AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 380 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 578.45 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 183.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 531.50 | 183.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 183.75 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.00
Historical price for 380 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 183.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 183.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26DEC2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 575.30 | 0.15 | 0.00 | - | 2 | 0 | 28 |
| 11 Dec | 578.45 | 0.15 | -0.10 | - | 5 | 0 | 28 |
| 10 Dec | 573.50 | 0.25 | -0.05 | - | 49 | -16 | 31 |
| 9 Dec | 571.30 | 0.3 | 0.05 | - | 46 | 31 | 46 |
| 4 Dec | 564.70 | 0.25 | 0.00 | - | 4 | 0 | 15 |
| 3 Dec | 566.55 | 0.25 | -0.05 | - | 65 | 10 | 15 |
| 2 Dec | 538.80 | 0.3 | -0.50 | - | 2 | 0 | 4 |
| 29 Nov | 531.50 | 0.8 | -0.80 | - | 2 | 0 | 4 |
| 27 Nov | 515.00 | 1.6 | - | 3 | 0 | 1 | |
For Ambuja Cements Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -
Historical price for 380 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 31
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 46
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 15
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.8, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
