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Related Pages for AMBUJACEM
[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd
484.15 -65.39 (-11.90%)

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Historical option data for AMBUJACEM

21 Nov 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AMBUJACEM 28NOV2024 480 CE
Delta: 0.53
Vega: 0.26
Theta: -1.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 484.15 19.95 -128.25 73.59 6,596 594 594
20 Nov 549.55 148.2 0.00 - 0 0 0
19 Nov 549.55 148.2 0.00 - 0 0 0
18 Nov 550.55 148.2 0.00 - 0 0 0
14 Nov 544.50 148.2 0.00 - 0 0 0
13 Nov 545.35 148.2 0.00 - 0 0 0
12 Nov 556.60 148.2 0.00 - 0 0 0
11 Nov 560.40 148.2 0.00 - 0 0 0
7 Nov 570.70 148.2 0.00 - 0 0 0
6 Nov 582.65 148.2 0.00 - 0 0 0
5 Nov 572.00 148.2 0.00 - 0 0 0
4 Nov 571.40 148.2 0.00 - 0 0 0
1 Nov 582.45 148.2 0.00 - 0 0 0
31 Oct 580.55 148.2 0.00 - 0 0 0
30 Oct 579.70 148.2 0.00 - 0 0 0
29 Oct 575.00 148.2 0.00 - 0 0 0
28 Oct 569.40 148.2 - 0 0 0

For Ambuja Cements Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 CE is 0.53

Historical price for 480 CE is as follows

On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 19.95, which was -128.25 lower than the previous day. The implied volatity was 73.59, the open interest changed by 594 which increased total open position to 594


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 148.2, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 148.2, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 148.2, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 148.2, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 148.2, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 148.2, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 148.2, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 148.2, 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 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 148.2, 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 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 148.2, 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 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 148.2, 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 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 148.2, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 148.2, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 148.2, 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 148.2, 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 148.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AMBUJACEM 28NOV2024 480 PE
Delta: -0.47
Vega: 0.26
Theta: -1.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 484.15 19.9 19.25 76.87 10,420 1,655 1,699
20 Nov 549.55 0.65 0.00 50.84 21 -1 45
19 Nov 549.55 0.65 0.10 50.84 21 0 45
18 Nov 550.55 0.55 -0.05 46.42 77 7 47
14 Nov 544.50 0.6 -0.10 37.85 84 10 40
13 Nov 545.35 0.7 0.05 37.90 39 13 32
12 Nov 556.60 0.65 0.15 40.46 4 0 18
11 Nov 560.40 0.5 0.00 39.30 7 -1 17
7 Nov 570.70 0.5 -0.15 38.60 11 -1 19
6 Nov 582.65 0.65 -0.15 43.22 5 1 20
5 Nov 572.00 0.8 -0.30 40.67 8 4 19
4 Nov 571.40 1.1 0.10 41.87 12 2 15
1 Nov 582.45 1 0.20 42.21 1 0 12
31 Oct 580.55 0.8 -0.15 - 14 1 12
30 Oct 579.70 0.95 -0.05 - 35 -1 11
29 Oct 575.00 1 -0.55 - 80 8 11
28 Oct 569.40 1.55 - 5 2 2

For Ambuja Cements Ltd - strike price 480 expiring on 28NOV2024

Delta for 480 PE is -0.47

Historical price for 480 PE is as follows

On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 19.9, which was 19.25 higher than the previous day. The implied volatity was 76.87, the open interest changed by 1655 which increased total open position to 1699


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 50.84, the open interest changed by -1 which decreased total open position to 45


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 50.84, the open interest changed by 0 which decreased total open position to 45


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 46.42, the open interest changed by 7 which increased total open position to 47


On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 37.85, the open interest changed by 10 which increased total open position to 40


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 37.90, the open interest changed by 13 which increased total open position to 32


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 40.46, the open interest changed by 0 which decreased total open position to 18


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 39.30, the open interest changed by -1 which decreased total open position to 17


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 38.60, the open interest changed by -1 which decreased total open position to 19


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 43.22, the open interest changed by 1 which increased total open position to 20


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 40.67, the open interest changed by 4 which increased total open position to 19


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 41.87, the open interest changed by 2 which increased total open position to 15


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 42.21, the open interest changed by 0 which decreased total open position to 12


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 0.95, which was -0.05 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 1, which was -0.55 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 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to