CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
14 Nov 2024 11:50 AM IST
| CHAMBLFERT 28NOV2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 470.30 | 0.55 | 0.10 | 42.28 | 16 | -12 | 312 | |||
| 13 Nov | 461.95 | 0.45 | -0.40 | 43.56 | 291 | -94 | 324 | |||
| 12 Nov | 483.95 | 0.85 | 0.00 | 36.75 | 205 | -9 | 418 | |||
| 11 Nov | 479.80 | 0.85 | -0.20 | 36.78 | 214 | -18 | 425 | |||
| 8 Nov | 482.65 | 1.05 | -2.50 | 34.44 | 1,448 | 104 | 442 | |||
| 7 Nov | 515.65 | 3.55 | 0.30 | 27.79 | 4,079 | -14 | 334 | |||
| 6 Nov | 503.40 | 3.25 | 0.85 | 32.71 | 1,437 | 96 | 351 | |||
| 5 Nov | 484.10 | 2.4 | 0.05 | 38.21 | 334 | 57 | 256 | |||
| 4 Nov | 477.10 | 2.35 | -1.80 | 40.15 | 421 | 32 | 210 | |||
| 1 Nov | 484.20 | 4.15 | -0.25 | 41.00 | 44 | 5 | 179 | |||
| 31 Oct | 483.60 | 4.4 | 1.50 | - | 225 | 66 | 174 | |||
| 30 Oct | 473.70 | 2.9 | 0.85 | - | 392 | 3 | 107 | |||
| 29 Oct | 460.55 | 2.05 | 0.30 | - | 573 | 3 | 104 | |||
| 28 Oct | 444.80 | 1.75 | -0.75 | - | 813 | 29 | 101 | |||
| 25 Oct | 458.70 | 2.5 | -1.05 | - | 380 | -12 | 72 | |||
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| 24 Oct | 471.75 | 3.55 | -5.45 | - | 1,448 | 66 | 91 | |||
| 22 Oct | 481.30 | 9 | 0.00 | - | 0 | 0 | 25 | |||
| 17 Oct | 500.30 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 504.10 | 9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 497.75 | 9 | 1.00 | - | 20 | -2 | 26 | |||
| 9 Oct | 495.40 | 8 | -0.90 | - | 6 | 1 | 26 | |||
| 8 Oct | 495.70 | 8.9 | 2.80 | - | 13 | 5 | 25 | |||
| 7 Oct | 479.55 | 6.1 | -5.90 | - | 6 | 1 | 19 | |||
| 4 Oct | 498.25 | 12 | -13.20 | - | 7 | 3 | 17 | |||
| 3 Oct | 531.15 | 25.2 | -8.80 | - | 12 | 6 | 13 | |||
| 1 Oct | 547.50 | 34 | 3.45 | - | 12 | 6 | 6 | |||
| 30 Sept | 529.45 | 30.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 525.25 | 30.55 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 550 expiring on 28NOV2024
Delta for 550 CE is 0.04
Historical price for 550 CE is as follows
On 14 Nov CHAMBLFERT was trading at 470.30. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 42.28, the open interest changed by -12 which decreased total open position to 312
On 13 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 43.56, the open interest changed by -94 which decreased total open position to 324
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 36.75, the open interest changed by -9 which decreased total open position to 418
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 36.78, the open interest changed by -18 which decreased total open position to 425
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 1.05, which was -2.50 lower than the previous day. The implied volatity was 34.44, the open interest changed by 104 which increased total open position to 442
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 3.55, which was 0.30 higher than the previous day. The implied volatity was 27.79, the open interest changed by -14 which decreased total open position to 334
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 32.71, the open interest changed by 96 which increased total open position to 351
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 38.21, the open interest changed by 57 which increased total open position to 256
On 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 2.35, which was -1.80 lower than the previous day. The implied volatity was 40.15, the open interest changed by 32 which increased total open position to 210
On 1 Nov CHAMBLFERT was trading at 484.20. The strike last trading price was 4.15, which was -0.25 lower than the previous day. The implied volatity was 41.00, the open interest changed by 5 which increased total open position to 179
On 31 Oct CHAMBLFERT was trading at 483.60. The strike last trading price was 4.4, which was 1.50 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 2.9, which was 0.85 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 2.05, which was 0.30 higher 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 1.75, which was -0.75 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 2.5, 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 24 Oct CHAMBLFERT was trading at 471.75. The strike last trading price was 3.55, which was -5.45 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 9, 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 9, 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 9, 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 9, which was 1.00 higher 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 8, which was -0.90 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 8.9, which was 2.80 higher 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 6.1, which was -5.90 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 12, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CHAMBLFERT was trading at 531.15. The strike last trading price was 25.2, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CHAMBLFERT was trading at 547.50. The strike last trading price was 34, which was 3.45 higher 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 30.55, 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 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHAMBLFERT 28NOV2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 470.30 | 78.