ASTRAL
Astral Limited
Historical option data for ASTRAL
22 Sep 2025 08:00 PM IST
| ASTRAL 28OCT2025 1500 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.67
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1438.40 | 26 | -6.1 | 25.59 | 90 | 16 | 981 | |||||||||
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| 21 Sept | 1452.40 | 32.35 | -4.5 | 23.86 | 69 | 37 | 963 | |||||||||
| 18 Sept | 1459.20 | 36.85 | -0.95 | 23.95 | 61 | 28 | 928 | |||||||||
| 14 Sept | 1461.10 | 37.65 | 4.7 | 22.92 | 73 | 32 | 112 | |||||||||
For Astral Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 CE is 0.35
Historical price for 1500 CE is as follows
On 22 Sept ASTRAL was trading at 1438.40. The strike last trading price was 26, which was -6.1 lower than the previous day. The implied volatity was 25.59, the open interest changed by 16 which increased total open position to 981
On 21 Sept ASTRAL was trading at 1452.40. The strike last trading price was 32.35, which was -4.5 lower than the previous day. The implied volatity was 23.86, the open interest changed by 37 which increased total open position to 963
On 18 Sept ASTRAL was trading at 1459.20. The strike last trading price was 36.85, which was -0.95 lower than the previous day. The implied volatity was 23.95, the open interest changed by 28 which increased total open position to 928
On 14 Sept ASTRAL was trading at 1461.10. The strike last trading price was 37.65, which was 4.7 higher than the previous day. The implied volatity was 22.92, the open interest changed by 32 which increased total open position to 112
| ASTRAL 28OCT2025 1500 PE | |||||||
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Delta: -0.64
Vega: 1.68
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1438.40 | 77.9 | 8.45 | 26.74 | 27 | 1 | 252 |
| 21 Sept | 1452.40 | 69 | 5 | 27.57 | 31 | 16 | 247 |
| 18 Sept | 1459.20 | 63.75 | -1.25 | 27.05 | 42 | 5 | 233 |
| 14 Sept | 1461.10 | 68.3 | -3.7 | 27.28 | 4 | -2 | 7 |
For Astral Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 PE is -0.64
Historical price for 1500 PE is as follows
On 22 Sept ASTRAL was trading at 1438.40. The strike last trading price was 77.9, which was 8.45 higher than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 252
On 21 Sept ASTRAL was trading at 1452.40. The strike last trading price was 69, which was 5 higher than the previous day. The implied volatity was 27.57, the open interest changed by 16 which increased total open position to 247
On 18 Sept ASTRAL was trading at 1459.20. The strike last trading price was 63.75, which was -1.25 lower than the previous day. The implied volatity was 27.05, the open interest changed by 5 which increased total open position to 233
On 14 Sept ASTRAL was trading at 1461.10. The strike last trading price was 68.3, which was -3.7 lower than the previous day. The implied volatity was 27.28, the open interest changed by -2 which decreased total open position to 7
