AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 460 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 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 578.45 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 538.80 | 68.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 29 Nov | 531.50 | 68.75 | 13.75 | - | 5 | 3 | 4 | |||
| 28 Nov | 513.00 | 55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 515.00 | 55 | -121.60 | - | 1 | 0 | 0 | |||
| 26 Nov | 493.70 | 176.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 176.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 176.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 176.6 | 176.60 | - | 0 | 0 | 0 | |||
| 25 Oct | 552.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 555.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 558.50 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 460 expiring on 26DEC2024
Delta for 460 CE is 0.00
Historical price for 460 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 68.75, 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 68.75, 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 68.75, 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 68.75, 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 68.75, 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 68.75, 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 68.75, 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 68.75, 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 68.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 68.75, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 55, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 55, which was -121.60 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 176.6, 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 176.6, 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 176.6, 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 176.6, which was 176.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 26DEC2024 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 0.5 | 0.00 | - | 5 | 0 | 193 |
| 11 Dec | 578.45 | 0.5 | -0.25 | - | 11 | -4 | 194 |
| 10 Dec | 573.50 | 0.75 | 0.00 | 57.77 | 38 | 16 | 198 |
| 9 Dec | 571.30 | 0.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 565.30 | 0.75 | 0.05 | 49.34 | 17 | 2 | 183 |
| 5 Dec | 571.10 | 0.7 | -0.10 | 49.43 | 27 | 9 | 182 |
| 4 Dec | 564.70 | 0.8 | -0.10 | 47.29 | 39 | -8 | 173 |
| 3 Dec | 566.55 | 0.9 | -0.70 | 47.42 | 278 | -22 | 181 |
| 2 Dec | 538.80 | 1.6 | -0.45 | 42.74 | 268 | -32 | 206 |
| 29 Nov | 531.50 | 2.05 | -2.20 | 41.25 | 574 | 12 | 238 |
| 28 Nov | 513.00 | 4.25 | -0.55 | 40.73 | 379 | 75 | 227 |
| 27 Nov | 515.00 | 4.8 | -4.35 | 43.07 | 325 | 30 | 150 |
| 26 Nov | 493.70 | 9.15 | 2.30 | 42.98 | 152 | -4 | 117 |
| 25 Nov | 504.95 | 6.85 | -5.15 | 42.94 | 182 | 70 | 122 |
| 22 Nov | 499.85 | 12 | -11.70 | 51.07 | 191 | 9 | 61 |
| 21 Nov | 484.15 | 23.7 | 23.70 | 59.85 | 105 | 51 | 51 |
| 25 Oct | 552.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 558.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 460 expiring on 26DEC2024
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 0.5, 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 193
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 194
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 57.77, the open interest changed by 16 which increased total open position to 198
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.75, 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 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 49.34, the open interest changed by 2 which increased total open position to 183
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 49.43, the open interest changed by 9 which increased total open position to 182
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 47.29, the open interest changed by -8 which decreased total open position to 173
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 47.42, the open interest changed by -22 which decreased total open position to 181
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 42.74, the open interest changed by -32 which decreased total open position to 206
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 2.05, which was -2.20 lower than the previous day. The implied volatity was 41.25, the open interest changed by 12 which increased total open position to 238
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 40.73, the open interest changed by 75 which increased total open position to 227
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 4.8, which was -4.35 lower than the previous day. The implied volatity was 43.07, the open interest changed by 30 which increased total open position to 150
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 9.15, which was 2.30 higher than the previous day. The implied volatity was 42.98, the open interest changed by -4 which decreased total open position to 117
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 6.85, which was -5.15 lower than the previous day. The implied volatity was 42.94, the open interest changed by 70 which increased total open position to 122
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 12, which was -11.70 lower than the previous day. The implied volatity was 51.07, the open interest changed by 9 which increased total open position to 61
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 23.7, which was 23.70 higher than the previous day. The implied volatity was 59.85, the open interest changed by 51 which increased total open position to 51
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
