CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
20 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 509.15 | 0.7 | -2.15 | 35.30 | 1,113 | -97 | 659 | |||
| 19 Dec | 527.35 | 2.85 | -0.25 | 34.32 | 131 | -115 | 762 | |||
| 18 Dec | 524.15 | 3.1 | -1.30 | 36.81 | 214 | -213 | 878 | |||
| 17 Dec | 529.60 | 4.4 | -0.20 | 35.22 | 7,339 | 568 | 1,098 | |||
| 16 Dec | 531.95 | 4.6 | 0.40 | 31.10 | 864 | -22 | 528 | |||
| 13 Dec | 527.85 | 4.2 | -1.20 | 28.35 | 880 | -20 | 552 | |||
| 12 Dec | 529.95 | 5.4 | -2.10 | 28.40 | 1,080 | -33 | 570 | |||
| 11 Dec | 534.00 | 7.5 | -1.25 | 31.18 | 552 | -33 | 604 | |||
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| 10 Dec | 536.80 | 8.75 | 1.90 | 30.27 | 725 | -38 | 641 | |||
| 9 Dec | 528.15 | 6.85 | -6.75 | 32.21 | 2,131 | 143 | 679 | |||
| 6 Dec | 542.65 | 13.6 | -2.40 | 30.54 | 2,078 | 77 | 535 | |||
| 5 Dec | 545.00 | 16 | 5.45 | 31.36 | 2,824 | -34 | 457 | |||
| 4 Dec | 534.35 | 10.55 | 2.15 | 30.37 | 1,266 | 26 | 492 | |||
| 3 Dec | 525.10 | 8.4 | -0.65 | 30.77 | 429 | 1 | 467 | |||
| 2 Dec | 524.80 | 9.05 | 3.00 | 33.42 | 2,826 | 120 | 469 | |||
| 29 Nov | 515.30 | 6.05 | 1.65 | 29.56 | 1,457 | 1 | 348 | |||
| 28 Nov | 498.00 | 4.4 | 0.70 | 34.28 | 1,034 | 178 | 346 | |||
| 27 Nov | 489.15 | 3.7 | 1.60 | 36.05 | 399 | 84 | 177 | |||
| 26 Nov | 479.80 | 2.1 | -0.10 | 33.63 | 282 | 3 | 94 | |||
| 25 Nov | 479.20 | 2.2 | 0.50 | 34.26 | 603 | 32 | 92 | |||
| 22 Nov | 464.00 | 1.7 | -0.30 | 35.45 | 98 | 9 | 69 | |||
| 21 Nov | 455.40 | 2 | -5.80 | 40.05 | 131 | 36 | 58 | |||
| 20 Nov | 463.50 | 7.8 | 0.00 | 53.69 | 1 | 0 | 22 | |||
| 19 Nov | 463.50 | 7.8 | 4.10 | 53.69 | 1 | 0 | 22 | |||
| 11 Nov | 479.80 | 3.7 | 0.10 | 31.24 | 6 | 4 | 21 | |||
| 8 Nov | 482.65 | 3.6 | -6.35 | 29.23 | 24 | 0 | 15 | |||
| 7 Nov | 515.65 | 9.95 | 27.11 | 25 | 16 | 16 | ||||
For Chambal Fertilizers Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 CE is 0.07
Historical price for 550 CE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 0.7, which was -2.15 lower than the previous day. The implied volatity was 35.30, the open interest changed by -97 which decreased total open position to 659
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 34.32, the open interest changed by -115 which decreased total open position to 762
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 3.1, which was -1.30 lower than the previous day. The implied volatity was 36.81, the open interest changed by -213 which decreased total open position to 878
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 4.4, which was -0.20 lower than the previous day. The implied volatity was 35.22, the open interest changed by 568 which increased total open position to 1098
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 4.6, which was 0.40 higher than the previous day. The implied volatity was 31.10, the open interest changed by -22 which decreased total open position to 528
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 4.2, which was -1.20 lower than the previous day. The implied volatity was 28.35, the open interest changed by -20 which decreased total open position to 552
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 5.4, which was -2.10 lower than the previous day. The implied volatity was 28.40, the open interest changed by -33 which decreased total open position to 570
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 7.5, which was -1.25 lower than the previous day. The implied volatity was 31.18, the open interest changed by -33 which decreased total open position to 604
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 8.75, which was 1.90 higher than the previous day. The implied volatity was 30.27, the open interest changed by -38 which decreased total open position to 641
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 6.85, which was -6.75 lower than the previous day. The implied volatity was 32.21, the open interest changed by 143 which increased total open position to 679
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 13.6, which was -2.40 lower than the previous day. The implied volatity was 30.54, the open interest changed by 77 which increased total open position to 535
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 16, which was 5.45 higher than the previous day. The implied volatity was 31.36, the open interest changed by -34 which decreased total open position to 457
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 10.55, which was 2.15 higher than the previous day. The implied volatity was 30.37, the open interest changed by 26 which increased total open position to 492
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 8.4, which was -0.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by 1 which increased total open position to 467
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 9.05, which was 3.00 higher than the previous day. The implied volatity was 33.42, the open interest changed by 120 which increased total open position to 469
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 6.05, which was 1.65 higher than the previous day. The implied volatity was 29.56, the open interest changed by 1 which increased total open position to 348
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 4.4, which was 0.70 higher than the previous day. The implied volatity was 34.28, the open interest changed by 178 which increased total open position to 346
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 3.7, which was 1.60 higher than the previous day. The implied volatity was 36.05, the open interest changed by 84 which increased total open position to 177
On 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 33.63, the open interest changed by 3 which increased total open position to 94
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was 34.26, the open interest changed by 32 which increased total open position to 92
On 22 Nov CHAMBLFERT was trading at 464.00. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 35.45, the open interest changed by 9 which increased total open position to 69
On 21 Nov CHAMBLFERT was trading at 455.40. The strike last trading price was 2, which was -5.80 lower than the previous day. The implied volatity was 40.05, the open interest changed by 36 which increased total open position to 58
On 20 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 53.69, the open interest changed by 0 which decreased total open position to 22
On 19 Nov CHAMBLFERT was trading at 463.50. The strike last trading price was 7.8, which was 4.10 higher than the previous day. The implied volatity was 53.69, the open interest changed by 0 which decreased total open position to 22
