AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:00 PM IST
| AMBUJACEM 30JAN2025 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 | |||
| 27 Dec | 547.95 | 88.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 548.80 | 88.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 543.10 | 88.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 550.65 | 88.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 563.30 | 88.35 | -29.95 | 19.71 | 4 | 2 | 2 | |||
| 18 Dec | 564.55 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 499.85 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 118.3 | 118.30 | - | 0 | 0 | 0 | |||
| 20 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 480 expiring on 30JAN2025
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 88.35, 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 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 88.35, 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 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 88.35, 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 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 88.35, 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 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 88.35, which was -29.95 lower than the previous day. The implied volatity was 19.71, the open interest changed by 2 which increased total open position to 2
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 118.3, 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 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 118.3, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 118.3, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 118.3, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 118.3, 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 118.3, 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 118.3, 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 118.3, 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 118.3, which was 118.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 19 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. 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 0 which decreased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. 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 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. 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 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. 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 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. 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 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30JAN2025 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.22
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 1.75 | -0.35 | 32.71 | 61 | 24 | 85 |
| 26 Dec | 548.80 | 2.1 | -0.85 | 34.24 | 87 | 23 | 62 |
| 24 Dec | 543.10 | 2.95 | 0.50 | 33.98 | 35 | 26 | 38 |
| 23 Dec | 550.65 | 2.45 | 1.25 | 34.84 | 9 | 5 | 11 |
| 19 Dec | 563.30 | 1.2 | -0.10 | 31.07 | 2 | 0 | 4 |
| 18 Dec | 564.55 | 1.3 | -1.70 | 31.99 | 4 | 1 | 4 |
| 10 Dec | 573.50 | 3 | -11.85 | 38.05 | 10 | 2 | 3 |
| 9 Dec | 571.30 | 14.85 | 5.75 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 513.00 | 9.1 | 0.00 | 5.39 | 0 | 0 | 0 |
| 27 Nov | 515.00 | 9.1 | 0.00 | 5.84 | 0 | 0 | 0 |
| 26 Nov | 493.70 | 9.1 | 0.00 | 3.35 | 0 | 0 | 0 |
| 25 Nov | 504.95 | 9.1 | 0.00 | 4.61 | 0 | 0 | 0 |
| 22 Nov | 499.85 | 9.1 | 0.00 | 4.15 | 0 | 0 | 0 |
| 21 Nov | 484.15 | 9.1 | 0.00 | 1.36 | 0 | 0 | 0 |
| 20 Nov | 549.55 | 9.1 | 0.00 | 9.69 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 9.1 | 0.00 | 9.69 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 9.1 | 0.00 | 9.78 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 9.1 | 0.00 | 8.88 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 9.1 | 0.00 | 9.04 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 9.1 | 0.00 | 9.90 | 0 | 0 | 0 |
| 11 Nov | 560.40 | 9.1 | 0.00 | 10.65 | 0 | 0 | 0 |
| 8 Nov | 564.90 | 9.1 | 0.00 | 10.56 | 0 | 0 | 0 |
| 7 Nov | 570.70 | 9.1 | 0.00 | 11.22 | 0 | 0 | 0 |
| 5 Nov | 572.00 | 9.1 | 9.10 | 10.80 | 0 | 0 | 0 |
| 4 Nov | 571.40 | 0 | 0.00 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 480 expiring on 30JAN2025
Delta for 480 PE is -0.07
Historical price for 480 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 32.71, the open interest changed by 24 which increased total open position to 85
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 34.24, the open interest changed by 23 which increased total open position to 62
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 2.95, which was 0.50 higher than the previous day. The implied volatity was 33.98, the open interest changed by 26 which increased total open position to 38
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 2.45, which was 1.25 higher than the previous day. The implied volatity was 34.84, the open interest changed by 5 which increased total open position to 11
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 4
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 1.3, which was -1.70 lower than the previous day. The implied volatity was 31.99, the open interest changed by 1 which increased total open position to 4
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 3, which was -11.85 lower than the previous day. The implied volatity was 38.05, the open interest changed by 2 which increased total open position to 3
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 14.85, which was 5.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 9.69, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 9.69, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 9.78, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 8.88, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 9.04, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 10.65, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 10.56, 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 9.1, which was 0.00 lower than the previous day. The implied volatity was 11.22, 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 9.1, which was 9.10 higher than the previous day. The implied volatity was 10.80, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
