[--[65.84.65.76]--]
AMBUJACEM
AMBUJA CEMENTS LTD

605.9 16.65 (2.83%)

Option Chain for AMBUJACEM

29 Feb 2024 04:22 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 5,400 0 - 130.00 480 0.50 - 3,600 5,400 5,400
0 0 0 - 65.15 485 27.20 - 0 0 0
0 0 0 - 62.30 490 29.20 - 0 0 0
0 0 0 - 59.50 495 31.35 - 0 0 0
0 0 0 - 116.00 500 0.90 - 1,29,600 19,800 1,72,800
0 0 0 - 54.20 505 35.85 - 0 0 0
0 0 0 - 51.70 510 38.25 - 0 0 0
0 0 0 - 49.25 515 40.75 - 0 0 0
0 0 0 - 46.90 520 2.15 - 99,000 54,000 1,71,000
0 0 0 - 44.65 525 45.95 - 0 0 0
0 0 0 - 42.50 530 2.00 - 1,800 0 18,000
0 0 0 - 40.40 535 7.00 - 0 0 0
0 1,800 0 - 57.00 540 2.60 - 2,21,400 -82,800 2,26,800
0 0 0 - 36.45 545 5.00 - 0 0 0
2,07,000 1,65,600 1,94,400 - 59.95 550 3.75 - 20,32,200 27,000 15,21,000
0 0 0 - 32.80 555 6.05 - 0 0 0
2,97,000 1,800 7,200 - 45.20 560 5.10 - 2,28,600 37,800 3,69,000
10,800 10,800 10,800 - 50.00 565 7.95 - 7,200 -3,600 7,200
23,400 1,800 1,800 - 45.00 570 7.00 - 2,88,000 -93,600 1,67,400
0 -1,800 0 - 33.25 575 8.95 - 52,200 14,400 21,600
1,56,600 7,200 93,600 - 41.25 580 10.00 - 2,77,200 54,000 2,97,000
0 0 0 - 26.20 585 11.60 - 54,000 1,800 27,000
1,74,600 30,600 2,71,800 - 33.95 590 13.30 - 1,80,000 30,600 2,07,000
37,800 9,000 66,600 - 28.45 595 15.50 - 36,000 25,200 48,600
12,07,800 1,38,600 27,91,800 - 27.80 600 17.00 - 7,68,600 1,08,000 7,72,200
1,56,600 1,17,000 3,15,000 - 25.95 605 19.20 - 97,200 34,200 61,200
7,90,200 1,17,000 12,02,400 - 23.00 610 21.80 - 79,200 9,000 1,20,600
90,000 10,800 81,000 - 20.20 615 29.00 - 1,800 -1,800 19,800
9,77,400 1,83,600 22,23,000 - 18.25 620 27.85 - 52,200 14,400 97,200
57,600 9,000 79,200 - 16.85 625 114.40 - 0 0 0
7,02,000 2,91,600 8,47,800 - 13.90 630 118.45 - 0 0 0
0 1,800 0 - 8.25 635 122.55 - 0 0 0
5,61,600 2,23,200 8,92,800 - 11.00 640 42.00 - 0 1,800 0
9,000 0 1,800 - 10.30 645 130.85 - 0 0 0
19,96,200 2,66,400 20,61,000 - 8.90 650 47.00 - 41,400 18,000 46,800
5,400 5,400 7,200 - 7.85 655 139.30 - 0 0 0
2,12,400 48,600 2,01,600 - 6.60 660 143.60 - 0 0 0
0 0 0 - 9.10 665 147.90 - 0 0 0
3,92,400 84,600 3,25,800 - 5.50 670 68.00 - 1,800 1,800 1,800
0 0 0 - 0.00 675 0.00 - 0 0 0
4,37,400 3,00,600 7,86,600 - 4.25 680 77.00 - 37,800 3,600 3,600
0 0 0 - 0.00 685 0.00 - 0 0 0
2,43,000 1,42,200 3,11,400 - 3.30 690 169.95 - 0 0 0
87,46,200 43,83,000
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.