AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 480 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 | 92 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 92 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 92 | 1.95 | - | 1 | 0 | 268 | |||
| 9 Dec | 571.30 | 90.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 90.05 | -2.75 | 46.16 | 4 | 0 | 268 | |||
| 5 Dec | 571.10 | 92.8 | 4.55 | - | 2 | -1 | 268 | |||
| 4 Dec | 564.70 | 88.25 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 3 Dec | 566.55 | 88.25 | 24.95 | 25.07 | 30 | -8 | 269 | |||
| 2 Dec | 538.80 | 63.3 | 3.65 | 34.08 | 26 | 8 | 278 | |||
| 29 Nov | 531.50 | 59.65 | 16.45 | 32.67 | 107 | 21 | 270 | |||
| 28 Nov | 513.00 | 43.2 | -2.95 | 36.01 | 108 | 22 | 243 | |||
| 27 Nov | 515.00 | 46.15 | 16.00 | 36.62 | 871 | -359 | 223 | |||
| 26 Nov | 493.70 | 30.15 | -7.85 | 35.92 | 148 | -42 | 582 | |||
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| 25 Nov | 504.95 | 38 | -2.80 | 33.96 | 50 | 548 | 622 | |||
| 22 Nov | 499.85 | 40.8 | 5.40 | 41.99 | 1,020 | 541 | 615 | |||
| 21 Nov | 484.15 | 35.4 | 35.40 | 56.09 | 271 | 68 | 68 | |||
| 30 Oct | 579.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 571.25 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 480 expiring on 26DEC2024
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 92, 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 92, 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 92, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 268
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 90.05, 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 90.05, which was -2.75 lower than the previous day. The implied volatity was 46.16, the open interest changed by 0 which decreased total open position to 268
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 92.8, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 268
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 88.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 88.25, which was 24.95 higher than the previous day. The implied volatity was 25.07, the open interest changed by -8 which decreased total open position to 269
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 63.3, which was 3.65 higher than the previous day. The implied volatity was 34.08, the open interest changed by 8 which increased total open position to 278
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 59.65, which was 16.45 higher than the previous day. The implied volatity was 32.67, the open interest changed by 21 which increased total open position to 270
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 43.2, which was -2.95 lower than the previous day. The implied volatity was 36.01, the open interest changed by 22 which increased total open position to 243
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 46.15, which was 16.00 higher than the previous day. The implied volatity was 36.62, the open interest changed by -359 which decreased total open position to 223
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 30.15, which was -7.85 lower than the previous day. The implied volatity was 35.92, the open interest changed by -42 which decreased total open position to 582
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 38, which was -2.80 lower than the previous day. The implied volatity was 33.96, the open interest changed by 548 which increased total open position to 622
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 40.8, which was 5.40 higher than the previous day. The implied volatity was 41.99, the open interest changed by 541 which increased total open position to 615
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 35.4, which was 35.40 higher than the previous day. The implied volatity was 56.09, the open interest changed by 68 which increased total open position to 68
On 30 Oct AMBUJACEM was trading at 579.70. 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 29 Oct AMBUJACEM was trading at 575.00. 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 28 Oct AMBUJACEM was trading at 569.40. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. 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 18 Oct AMBUJACEM was trading at 573.95. 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 17 Oct AMBUJACEM was trading at 571.25. 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 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.07
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 0.6 | 0.05 | 50.35 | 13 | -2 | 349 |
| 11 Dec | 578.45 | 0.55 | -0.35 | 48.54 | 39 | 11 | 352 |
| 10 Dec | 573.50 | 0.9 | 0.15 | 50.10 | 102 | 27 | 344 |
| 9 Dec | 571.30 | 0.75 | -0.25 | 45.67 | 85 | -7 | 319 |
| 6 Dec | 565.30 | 1 | 0.00 | 43.23 | 64 | -5 | 329 |
| 5 Dec | 571.10 | 1 | -0.15 | 44.19 | 229 | -142 | 340 |
| 4 Dec | 564.70 | 1.15 | -0.10 | 42.12 | 218 | -27 | 484 |
| 3 Dec | 566.55 | 1.25 | -1.05 | 42.05 | 975 | 47 | 517 |
| 2 Dec | 538.80 | 2.3 | -0.70 | 37.11 | 614 | -73 | 475 |
| 29 Nov | 531.50 | 3 | -3.70 | 36.08 | 1,045 | 216 | 536 |
| 28 Nov | 513.00 | 6.7 | -0.80 | 36.41 | 840 | -35 | 324 |
| 27 Nov | 515.00 | 7.5 | -6.65 | 39.23 | 844 | -90 | 362 |
| 26 Nov | 493.70 | 14.15 | 3.10 | 39.61 | 745 | 197 | 451 |
| 25 Nov | 504.95 | 11.05 | -6.00 | 40.38 | 313 | 225 | 255 |
| 22 Nov | 499.85 | 17.05 | -14.50 | 48.02 | 546 | 136 | 166 |
| 21 Nov | 484.15 | 31.55 | 26.50 | 57.33 | 156 | 31 | 31 |
| 30 Oct | 579.70 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 575.00 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 569.40 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 552.70 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 558.90 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 5.05 | 5.05 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 480 expiring on 26DEC2024
Delta for 480 PE is -0.03
Historical price for 480 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 50.35, the open interest changed by -2 which decreased total open position to 349
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 48.54, the open interest changed by 11 which increased total open position to 352
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 50.10, the open interest changed by 27 which increased total open position to 344
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 45.67, the open interest changed by -7 which decreased total open position to 319
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 43.23, the open interest changed by -5 which decreased total open position to 329
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 44.19, the open interest changed by -142 which decreased total open position to 340
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 42.12, the open interest changed by -27 which decreased total open position to 484
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 42.05, the open interest changed by 47 which increased total open position to 517
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 37.11, the open interest changed by -73 which decreased total open position to 475
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 3, which was -3.70 lower than the previous day. The implied volatity was 36.08, the open interest changed by 216 which increased total open position to 536
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 6.7, which was -0.80 lower than the previous day. The implied volatity was 36.41, the open interest changed by -35 which decreased total open position to 324
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 7.5, which was -6.65 lower than the previous day. The implied volatity was 39.23, the open interest changed by -90 which decreased total open position to 362
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 14.15, which was 3.10 higher than the previous day. The implied volatity was 39.61, the open interest changed by 197 which increased total open position to 451
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 11.05, which was -6.00 lower than the previous day. The implied volatity was 40.38, the open interest changed by 225 which increased total open position to 255
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 17.05, which was -14.50 lower than the previous day. The implied volatity was 48.02, the open interest changed by 136 which increased total open position to 166
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 31.55, which was 26.50 higher than the previous day. The implied volatity was 57.33, the open interest changed by 31 which increased total open position to 31
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 5.05, 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 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 5.05, 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 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 5.05, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 5.05, 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 5.05, 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 5.05, 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 5.05, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. 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 18 Oct AMBUJACEM was trading at 573.95. 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 17 Oct AMBUJACEM was trading at 571.25. 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