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 461.95 | 78.45 | 15.55 | - | 1 | 0 | 22 |
| 12 Nov | 483.95 | 62.9 | -8.05 | - | 1 | 0 | 23 |
| 11 Nov | 479.80 | 70.95 | 7.55 | 54.08 | 1 | 0 | 23 |
| 8 Nov | 482.65 | 63.4 | 23.40 | - | 7 | -2 | 22 |
| 7 Nov | 515.65 | 40 | -8.65 | 39.81 | 40 | 11 | 23 |
| 6 Nov | 503.40 | 48.65 | -22.20 | 37.71 | 14 | 4 | 11 |
| 5 Nov | 484.10 | 70.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 477.10 | 70.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 484.20 | 70.85 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 483.60 | 70.85 | -9.15 | - | 6 | 4 | 6 |
| 30 Oct | 473.70 | 80 | -10.00 | - | 1 | 0 | 2 |
| 29 Oct | 460.55 | 90 | -3.00 | - | 1 | 0 | 1 |
| 28 Oct | 444.80 | 93 | 27.45 | - | 1 | 0 | 0 |
| 25 Oct | 458.70 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 471.75 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 481.30 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 500.30 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 504.10 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 497.75 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 495.40 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 495.70 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 479.55 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 498.25 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 531.15 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 547.50 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 529.45 | 65.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 525.25 | 65.55 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 550 expiring on 28NOV2024
Delta for 550 PE is 0.00
Historical price for 550 PE is as follows
On 14 Nov CHAMBLFERT was trading at 470.30. The strike last trading price was 78.45, 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 Nov CHAMBLFERT was trading at 461.95. The strike last trading price was 78.45, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 12 Nov CHAMBLFERT was trading at 483.95. The strike last trading price was 62.9, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 11 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 70.95, which was 7.55 higher than the previous day. The implied volatity was 54.08, the open interest changed by 0 which decreased total open position to 23
On 8 Nov CHAMBLFERT was trading at 482.65. The strike last trading price was 63.4, which was 23.40 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 22
On 7 Nov CHAMBLFERT was trading at 515.65. The strike last trading price was 40, which was -8.65 lower than the previous day. The implied volatity was 39.81, the open interest changed by 11 which increased total open position to 23
On 6 Nov CHAMBLFERT was trading at 503.40. The strike last trading price was 48.65, which was -22.20 lower than the previous day. The implied volatity was 37.71, the open interest changed by 4 which increased total open position to 11
On 5 Nov CHAMBLFERT was trading at 484.10. The strike last trading price was 70.85, 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 4 Nov CHAMBLFERT was trading at 477.10. The strike last trading price was 70.85, 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 70.85, 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 70.85, which was -9.15 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 80, which was -10.00 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 90, which was -3.00 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 93, which was 27.45 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 65.55, 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 3 Oct CHAMBLFERT was trading at 531.15. The strike last trading price was 65.55, 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 1 Oct CHAMBLFERT was trading at 547.50. The strike last trading price was 65.55, 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 65.55, 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 65.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
