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Related Pages for AMBUJACEM
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AMBUJACEM
Ambuja Cements Ltd
548.8 12.15 (2.26%)

Option Chain for AMBUJACEM

23 Jan 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 900
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 152.15 0.00 440 -0.05 0.15 - 1 0 79 -
- 0 0 0 - 108.45 0.00 445 -0.30 0.10 - 1 0 14 -
- 0 0 0 - 79.60 0.00 450 0.05 0.15 - 11 -7 118 -
0.00 0 0 0 0.00 56.85 0.00 455 0.00 0.40 0.00 0 6 0 0.00
- 0 0 0 - 134.80 0.00 460 -0.10 0.20 - 22 -1 302 -
- 0 0 0 - 90.30 0.00 465 0.00 0.25 0.00 0 -11 0 0.00
0.00 0 0 0 0.00 29.45 0.00 470 -0.05 0.30 56.45 24 -4 90 -0.02
0.00 0 0 0 0.00 40.80 0.00 475 0.00 0.90 0.00 0 -1 0 0.00
- 79 -1 2 - 60.35 17.00 480 -0.45 0.35 51.25 82 -55 198 -0.02
0.00 0 3 0 0.00 46.30 0.00 485 -0.40 0.45 50.06 12 4 92 -0.03
- 45 0 7 - 52.15 11.05 490 -0.40 0.50 47.59 61 4 186 -0.03
- 69 2 6 - 42.00 -1.00 495 -0.35 0.85 49.08 14 0 170 -0.05
- 194 4 27 - 51.15 13.55 500 -0.95 0.85 45.40 572 1 556 -0.06
- 82 -8 21 - 41.45 7.45 505 -1.35 1.05 43.77 468 28 178 -0.07
0.89 183 0 14 47.23 43.25 16.45 510 -2.55 1.40 42.95 562 14 536 -0.09
- 104 2 5 - 31.95 8.00 515 -2.30 1.95 42.78 538 -19 202 -0.12
0.89 331 -29 151 35.17 32.75 11.80 520 -3.00 2.50 41.68 718 7 462 -0.15
- 101 -14 53 - 25.35 7.75 525 -3.75 3.25 40.87 723 1 224 -0.19
0.81 410 -68 790 32.97 23.95 9.45 530 -4.55 4.25 40.32 1,071 5 460 -0.23
0.74 306 -27 594 34.98 20.60 9.10 535 -5.45 5.60 40.22 820 5 339 -0.28
0.68 777 -224 3,610 34.62 17.05 8.05 540 -6.15 7.20 39.98 2,090 63 627 -0.34
0.60 312 12 1,865 34.82 14.00 7.05 545 -6.90 9.10 39.73 576 48 148 -0.41
0.53 1,863 39 5,071 35.27 11.40 6.20 550 -8.25 11.30 39.41 933 92 1,201 -0.47
0.46 377 62 988 35.15 9.00 4.85 555 -8.55 14.15 40.15 161 -48 197 -0.54
0.39 1,000 366 2,935 36.18 7.30 4.20 560 -8.70 17.20 40.52 148 -49 237 -0.60
0.32 244 58 601 35.72 5.50 3.05 565 -13.85 20.05 39.11 16 -7 17 -0.66
0.26 636 70 1,585 36.56 4.35 2.45 570 -14.00 23.60 39.10 24 -9 169 -0.72
0.21 194 24 331 36.81 3.30 1.70 575 0.00 41.75 0.00 0 0 0 0.00
0.17 485 -25 857 37.20 2.50 1.30 580 -12.90 31.10 37.25 9 -2 257 -0.83
0.14 146 39 172 38.33 2.00 1.15 585 -8.95 36.00 40.74 16 -1 4 -0.85
0.11 291 -7 301 38.71 1.50 0.75 590 0.00 60.00 0.00 0 0 0 0.00
0.08 61 1 30 38.95 1.10 0.30 595 0.00 56.15 - 0 0 0 -
0.07 1,127 -51 450 40.23 0.90 0.45 600 -16.55 48.45 - 11 -9 1,130 -
0.06 21 0 25 42.16 0.80 0.45 605 0.00 63.60 - 0 0 0 -
0.05 77 -16 45 43.21 0.65 0.05 610 0.00 80.00 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 0.00 0.00 615 0.00 0.00 0.00 0 0 0 0.00
0.02 123 -5 8 42.61 0.30 0.00 620 0.00 83.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 625 0.00 0.00 0.00 0 0 0 0.00
0.02 364 0 28 46.09 0.25 0.10 630 0.00 93.00 0.00 0 -13 0 0.00
0.00 0 0 0 0.00 0.00 0.00 635 0.00 0.00 0.00 0 0 0 0.00
0.02 103 -3 12 49.06 0.20 0.00 640 -6.50 95.50 - 17 -14 61 -
0.00 0 0 0 0.00 0.00 0.00 645 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 650 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 655 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 660 0.00 145.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 665 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 670 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 675 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.20 0.00 680 0.00 135.35 - 2 -1 150 -
10,105 8,404
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.