CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
07 Jan 2025 04:10 PM IST
| CHAMBLFERT 30JAN2025 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.37
Theta: -0.28
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 502.15 | 4.75 | 2.60 | 31.68 | 533 | -7 | 407 | |||
| 6 Jan | 479.60 | 2.15 | -2.15 | 33.82 | 312 | -10 | 416 | |||
| 3 Jan | 500.30 | 4.3 | -1.35 | 28.90 | 292 | 7 | 428 | |||
| 2 Jan | 506.30 | 5.65 | -0.25 | 28.03 | 720 | 218 | 422 | |||
| 1 Jan | 503.65 | 5.9 | 2.15 | 30.06 | 506 | 63 | 204 | |||
| 31 Dec | 493.95 | 3.75 | 0.50 | 29.23 | 130 | 18 | 144 | |||
| 30 Dec | 490.35 | 3.25 | -1.55 | 28.57 | 242 | 15 | 126 | |||
| 27 Dec | 499.60 | 4.8 | -1.75 | 27.18 | 123 | 21 | 110 | |||
| 26 Dec | 500.40 | 6.55 | -2.45 | 29.68 | 129 | 14 | 90 | |||
| 24 Dec | 502.95 | 9 | -1.50 | 32.63 | 67 | 41 | 75 | |||
| 23 Dec | 507.75 | 10.5 | -2.95 | 32.07 | 15 | 3 | 32 | |||
| 20 Dec | 509.15 | 13.45 | 0.95 | 32.01 | 12 | 4 | 29 | |||
| 19 Dec | 527.35 | 12.5 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 18 Dec | 524.15 | 12.5 | -9.70 | 21.22 | 5 | -3 | 26 | |||
| 17 Dec | 529.60 | 22.2 | -3.20 | 33.58 | 63 | 23 | 30 | |||
| 16 Dec | 531.95 | 25.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 527.85 | 25.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 529.95 | 25.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Dec | 534.00 | 25.4 | 1.40 | 32.08 | 1 | 0 | 6 | |||
| 10 Dec | 536.80 | 24 | 2.10 | 27.75 | 1 | 0 | 6 | |||
| 9 Dec | 528.15 | 21.9 | -10.65 | 30.72 | 9 | 6 | 6 | |||
| 6 Dec | 542.65 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Dec | 545.00 | 32.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 479.80 | 32.55 | 0.00 | 6.45 | 0 | 0 | 0 | |||
| 25 Nov | 479.20 | 32.55 | 32.55 | 6.45 | 0 | 0 | 0 | |||
| 22 Nov | 464.00 | 0 | 0.00 | 8.63 | 0 | 0 | 0 | |||
| 21 Nov | 455.40 | 0 | 0.00 | 9.64 | 0 | 0 | 0 | |||
| 20 Nov | 463.50 | 0 | 0.00 | 8.39 | 0 | 0 | 0 | |||
| 19 Nov | 463.50 | 0 | 0.00 | 8.39 | 0 | 0 | 0 | |||
| 18 Nov | 464.30 | 0 | 0.00 | 8.21 | 0 | 0 | 0 | |||
| 14 Nov | 469.85 | 0 | 0.00 | 6.92 | 0 | 0 | 0 | |||
| 13 Nov | 461.95 | 0 | 0.00 | 7.72 | 0 | 0 | 0 | |||
| 12 Nov | 483.95 | 0 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 11 Nov | 479.80 | 0 | 0.00 | 5.70 | 0 | 0 | 0 | |||
| 8 Nov | 482.65 | 0 | 0.00 | 5.02 | 0 | 0 | 0 | |||
| 7 Nov | 515.65 | 0 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 6 Nov | 503.40 | 0 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 5 Nov | 484.10 | 0 | 4.80 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 540 expiring on 30JAN2025
Delta for 540 CE is 0.22
Historical price for 540 CE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 4.75, which was 2.60 higher than the previous day. The implied volatity was 31.68, the open interest changed by -7 which decreased total open position to 407
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 2.15, which was -2.15 lower than the previous day. The implied volatity was 33.82, the open interest changed by -10 which decreased total open position to 416
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 4.3, which was -1.35 lower than the previous day. The implied volatity was 28.90, the open interest changed by 7 which increased total open position to 428
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 28.03, the open interest changed by 218 which increased total open position to 422
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 5.9, which was 2.15 higher than the previous day. The implied volatity was 30.06, the open interest changed by 63 which increased total open position to 204
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 3.75, which was 0.50 higher than the previous day. The implied volatity was 29.23, the open interest changed by 18 which increased total open position to 144
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 3.25, which was -1.55 lower than the previous day. The implied volatity was 28.57, the open interest changed by 15 which increased total open position to 126
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 4.8, which was -1.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 21 which increased total open position to 110
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 6.55, which was -2.45 lower than the previous day. The implied volatity was 29.68, the open interest changed by 14 which increased total open position to 90
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 9, which was -1.50 lower than the previous day. The implied volatity was 32.63, the open interest changed by 41 which increased total open position to 75
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 10.5, which was -2.95 lower than the previous day. The implied volatity was 32.07, the open interest changed by 3 which increased total open position to 32
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 13.45, which was 0.95 higher than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 29
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 12.5, which was -9.70 lower than the previous day. The implied volatity was 21.22, the open interest changed by -3 which decreased total open position to 26
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 22.2, which was -3.20 lower than the previous day. The implied volatity was 33.58, the open interest changed by 23 which increased total open position to 30
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 25.4, 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 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 25.4, 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 25.4, 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 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 25.4, which was 1.40 higher than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 6
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 24, which was 2.10 higher than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 6
