AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 460 CE | ||||||||||
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Delta: 0.68
Vega: 0.24
Theta: -1.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 484.15 | 32 | 76.51 | 562 | 63 | 63 | ||||
For Ambuja Cements Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 CE is 0.68
Historical price for 460 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 76.51, the open interest changed by 63 which increased total open position to 63
| AMBUJACEM 28NOV2024 460 PE | |||||||
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Delta: -0.33
Vega: 0.24
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 13.7 | 87.28 | 14,469 | 2,625 | 2,626 | |
For Ambuja Cements Ltd - strike price 460 expiring on 28NOV2024
Delta for 460 PE is -0.33
Historical price for 460 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was 87.28, the open interest changed by 2625 which increased total open position to 2626
