CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
07 Jan 2025 04:10 PM IST
| CHAMBLFERT 30JAN2025 530 CE | ||||||||||
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Delta: 0.29
Vega: 0.43
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 502.15 | 7.05 | 4.00 | 31.76 | 709 | 4 | 298 | |||
| 6 Jan | 479.60 | 3.05 | -3.25 | 32.99 | 569 | -5 | 295 | |||
| 3 Jan | 500.30 | 6.3 | -1.90 | 28.62 | 274 | 7 | 300 | |||
| 2 Jan | 506.30 | 8.2 | -0.30 | 27.89 | 473 | 33 | 294 | |||
| 1 Jan | 503.65 | 8.5 | 3.25 | 30.26 | 658 | 6 | 257 | |||
| 31 Dec | 493.95 | 5.25 | 0.50 | 28.78 | 538 | 59 | 252 | |||
| 30 Dec | 490.35 | 4.75 | -2.15 | 28.25 | 343 | 32 | 195 | |||
| 27 Dec | 499.60 | 6.9 | -2.10 | 27.00 | 322 | 21 | 162 | |||
| 26 Dec | 500.40 | 9 | -2.50 | 29.57 | 178 | 60 | 140 | |||
| 24 Dec | 502.95 | 11.5 | -2.55 | 32.08 | 64 | 36 | 81 | |||
| 23 Dec | 507.75 | 14.05 | -2.95 | 32.69 | 36 | 24 | 46 | |||
| 20 Dec | 509.15 | 17 | -9.05 | 31.89 | 27 | 11 | 21 | |||
| 19 Dec | 527.35 | 26.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 524.15 | 26.05 | 0.00 | 0.00 | 0 | 6 | 0 | |||
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| 17 Dec | 529.60 | 26.05 | 1.05 | 32.41 | 24 | 6 | 10 | |||
| 16 Dec | 531.95 | 25 | 0.40 | 28.11 | 3 | 2 | 3 | |||
| 13 Dec | 527.85 | 24.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 529.95 | 24.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 534.00 | 24.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 536.80 | 24.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 528.15 | 24.6 | -7.80 | 28.21 | 1 | 0 | 0 | |||
| 6 Dec | 542.65 | 32.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 545.00 | 32.4 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 530 expiring on 30JAN2025
Delta for 530 CE is 0.29
Historical price for 530 CE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 7.05, which was 4.00 higher than the previous day. The implied volatity was 31.76, the open interest changed by 4 which increased total open position to 298
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 3.05, which was -3.25 lower than the previous day. The implied volatity was 32.99, the open interest changed by -5 which decreased total open position to 295
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 6.3, which was -1.90 lower than the previous day. The implied volatity was 28.62, the open interest changed by 7 which increased total open position to 300
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 8.2, which was -0.30 lower than the previous day. The implied volatity was 27.89, the open interest changed by 33 which increased total open position to 294
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 8.5, which was 3.25 higher than the previous day. The implied volatity was 30.26, the open interest changed by 6 which increased total open position to 257
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 5.25, which was 0.50 higher than the previous day. The implied volatity was 28.78, the open interest changed by 59 which increased total open position to 252
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 4.75, which was -2.15 lower than the previous day. The implied volatity was 28.25, the open interest changed by 32 which increased total open position to 195
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 6.9, which was -2.10 lower than the previous day. The implied volatity was 27.00, the open interest changed by 21 which increased total open position to 162
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 9, which was -2.50 lower than the previous day. The implied volatity was 29.57, the open interest changed by 60 which increased total open position to 140
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 11.5, which was -2.55 lower than the previous day. The implied volatity was 32.08, the open interest changed by 36 which increased total open position to 81
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 14.05, which was -2.95 lower than the previous day. The implied volatity was 32.69, the open interest changed by 24 which increased total open position to 46
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 17, which was -9.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by 11 which increased total open position to 21
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 26.05, 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 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 26.05, which was 1.05 higher than the previous day. The implied volatity was 32.41, the open interest changed by 6 which increased total open position to 10
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 25, which was 0.40 higher than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 3
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 24.6, 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 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 24.6, 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 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 24.6, 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 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 24.6, 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 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 24.6, which was -7.80 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 32.4, 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 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 32.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 30JAN2025 530 PE | |||||||