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 3.7, which was 0.10 higher than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 21
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 3.6, which was -6.35 lower than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 15
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was 27.11, the open interest changed by 16 which increased total open position to 16
| CHAMBLFERT 26DEC2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.19
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 509.15 | 41.05 | 6.10 | 63.90 | 32 | -5 | 68 |
| 19 Dec | 527.35 | 34.95 | 4.95 | 76.48 | 2 | -1 | 73 |
| 18 Dec | 524.15 | 30 | 4.40 | 43.35 | 4 | -3 | 75 |
| 17 Dec | 529.60 | 25.6 | 2.60 | 38.71 | 259 | 8 | 82 |
| 16 Dec | 531.95 | 23 | -1.75 | 35.74 | 16 | -9 | 74 |
| 13 Dec | 527.85 | 24.75 | -1.10 | 30.67 | 27 | -18 | 84 |
| 12 Dec | 529.95 | 25.85 | 3.15 | 38.15 | 26 | -6 | 102 |
| 11 Dec | 534.00 | 22.7 | 1.35 | 32.32 | 29 | -5 | 108 |
| 10 Dec | 536.80 | 21.35 | -6.75 | 33.08 | 22 | -1 | 113 |
| 9 Dec | 528.15 | 28.1 | 10.65 | 34.22 | 291 | 13 | 114 |
| 6 Dec | 542.65 | 17.45 | 0.75 | 30.15 | 322 | 32 | 101 |
| 5 Dec | 545.00 | 16.7 | -7.85 | 31.18 | 363 | 46 | 68 |
| 4 Dec | 534.35 | 24.55 | -4.10 | 33.15 | 39 | 0 | 22 |
| 3 Dec | 525.10 | 28.65 | -2.70 | 31.19 | 17 | 5 | 20 |
| 2 Dec | 524.80 | 31.35 | -6.85 | 32.07 | 42 | 11 | 14 |
| 29 Nov | 515.30 | 38.2 | -13.80 | 34.09 | 3 | 1 | 4 |
| 28 Nov | 498.00 | 52 | -16.00 | 35.82 | 1 | 0 | 2 |
| 27 Nov | 489.15 | 68 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 479.80 | 68 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 479.20 | 68 | -10.75 | 29.60 | 2 | 0 | 0 |
| 22 Nov | 464.00 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 455.40 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 463.50 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 463.50 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 479.80 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 482.65 | 78.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 515.65 | 78.75 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -0.78
Historical price for 550 PE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 41.05, which was 6.10 higher than the previous day. The implied volatity was 63.90, the open interest changed by -5 which decreased total open position to 68
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 34.95, which was 4.95 higher than the previous day. The implied volatity was 76.48, the open interest changed by -1 which decreased total open position to 73
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 30, which was 4.40 higher than the previous day. The implied volatity was 43.35, the open interest changed by -3 which decreased total open position to 75
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 25.6, which was 2.60 higher than the previous day. The implied volatity was 38.71, the open interest changed by 8 which increased total open position to 82
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 23, which was -1.75 lower than the previous day. The implied volatity was 35.74, the open interest changed by -9 which decreased total open position to 74
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 24.75, which was -1.10 lower than the previous day. The implied volatity was 30.67, the open interest changed by -18 which decreased total open position to 84
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 25.85, which was 3.15 higher than the previous day. The implied volatity was 38.15, the open interest changed by -6 which decreased total open position to 102
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 22.7, which was 1.35 higher than the previous day. The implied volatity was 32.32, the open interest changed by -5 which decreased total open position to 108
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 21.35, which was -6.75 lower than the previous day. The implied volatity was 33.08, the open interest changed by -1 which decreased total open position to 113
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 28.1, which was 10.65 higher than the previous day. The implied volatity was 34.22, the open interest changed by 13 which increased total open position to 114
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 17.45, which was 0.75 higher than the previous day. The implied volatity was 30.15, the open interest changed by 32 which increased total open position to 101
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 16.7, which was -7.85 lower than the previous day. The implied volatity was 31.18, the open interest changed by 46 which increased total open position to 68
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 24.55, which was -4.10 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 22
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 28.65, which was -2.70 lower than the previous day. The implied volatity was 31.19, the open interest changed by 5 which increased total open position to 20
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 31.35, which was -6.85 lower than the previous day. The implied volatity was 32.07, the open interest changed by 11 which increased total open position to 14
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 38.2, which was -13.80 lower than the previous day. The implied volatity was 34.09, the open interest changed by 1 which increased total open position to 4
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 52, which was -16.00 lower than the previous day. The implied volatity was 35.82, the open interest changed by 0 which decreased total open position to 2
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 68, 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 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov CHAMBLFERT was trading at 479.20. The strike last trading price was 68, which was -10.75 lower than the previous day. The implied volatity was 29.60, 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 78.75, 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 78.75, 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 78.75, 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 78.75, 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 78.75, 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 78.75, 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 78.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
