CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
20 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 570 CE | ||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 509.15 | 0.25 | -0.60 | 40.77 | 229 | -37 | 277 | |||
| 19 Dec | 527.35 | 0.85 | -0.20 | 36.87 | 84 | -73 | 315 | |||
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| 18 Dec | 524.15 | 1.05 | -0.65 | 38.93 | 143 | -138 | 393 | |||
| 17 Dec | 529.60 | 1.7 | 0.20 | 37.82 | 1,912 | 48 | 545 | |||
| 16 Dec | 531.95 | 1.5 | 0.00 | 32.51 | 291 | -4 | 500 | |||
| 13 Dec | 527.85 | 1.5 | -0.65 | 30.16 | 531 | 122 | 503 | |||
| 12 Dec | 529.95 | 2.15 | -1.15 | 30.43 | 657 | -20 | 380 | |||
| 11 Dec | 534.00 | 3.3 | -0.60 | 32.58 | 413 | 33 | 403 | |||
| 10 Dec | 536.80 | 3.9 | 0.70 | 31.42 | 550 | -1 | 370 | |||
| 9 Dec | 528.15 | 3.2 | -3.20 | 33.62 | 1,316 | 100 | 368 | |||
| 6 Dec | 542.65 | 6.4 | -2.15 | 29.96 | 604 | -38 | 273 | |||
| 5 Dec | 545.00 | 8.55 | 3.15 | 31.79 | 1,034 | 89 | 310 | |||
| 4 Dec | 534.35 | 5.4 | 1.35 | 31.37 | 613 | -14 | 223 | |||
| 3 Dec | 525.10 | 4.05 | -0.70 | 31.23 | 324 | 21 | 235 | |||
| 2 Dec | 524.80 | 4.75 | 1.65 | 34.00 | 1,367 | 5 | 213 | |||
| 29 Nov | 515.30 | 3.1 | 0.70 | 30.83 | 422 | 187 | 206 | |||
| 28 Nov | 498.00 | 2.4 | -11.70 | 35.51 | 58 | 19 | 19 | |||
| 27 Nov | 489.15 | 14.1 | 0.00 | 14.21 | 0 | 0 | 0 | |||
| 26 Nov | 479.80 | 14.1 | 15.41 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.03
Historical price for 570 CE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 0.25, which was -0.60 lower than the previous day. The implied volatity was 40.77, the open interest changed by -37 which decreased total open position to 277
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 36.87, the open interest changed by -73 which decreased total open position to 315
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 38.93, the open interest changed by -138 which decreased total open position to 393
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 37.82, the open interest changed by 48 which increased total open position to 545
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 32.51, the open interest changed by -4 which decreased total open position to 500
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 30.16, the open interest changed by 122 which increased total open position to 503
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 30.43, the open interest changed by -20 which decreased total open position to 380
On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 3.3, which was -0.60 lower than the previous day. The implied volatity was 32.58, the open interest changed by 33 which increased total open position to 403
On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 3.9, which was 0.70 higher than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 370
On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 3.2, which was -3.20 lower than the previous day. The implied volatity was 33.62, the open interest changed by 100 which increased total open position to 368
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 6.4, which was -2.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by -38 which decreased total open position to 273
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 8.55, which was 3.15 higher than the previous day. The implied volatity was 31.79, the open interest changed by 89 which increased total open position to 310
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 5.4, which was 1.35 higher than the previous day. The implied volatity was 31.37, the open interest changed by -14 which decreased total open position to 223
On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 4.05, which was -0.70 lower than the previous day. The implied volatity was 31.23, the open interest changed by 21 which increased total open position to 235
On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 4.75, which was 1.65 higher than the previous day. The implied volatity was 34.00, the open interest changed by 5 which increased total open position to 213
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 3.1, which was 0.70 higher than the previous day. The implied volatity was 30.83, the open interest changed by 187 which increased total open position to 206
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 2.4, which was -11.70 lower than the previous day. The implied volatity was 35.51, the open interest changed by 19 which increased total open position to 19
On 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 14.1, which was 0.00 lower than the previous day. The implied volatity was 14.21, 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 14.1, which was lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 0
| CHAMBLFERT 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 509.15 | 44.2 | 1.00 | - | 12 | -7 | 17 |
| 19 Dec | 527.35 | 43.2 | 0.00 | 0.00 | 0 | 0 | 24 |
| 18 Dec | 524.15 | 43.2 | 0.00 | 0.00 | 0 | 0 | 24 |
| 17 Dec | 529.60 | 43.2 | 4.20 | 45.02 | 84 | -21 | 25 |
| 16 Dec | 531.95 | 39 | -12.00 | 35.65 | 43 | 1 | 9 |
| 13 Dec | 527.85 | 51 | 5.00 | 64.39 | 2 | 0 | 8 |
| 12 Dec | 529.95 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 534.00 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 536.80 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 528.15 | 46 | 15.30 | 41.52 | 12 | 1 | 9 |
| 6 Dec | 542.65 | 30.7 | -0.55 | 30.81 | 14 | -1 | 4 |
| 5 Dec | 545.00 | 31.25 | -17.45 | 36.00 | 13 | 5 | 5 |
| 4 Dec | 534.35 | 48.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 525.10 | 48.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 2 Dec | 524.80 | 48.7 | -7.15 | 36.97 | 1 | 0 | 1 |
| 29 Nov | 515.30 | 55.85 | -38.30 | 38.70 | 1 | 0 | 0 |
| 28 Nov | 498.00 | 94.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 489.15 | 94.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 479.80 | 94.15 | - | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -
Historical price for 570 PE is as follows
On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 44.2, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 17
On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 43.2, 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 24
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 43.2, 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 24
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 43.2, which was 4.20 higher than the previous day. The implied volatity was 45.02, the open interest changed by -21 which decreased total open position to 25
On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 39, which was -12.00 lower than the previous day. The implied volatity was 35.65, the open interest changed by 1 which increased total open position to 9
On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 51, which was 5.00 higher than the previous day. The implied volatity was 64.39, the open interest changed by 0 which decreased total open position to 8
On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 46, 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 46, 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 46, 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 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 46, which was 15.30 higher than the previous day. The implied volatity was 41.52, the open interest changed by 1 which increased total open position to 9
On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 30.7, which was -0.55 lower than the previous day. The implied volatity was 30.81, the open interest changed by -1 which decreased total open position to 4
On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 31.25, which was -17.45 lower than the previous day. The implied volatity was 36.00, the open interest changed by 5 which increased total open position to 5
On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 48.7, 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 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 48.7, 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 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 48.7, which was -7.15 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 1
On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 55.85, which was -38.30 lower than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 0
On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 94.15, 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 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 94.15, 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 94.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
