AMBUJACEM
Ambuja Cements Ltd
549.9
1.20 (0.22%)
Option Chain for AMBUJACEM
28 Apr 2025 11:15 AM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 900 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 59.50 | 0.00 | 440 | 0.50 | 1.25 | 46.49 | 7 | 0 | 2 | -0.04 |
- | 0 | 0 | 0 | - | 107.75 | 0.00 | 445 | 0.00 | 1.80 | 0.00 | 0 | 9 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 53.70 | 0.00 | 450 | 0.05 | 1.90 | 0.00 | 0 | 23 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 99.25 | 0.00 | 455 | 0.00 | 1.90 | 0.00 | 0 | 1 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 48.25 | 0.00 | 460 | -0.50 | 1.80 | 42.57 | 9 | -1 | 38 | -0.06 |
- | 0 | 0 | 0 | - | 91.05 | 0.00 | 465 | 0.00 | 2.60 | 0.00 | 0 | 15 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 43.25 | 0.00 | 470 | -0.55 | 2.45 | 41.64 | 17 | -2 | 38 | -0.08 |
- | 0 | 0 | 0 | - | 83.15 | 0.00 | 475 | 0.00 | 3.40 | 0.00 | 0 | 29 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 104.60 | 0.00 | 480 | -0.75 | 3.10 | 40.01 | 22 | 6 | 59 | -0.10 |
- | 0 | 0 | 0 | - | 75.65 | 0.00 | 485 | 0.00 | 11.80 | 11.53 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 34.35 | 0.00 | 490 | -0.75 | 4.20 | 39.22 | 5 | 3 | 90 | -0.13 |
- | 0 | 0 | 0 | - | 68.55 | 0.00 | 495 | -1.00 | 4.70 | 38.14 | 10 | 9 | 25 | -0.14 |
0.87 | 22 | 0 | 5 | 33.55 | 58.10 | 0.00 | 500 | -1.20 | 5.50 | 38.14 | 164 | 17 | 276 | -0.16 |
- | 0 | 0 | 0 | - | 61.80 | 0.00 | 505 | 0.00 | 7.20 | 0.00 | 0 | 9 | 0 | 0.00 |
0.82 | 4 | 0 | 4 | 33.58 | 50.00 | -14.00 | 510 | -1.45 | 7.25 | 37.29 | 52 | -4 | 77 | -0.20 |
- | 0 | 0 | 0 | - | 55.50 | 0.00 | 515 | -0.90 | 8.50 | 37.02 | 26 | -5 | 6 | -0.23 |
0.77 | 23 | 2 | 11 | 32.24 | 41.80 | 0.90 | 520 | -1.40 | 9.70 | 36.94 | 132 | -28 | 156 | -0.26 |
0.73 | 12 | 0 | 2 | 32.00 | 37.65 | 1.35 | 525 | -1.50 | 10.95 | 36.12 | 21 | 0 | 67 | -0.29 |
0.70 | 21 | 3 | 12 | 32.58 | 35.00 | 0.95 | 530 | -1.60 | 12.60 | 36.40 | 138 | 49 | 126 | -0.31 |
0.66 | 4 | 0 | 2 | 31.92 | 31.00 | -1.40 | 535 | -1.95 | 14.20 | 35.65 | 13 | 4 | 63 | -0.35 |
0.63 | 33 | 2 | 12 | 32.66 | 28.80 | 1.05 | 540 | -2.30 | 15.95 | 35.60 | 146 | 20 | 189 | -0.38 |
0.59 | 19 | 0 | 12 | 33.38 | 26.05 | 0.75 | 545 | -2.25 | 18.25 | 35.43 | 20 | 3 | 89 | -0.42 |
0.56 | 308 | 38 | 275 | 32.11 | 22.95 | 0.05 | 550 | -2.00 | 20.70 | 35.59 | 217 | -1 | 644 | -0.45 |
0.51 | 43 | -7 | 48 | 32.40 | 20.35 | 0.10 | 555 | -2.85 | 22.60 | 34.61 | 23 | 3 | 69 | -0.49 |
0.48 | 574 | 64 | 268 | 31.89 | 18.05 | -0.10 | 560 | -3.00 | 24.85 | 34.41 | 120 | 9 | 280 | -0.52 |
0.44 | 51 | 13 | 45 | 32.85 | 16.30 | 0.35 | 565 | 0.25 | 31.15 | 0.00 | 0 | 12 | 0 | 0.00 |
0.40 | 380 | -3 | 141 | 31.87 | 13.85 | -0.40 | 570 | -2.15 | 31.25 | 34.60 | 18 | 3 | 234 | -0.59 |
0.36 | 192 | 10 | 51 | 32.08 | 12.20 | -0.20 | 575 | -3.05 | 34.30 | 34.45 | 2 | 0 | 130 | -0.62 |
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0.33 | 1,330 | -3 | 251 | 31.97 | 10.55 | -0.25 | 580 | -0.15 | 40.60 | 0.00 | 0 | -14 | 0 | 0.00 |
0.30 | 280 | 5 | 24 | 32.17 | 9.30 | -0.25 | 585 | 0.00 | 44.45 | 0.00 | 0 | 5 | 0 | 0.00 |
0.27 | 327 | 22 | 75 | 32.03 | 7.95 | 0.00 | 590 | -3.55 | 45.00 | 34.67 | 1 | 0 | 140 | -0.72 |
0.24 | 38 | -2 | 12 | 31.78 | 6.75 | -0.05 | 595 | 0.00 | 27.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.21 | 1,173 | 56 | 270 | 31.77 | 5.75 | -0.10 | 600 | -1.30 | 52.80 | 34.92 | 6 | -4 | 722 | -0.77 |
0.17 | 32 | -1 | 4 | 30.65 | 4.45 | -0.50 | 605 | 3.45 | 59.45 | 40.52 | 5 | 0 | 19 | -0.75 |
0.16 | 303 | -9 | 55 | 31.49 | 4.05 | -0.20 | 610 | 0.00 | 49.75 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | 61 | 0 | 0.00 | 3.45 | 0.00 | 615 | 0.00 | 79.60 | - | 0 | 0 | 0 | - |
0.12 | 805 | 18 | 68 | 31.28 | 2.80 | -0.20 | 620 | 0.00 | 71.00 | 0.00 | 0 | -3 | 0 | 0.00 |
0.00 | 0 | 62 | 0 | 0.00 | 2.55 | 0.00 | 625 | 0.00 | 87.35 | - | 0 | 0 | 0 | - |
0.09 | 813 | 33 | 102 | 31.32 | 1.95 | -0.05 | 630 | 0.70 | 58.15 | 0.00 | 0 | 0 | 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 |
0.06 | 371 | 2 | 19 | 30.65 | 1.20 | -0.30 | 640 | 0.00 | 71.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 645 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 225 | 3 | 45 | 31.67 | 0.95 | -0.15 | 650 | 0.00 | 75.45 | 0.00 | 0 | 0 | 0 | 0.00 |
7,383 | 3,539 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.