| 11 Dec | 534.00 | 15.6 | -2.40 | 29.96 | 304 | -1 | 298 | |||
| 10 Dec | 536.80 | 18 | 4.05 | 29.96 | 785 | -13 | 298 | |||
| 9 Dec | 528.15 | 13.95 | -10.75 | 31.32 | 1,304 | 66 | 312 | |||
| 6 Dec | 542.65 | 24.7 | -3.10 | 31.04 | 188 | -10 | 247 | |||
| 5 Dec | 545.00 | 27.8 | 8.00 | 32.21 | 848 | -65 | 256 | |||
| 4 Dec | 534.35 | 19.8 | 3.75 | 30.60 | 1,363 | -78 | 321 | |||
| 3 Dec | 525.10 | 16.05 | -0.60 | 30.60 | 749 | 24 | 403 | |||
| 2 Dec | 524.80 | 16.65 | 4.60 | 33.80 | 3,287 | 220 | 375 | |||
| 29 Nov | 515.30 | 12.05 | 3.95 | 29.47 | 765 | 2 | 161 | |||
| 28 Nov | 498.00 | 8.1 | 1.15 | 33.38 | 513 | 40 | 156 | |||
| 27 Nov | 489.15 | 6.95 | 1.40 | 35.72 | 197 | 108 | 114 | |||
| 26 Nov | 479.80 | 5.55 | 1.70 | 36.51 | 4 | 3 | 5 | |||
| 25 Nov | 479.20 | 3.85 | -3.90 | 32.29 | 1 | 0 | 1 | |||
| 22 Nov | 464.00 | 7.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 455.40 | 7.75 | -16.20 | 51.33 | 1 | 0 | 0 | |||
| 20 Nov | 463.50 | 23.95 | 0.00 | 10.72 | 0 | 0 | 0 | |||
| 19 Nov | 463.50 | 23.95 | 0.00 | 10.72 | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 23.95 | 0.00 | 10.44 | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 23.95 | 0.00 | 8.97 | 0 | 0 | 0 | |||
| 12 Nov | 483.95 | 23.95 | 0.00 | 6.78 | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 23.95 | 0.00 | 7.22 | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 23.95 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 7 Nov | 515.65 | 23.95 | 0.00 | 1.30 | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 23.95 | 6.07 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.19
Historical price for 530 CE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 1.9, which was -6.90 lower than the previous day. The implied volatity was 27.39, the open interest changed by 12 which increased total open position to 448
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 8.8, which was -0.20 lower than the previous day. The implied volatity was 33.13, the open interest changed by -38 which decreased total open position to 437
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 9, which was -1.85 lower than the previous day. The implied volatity was 37.06, the open interest changed by -122 which decreased total open position to 476
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 10.85, which was -0.60 lower than the previous day. The implied volatity was 33.22, the open interest changed by 265 which increased total open position to 597
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was 28.30, the open interest changed by -10 which decreased total open position to 332
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 11, which was -1.65 lower than the previous day. The implied volatity was 27.50, the open interest changed by 23 which increased total open position to 346
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 12.65, which was -2.95 lower than the previous day. The implied volatity was 26.63, the open interest changed by 26 which increased total open position to 325
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 15.6, which was -2.40 lower than the previous day. The implied volatity was 29.96, the open interest changed by -1 which decreased total open position to 298
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 18, which was 4.05 higher than the previous day. The implied volatity was 29.96, the open interest changed by -13 which decreased total open position to 298
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 13.95, which was -10.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by 66 which increased total open position to 312
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 24.7, which was -3.10 lower than the previous day. The implied volatity was 31.04, the open interest changed by -10 which decreased total open position to 247
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 27.8, which was 8.00 higher than the previous day. The implied volatity was 32.21, the open interest changed by -65 which decreased total open position to 256
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 19.8, which was 3.75 higher than the previous day. The implied volatity was 30.60, the open interest changed by -78 which decreased total open position to 321
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 16.05, which was -0.60 lower than the previous day. The implied volatity was 30.60, the open interest changed by 24 which increased total open position to 403
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 16.65, which was 4.60 higher than the previous day. The implied volatity was 33.80, the open interest changed by 220 which increased total open position to 375
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 12.05, which was 3.95 higher than the previous day. The implied volatity was 29.47, the open interest changed by 2 which increased total open position to 161
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 8.1, which was 1.15 higher than the previous day. The implied volatity was 33.38, the open interest changed by 40 which increased total open position to 156
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 6.95, which was 1.40 higher than the previous day. The implied volatity was 35.72, the open interest changed by 108 which increased total open position to 114
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 5.55, which was 1.70 higher than the previous day. The implied volatity was 36.51, the open interest changed by 3 which increased total open position to 5
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 3.85, which was -3.90 lower than the previous day. The implied volatity was 32.29, the open interest changed by 0 which decreased total open position to 1
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 7.75, 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 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 7.75, which was -16.20 lower than the previous day. The implied volatity was 51.33, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 10.44, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 6.78, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 7.22, 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 23.95, which was 0.00 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 23.95, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 23.95, which was lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 26DEC2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.23
Theta: -0.72
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 509.15 | 21.35 | 9.65 | 43.29 | 387 | -75 | 177 |
| 19 Dec | 527.35 | 11.7 | -1.45 | 37.76 | 22 | -20 | 253 |
| 18 Dec | 524.15 | 13.15 | 2.15 | 32.83 | 80 | -79 | 274 |
