AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 400 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 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 566.55 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 232.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 531.50 | 232.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 232.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 232.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 232.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 232.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 232.95 | 232.95 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.00
Historical price for 400 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 232.95, 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 232.95, 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 232.95, 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 232.95, 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 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 232.95, 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 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 232.95, 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 232.95, 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 232.95, 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 232.95, 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 232.95, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 232.95, 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 232.95, 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 232.95, 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 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 232.95, 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 232.95, which was 232.95 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 400 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 | 0.4 | 0.00 | 0.00 | 0 | -7 | 0 |
| 11 Dec | 578.45 | 0.4 | 0.10 | - | 9 | -8 | 491 |
| 10 Dec | 573.50 | 0.3 | -0.05 | - | 60 | 0 | 496 |
| 9 Dec | 571.30 | 0.35 | -0.05 | - | 9 | 0 | 496 |
| 6 Dec | 565.30 | 0.4 | 0.05 | - | 43 | 16 | 496 |
| 5 Dec | 571.10 | 0.35 | -0.05 | - | 89 | 12 | 470 |
| 4 Dec | 564.70 | 0.4 | 0.00 | - | 35 | 5 | 458 |
| 3 Dec | 566.55 | 0.4 | -0.30 | - | 226 | 39 | 453 |
| 2 Dec | 538.80 | 0.7 | -0.15 | - | 113 | 9 | 414 |
| 29 Nov | 531.50 | 0.85 | -0.80 | - | 243 | 117 | 400 |
| 28 Nov | 513.00 | 1.65 | 0.05 | 57.68 | 84 | -9 | 282 |
| 27 Nov | 515.00 | 1.6 | -1.00 | 57.33 | 235 | 3 | 291 |
| 26 Nov | 493.70 | 2.6 | 0.50 | 54.97 | 126 | -9 | 288 |
| 25 Nov | 504.95 | 2.1 | -1.30 | 55.56 | 266 | 40 | 296 |
| 22 Nov | 499.85 | 3.4 | -4.90 | 58.56 | 449 | 30 | 286 |
| 21 Nov | 484.15 | 8.3 | 66.00 | 434 | 255 | 255 | |
For Ambuja Cements Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is 0.00
Historical price for 400 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. 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 -8 which decreased total open position to 491
On 10 Dec AMBUJACEM was trading at 573.50. 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 0 which decreased total open position to 496
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 496
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 496
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 470
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 458
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 453
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 414
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.85, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 400
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 57.68, the open interest changed by -9 which decreased total open position to 282
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 57.33, the open interest changed by 3 which increased total open position to 291
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 2.6, which was 0.50 higher than the previous day. The implied volatity was 54.97, the open interest changed by -9 which decreased total open position to 288
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 2.1, which was -1.30 lower than the previous day. The implied volatity was 55.56, the open interest changed by 40 which increased total open position to 296
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 3.4, which was -4.90 lower than the previous day. The implied volatity was 58.56, the open interest changed by 30 which increased total open position to 286
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was 66.00, the open interest changed by 255 which increased total open position to 255
