AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 450 CE | ||||||||||
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Delta: 0.75
Vega: 0.21
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 484.15 | 39.25 | 78.67 | 41 | 35 | 35 | ||||
For Ambuja Cements Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 CE is 0.75
Historical price for 450 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was 78.67, the open interest changed by 35 which increased total open position to 35
| AMBUJACEM 28NOV2024 450 PE | |||||||
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Delta: -0.28
Vega: 0.22
Theta: -1.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 11.05 | 90.88 | 5,317 | 489 | 489 | |
For Ambuja Cements Ltd - strike price 450 expiring on 28NOV2024
Delta for 450 PE is -0.28
Historical price for 450 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was 90.88, the open interest changed by 489 which increased total open position to 489
