AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 390 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 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 571.30 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 185.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 531.50 | 185.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 185.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 185.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 185.6 | 185.60 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 CE is 0.00
Historical price for 390 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 185.6, 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 185.6, 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 185.6, 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 185.6, 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 185.6, 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 185.6, 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 185.6, 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 185.6, 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 185.6, 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 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 185.6, 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 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 185.6, which was 185.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 0.15 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 578.45 | 0.15 | -0.10 | - | 2 | 0 | 10 |
| 10 Dec | 573.50 | 0.25 | -0.15 | - | 37 | -30 | 9 |
| 9 Dec | 571.30 | 0.4 | 0.10 | - | 34 | 20 | 38 |
| 4 Dec | 564.70 | 0.3 | -0.05 | - | 12 | 6 | 16 |
| 3 Dec | 566.55 | 0.35 | -0.25 | - | 2 | 0 | 10 |
| 2 Dec | 538.80 | 0.6 | 0.00 | - | 2 | 0 | 9 |
| 29 Nov | 531.50 | 0.6 | -0.70 | - | 5 | 2 | 8 |
| 27 Nov | 515.00 | 1.3 | -0.30 | 59.38 | 1 | 0 | 5 |
| 26 Nov | 493.70 | 1.6 | -1.30 | 53.70 | 4 | -1 | 4 |
| 22 Nov | 499.85 | 2.9 | -2.10 | 60.91 | 7 | 3 | 5 |
| 21 Nov | 484.15 | 5 | 60.75 | 3 | 1 | 1 | |
For Ambuja Cements Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 PE is 0.00
Historical price for 390 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 0.00, the open interest changed by -1 which decreased total open position to 0
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 10
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 9
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 38
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 16
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.6, 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 9
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 59.38, the open interest changed by 0 which decreased total open position to 5
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 1.6, which was -1.30 lower than the previous day. The implied volatity was 53.70, the open interest changed by -1 which decreased total open position to 4
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 2.9, which was -2.10 lower than the previous day. The implied volatity was 60.91, the open interest changed by 3 which increased total open position to 5
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 60.75, the open interest changed by 1 which increased total open position to 1
