CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
14 Nov 2024 12:00 PM IST
| CHAMBLFERT 28NOV2024 530 CE | ||||||||||
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Delta: 0.05
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 470.75 | 0.7 | -0.15 | 35.10 | 131 | -38 | 465 | |||
| 13 Nov | 461.95 | 0.85 | -0.90 | 40.20 | 476 | 39 | 504 | |||
| 12 Nov | 483.95 | 1.75 | 0.25 | 33.54 | 430 | -29 | 465 | |||
| 11 Nov | 479.80 | 1.5 | -0.45 | 32.52 | 385 | -5 | 504 | |||
| 8 Nov | 482.65 | 1.95 | -5.60 | 31.02 | 2,136 | 106 | 510 | |||
| 7 Nov | 515.65 | 7.55 | 0.90 | 25.36 | 5,326 | 185 | 414 | |||
| 6 Nov | 503.40 | 6.65 | 2.05 | 31.37 | 1,098 | 158 | 229 | |||
| 5 Nov | 484.10 | 4.6 | 0.30 | 36.96 | 173 | 30 | 73 | |||
| 4 Nov | 477.10 | 4.3 | -2.35 | 38.79 | 112 | 23 | 43 | |||
| 1 Nov | 484.20 | 6.65 | 0.20 | 39.13 | 13 | -1 | 20 | |||
| 31 Oct | 483.60 | 6.45 | 1.55 | - | 44 | 18 | 23 | |||
| 30 Oct | 473.70 | 4.9 | 2.15 | - | 10 | 4 | 6 | |||
| 29 Oct | 460.55 | 2.75 | -35.10 | - | 3 | 2 | 2 | |||
| 28 Oct | 444.80 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 458.70 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 471.75 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 481.30 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 487.25 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 493.05 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 500.30 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 501.60 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 504.10 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 501.85 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 497.75 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 495.40 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 495.70 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 479.55 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 498.25 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 529.45 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 525.25 | 37.85 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.05
Historical price for 530 CE is as follows
On 14 Nov CHAMBLFERT was trading at 470.75. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 35.10, the open interest changed by -38 which decreased total open position to 465
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 40.20, the open interest changed by 39 which increased total open position to 504
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 1.75, which was 0.25 higher than the previous day. The implied volatity was 33.54, the open interest changed by -29 which decreased total open position to 465
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 32.52, the open interest changed by -5 which decreased total open position to 504
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 1.95, which was -5.60 lower than the previous day. The implied volatity was 31.02, the open interest changed by 106 which increased total open position to 510
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 7.55, which was 0.90 higher than the previous day. The implied volatity was 25.36, the open interest changed by 185 which increased total open position to 414
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 6.65, which was 2.05 higher than the previous day. The implied volatity was 31.37, the open interest changed by 158 which increased total open position to 229
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 4.6, which was 0.30 higher than the previous day. The implied volatity was 36.96, the open interest changed by 30 which increased total open position to 73
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 4.3, which was -2.35 lower than the previous day. The implied volatity was 38.79, the open interest changed by 23 which increased total open position to 43
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 6.65, which was 0.20 higher than the previous day. The implied volatity was 39.13, the open interest changed by -1 which decreased total open position to 20
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 6.45, which was 1.55 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 4.9, which was 2.15 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 2.75, which was -35.10 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 37.85, 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 25 Oct CHAMBLFERT was trading at 458.70. The strike last trading price was 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, 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 37.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHAMBLFERT 28NOV2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.26
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 470.75 | 63.75 | -5.25 | 65.41 | 7 | -2 | 100 |
| 13 Nov | 461.95 | 69 | 24.00 | 54.37 | 4 | -1 | 102 |
| 12 Nov | 483.95 | 45 | -11.35 | 22.39 | 1 | 0 | 103 |
| 11 Nov | 479.80 | 56.35 | 3.75 | 60.90 | 5 | -4 | 104 |
| 8 Nov | 482.65 | 52.6 | 28.55 | 50.41 | 75 | -3 | 108 |
| 7 Nov | 515.65 | 24.05 | -8.50 | 34.96 | 821 | 92 | 113 |
| 6 Nov | 503.40 | 32.55 | -21.40 | 35.99 | 15 | 1 | 20 |
| 5 Nov | 484.10 | 53.95 | -2.65 | 54.35 | 3 | 0 | 19 |
| 4 Nov | 477.10 | 56.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 484.20 | 56.6 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 483.60 | 56.6 | -26.35 | - | 5 | 4 | 18 |
| 30 Oct | 473.70 | 82.95 | 0.00 | - | 0 | 4 | 0 |
| 29 Oct | 460.55 | 82.95 | -1.05 | - | 4 | 2 | 12 |
| 28 Oct | 444.80 | 84 | 14.00 | - | 2 | 3 | 9 |
| 25 Oct | 458.70 | 70 | 5.00 | - | 6 | 4 | 6 |
| 24 Oct | 471.75 | 65 | 11.85 | - | 2 | 1 | 1 |
| 22 Oct | 481.30 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 487.25 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 493.05 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 500.30 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 501.60 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 504.10 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 501.85 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 497.75 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 495.40 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 495.70 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 479.55 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 498.25 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 529.45 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 525.25 | 53.15 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 PE is -0.80
Historical price for 530 PE is as follows
On 14 Nov CHAMBLFERT was trading at 470.75. The strike last trading price was 63.75, which was -5.25 lower than the previous day. The implied volatity was 65.41, the open interest changed by -2 which decreased total open position to 100
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 69, which was 24.00 higher than the previous day. The implied volatity was 54.37, the open interest changed by -1 which decreased total open position to 102
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 45, which was -11.35 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 103
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 56.35, which was 3.75 higher than the previous day. The implied volatity was 60.90, the open interest changed by -4 which decreased total open position to 104
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 52.6, which was 28.55 higher than the previous day. The implied volatity was 50.41, the open interest changed by -3 which decreased total open position to 108
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 24.05, which was -8.50 lower than the previous day. The implied volatity was 34.96, the open interest changed by 92 which increased total open position to 113
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 32.55, which was -21.40 lower than the previous day. The implied volatity was 35.99, the open interest changed by 1 which increased total open position to 20
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 53.95, which was -2.65 lower than the previous day. The implied volatity was 54.35, the open interest changed by 0 which decreased total open position to 19
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 56.6, 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 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 56.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 56.6, which was -26.35 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 82.95, 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 29 Oct CHAMBLFERT was trading at 460.55. The strike last trading price was 82.95, which was -1.05 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 84, which was 14.00 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 70, which was 5.00 higher 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 65, which was 11.85 higher 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, 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 53.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
