AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 10:50 AM IST
| AMBUJACEM 26DEC2024 470 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 | 576.20 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 97 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 3 Dec | 566.55 | 97 | 45.75 | - | 13 | 8 | 13 | |||
| 2 Dec | 538.80 | 51.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 531.50 | 51.25 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 28 Nov | 513.00 | 51.25 | -67.95 | 36.69 | 5 | 4 | 4 | |||
| 27 Nov | 515.00 | 119.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 119.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 119.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 119.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 484.15 | 119.2 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 CE is 0.00
Historical price for 470 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 97, 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 97, 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 97, 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 97, 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 97, 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 97, 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 97, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 97, which was 45.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 13
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 51.25, 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 51.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 51.25, which was -67.95 lower than the previous day. The implied volatity was 36.69, the open interest changed by 4 which increased total open position to 4
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 119.2, 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 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 119.2, 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 119.2, 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 119.2, 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 119.2, 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 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.06
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.20 | 0.5 | -0.10 | 53.36 | 14 | -6 | 239 |
| 11 Dec | 578.45 | 0.6 | -0.30 | 53.89 | 18 | 1 | 247 |
| 10 Dec | 573.50 | 0.9 | 0.15 | 54.85 | 104 | -20 | 244 |
| 9 Dec | 571.30 | 0.75 | -0.15 | 50.18 | 79 | 37 | 265 |
| 6 Dec | 565.30 | 0.9 | 0.00 | 46.63 | 11 | -2 | 228 |
| 5 Dec | 571.10 | 0.9 | -0.05 | 47.46 | 46 | 3 | 230 |
| 4 Dec | 564.70 | 0.95 | -0.10 | 44.51 | 86 | -18 | 226 |
| 3 Dec | 566.55 | 1.05 | -0.85 | 44.67 | 297 | -31 | 245 |
| 2 Dec | 538.80 | 1.9 | -0.60 | 39.88 | 205 | -22 | 278 |
| 29 Nov | 531.50 | 2.5 | -2.90 | 38.80 | 777 | 84 | 295 |
| 28 Nov | 513.00 | 5.4 | -0.70 | 38.77 | 522 | 54 | 214 |
| 27 Nov | 515.00 | 6.1 | -5.10 | 41.42 | 292 | 43 | 159 |
| 26 Nov | 493.70 | 11.2 | 2.30 | 40.88 | 105 | 14 | 115 |
| 25 Nov | 504.95 | 8.9 | -4.85 | 42.03 | 162 | 95 | 98 |
| 22 Nov | 499.85 | 13.75 | -5.90 | 48.41 | 225 | 80 | 83 |
| 21 Nov | 484.15 | 19.65 | 45.00 | 6 | 3 | 3 | |
For Ambuja Cements Ltd - strike price 470 expiring on 26DEC2024
Delta for 470 PE is -0.02
Historical price for 470 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 53.36, the open interest changed by -6 which decreased total open position to 239
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 53.89, the open interest changed by 1 which increased total open position to 247
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 54.85, the open interest changed by -20 which decreased total open position to 244
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 50.18, the open interest changed by 37 which increased total open position to 265
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 46.63, the open interest changed by -2 which decreased total open position to 228
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 47.46, the open interest changed by 3 which increased total open position to 230
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 44.51, the open interest changed by -18 which decreased total open position to 226
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was 44.67, the open interest changed by -31 which decreased total open position to 245
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 39.88, the open interest changed by -22 which decreased total open position to 278
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 2.5, which was -2.90 lower than the previous day. The implied volatity was 38.80, the open interest changed by 84 which increased total open position to 295
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 5.4, which was -0.70 lower than the previous day. The implied volatity was 38.77, the open interest changed by 54 which increased total open position to 214
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 6.1, which was -5.10 lower than the previous day. The implied volatity was 41.42, the open interest changed by 43 which increased total open position to 159
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 11.2, which was 2.30 higher than the previous day. The implied volatity was 40.88, the open interest changed by 14 which increased total open position to 115
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 8.9, which was -4.85 lower than the previous day. The implied volatity was 42.03, the open interest changed by 95 which increased total open position to 98
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 13.75, which was -5.90 lower than the previous day. The implied volatity was 48.41, the open interest changed by 80 which increased total open position to 83
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was 45.00, the open interest changed by 3 which increased total open position to 3
