ASTRAL
Astral Limited
Historical option data for ASTRAL
22 Sep 2025 08:00 PM IST
| ASTRAL 30SEP2025 1440 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.85
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1438.40 | 19.55 | -11.65 | 23.95 | 843 | 50 | 346 | |||||||||
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| 21 Sept | 1452.40 | 30.35 | -8.05 | 19.63 | 435 | 32 | 295 | |||||||||
| 18 Sept | 1459.20 | 38.6 | -1.25 | 21.23 | 314 | 8 | 262 | |||||||||
| 14 Sept | 1461.10 | 43 | 6.5 | 21.62 | 1,466 | -146 | 303 | |||||||||
| 17 Aug | 1279.20 | 7 | -2.9 | 24.90 | 17 | -4 | 47 | |||||||||
For Astral Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.49
Historical price for 1440 CE is as follows
On 22 Sept ASTRAL was trading at 1438.40. The strike last trading price was 19.55, which was -11.65 lower than the previous day. The implied volatity was 23.95, the open interest changed by 50 which increased total open position to 346
On 21 Sept ASTRAL was trading at 1452.40. The strike last trading price was 30.35, which was -8.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 32 which increased total open position to 295
On 18 Sept ASTRAL was trading at 1459.20. The strike last trading price was 38.6, which was -1.25 lower than the previous day. The implied volatity was 21.23, the open interest changed by 8 which increased total open position to 262
On 14 Sept ASTRAL was trading at 1461.10. The strike last trading price was 43, which was 6.5 higher than the previous day. The implied volatity was 21.62, the open interest changed by -146 which decreased total open position to 303
On 17 Aug ASTRAL was trading at 1279.20. The strike last trading price was 7, which was -2.9 lower than the previous day. The implied volatity was 24.90, the open interest changed by -4 which decreased total open position to 47
| ASTRAL 30SEP2025 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.85
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1438.40 | 21.9 | 5.55 | 24.90 | 585 | 11 | 329 |
| 21 Sept | 1452.40 | 15 | 0.45 | 23.12 | 451 | 6 | 318 |
| 18 Sept | 1459.20 | 13.7 | -2.65 | 23.91 | 220 | 17 | 311 |
| 14 Sept | 1461.10 | 21.65 | -7.5 | 25.97 | 1,503 | -34 | 327 |
| 17 Aug | 1279.20 | 58.3 | 0 | - | 0 | 0 | 0 |
For Astral Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.50
Historical price for 1440 PE is as follows
On 22 Sept ASTRAL was trading at 1438.40. The strike last trading price was 21.9, which was 5.55 higher than the previous day. The implied volatity was 24.90, the open interest changed by 11 which increased total open position to 329
On 21 Sept ASTRAL was trading at 1452.40. The strike last trading price was 15, which was 0.45 higher than the previous day. The implied volatity was 23.12, the open interest changed by 6 which increased total open position to 318
On 18 Sept ASTRAL was trading at 1459.20. The strike last trading price was 13.7, which was -2.65 lower than the previous day. The implied volatity was 23.91, the open interest changed by 17 which increased total open position to 311
On 14 Sept ASTRAL was trading at 1461.10. The strike last trading price was 21.65, which was -7.5 lower than the previous day. The implied volatity was 25.97, the open interest changed by -34 which decreased total open position to 327
On 17 Aug ASTRAL was trading at 1279.20. The strike last trading price was 58.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
