AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 490 CE | ||||||||||
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Delta: 0.44
Vega: 0.26
Theta: -1.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 484.15 | 14.05 | -130.50 | 68.10 | 4,182 | 238 | 238 | |||
| 20 Nov | 549.55 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 544.50 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 144.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 582.45 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 580.55 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 144.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 144.55 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 490 expiring on 28NOV2024
Delta for 490 CE is 0.44
Historical price for 490 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 14.05, which was -130.50 lower than the previous day. The implied volatity was 68.10, the open interest changed by 238 which increased total open position to 238
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 144.55, 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 144.55, 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 144.55, 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 144.55, 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 144.55, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 144.55, 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 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 144.55, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 144.55, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 144.55, 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 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 144.55, 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 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 144.55, 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 144.55, 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 144.55, 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 144.55, 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 144.55, 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 144.55, 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 144.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 490 PE | |||||||
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Delta: -0.56
Vega: 0.26
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 23.5 | 22.70 | 69.59 | 4,602 | 514 | 531 |
| 20 Nov | 549.55 | 0.8 | 0.00 | 47.17 | 35 | -1 | 18 |
| 19 Nov | 549.55 | 0.8 | 0.10 | 47.17 | 35 | 0 | 18 |
| 18 Nov | 550.55 | 0.7 | -0.05 | 42.58 | 41 | 15 | 23 |
| 14 Nov | 544.50 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 560.40 | 0.75 | 0.00 | 0.00 | 0 | 2 | 0 |
| 8 Nov | 564.90 | 0.75 | 0.05 | 36.31 | 2 | 0 | 6 |
| 7 Nov | 570.70 | 0.7 | -0.50 | 36.80 | 1 | 0 | 5 |
| 6 Nov | 582.65 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 572.00 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 571.40 | 1.2 | 0.45 | 38.59 | 7 | 0 | 5 |
| 1 Nov | 582.45 | 0.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 580.55 | 0.75 | -0.60 | - | 3 | 0 | 5 |
| 30 Oct | 579.70 | 1.35 | 0.35 | - | 2 | 0 | 3 |
| 29 Oct | 575.00 | 1 | -2.30 | - | 24 | 3 | 3 |
| 28 Oct | 569.40 | 3.3 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 490 expiring on 28NOV2024
Delta for 490 PE is -0.56
Historical price for 490 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 23.5, which was 22.70 higher than the previous day. The implied volatity was 69.59, the open interest changed by 514 which increased total open position to 531
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 47.17, the open interest changed by -1 which decreased total open position to 18
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 47.17, the open interest changed by 0 which decreased total open position to 18
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 42.58, the open interest changed by 15 which increased total open position to 23
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.75, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.75, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.75, 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 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 6
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 5
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 1.2, 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 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 1.2, 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 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 5
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0.75, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0.75, which was -0.60 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 1.35, which was 0.35 higher 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 -2.30 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 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
