AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 03:50 PM IST
| AMBUJACEM 30JAN2025 510 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 547.95 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 548.80 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 543.10 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Dec | 550.65 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 548.80 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 563.30 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 564.55 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 571.10 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 576.95 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 572.75 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 571.75 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 42.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 42.2 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 510 expiring on 30JAN2025
Delta for 510 CE is -
Historical price for 510 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 42.2, 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 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 42.2, 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 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 42.2, 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 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 42.2, 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 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 42.2, 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 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 42.2, 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 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 42.2, 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 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 42.2, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 42.2, 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 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 42.2, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 42.2, 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 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 42.2, 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 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 42.2, 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 510 PE | |||||||
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Delta: -0.16
Vega: 0.41
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 4.25 | -0.10 | 28.53 | 198 | 119 | 149 |
| 26 Dec | 548.80 | 4.35 | -1.85 | 29.00 | 50 | 5 | 30 |
| 24 Dec | 543.10 | 6.2 | 0.80 | 29.25 | 14 | 8 | 24 |
| 23 Dec | 550.65 | 5.4 | 0.05 | 31.01 | 19 | 1 | 16 |
| 20 Dec | 548.80 | 5.35 | 1.75 | 29.61 | 3 | 2 | 15 |
| 19 Dec | 563.30 | 3.6 | 0.00 | 0.00 | 0 | 13 | 0 |
| 18 Dec | 564.55 | 3.6 | -29.20 | 30.02 | 13 | 0 | 0 |
| 17 Dec | 571.10 | 32.8 | 0.00 | 9.89 | 0 | 0 | 0 |
| 16 Dec | 576.95 | 32.8 | 0.00 | 10.31 | 0 | 0 | 0 |
| 13 Dec | 572.75 | 32.8 | 0.00 | 9.91 | 0 | 0 | 0 |
| 12 Dec | 571.75 | 32.8 | 0.00 | 9.53 | 0 | 0 | 0 |
| 11 Dec | 578.45 | 32.8 | 0.00 | 10.38 | 0 | 0 | 0 |
| 10 Dec | 573.50 | 32.8 | 0.00 | 9.67 | 0 | 0 | 0 |
| 9 Dec | 571.30 | 32.8 | 0.00 | 9.47 | 0 | 0 | 0 |
| 6 Dec | 565.30 | 32.8 | 0.00 | 9.00 | 0 | 0 | 0 |
| 5 Dec | 571.10 | 32.8 | 0.00 | 9.16 | 0 | 0 | 0 |
| 4 Dec | 564.70 | 32.8 | 32.80 | 8.44 | 0 | 0 | 0 |
| 3 Dec | 566.55 | 0 | 8.63 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 510 expiring on 30JAN2025
Delta for 510 PE is -0.16
Historical price for 510 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 4.25, which was -0.10 lower than the previous day. The implied volatity was 28.53, the open interest changed by 119 which increased total open position to 149
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 4.35, which was -1.85 lower than the previous day. The implied volatity was 29.00, the open interest changed by 5 which increased total open position to 30
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 6.2, which was 0.80 higher than the previous day. The implied volatity was 29.25, the open interest changed by 8 which increased total open position to 24
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 5.4, which was 0.05 higher than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 16
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 5.35, which was 1.75 higher than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 15
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 3.6, which was -29.20 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 0
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.89, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 32.8, which was 0.00 lower than the previous day. The implied volatity was 10.38, the open interest changed by 0 which decreased total open position to 0
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.67, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.47, the open interest changed by 0 which decreased total open position to 0
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 32.8, which was 0.00 lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 32.8, which was 32.80 higher than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