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 21.9, which was -10.65 lower than the previous day. The implied volatity was 30.72, the open interest changed by 6 which increased total open position to 6
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 32.55, 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 32.55, 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 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 32.55, which was 0.00 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 32.55, which was 32.55 higher than the previous day. The implied volatity was 6.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.70, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.02, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 0, which was lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 30JAN2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 502.15 | 41.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 479.60 | 41.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 3 Jan | 500.30 | 41.5 | 0.65 | 33.07 | 24 | 5 | 33 |
| 2 Jan | 506.30 | 40.85 | 0.45 | 41.11 | 2 | 1 | 28 |
| 1 Jan | 503.65 | 40.4 | -11.60 | 34.56 | 13 | -1 | 28 |
| 31 Dec | 493.95 | 52 | 3.20 | 43.65 | 1 | 0 | 29 |
| 30 Dec | 490.35 | 48.8 | 10.65 | 30.98 | 4 | 2 | 28 |
| 27 Dec | 499.60 | 38.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 500.40 | 38.15 | 0.00 | 0.00 | 0 | 3 | 0 |
| 24 Dec | 502.95 | 38.15 | 0.60 | 26.12 | 3 | 2 | 25 |
| 23 Dec | 507.75 | 37.55 | 10.55 | 31.46 | 24 | 11 | 18 |
| 20 Dec | 509.15 | 27 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 527.35 | 27 | 0.00 | 0.00 | 0 | 0 | 7 |
| 18 Dec | 524.15 | 27 | 0.00 | 0.00 | 0 | 0 | 7 |
| 17 Dec | 529.60 | 27 | 2.15 | 33.13 | 13 | 4 | 6 |
| 16 Dec | 531.95 | 24.85 | -6.95 | 31.73 | 2 | 1 | 2 |
| 13 Dec | 527.85 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 529.95 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 534.00 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 536.80 | 31.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 528.15 | 31.8 | -47.40 | 36.19 | 2 | 1 | 1 |
| 6 Dec | 542.65 | 79.2 | 0.00 | 1.61 | 0 | 0 | 0 |
| 5 Dec | 545.00 | 79.2 | 79.20 | 2.08 | 0 | 0 | 0 |
| 26 Nov | 479.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 479.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 464.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 455.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 464.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 469.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 461.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 483.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 479.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 482.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 515.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 503.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 484.10 | 0 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 540 expiring on 30JAN2025
Delta for 540 PE is 0.00
Historical price for 540 PE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 41.5, 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 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 41.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 41.5, which was 0.65 higher than the previous day. The implied volatity was 33.07, the open interest changed by 5 which increased total open position to 33
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 40.85, which was 0.45 higher than the previous day. The implied volatity was 41.11, the open interest changed by 1 which increased total open position to 28
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 40.4, which was -11.60 lower than the previous day. The implied volatity was 34.56, the open interest changed by -1 which decreased total open position to 28
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 52, which was 3.20 higher than the previous day. The implied volatity was 43.65, the open interest changed by 0 which decreased total open position to 29
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 48.8, which was 10.65 higher than the previous day. The implied volatity was 30.98, the open interest changed by 2 which increased total open position to 28
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 38.15, 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 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 38.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 38.15, which was 0.60 higher than the previous day. The implied volatity was 26.12, the open interest changed by 2 which increased total open position to 25
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 37.55, which was 10.55 higher than the previous day. The implied volatity was 31.46, the open interest changed by 11 which increased total open position to 18
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 27, 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 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 27, 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 7
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 27, 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 7
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 27, which was 2.15 higher than the previous day. The implied volatity was 33.13, the open interest changed by 4 which increased total open position to 6
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 24.85, which was -6.95 lower than the previous day. The implied volatity was 31.73, the open interest changed by 1 which increased total open position to 2
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, which was -47.40 lower than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 1
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 79.2, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 79.2, which was 79.20 higher than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 0, 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 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
