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

471.95 10.00 (2.16%)

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Historical option data for CHAMBLFERT

14 Nov 2024 12:00 PM IST
CHAMBLFERT 28NOV2024 530 CE
Delta: 0.05
Vega: 0.10
Theta: -0.13
Gamma: 0.00
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
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
Delta: -0.80
Vega: 0.26
Theta: -0.49
Gamma: 0.00
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