AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 420 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 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 565.30 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 178.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 531.50 | 178.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 178.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 178.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 178.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 178.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 178.45 | 178.45 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 CE is 0.00
Historical price for 420 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, which was 178.45 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 420 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 | 0.3 | 0.00 | 0.00 | 0 | -10 | 0 |
| 11 Dec | 578.45 | 0.3 | -0.05 | - | 15 | -9 | 241 |
| 10 Dec | 573.50 | 0.35 | 0.05 | - | 20 | -4 | 253 |
| 9 Dec | 571.30 | 0.3 | 0.00 | - | 23 | 6 | 255 |
| 6 Dec | 565.30 | 0.3 | -0.05 | - | 22 | 0 | 249 |
| 5 Dec | 571.10 | 0.35 | -0.05 | - | 12 | -4 | 252 |
| 4 Dec | 564.70 | 0.4 | -0.05 | - | 19 | -15 | 257 |
| 3 Dec | 566.55 | 0.45 | -0.45 | - | 480 | 13 | 279 |
| 2 Dec | 538.80 | 0.9 | -0.15 | 54.66 | 23 | -11 | 269 |
| 29 Nov | 531.50 | 1.05 | -1.05 | 51.76 | 157 | 13 | 284 |
| 28 Nov | 513.00 | 2.1 | -0.10 | 51.32 | 122 | 33 | 271 |
| 27 Nov | 515.00 | 2.2 | -1.65 | 52.08 | 149 | -30 | 241 |
| 26 Nov | 493.70 | 3.85 | 0.50 | 50.50 | 156 | -30 | 270 |
| 25 Nov | 504.95 | 3.35 | -2.10 | 52.38 | 262 | 97 | 299 |
| 22 Nov | 499.85 | 5.45 | -6.90 | 56.50 | 116 | 18 | 220 |
| 21 Nov | 484.15 | 12.35 | 64.47 | 549 | 201 | 201 | |
For Ambuja Cements Ltd - strike price 420 expiring on 26DEC2024
Delta for 420 PE is 0.00
Historical price for 420 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. 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 -9 which decreased total open position to 241
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 253
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 255
On 6 Dec AMBUJACEM was trading at 565.30. 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 249
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 -4 which decreased total open position to 252
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 257
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 279
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 54.66, the open interest changed by -11 which decreased total open position to 269
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 1.05, which was -1.05 lower than the previous day. The implied volatity was 51.76, the open interest changed by 13 which increased total open position to 284
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 51.32, the open interest changed by 33 which increased total open position to 271
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 2.2, which was -1.65 lower than the previous day. The implied volatity was 52.08, the open interest changed by -30 which decreased total open position to 241
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 3.85, which was 0.50 higher than the previous day. The implied volatity was 50.50, the open interest changed by -30 which decreased total open position to 270
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 3.35, which was -2.10 lower than the previous day. The implied volatity was 52.38, the open interest changed by 97 which increased total open position to 299
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 5.45, which was -6.90 lower than the previous day. The implied volatity was 56.50, the open interest changed by 18 which increased total open position to 220
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was 64.47, the open interest changed by 201 which increased total open position to 201
