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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

577.95 -0.50 (-0.09%)

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Historical option data for AMBUJACEM

12 Dec 2024 11:10 AM IST
AMBUJACEM 26DEC2024 510 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 65.65 0.00 0.00 0 0 0
11 Dec 578.45 65.65 0.00 0.00 0 2 0
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 575.30. 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
Delta: -0.06
Vega: 0.13
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 1.2 0.00 41.23 34 2 437
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 575.30. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 41.23, the open interest changed by 2 which increased total open position to 437


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