AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 10:50 AM IST
| AMBUJACEM 26DEC2024 490 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 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 77.8 | -4.65 | - | 1 | 0 | 134 | |||
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| 4 Dec | 564.70 | 82.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 82.45 | 28.25 | 51.47 | 53 | 1 | 135 | |||
| 2 Dec | 538.80 | 54.2 | 4.00 | 33.10 | 16 | 6 | 132 | |||
| 29 Nov | 531.50 | 50.2 | 15.50 | 29.93 | 144 | 3 | 127 | |||
| 28 Nov | 513.00 | 34.7 | -4.25 | 33.17 | 74 | 41 | 125 | |||
| 27 Nov | 515.00 | 38.95 | 13.90 | 36.78 | 212 | 11 | 84 | |||
| 26 Nov | 493.70 | 25.05 | -5.15 | 37.13 | 53 | 7 | 73 | |||
| 25 Nov | 504.95 | 30.2 | -3.75 | 31.93 | 44 | -2 | 64 | |||
| 22 Nov | 499.85 | 33.95 | 5.20 | 40.64 | 156 | -1 | 65 | |||
| 21 Nov | 484.15 | 28.75 | 52.62 | 113 | 66 | 66 | ||||
For Ambuja Cements Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.00
Historical price for 490 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 77.8, 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 77.8, 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 77.8, 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 77.8, 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 77.8, 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 77.8, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 82.45, 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 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 82.45, which was 28.25 higher than the previous day. The implied volatity was 51.47, the open interest changed by 1 which increased total open position to 135
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 54.2, which was 4.00 higher than the previous day. The implied volatity was 33.10, the open interest changed by 6 which increased total open position to 132
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 50.2, which was 15.50 higher than the previous day. The implied volatity was 29.93, the open interest changed by 3 which increased total open position to 127
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 34.7, which was -4.25 lower than the previous day. The implied volatity was 33.17, the open interest changed by 41 which increased total open position to 125
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 38.95, which was 13.90 higher than the previous day. The implied volatity was 36.78, the open interest changed by 11 which increased total open position to 84
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 25.05, which was -5.15 lower than the previous day. The implied volatity was 37.13, the open interest changed by 7 which increased total open position to 73
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 30.2, which was -3.75 lower than the previous day. The implied volatity was 31.93, the open interest changed by -2 which decreased total open position to 64
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 33.95, which was 5.20 higher than the previous day. The implied volatity was 40.64, the open interest changed by -1 which decreased total open position to 65
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was 52.62, the open interest changed by 66 which increased total open position to 66
| AMBUJACEM 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.08
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.20 | 0.7 | 0.00 | 46.74 | 36 | -17 | 261 |
| 11 Dec | 578.45 | 0.7 | -0.45 | 45.91 | 42 | -21 | 278 |
| 10 Dec | 573.50 | 1.15 | 0.20 | 47.66 | 277 | 54 | 297 |
| 9 Dec | 571.30 | 0.95 | -0.30 | 43.10 | 15 | -10 | 244 |
| 6 Dec | 565.30 | 1.25 | 0.10 | 40.76 | 46 | -35 | 256 |
| 5 Dec | 571.10 | 1.15 | -0.20 | 41.15 | 141 | -28 | 295 |
| 4 Dec | 564.70 | 1.35 | -0.30 | 39.06 | 303 | -10 | 321 |
| 3 Dec | 566.55 | 1.65 | -1.35 | 40.30 | 810 | -71 | 331 |
| 2 Dec | 538.80 | 3 | -0.90 | 35.00 | 531 | 120 | 402 |
| 29 Nov | 531.50 | 3.9 | -4.35 | 34.15 | 1,045 | 151 | 282 |
| 28 Nov | 513.00 | 8.25 | -1.60 | 33.80 | 429 | -18 | 131 |
| 27 Nov | 515.00 | 9.85 | -7.75 | 38.30 | 580 | 63 | 149 |
| 26 Nov | 493.70 | 17.6 | 4.95 | 38.15 | 402 | 41 | 85 |
| 25 Nov | 504.95 | 12.65 | -6.50 | 36.82 | 415 | 45 | 45 |
| 22 Nov | 499.85 | 19.15 | 13.25 | 44.68 | 102 | 33 | 33 |
| 21 Nov | 484.15 | 5.9 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.03
Historical price for 490 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 46.74, the open interest changed by -17 which decreased total open position to 261
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 45.91, the open interest changed by -21 which decreased total open position to 278
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 47.66, the open interest changed by 54 which increased total open position to 297
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 43.10, the open interest changed by -10 which decreased total open position to 244
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 40.76, the open interest changed by -35 which decreased total open position to 256
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 41.15, the open interest changed by -28 which decreased total open position to 295
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 39.06, the open interest changed by -10 which decreased total open position to 321
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 40.30, the open interest changed by -71 which decreased total open position to 331
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 35.00, the open interest changed by 120 which increased total open position to 402
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 3.9, which was -4.35 lower than the previous day. The implied volatity was 34.15, the open interest changed by 151 which increased total open position to 282
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 8.25, which was -1.60 lower than the previous day. The implied volatity was 33.80, the open interest changed by -18 which decreased total open position to 131
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 9.85, which was -7.75 lower than the previous day. The implied volatity was 38.30, the open interest changed by 63 which increased total open position to 149
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 17.6, which was 4.95 higher than the previous day. The implied volatity was 38.15, the open interest changed by 41 which increased total open position to 85
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 12.65, which was -6.50 lower than the previous day. The implied volatity was 36.82, the open interest changed by 45 which increased total open position to 45
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 19.15, which was 13.25 higher than the previous day. The implied volatity was 44.68, the open interest changed by 33 which increased total open position to 33
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
