CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
07 Jan 2025 04:10 PM IST
| CHAMBLFERT 30JAN2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.30
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 502.15 | 3.25 | 1.80 | 32.11 | 1,193 | -61 | 699 | |||
| 6 Jan | 479.60 | 1.45 | -1.50 | 34.28 | 527 | 96 | 759 | |||
| 3 Jan | 500.30 | 2.95 | -0.85 | 29.43 | 494 | 55 | 661 | |||
| 2 Jan | 506.30 | 3.8 | -0.40 | 28.20 | 617 | 120 | 607 | |||
| 1 Jan | 503.65 | 4.2 | 1.65 | 30.49 | 668 | -21 | 486 | |||
| 31 Dec | 493.95 | 2.55 | 0.30 | 29.54 | 314 | 59 | 507 | |||
| 30 Dec | 490.35 | 2.25 | -1.15 | 29.11 | 467 | 49 | 448 | |||
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| 27 Dec | 499.60 | 3.4 | -1.30 | 27.72 | 539 | 77 | 398 | |||
| 26 Dec | 500.40 | 4.7 | -2.00 | 29.83 | 366 | 85 | 322 | |||
| 24 Dec | 502.95 | 6.7 | -1.10 | 32.55 | 243 | 91 | 235 | |||
| 23 Dec | 507.75 | 7.8 | -3.75 | 31.80 | 210 | 35 | 142 | |||
| 20 Dec | 509.15 | 11.55 | -6.45 | 33.82 | 107 | 49 | 106 | |||
| 19 Dec | 527.35 | 18 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 18 Dec | 524.15 | 18 | 0.50 | 36.65 | 5 | -4 | 58 | |||
| 17 Dec | 529.60 | 17.5 | 1.35 | 32.72 | 126 | 33 | 62 | |||
| 16 Dec | 531.95 | 16.15 | 2.85 | 28.60 | 12 | 4 | 29 | |||
| 13 Dec | 527.85 | 13.3 | -0.85 | 25.94 | 5 | -1 | 25 | |||
| 12 Dec | 529.95 | 14.15 | -6.60 | 24.71 | 16 | 13 | 24 | |||
| 11 Dec | 534.00 | 20.75 | 0.15 | 31.79 | 3 | 1 | 12 | |||
| 10 Dec | 536.80 | 20.6 | 4.00 | 29.67 | 3 | -1 | 10 | |||
| 9 Dec | 528.15 | 16.6 | -9.50 | 29.12 | 14 | 1 | 11 | |||
| 6 Dec | 542.65 | 26.1 | 0.35 | 30.39 | 12 | 9 | 9 | |||
| 5 Dec | 545.00 | 25.75 | - | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 CE is 0.16
Historical price for 550 CE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 3.25, which was 1.80 higher than the previous day. The implied volatity was 32.11, the open interest changed by -61 which decreased total open position to 699
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 1.45, which was -1.50 lower than the previous day. The implied volatity was 34.28, the open interest changed by 96 which increased total open position to 759
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 29.43, the open interest changed by 55 which increased total open position to 661
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 28.20, the open interest changed by 120 which increased total open position to 607
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 4.2, which was 1.65 higher than the previous day. The implied volatity was 30.49, the open interest changed by -21 which decreased total open position to 486
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 29.54, the open interest changed by 59 which increased total open position to 507
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 29.11, the open interest changed by 49 which increased total open position to 448
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 3.4, which was -1.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 77 which increased total open position to 398
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 4.7, which was -2.00 lower than the previous day. The implied volatity was 29.83, the open interest changed by 85 which increased total open position to 322
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 6.7, which was -1.10 lower than the previous day. The implied volatity was 32.55, the open interest changed by 91 which increased total open position to 235
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 7.8, which was -3.75 lower than the previous day. The implied volatity was 31.80, the open interest changed by 35 which increased total open position to 142
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 11.55, which was -6.45 lower than the previous day. The implied volatity was 33.82, the open interest changed by 49 which increased total open position to 106
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 18, which was 0.50 higher than the previous day. The implied volatity was 36.65, the open interest changed by -4 which decreased total open position to 58
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 17.5, which was 1.35 higher than the previous day. The implied volatity was 32.72, the open interest changed by 33 which increased total open position to 62
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 16.15, which was 2.85 higher than the previous day. The implied volatity was 28.60, the open interest changed by 4 which increased total open position to 29
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 13.3, which was -0.85 lower than the previous day. The implied volatity was 25.94, the open interest changed by -1 which decreased total open position to 25
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 14.15, which was -6.60 lower than the previous day. The implied volatity was 24.71, the open interest changed by 13 which increased total open position to 24
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 20.75, which was 0.15 higher than the previous day. The implied volatity was 31.79, the open interest changed by 1 which increased total open position to 12
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 20.6, which was 4.00 higher than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 10
