AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 450 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 | 576.55 | 119 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 119 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 119 | 63.50 | - | 1 | 0 | 1 | |||
| 9 Dec | 571.30 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 531.50 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 55.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 55.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 493.70 | 55.5 | -81.90 | 45.94 | 1 | 0 | 0 | |||
| 25 Nov | 504.95 | 137.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 137.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 137.4 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 CE is 0.00
Historical price for 450 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 119, 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 119, 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 119, which was 63.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 55.5, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 55.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 55.5, which was -81.90 lower than the previous day. The implied volatity was 45.94, 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 137.4, 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 137.4, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 137.4, 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 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 0.4 | -0.05 | - | 11 | 2 | 500 |
| 11 Dec | 578.45 | 0.45 | -0.20 | - | 58 | -15 | 498 |
| 10 Dec | 573.50 | 0.65 | 0.05 | - | 96 | 0 | 513 |
| 9 Dec | 571.30 | 0.6 | -0.05 | - | 75 | 3 | 512 |
| 6 Dec | 565.30 | 0.65 | 0.00 | 52.33 | 64 | -3 | 508 |
| 5 Dec | 571.10 | 0.65 | 0.05 | 52.89 | 30 | -12 | 511 |
| 4 Dec | 564.70 | 0.6 | -0.15 | 48.86 | 74 | -24 | 523 |
| 3 Dec | 566.55 | 0.75 | -0.65 | 49.89 | 346 | -67 | 548 |
| 2 Dec | 538.80 | 1.4 | -0.30 | 45.89 | 315 | 57 | 616 |
| 29 Nov | 531.50 | 1.7 | -1.75 | 43.76 | 705 | 106 | 690 |
| 28 Nov | 513.00 | 3.45 | -0.50 | 43.06 | 631 | -3 | 585 |
| 27 Nov | 515.00 | 3.95 | -3.10 | 45.37 | 829 | 113 | 587 |
| 26 Nov | 493.70 | 7.05 | 1.60 | 43.99 | 610 | 15 | 473 |
| 25 Nov | 504.95 | 5.45 | -4.45 | 44.56 | 532 | 238 | 459 |
| 22 Nov | 499.85 | 9.9 | -10.10 | 52.35 | 844 | 225 | 446 |
| 21 Nov | 484.15 | 20 | 60.39 | 836 | 224 | 224 | |
For Ambuja Cements Ltd - strike price 450 expiring on 26DEC2024
Delta for 450 PE is -
Historical price for 450 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. 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 2 which increased total open position to 500
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 498
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 513
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 512
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 52.33, the open interest changed by -3 which decreased total open position to 508
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 52.89, the open interest changed by -12 which decreased total open position to 511
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 48.86, the open interest changed by -24 which decreased total open position to 523
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 49.89, the open interest changed by -67 which decreased total open position to 548
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 45.89, the open interest changed by 57 which increased total open position to 616
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 1.7, which was -1.75 lower than the previous day. The implied volatity was 43.76, the open interest changed by 106 which increased total open position to 690
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 43.06, the open interest changed by -3 which decreased total open position to 585
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 3.95, which was -3.10 lower than the previous day. The implied volatity was 45.37, the open interest changed by 113 which increased total open position to 587
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 7.05, which was 1.60 higher than the previous day. The implied volatity was 43.99, the open interest changed by 15 which increased total open position to 473
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 5.45, which was -4.45 lower than the previous day. The implied volatity was 44.56, the open interest changed by 238 which increased total open position to 459
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 9.9, which was -10.10 lower than the previous day. The implied volatity was 52.35, the open interest changed by 225 which increased total open position to 446
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 20, which was lower than the previous day. The implied volatity was 60.39, the open interest changed by 224 which increased total open position to 224
