AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 470 CE | ||||||||||
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Delta: 0.61
Vega: 0.25
Theta: -1.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 484.15 | 24.2 | 69.58 | 678 | 79 | 79 | ||||
For Ambuja Cements Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 CE is 0.61
Historical price for 470 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 24.2, which was lower than the previous day. The implied volatity was 69.58, the open interest changed by 79 which increased total open position to 79
| AMBUJACEM 28NOV2024 470 PE | |||||||
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Delta: -0.40
Vega: 0.26
Theta: -1.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 16.6 | 82.49 | 2,998 | 312 | 312 | |
For Ambuja Cements Ltd - strike price 470 expiring on 28NOV2024
Delta for 470 PE is -0.40
Historical price for 470 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was 82.49, the open interest changed by 312 which increased total open position to 312
