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[--[65.84.65.76]--]
CHAMBLFERT
Chambal Fertilizers Ltd

509.15 -18.20 (-3.45%)

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Historical option data for CHAMBLFERT

20 Dec 2024 04:10 PM IST
CHAMBLFERT 26DEC2024 590 CE
Delta: 0.02
Vega: 0.04
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 509.15 0.3 0.05 53.30 33 -11 155
19 Dec 527.35 0.25 -0.15 39.49 7 -6 167
18 Dec 524.15 0.4 -0.55 42.40 17 -16 174
17 Dec 529.60 0.95 0.15 43.69 721 33 191
16 Dec 531.95 0.8 0.00 38.14 98 -18 158
13 Dec 527.85 0.8 -0.25 34.86 122 6 176
12 Dec 529.95 1.05 -0.55 34.10 198 41 170
11 Dec 534.00 1.6 -0.25 35.33 175 -11 129
10 Dec 536.80 1.85 0.15 33.80 266 -16 150
9 Dec 528.15 1.7 -1.25 36.51 511 -18 166
6 Dec 542.65 2.95 -1.45 30.89 681 76 185
5 Dec 545.00 4.4 1.65 32.85 439 0 107
4 Dec 534.35 2.75 0.70 32.86 216 31 108
3 Dec 525.10 2.05 -0.45 32.79 86 9 78
2 Dec 524.80 2.5 1.00 35.16 328 61 69
29 Nov 515.30 1.5 0.80 31.79 8 1 2
28 Nov 498.00 0.7 0.00 0.00 0 0 0
27 Nov 489.15 0.7 0.00 0.00 0 0 0
26 Nov 479.80 0.7 0.00 0 0 0


For Chambal Fertilizers Ltd - strike price 590 expiring on 26DEC2024

Delta for 590 CE is 0.02

Historical price for 590 CE is as follows

On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 53.30, the open interest changed by -11 which decreased total open position to 155


On 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 39.49, the open interest changed by -6 which decreased total open position to 167


On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 42.40, the open interest changed by -16 which decreased total open position to 174


On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 43.69, the open interest changed by 33 which increased total open position to 191


On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 38.14, the open interest changed by -18 which decreased total open position to 158


On 13 Dec CHAMBLFERT was trading at 527.85. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 34.86, the open interest changed by 6 which increased total open position to 176


On 12 Dec CHAMBLFERT was trading at 529.95. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 34.10, the open interest changed by 41 which increased total open position to 170


On 11 Dec CHAMBLFERT was trading at 534.00. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 35.33, the open interest changed by -11 which decreased total open position to 129


On 10 Dec CHAMBLFERT was trading at 536.80. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 33.80, the open interest changed by -16 which decreased total open position to 150


On 9 Dec CHAMBLFERT was trading at 528.15. The strike last trading price was 1.7, which was -1.25 lower than the previous day. The implied volatity was 36.51, the open interest changed by -18 which decreased total open position to 166


On 6 Dec CHAMBLFERT was trading at 542.65. The strike last trading price was 2.95, which was -1.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 76 which increased total open position to 185


On 5 Dec CHAMBLFERT was trading at 545.00. The strike last trading price was 4.4, which was 1.65 higher than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 107


On 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 2.75, which was 0.70 higher than the previous day. The implied volatity was 32.86, the open interest changed by 31 which increased total open position to 108


On 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 32.79, the open interest changed by 9 which increased total open position to 78


On 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 2.5, which was 1.00 higher than the previous day. The implied volatity was 35.16, the open interest changed by 61 which increased total open position to 69


On 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 1.5, which was 0.80 higher than the previous day. The implied volatity was 31.79, the open interest changed by 1 which increased total open position to 2


On 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 0.7, 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 27 Nov CHAMBLFERT was trading at 489.15. The strike last trading price was 0.7, 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 26 Nov CHAMBLFERT was trading at 479.80. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


CHAMBLFERT 26DEC2024 590 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 509.15 58.8 0.00 0.00 0 0 0
19 Dec 527.35 58.8 0.00 0.00 0 0 1
18 Dec 524.15 58.8 0.00 0.00 0 0 1
17 Dec 529.60 58.8 -51.65 - 8 1 1
16 Dec 531.95 110.45 0.00 - 0 0 0
13 Dec 527.85 110.45 0.00 - 0 0 0
12 Dec 529.95 110.45 0.00 - 0 0 0
11 Dec 534.00 110.45 0.00 - 0 0 0
10 Dec 536.80 110.45 0.00 - 0 0 0
9 Dec 528.15 110.45 0.00 - 0 0 0
6 Dec 542.65 110.45 0.00 - 0 0 0
5 Dec 545.00 110.45 0.00 0.00 0 0 0
4 Dec 534.35 110.45 0.00 0.00 0 0 0
3 Dec 525.10 110.45 0.00 0.00 0 0 0
2 Dec 524.80 110.45 0.00 - 0 0 0
29 Nov 515.30 110.45 0.00 - 0 0 0
28 Nov 498.00 110.45 0.00 - 0 0 0
27 Nov 489.15 110.45 0.00 - 0 0 0
26 Nov 479.80 110.45 - 0 0 0


For Chambal Fertilizers Ltd - strike price 590 expiring on 26DEC2024

Delta for 590 PE is 0.00

Historical price for 590 PE is as follows

On 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 58.8, 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 19 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 58.8, 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 1


On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 58.8, 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 1


On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 58.8, which was -51.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 16 Dec CHAMBLFERT was trading at 531.95. The strike last trading price was 110.45, 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 110.45, 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 110.45, 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 110.45, 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 110.45, 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 110.45, 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 110.45, 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 110.45, 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 4 Dec CHAMBLFERT was trading at 534.35. The strike last trading price was 110.45, 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 3 Dec CHAMBLFERT was trading at 525.10. The strike last trading price was 110.45, 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 2 Dec CHAMBLFERT was trading at 524.80. The strike last trading price was 110.45, 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 29 Nov CHAMBLFERT was trading at 515.30. The strike last trading price was 110.45, 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 28 Nov CHAMBLFERT was trading at 498.00. The strike last trading price was 110.45, 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 110.45, 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 110.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0