CHAMBLFERT
Chambal Fertilizers Ltd
Historical option data for CHAMBLFERT
03 Dec 2024 04:10 PM IST
| CHAMBLFERT 26DEC2024 590 CE | ||||||||||
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Delta: 0.10
Vega: 0.24
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.10
Historical price for 590 CE is as follows
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
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
