AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 505 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 | 58 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 505 expiring on 30JAN2025
Delta for 505 CE is -
Historical price for 505 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 58, 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 505 PE | |||||||
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Delta: -0.14
Vega: 0.38
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 3.75 | 29.44 | 77 | 49 | 49 | |
For Ambuja Cements Ltd - strike price 505 expiring on 30JAN2025
Delta for 505 PE is -0.14
Historical price for 505 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was 29.44, the open interest changed by 49 which increased total open position to 49
