CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
07 Jan 2025 04:10 PM IST
| CHAMBLFERT 30JAN2025 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.11
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Jan | 502.15 | 0.7 | 0.30 | 34.45 | 25 | -1 | 105 | |||
| 6 Jan | 479.60 | 0.4 | -0.20 | 38.02 | 19 | 2 | 106 | |||
| 3 Jan | 500.30 | 0.6 | -0.05 | 31.60 | 1 | 0 | 104 | |||
| 2 Jan | 506.30 | 0.65 | -0.30 | 29.11 | 25 | -2 | 104 | |||
| 1 Jan | 503.65 | 0.95 | 0.45 | 31.98 | 105 | 3 | 106 | |||
| 31 Dec | 493.95 | 0.5 | -0.05 | 31.11 | 4 | 0 | 103 | |||
| 30 Dec | 490.35 | 0.55 | -0.20 | 31.76 | 70 | -21 | 103 | |||
| 27 Dec | 499.60 | 0.75 | -15.25 | 29.34 | 165 | 121 | 123 | |||
| 26 Dec | 500.40 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 24 Dec | 502.95 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 507.75 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 509.15 | 16 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 527.35 | 16 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 18 Dec | 524.15 | 16 | 0.00 | 0.00 | 2 | 0 | 2 | |||
| 17 Dec | 529.60 | 16 | 16.00 | 48.24 | 2 | 0 | 0 | |||
| 5 Dec | 545.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Chambal Fertilizers Ltd - strike price 590 expiring on 30JAN2025
Delta for 590 CE is 0.04
Historical price for 590 CE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 34.45, the open interest changed by -1 which decreased total open position to 105
On 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 38.02, the open interest changed by 2 which increased total open position to 106
On 3 Jan CHAMBLFERT was trading at 500.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 31.60, the open interest changed by 0 which decreased total open position to 104
On 2 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by -2 which decreased total open position to 104
On 1 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 31.98, the open interest changed by 3 which increased total open position to 106
On 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 103
On 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 31.76, the open interest changed by -21 which decreased total open position to 103
On 27 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 0.75, which was -15.25 lower than the previous day. The implied volatity was 29.34, the open interest changed by 121 which increased total open position to 123
On 26 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 16, 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 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 16, 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 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 16, 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 20 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 16, 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 16, 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 2
On 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 16, 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 2
On 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 16, which was 16.00 higher than the previous day. The implied volatity was 48.24, 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 0, 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 30JAN2025 590 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 |
| 7 Jan | 502.15 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 479.60 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 500.30 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 506.30 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 503.65 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 493.95 | 100.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 490.35 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 499.60 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 500.40 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 502.95 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 507.75 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 509.15 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 527.35 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 524.15 | 100.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 529.60 | 100.5 | 100.50 | - | 0 | 0 | 0 |
| 5 Dec | 545.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Chambal Fertilizers Ltd - strike price 590 expiring on 30JAN2025
Delta for 590 PE is 0.00
Historical price for 590 PE is as follows
On 7 Jan CHAMBLFERT was trading at 502.15. The strike last trading price was 100.5, 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 6 Jan CHAMBLFERT was trading at 479.60. The strike last trading price was 100.5, 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 100.5, 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 Jan CHAMBLFERT was trading at 506.30. The strike last trading price was 100.5, 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 Jan CHAMBLFERT was trading at 503.65. The strike last trading price was 100.5, 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 31 Dec CHAMBLFERT was trading at 493.95. The strike last trading price was 100.5, 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 30 Dec CHAMBLFERT was trading at 490.35. The strike last trading price was 100.5, 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 Dec CHAMBLFERT was trading at 499.60. The strike last trading price was 100.5, 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 Dec CHAMBLFERT was trading at 500.40. The strike last trading price was 100.5, 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 24 Dec CHAMBLFERT was trading at 502.95. The strike last trading price was 100.5, 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 23 Dec CHAMBLFERT was trading at 507.75. The strike last trading price was 100.5, 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 Dec CHAMBLFERT was trading at 509.15. The strike last trading price was 100.5, 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 Dec CHAMBLFERT was trading at 527.35. The strike last trading price was 100.5, 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 18 Dec CHAMBLFERT was trading at 524.15. The strike last trading price was 100.5, 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 17 Dec CHAMBLFERT was trading at 529.60. The strike last trading price was 100.5, which was 100.50 higher 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 0, 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
