AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
22 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 440 CE | ||||||||||
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Delta: 0.98
Vega: 0.02
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Nov | 499.85 | 63.5 | 14.55 | 49.33 | 18 | 3 | 38 | |||
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| 21 Nov | 484.15 | 48.95 | 90.64 | 82 | 33 | 33 | ||||
For Ambuja Cements Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 CE is 0.98
Historical price for 440 CE is as follows
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 63.5, which was 14.55 higher than the previous day. The implied volatity was 49.33, the open interest changed by 3 which increased total open position to 38
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was 90.64, the open interest changed by 33 which increased total open position to 33
| AMBUJACEM 28NOV2024 440 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Nov | 499.85 | 2.1 | -6.70 | - | 3,381 | -21 | 714 |
| 21 Nov | 484.15 | 8.8 | 94.12 | 8,280 | 743 | 743 | |
For Ambuja Cements Ltd - strike price 440 expiring on 28NOV2024
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 2.1, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 714
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was 94.12, the open interest changed by 743 which increased total open position to 743
