`
Related Pages for AMBUJACEM
[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd
547.95 -0.84 (-0.15%)

Back to Option Chain

Historical option data for AMBUJACEM

27 Dec 2024 04:00 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AMBUJACEM 30JAN2025 490 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
27 Dec 547.95 53 0.00 - 0 0 0
26 Dec 548.80 53 0.00 - 0 0 0
24 Dec 543.10 53 0.00 - 0 0 0
23 Dec 550.65 53 0.00 - 0 0 0
19 Dec 563.30 53 0.00 - 0 0 0
18 Dec 564.55 53 0.00 - 0 0 0
16 Dec 576.95 53 0.00 - 0 0 0
13 Dec 572.75 53 0.00 - 0 0 0
12 Dec 571.75 53 0.00 - 0 0 0
10 Dec 573.50 53 0.00 - 0 0 0
9 Dec 571.30 53 - 0 0 0

For Ambuja Cements Ltd - strike price 490 expiring on 30JAN2025

Delta for 490 CE is -

Historical price for 490 CE is as follows

On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 53, 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 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 53, 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 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 53, 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 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 53, 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 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 53, 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 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 53, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 53, 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 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 53, 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 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 53, 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 53, 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 53, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 490 PE
Delta: -0.09
Vega: 0.28
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 547.95 2.4 -0.30 31.48 45 37 58
26 Dec 548.80 2.7 -1.15 32.62 28 2 21
24 Dec 543.10 3.85 2.00 32.62 32 16 19
23 Dec 550.65 1.85 0.00 0.00 0 0 0
19 Dec 563.30 1.85 0.05 30.87 1 0 3
18 Dec 564.55 1.8 0.00 0.00 0 0 0
16 Dec 576.95 1.8 -0.20 32.80 1 0 2
13 Dec 572.75 2 -2.05 32.25 1 0 2
12 Dec 571.75 4.05 0.35 37.63 4 0 2
10 Dec 573.50 3.7 -20.15 36.82 12 4 4
9 Dec 571.30 23.85 11.87 0 0 0

For Ambuja Cements Ltd - strike price 490 expiring on 30JAN2025

Delta for 490 PE is -0.09

Historical price for 490 PE is as follows

On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 31.48, the open interest changed by 37 which increased total open position to 58


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 2.7, which was -1.15 lower than the previous day. The implied volatity was 32.62, the open interest changed by 2 which increased total open position to 21


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 3.85, which was 2.00 higher than the previous day. The implied volatity was 32.62, the open interest changed by 16 which increased total open position to 19


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 1.85, 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 1.85, which was 0.05 higher than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 3


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 1.8, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 32.80, the open interest changed by 0 which decreased total open position to 2


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 2, which was -2.05 lower than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 2


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 37.63, the open interest changed by 0 which decreased total open position to 2


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 3.7, which was -20.15 lower than the previous day. The implied volatity was 36.82, the open interest changed by 4 which increased total open position to 4


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was 11.87, the open interest changed by 0 which decreased total open position to 0