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 16.6, which was -9.50 lower than the previous day. The implied volatity was 29.12, the open interest changed by 1 which increased total open position to 11
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 26.1, which was 0.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by 9 which increased total open position to 9
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 25.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 30JAN2025 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.37
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Jan | 502.15 | 50 | 6.85 | 40.20 | 1 | 0 | 42 |
| 6 Jan | 479.60 | 43.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 500.30 | 43.15 | -4.30 | - | 2 | 0 | 42 |
| 2 Jan | 506.30 | 47.45 | 0.00 | 0.00 | 0 | 9 | 0 |
| 1 Jan | 503.65 | 47.45 | -10.60 | 32.80 | 12 | 4 | 37 |
| 31 Dec | 493.95 | 58.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 30 Dec | 490.35 | 58.05 | 11.45 | 33.06 | 1 | 0 | 32 |
| 27 Dec | 499.60 | 46.6 | -1.80 | 18.21 | 5 | 2 | 32 |
| 26 Dec | 500.40 | 48.4 | 1.40 | 28.63 | 3 | 1 | 30 |
| 24 Dec | 502.95 | 47 | 1.50 | 27.91 | 16 | 14 | 28 |
| 23 Dec | 507.75 | 45.5 | -1.75 | 32.54 | 4 | 3 | 13 |
| 20 Dec | 509.15 | 47.25 | 15.25 | 41.47 | 10 | 7 | 10 |
| 19 Dec | 527.35 | 32 | 0.00 | 0.00 | 0 | 0 | 3 |
| 18 Dec | 524.15 | 32 | 0.00 | 0.00 | 0 | 0 | 3 |
| 17 Dec | 529.60 | 32 | -38.85 | 32.01 | 4 | 3 | 3 |
| 16 Dec | 531.95 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 527.85 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 529.95 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 534.00 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 536.80 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 528.15 | 70.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 542.65 | 70.85 | 0.00 | 0.22 | 0 | 0 | 0 |
| 5 Dec | 545.00 | 70.85 | 0.77 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 PE is -0.78
Historical price for 550 PE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 50, which was 6.85 higher than the previous day. The implied volatity was 40.20, the open interest changed by 0 which decreased total open position to 42
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 43.15, 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 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 43.15, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 47.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 47.45, which was -10.60 lower than the previous day. The implied volatity was 32.80, the open interest changed by 4 which increased total open position to 37
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 58.05, 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 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 58.05, which was 11.45 higher than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 32
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 46.6, which was -1.80 lower than the previous day. The implied volatity was 18.21, the open interest changed by 2 which increased total open position to 32
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 48.4, which was 1.40 higher than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 30
On 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 47, which was 1.50 higher than the previous day. The implied volatity was 27.91, the open interest changed by 14 which increased total open position to 28
On 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 45.5, which was -1.75 lower than the previous day. The implied volatity was 32.54, the open interest changed by 3 which increased total open position to 13
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 47.25, which was 15.25 higher than the previous day. The implied volatity was 41.47, the open interest changed by 7 which increased total open position to 10
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 32, 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 3
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 32, 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 3
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 32, which was -38.85 lower than the previous day. The implied volatity was 32.01, the open interest changed by 3 which increased total open position to 3
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 70.85, 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 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 70.85, 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 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 70.85, 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 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 70.85, 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 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 70.85, 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 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 70.85, 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 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 70.85, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 70.85, which was lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
