AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 10:50 AM IST
| AMBUJACEM 26DEC2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.20 | 78.5 | 0.00 | 0.00 | 0 | -7 | 0 | |||
| 11 Dec | 578.45 | 78.5 | 1.15 | - | 12 | -7 | 291 | |||
| 10 Dec | 573.50 | 77.35 | 1.90 | 44.05 | 3 | -2 | 298 | |||
| 9 Dec | 571.30 | 75.45 | 5.95 | 51.26 | 5 | 0 | 300 | |||
| 6 Dec | 565.30 | 69.5 | -4.30 | 32.38 | 3 | -1 | 298 | |||
| 5 Dec | 571.10 | 73.8 | 7.15 | - | 42 | -9 | 309 | |||
| 4 Dec | 564.70 | 66.65 | -2.45 | - | 29 | -4 | 319 | |||
| 3 Dec | 566.55 | 69.1 | 24.85 | 30.40 | 1,006 | -568 | 324 | |||
| 2 Dec | 538.80 | 44.25 | 2.80 | 28.17 | 147 | -24 | 892 | |||
| 29 Nov | 531.50 | 41.45 | 13.45 | 28.70 | 982 | -92 | 917 | |||
| 28 Nov | 513.00 | 28 | -3.85 | 32.98 | 859 | 8 | 1,004 | |||
| 27 Nov | 515.00 | 31.85 | 12.85 | 35.82 | 3,171 | -214 | 1,001 | |||
| 26 Nov | 493.70 | 19 | -7.60 | 35.24 | 1,002 | 131 | 1,218 | |||
| 25 Nov | 504.95 | 26.6 | -0.90 | 36.24 | 1,205 | 450 | 1,087 | |||
| 22 Nov | 499.85 | 27.5 | 2.70 | 39.04 | 2,475 | 284 | 921 | |||
| 21 Nov | 484.15 | 24.8 | 24.80 | 52.91 | 2,690 | 635 | 635 | |||
| 31 Oct | 580.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 552.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 555.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 558.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 571.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 16 Oct | 589.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 590.35 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 CE is 0.00
Historical price for 500 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 78.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 78.5, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 291
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 77.35, which was 1.90 higher than the previous day. The implied volatity was 44.05, the open interest changed by -2 which decreased total open position to 298
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 75.45, which was 5.95 higher than the previous day. The implied volatity was 51.26, the open interest changed by 0 which decreased total open position to 300
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 69.5, which was -4.30 lower than the previous day. The implied volatity was 32.38, the open interest changed by -1 which decreased total open position to 298
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 73.8, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 309
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 66.65, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 319
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 69.1, which was 24.85 higher than the previous day. The implied volatity was 30.40, the open interest changed by -568 which decreased total open position to 324
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 44.25, which was 2.80 higher than the previous day. The implied volatity was 28.17, the open interest changed by -24 which decreased total open position to 892
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 41.45, which was 13.45 higher than the previous day. The implied volatity was 28.70, the open interest changed by -92 which decreased total open position to 917
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 28, which was -3.85 lower than the previous day. The implied volatity was 32.98, the open interest changed by 8 which increased total open position to 1004
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 31.85, which was 12.85 higher than the previous day. The implied volatity was 35.82, the open interest changed by -214 which decreased total open position to 1001
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 19, which was -7.60 lower than the previous day. The implied volatity was 35.24, the open interest changed by 131 which increased total open position to 1218
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 26.6, which was -0.90 lower than the previous day. The implied volatity was 36.24, the open interest changed by 450 which increased total open position to 1087
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 27.5, which was 2.70 higher than the previous day. The implied volatity was 39.04, the open interest changed by 284 which increased total open position to 921
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 24.8, which was 24.80 higher than the previous day. The implied volatity was 52.91, the open interest changed by 635 which increased total open position to 635
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 0, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, 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 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 0, 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 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 0, 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 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 0, 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 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 0, 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 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 0, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 26DEC2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.10