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Delta: -0.67
Vega: 0.46
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 502.15 | 33.9 | -17.20 | 37.89 | 11 | 2 | 93 |
| 6 Jan | 479.60 | 51.1 | 17.40 | 39.82 | 6 | 1 | 91 |
| 3 Jan | 500.30 | 33.7 | 1.20 | 32.51 | 39 | 29 | 90 |
| 2 Jan | 506.30 | 32.5 | 0.35 | 38.09 | 1 | 0 | 61 |
| 1 Jan | 503.65 | 32.15 | -7.65 | 32.49 | 44 | 12 | 61 |
| 31 Dec | 493.95 | 39.8 | 2.30 | 33.79 | 8 | 0 | 52 |
| 30 Dec | 490.35 | 37.5 | 5.40 | 23.03 | 1 | 0 | 52 |
| 27 Dec | 499.60 | 32.1 | -0.90 | 25.25 | 4 | 0 | 52 |
| 26 Dec | 500.40 | 33 | -1.00 | 28.86 | 1 | 0 | 51 |
| 24 Dec | 502.95 | 34 | 3.15 | 31.82 | 15 | 8 | 51 |
| 23 Dec | 507.75 | 30.85 | 3.10 | 31.56 | 32 | 18 | 41 |
| 20 Dec | 509.15 | 27.75 | -1.25 | 31.41 | 7 | 2 | 23 |
| 19 Dec | 527.35 | 29 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 524.15 | 29 | 9.00 | 42.64 | 1 | 0 | 22 |
| 17 Dec | 529.60 | 20 | 3.00 | 30.61 | 40 | 16 | 22 |
| 16 Dec | 531.95 | 17 | -3.05 | 28.10 | 4 | 1 | 5 |
| 13 Dec | 527.85 | 20.05 | -0.95 | 29.66 | 1 | 0 | 3 |
| 12 Dec | 529.95 | 21 | -36.75 | 32.30 | 4 | 2 | 2 |
| 11 Dec | 534.00 | 57.75 | 0.00 | 1.62 | 0 | 0 | 0 |
| 10 Dec | 536.80 | 57.75 | 0.00 | 2.11 | 0 | 0 | 0 |
| 9 Dec | 528.15 | 57.75 | 0.00 | 0.78 | 0 | 0 | 0 |
| 6 Dec | 542.65 | 57.75 | 0.00 | 3.13 | 0 | 0 | 0 |
| 5 Dec | 545.00 | 57.75 | 3.50 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 530 expiring on 30JAN2025
Delta for 530 PE is -0.67
Historical price for 530 PE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 33.9, which was -17.20 lower than the previous day. The implied volatity was 37.89, the open interest changed by 2 which increased total open position to 93
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 51.1, which was 17.40 higher than the previous day. The implied volatity was 39.82, the open interest changed by 1 which increased total open position to 91
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 33.7, which was 1.20 higher than the previous day. The implied volatity was 32.51, the open interest changed by 29 which increased total open position to 90
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 32.5, which was 0.35 higher than the previous day. The implied volatity was 38.09, the open interest changed by 0 which decreased total open position to 61
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 32.15, which was -7.65 lower than the previous day. The implied volatity was 32.49, the open interest changed by 12 which increased total open position to 61
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 39.8, which was 2.30 higher than the previous day. The implied volatity was 33.79, the open interest changed by 0 which decreased total open position to 52
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 37.5, which was 5.40 higher than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 52
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 32.1, which was -0.90 lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 52
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 33, which was -1.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 51
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 34, which was 3.15 higher than the previous day. The implied volatity was 31.82, the open interest changed by 8 which increased total open position to 51
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 30.85, which was 3.10 higher than the previous day. The implied volatity was 31.56, the open interest changed by 18 which increased total open position to 41
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 27.75, which was -1.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 23
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 29, which was 9.00 higher than the previous day. The implied volatity was 42.64, the open interest changed by 0 which decreased total open position to 22
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 20, which was 3.00 higher than the previous day. The implied volatity was 30.61, the open interest changed by 16 which increased total open position to 22
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 17, which was -3.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 1 which increased total open position to 5
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 20.05, which was -0.95 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 3
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 21, which was -36.75 lower than the previous day. The implied volatity was 32.30, the open interest changed by 2 which increased total open position to 2
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 57.75, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 57.75, which was 0.00 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 57.75, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 57.75, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 57.75, which was lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
