AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 495 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 65.45 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 495 expiring on 30JAN2025
Delta for 495 CE is -
Historical price for 495 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 65.45, 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 495 PE | |||||||
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Delta: -0.11
Vega: 0.31
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 2.7 | 30.53 | 13 | 11 | 11 | |
For Ambuja Cements Ltd - strike price 495 expiring on 30JAN2025
Delta for 495 PE is -0.11
Historical price for 495 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was 30.53, the open interest changed by 11 which increased total open position to 11
