AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 582.65 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 582.45 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 580.55 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 552.70 | 131.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 131.8 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 131.8, 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 131.8, 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 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 131.8, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 131.8, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 131.8, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 131.8, 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 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 131.8, 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 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, 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 131.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.15
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 1.15 | -0.20 | 32.16 | 428 | 15 | 196 |
| 13 Nov | 545.35 | 1.35 | 0.45 | 32.62 | 313 | 8 | 181 |
| 12 Nov | 556.60 | 0.9 | 0.00 | 33.40 | 50 | -8 | 180 |
| 11 Nov | 560.40 | 0.9 | -0.15 | 34.86 | 131 | 1 | 178 |
| 8 Nov | 564.90 | 1.05 | 0.10 | 34.33 | 57 | -1 | 176 |
| 7 Nov | 570.70 | 0.95 | 0.30 | 34.99 | 115 | 9 | 177 |
| 6 Nov | 582.65 | 0.65 | -0.60 | 35.65 | 65 | -13 | 169 |
| 5 Nov | 572.00 | 1.25 | -0.25 | 36.11 | 92 | 14 | 183 |
| 4 Nov | 571.40 | 1.5 | 0.25 | 36.34 | 170 | 21 | 170 |
| 1 Nov | 582.45 | 1.25 | 0.25 | 36.57 | 18 | 1 | 148 |
| 31 Oct | 580.55 | 1 | -0.10 | - | 182 | -18 | 147 |
| 30 Oct | 579.70 | 1.1 | -0.30 | - | 71 | -26 | 173 |
| 29 Oct | 575.00 | 1.4 | -1.25 | - | 1,874 | -22 | 200 |
| 28 Oct | 569.40 | 2.65 | -2.80 | - | 419 | 148 | 222 |
| 25 Oct | 552.70 | 5.45 | 0.35 | - | 75 | 56 | 74 |
| 24 Oct | 558.90 | 5.1 | - | 18 | 5 | 5 | |
For Ambuja Cements Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 PE is -0.07
Historical price for 500 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 32.16, the open interest changed by 15 which increased total open position to 196
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 32.62, the open interest changed by 8 which increased total open position to 181
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.40, the open interest changed by -8 which decreased total open position to 180
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 34.86, the open interest changed by 1 which increased total open position to 178
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 34.33, the open interest changed by -1 which decreased total open position to 176
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0.95, which was 0.30 higher than the previous day. The implied volatity was 34.99, the open interest changed by 9 which increased total open position to 177
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 35.65, the open interest changed by -13 which decreased total open position to 169
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 36.11, the open interest changed by 14 which increased total open position to 183
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 36.34, the open interest changed by 21 which increased total open position to 170
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 36.57, the open interest changed by 1 which increased total open position to 148
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1, which was -0.10 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 1.1, which was -0.30 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 1.4, which was -1.25 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 2.65, which was -2.80 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 5.45, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
