AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 510 CE | ||||||||||
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Delta: 0.25
Vega: 0.21
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 484.15 | 5.85 | -30.70 | 60.24 | 2,580 | 429 | 430 | |||
| 20 Nov | 549.55 | 36.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 36.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 36.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 544.50 | 36.55 | -90.40 | - | 1 | 0 | 0 | |||
| 13 Nov | 545.35 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 560.40 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 582.45 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 580.55 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 552.70 | 126.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 126.95 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 CE is 0.25
Historical price for 510 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 5.85, which was -30.70 lower than the previous day. The implied volatity was 60.24, the open interest changed by 429 which increased total open position to 430
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 36.55, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 36.55, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 36.55, which was -90.40 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, 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 126.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.22
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 36.35 | 34.95 | 67.00 | 1,100 | -63 | 149 |
| 20 Nov | 549.55 | 1.4 | 0.00 | 39.29 | 325 | -3 | 222 |
| 19 Nov | 549.55 | 1.4 | 0.15 | 39.29 | 325 | 7 | 222 |
| 18 Nov | 550.55 | 1.25 | -0.50 | 35.05 | 384 | 32 | 217 |
| 14 Nov | 544.50 | 1.75 | -0.30 | 29.83 | 415 | 61 | 185 |
| 13 Nov | 545.35 | 2.05 | 0.70 | 30.53 | 448 | 21 | 125 |
| 12 Nov | 556.60 | 1.35 | 0.10 | 31.43 | 111 | 4 | 112 |
| 11 Nov | 560.40 | 1.25 | -0.20 | 32.56 | 70 | 28 | 115 |
| 8 Nov | 564.90 | 1.45 | 0.20 | 32.33 | 75 | 6 | 92 |
| 7 Nov | 570.70 | 1.25 | 0.40 | 32.78 | 30 | 14 | 88 |
| 6 Nov | 582.65 | 0.85 | -0.90 | 33.58 | 40 | 5 | 78 |
| 5 Nov | 572.00 | 1.75 | -0.30 | 34.66 | 75 | 4 | 76 |
| 4 Nov | 571.40 | 2.05 | 0.95 | 34.81 | 101 | 12 | 74 |
| 1 Nov | 582.45 | 1.1 | 0.10 | 31.97 | 1 | 0 | 62 |
| 31 Oct | 580.55 | 1 | -0.60 | - | 43 | -7 | 64 |
| 30 Oct | 579.70 | 1.6 | 0.00 | - | 2 | 0 | 72 |
| 29 Oct | 575.00 | 1.6 | -1.45 | - | 83 | 51 | 73 |
| 28 Oct | 569.40 | 3.05 | -3.95 | - | 28 | 1 | 2 |
| 25 Oct | 552.70 | 7 | 1.60 | - | 2 | 1 | 1 |
| 24 Oct | 558.90 | 5.4 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -0.72
Historical price for 510 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 36.35, which was 34.95 higher than the previous day. The implied volatity was 67.00, the open interest changed by -63 which decreased total open position to 149
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 39.29, the open interest changed by -3 which decreased total open position to 222
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 39.29, the open interest changed by 7 which increased total open position to 222
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 35.05, the open interest changed by 32 which increased total open position to 217
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 29.83, the open interest changed by 61 which increased total open position to 185
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 2.05, which was 0.70 higher than the previous day. The implied volatity was 30.53, the open interest changed by 21 which increased total open position to 125
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 31.43, the open interest changed by 4 which increased total open position to 112
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 32.56, the open interest changed by 28 which increased total open position to 115
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 32.33, the open interest changed by 6 which increased total open position to 92
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 1.25, which was 0.40 higher than the previous day. The implied volatity was 32.78, the open interest changed by 14 which increased total open position to 88
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 33.58, the open interest changed by 5 which increased total open position to 78
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 34.66, the open interest changed by 4 which increased total open position to 76
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 2.05, which was 0.95 higher than the previous day. The implied volatity was 34.81, the open interest changed by 12 which increased total open position to 74
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 62
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1, which was -0.60 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 1.6, 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 1.6, which was -1.45 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 3.05, which was -3.95 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, which was 1.60 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 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