| 17 Dec | 529.60 | 11 | 1.25 | 32.78 | 2,201 | 153 | 362 |
| 16 Dec | 531.95 | 9.75 | -1.70 | 31.90 | 332 | 22 | 209 |
| 13 Dec | 527.85 | 11.45 | -0.25 | 28.97 | 306 | -21 | 187 |
| 12 Dec | 529.95 | 11.7 | 0.40 | 31.92 | 599 | -44 | 209 |
| 11 Dec | 534.00 | 11.3 | 0.25 | 32.02 | 342 | -7 | 252 |
| 10 Dec | 536.80 | 11.05 | -4.45 | 33.60 | 400 | 8 | 260 |
| 9 Dec | 528.15 | 15.5 | 6.75 | 33.56 | 1,774 | -5 | 257 |
| 6 Dec | 542.65 | 8.75 | 0.25 | 30.82 | 317 | 16 | 262 |
| 5 Dec | 545.00 | 8.5 | -4.55 | 31.76 | 578 | 32 | 245 |
| 4 Dec | 534.35 | 13.05 | -3.65 | 31.65 | 602 | 57 | 213 |
| 3 Dec | 525.10 | 16.7 | -1.80 | 31.51 | 251 | 47 | 158 |
| 2 Dec | 524.80 | 18.5 | -5.00 | 31.51 | 701 | 79 | 111 |
| 29 Nov | 515.30 | 23.5 | -11.85 | 31.75 | 14 | 1 | 31 |
| 28 Nov | 498.00 | 35.35 | -10.65 | 31.90 | 17 | 10 | 26 |
| 27 Nov | 489.15 | 46 | -3.50 | 39.94 | 1 | 0 | 15 |
| 26 Nov | 479.80 | 49.5 | -13.20 | 31.32 | 11 | 10 | 14 |
| 25 Nov | 479.20 | 62.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 464.00 | 62.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 455.40 | 62.7 | -2.30 | - | 1 | 0 | 3 |
| 20 Nov | 463.50 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 463.50 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 464.30 | 65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 469.85 | 65 | 0.50 | 47.54 | 1 | 0 | 2 |
| 12 Nov | 483.95 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 479.80 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 482.65 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 515.65 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 484.10 | 64.5 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.70
Historical price for 530 PE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 21.35, which was 9.65 higher than the previous day. The implied volatity was 43.29, the open interest changed by -75 which decreased total open position to 177
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 11.7, which was -1.45 lower than the previous day. The implied volatity was 37.76, the open interest changed by -20 which decreased total open position to 253
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 13.15, which was 2.15 higher than the previous day. The implied volatity was 32.83, the open interest changed by -79 which decreased total open position to 274
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 11, which was 1.25 higher than the previous day. The implied volatity was 32.78, the open interest changed by 153 which increased total open position to 362
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 9.75, which was -1.70 lower than the previous day. The implied volatity was 31.90, the open interest changed by 22 which increased total open position to 209
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 11.45, which was -0.25 lower than the previous day. The implied volatity was 28.97, the open interest changed by -21 which decreased total open position to 187
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 11.7, which was 0.40 higher than the previous day. The implied volatity was 31.92, the open interest changed by -44 which decreased total open position to 209
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 11.3, which was 0.25 higher than the previous day. The implied volatity was 32.02, the open interest changed by -7 which decreased total open position to 252
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 11.05, which was -4.45 lower than the previous day. The implied volatity was 33.60, the open interest changed by 8 which increased total open position to 260
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 15.5, which was 6.75 higher than the previous day. The implied volatity was 33.56, the open interest changed by -5 which decreased total open position to 257
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was 30.82, the open interest changed by 16 which increased total open position to 262
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 8.5, which was -4.55 lower than the previous day. The implied volatity was 31.76, the open interest changed by 32 which increased total open position to 245
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 13.05, which was -3.65 lower than the previous day. The implied volatity was 31.65, the open interest changed by 57 which increased total open position to 213
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 16.7, which was -1.80 lower than the previous day. The implied volatity was 31.51, the open interest changed by 47 which increased total open position to 158
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 18.5, which was -5.00 lower than the previous day. The implied volatity was 31.51, the open interest changed by 79 which increased total open position to 111
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 23.5, which was -11.85 lower than the previous day. The implied volatity was 31.75, the open interest changed by 1 which increased total open position to 31
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 35.35, which was -10.65 lower than the previous day. The implied volatity was 31.90, the open interest changed by 10 which increased total open position to 26
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 46, which was -3.50 lower than the previous day. The implied volatity was 39.94, the open interest changed by 0 which decreased total open position to 15
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 49.5, which was -13.20 lower than the previous day. The implied volatity was 31.32, the open interest changed by 10 which increased total open position to 14
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 62.7, 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 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 62.7, 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 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 62.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 65, 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 14 Nov CHAMBLFERT was trading at 469.85. The strike last trading price was 65, which was 0.50 higher than the previous day. The implied volatity was 47.54, the open interest changed by 0 which decreased total open position to 2
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 64.5, 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 64.5, 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 64.5, 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 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 64.5, 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 64.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
