AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.55 | 65.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 65.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 10 Dec | 573.50 | 65.65 | -2.15 | - | 20 | 1 | 206 | |||
| 9 Dec | 571.30 | 67.8 | 7.65 | 54.55 | 10 | -7 | 205 | |||
| 6 Dec | 565.30 | 60.15 | -3.45 | 32.24 | 1 | 0 | 213 | |||
| 5 Dec | 571.10 | 63.6 | 6.45 | - | 13 | -8 | 213 | |||
| 4 Dec | 564.70 | 57.15 | -2.50 | - | 15 | -4 | 221 | |||
| 3 Dec | 566.55 | 59.65 | 23.75 | 29.56 | 171 | -86 | 226 | |||
| 2 Dec | 538.80 | 35.9 | 3.10 | 27.80 | 98 | -31 | 313 | |||
| 29 Nov | 531.50 | 32.8 | 11.80 | 26.61 | 980 | -97 | 345 | |||
| 28 Nov | 513.00 | 21 | -4.70 | 30.80 | 896 | 162 | 453 | |||
| 27 Nov | 515.00 | 25.7 | 11.15 | 35.38 | 2,749 | 11 | 292 | |||
| 26 Nov | 493.70 | 14.55 | -5.55 | 34.83 | 447 | 58 | 281 | |||
| 25 Nov | 504.95 | 20.1 | -2.10 | 33.92 | 480 | 183 | 227 | |||
| 22 Nov | 499.85 | 22.2 | 1.70 | 38.34 | 568 | 131 | 175 | |||
| 21 Nov | 484.15 | 20.5 | 51.81 | 116 | 45 | 45 | ||||
For Ambuja Cements Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.00
Historical price for 510 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 65.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 65.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 65.65, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 206
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 67.8, which was 7.65 higher than the previous day. The implied volatity was 54.55, the open interest changed by -7 which decreased total open position to 205
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 60.15, which was -3.45 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 213
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 63.6, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 213
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 57.15, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 221
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 59.65, which was 23.75 higher than the previous day. The implied volatity was 29.56, the open interest changed by -86 which decreased total open position to 226
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 35.9, which was 3.10 higher than the previous day. The implied volatity was 27.80, the open interest changed by -31 which decreased total open position to 313
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 32.8, which was 11.80 higher than the previous day. The implied volatity was 26.61, the open interest changed by -97 which decreased total open position to 345
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 21, which was -4.70 lower than the previous day. The implied volatity was 30.80, the open interest changed by 162 which increased total open position to 453
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 25.7, which was 11.15 higher than the previous day. The implied volatity was 35.38, the open interest changed by 11 which increased total open position to 292
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 14.55, which was -5.55 lower than the previous day. The implied volatity was 34.83, the open interest changed by 58 which increased total open position to 281
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 20.1, which was -2.10 lower than the previous day. The implied volatity was 33.92, the open interest changed by 183 which increased total open position to 227
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 22.2, which was 1.70 higher than the previous day. The implied volatity was 38.34, the open interest changed by 131 which increased total open position to 175
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was 51.81, the open interest changed by 45 which increased total open position to 45
| AMBUJACEM 26DEC2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 1.15 | -0.05 | 41.21 | 26 | 3 | 438 |
| 11 Dec | 578.45 | 1.2 | -0.55 | 40.91 | 144 | 27 | 436 |
| 10 Dec | 573.50 | 1.75 | 0.35 | 41.86 | 531 | -73 | 418 |
| 9 Dec | 571.30 | 1.4 | -0.30 | 36.97 | 518 | 34 | 488 |
| 6 Dec | 565.30 | 1.7 | -0.05 | 34.33 | 292 | -28 | 476 |
| 5 Dec | 571.10 | 1.75 | -0.50 | 36.05 | 482 | -17 | 505 |
| 4 Dec | 564.70 | 2.25 | -0.40 | 34.85 | 397 | -89 | 521 |
| 3 Dec | 566.55 | 2.65 | -2.85 | 35.91 | 1,791 | -26 | 617 |
| 2 Dec | 538.80 | 5.5 | -1.40 | 31.53 | 824 | -60 | 646 |
| 29 Nov | 531.50 | 6.9 | -7.55 | 30.78 | 1,320 | 26 | 704 |
| 28 Nov | 513.00 | 14.45 | -2.15 | 31.42 | 1,195 | 307 | 676 |
| 27 Nov | 515.00 | 16.6 | -10.90 | 36.95 | 470 | 99 | 369 |
| 26 Nov | 493.70 | 27.5 | 6.45 | 36.85 | 221 | 94 | 270 |
| 25 Nov | 504.95 | 21.05 | -5.95 | 36.07 | 192 | 168 | 174 |
| 22 Nov | 499.85 | 27 | -9.20 | 41.82 | 186 | 90 | 96 |
| 21 Nov | 484.15 | 36.2 | 35.06 | 17 | 5 | 6 | |
For Ambuja Cements Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.06
Historical price for 510 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 41.21, the open interest changed by 3 which increased total open position to 438
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 40.91, the open interest changed by 27 which increased total open position to 436
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 41.86, the open interest changed by -73 which decreased total open position to 418
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 36.97, the open interest changed by 34 which increased total open position to 488
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by -28 which decreased total open position to 476
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 36.05, the open interest changed by -17 which decreased total open position to 505
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 2.25, which was -0.40 lower than the previous day. The implied volatity was 34.85, the open interest changed by -89 which decreased total open position to 521
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 2.65, which was -2.85 lower than the previous day. The implied volatity was 35.91, the open interest changed by -26 which decreased total open position to 617
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 5.5, which was -1.40 lower than the previous day. The implied volatity was 31.53, the open interest changed by -60 which decreased total open position to 646
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 6.9, which was -7.55 lower than the previous day. The implied volatity was 30.78, the open interest changed by 26 which increased total open position to 704
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 14.45, which was -2.15 lower than the previous day. The implied volatity was 31.42, the open interest changed by 307 which increased total open position to 676
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 16.6, which was -10.90 lower than the previous day. The implied volatity was 36.95, the open interest changed by 99 which increased total open position to 369
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 27.5, which was 6.45 higher than the previous day. The implied volatity was 36.85, the open interest changed by 94 which increased total open position to 270
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 21.05, which was -5.95 lower than the previous day. The implied volatity was 36.07, the open interest changed by 168 which increased total open position to 174
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 27, which was -9.20 lower than the previous day. The implied volatity was 41.82, the open interest changed by 90 which increased total open position to 96
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 36.2, which was lower than the previous day. The implied volatity was 35.06, the open interest changed by 5 which increased total open position to 6
