Related Pages for AMBUJACEM
[--[65.84.65.76]--]
AMBUJACEM
AMBUJA CEMENTS LTD
686 3.90 (0.57%)

Back to Option Chain

Historical option data for AMBUJACEM

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 179.15 0.00 - 0 9,000 0
4 Jul 682.10 179.15 - 900 9,000 9,000
3 Jul 692.70 166 - 0 0 0
2 Jul 692.35 166 - 0 0 0
1 Jul 695.00 166 - 0 0 0
28 Jun 670.25 166 - 0 0 0
27 Jun 660.65 166 - 900 0 8,100
26 Jun 657.05 161 - 5,400 8,100 8,100
25 Jun 648.80 156 - 0 4,500 0
24 Jun 657.75 156 - 4,500 3,600 3,600

For AMBUJA CEMENTS LTD - strike price 500 expiring on 25JUL2024

Delta for 500 CE is -

Historical price for 500 CE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 179.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 0


On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 179.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 9000


On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8100


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 161, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 8100


On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 156, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 0


On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 156, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 0.25 -0.15 - 57,600 -27,000 44,100
4 Jul 682.10 0.4 - 57,600 0 71,100
3 Jul 692.70 0.5 - 10,800 0 71,100
2 Jul 692.35 0.45 - 66,600 7,200 71,100
1 Jul 695.00 0.5 - 5,400 -3,600 63,900
28 Jun 670.25 0.8 - 12,600 13,500 67,500
27 Jun 660.65 2 - 49,500 38,700 54,000
26 Jun 657.05 1.15 - 17,100 13,500 15,300
25 Jun 648.80 1.5 - 2,700 0 1,800
24 Jun 657.75 0.2 - 1,800 900 900

For AMBUJA CEMENTS LTD - strike price 500 expiring on 25JUL2024

Delta for 500 PE is -

Historical price for 500 PE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 44100


On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71100


On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71100


On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 71100


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 63900


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 67500


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 54000


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 15300


On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800


On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900