Theta: -0.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.20 | 0.85 | -0.10 | 43.52 | 90 | -22 | 769 |
| 11 Dec | 578.45 | 0.95 | -0.40 | 43.75 | 354 | -36 | 809 |
| 10 Dec | 573.50 | 1.35 | 0.20 | 44.32 | 657 | 93 | 846 |
| 9 Dec | 571.30 | 1.15 | -0.25 | 40.07 | 519 | 33 | 752 |
| 6 Dec | 565.30 | 1.4 | 0.00 | 37.26 | 506 | -117 | 719 |
| 5 Dec | 571.10 | 1.4 | -0.35 | 38.53 | 673 | -88 | 838 |
| 4 Dec | 564.70 | 1.75 | -0.35 | 37.09 | 967 | 20 | 930 |
| 3 Dec | 566.55 | 2.1 | -1.85 | 38.18 | 3,062 | -491 | 906 |
| 2 Dec | 538.80 | 3.95 | -1.15 | 32.93 | 1,274 | 153 | 1,397 |
| 29 Nov | 531.50 | 5.1 | -6.00 | 32.24 | 1,733 | -42 | 1,249 |
| 28 Nov | 513.00 | 11.1 | -1.80 | 32.82 | 1,545 | 78 | 1,291 |
| 27 Nov | 515.00 | 12.9 | -8.85 | 37.63 | 2,420 | 71 | 1,216 |
| 26 Nov | 493.70 | 21.75 | 5.35 | 36.73 | 1,289 | 88 | 1,145 |
| 25 Nov | 504.95 | 16.4 | -6.15 | 36.29 | 924 | 724 | 1,054 |
| 22 Nov | 499.85 | 22.55 | -17.70 | 42.84 | 1,259 | 446 | 776 |
| 21 Nov | 484.15 | 40.25 | 32.65 | 53.38 | 1,444 | 329 | 330 |
| 31 Oct | 580.55 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 579.70 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 575.00 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 569.40 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 552.70 | 7.6 | 7.60 | - | 0 | 0 | 0 |
| 24 Oct | 558.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 588.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 PE is -0.04
Historical price for 500 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 43.52, the open interest changed by -22 which decreased total open position to 769
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 43.75, the open interest changed by -36 which decreased total open position to 809
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 44.32, the open interest changed by 93 which increased total open position to 846
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 40.07, the open interest changed by 33 which increased total open position to 752
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 37.26, the open interest changed by -117 which decreased total open position to 719
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 38.53, the open interest changed by -88 which decreased total open position to 838
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 37.09, the open interest changed by 20 which increased total open position to 930
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 2.1, which was -1.85 lower than the previous day. The implied volatity was 38.18, the open interest changed by -491 which decreased total open position to 906
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 3.95, which was -1.15 lower than the previous day. The implied volatity was 32.93, the open interest changed by 153 which increased total open position to 1397
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 5.1, which was -6.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by -42 which decreased total open position to 1249
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 11.1, which was -1.80 lower than the previous day. The implied volatity was 32.82, the open interest changed by 78 which increased total open position to 1291
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 12.9, which was -8.85 lower than the previous day. The implied volatity was 37.63, the open interest changed by 71 which increased total open position to 1216
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 21.75, which was 5.35 higher than the previous day. The implied volatity was 36.73, the open interest changed by 88 which increased total open position to 1145
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 16.4, which was -6.15 lower than the previous day. The implied volatity was 36.29, the open interest changed by 724 which increased total open position to 1054
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 22.55, which was -17.70 lower than the previous day. The implied volatity was 42.84, the open interest changed by 446 which increased total open position to 776
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 40.25, which was 32.65 higher than the previous day. The implied volatity was 53.38, the open interest changed by 329 which increased total open position to 330
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 7.6, 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 7.6, 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 7.6, 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 7.6, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 7.6, which was 7.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, 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 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 0, 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 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 0, 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 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 0, 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 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 0, 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 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 0, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
