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

574.85 -3.60 (-0.62%)

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Historical option data for AMBUJACEM

12 Dec 2024 11:00 AM IST
AMBUJACEM 26DEC2024 520 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.55 56 -4.95 - 1 0 503
11 Dec 578.45 60.95 3.50 39.15 26 -24 504
10 Dec 573.50 57.45 3.65 34.25 980 -789 535
9 Dec 571.30 53.8 2.35 32.00 8 -4 1,324
6 Dec 565.30 51.45 -2.40 33.25 55 -20 1,328
5 Dec 571.10 53.85 5.35 - 88 -43 1,347
4 Dec 564.70 48.5 -2.30 21.71 25 -6 1,390
3 Dec 566.55 50.8 22.50 30.02 510 -116 1,397
2 Dec 538.80 28.3 2.55 27.52 642 -34 1,513
29 Nov 531.50 25.75 9.75 26.69 4,520 -181 1,549
28 Nov 513.00 16 -4.40 30.74 4,606 1,035 1,720
27 Nov 515.00 20.4 9.70 35.12 3,963 255 694
26 Nov 493.70 10.7 -4.70 34.12 754 23 437
25 Nov 504.95 15.4 -1.85 33.41 769 215 411
22 Nov 499.85 17.25 -0.20 37.13 1,036 195 391
21 Nov 484.15 17.45 -108.15 52.08 260 195 195
20 Nov 549.55 125.6 0.00 - 0 0 0
19 Nov 549.55 125.6 0.00 - 0 0 0
18 Nov 550.55 125.6 0.00 - 0 0 0
14 Nov 544.50 125.6 0.00 - 0 0 0
13 Nov 545.35 125.6 0.00 - 0 0 0
12 Nov 556.60 125.6 125.60 - 0 0 0
31 Oct 580.55 0 0.00 - 0 0 0
30 Oct 579.70 0 0.00 - 0 0 0
29 Oct 575.00 0 0.00 - 0 0 0
28 Oct 569.40 0 0.00 - 0 0 0
25 Oct 552.70 0 0.00 - 0 0 0
24 Oct 558.90 0 0.00 - 0 0 0
23 Oct 555.85 0 0.00 - 0 0 0
22 Oct 558.50 0 0.00 - 0 0 0
21 Oct 571.90 0 0.00 - 0 0 0
18 Oct 573.95 0 0.00 - 0 0 0
17 Oct 571.25 0 0.00 - 0 0 0
16 Oct 589.05 0 0.00 - 0 0 0
15 Oct 590.35 0 0.00 - 0 0 0
14 Oct 588.90 0 0.00 - 0 0 0
11 Oct 585.20 0 0.00 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 26DEC2024

Delta for 520 CE is -

Historical price for 520 CE is as follows

On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 56, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 503


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 60.95, which was 3.50 higher than the previous day. The implied volatity was 39.15, the open interest changed by -24 which decreased total open position to 504


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 57.45, which was 3.65 higher than the previous day. The implied volatity was 34.25, the open interest changed by -789 which decreased total open position to 535


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 53.8, which was 2.35 higher than the previous day. The implied volatity was 32.00, the open interest changed by -4 which decreased total open position to 1324


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 51.45, which was -2.40 lower than the previous day. The implied volatity was 33.25, the open interest changed by -20 which decreased total open position to 1328


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 53.85, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 1347


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 48.5, which was -2.30 lower than the previous day. The implied volatity was 21.71, the open interest changed by -6 which decreased total open position to 1390


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 50.8, which was 22.50 higher than the previous day. The implied volatity was 30.02, the open interest changed by -116 which decreased total open position to 1397


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 28.3, which was 2.55 higher than the previous day. The implied volatity was 27.52, the open interest changed by -34 which decreased total open position to 1513


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 25.75, which was 9.75 higher than the previous day. The implied volatity was 26.69, the open interest changed by -181 which decreased total open position to 1549


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 16, which was -4.40 lower than the previous day. The implied volatity was 30.74, the open interest changed by 1035 which increased total open position to 1720


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 20.4, which was 9.70 higher than the previous day. The implied volatity was 35.12, the open interest changed by 255 which increased total open position to 694


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 10.7, which was -4.70 lower than the previous day. The implied volatity was 34.12, the open interest changed by 23 which increased total open position to 437


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 15.4, which was -1.85 lower than the previous day. The implied volatity was 33.41, the open interest changed by 215 which increased total open position to 411


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 17.25, which was -0.20 lower than the previous day. The implied volatity was 37.13, the open interest changed by 195 which increased total open position to 391


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 17.45, which was -108.15 lower than the previous day. The implied volatity was 52.08, the open interest changed by 195 which increased total open position to 195


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 125.6, 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 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 125.6, 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 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 125.6, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 125.6, 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 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 125.6, 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 125.6, which was 125.60 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 0, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 0, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 0, 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 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 0, 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 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 0, 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 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 0, 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 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 0, 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 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 0, 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 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, 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 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AMBUJACEM 26DEC2024 520 PE
Delta: -0.07
Vega: 0.16
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.55 1.45 0.00 38.25 140 -7 833
11 Dec 578.45 1.45 -0.80 37.55 259 3 844
10 Dec 573.50 2.25 0.35 39.24 1,339 -255 846
9 Dec 571.30 1.9 -0.40 34.71 518 -77 1,101
6 Dec 565.30 2.3 0.20 32.22 900 -430 1,178
5 Dec 571.10 2.1 -0.90 33.08 596 32 1,617
4 Dec 564.70 3 -0.45 32.88 672 43 1,587
3 Dec 566.55 3.45 -4.30 33.89 2,999 51 1,551
2 Dec 538.80 7.75 -1.85 30.46 935 9 1,501
29 Nov 531.50 9.6 -9.50 29.94 2,611 177 1,495
28 Nov 513.00 19.1 -1.85 30.87 2,814 872 1,317
27 Nov 515.00 20.95 -13.05 36.18 911 273 447
26 Nov 493.70 34 6.80 37.07 88 59 174
25 Nov 504.95 27.2 -5.05 37.18 60 42 114
22 Nov 499.85 32.25 -13.60 41.13 34 12 84
21 Nov 484.15 45.85 39.55 39.81 24 -12 71
20 Nov 549.55 6.3 0.00 29.01 47 18 83
19 Nov 549.55 6.3 -0.80 29.01 47 18 83
18 Nov 550.55 7.1 0.10 29.27 7 1 64
14 Nov 544.50 7 -3.90 25.71 3 1 61
13 Nov 545.35 10.9 5.50 32.10 7 2 60
12 Nov 556.60 5.4 -5.65 26.62 65 32 57
31 Oct 580.55 11.05 0.00 - 0 0 0
30 Oct 579.70 11.05 0.00 - 0 0 0
29 Oct 575.00 11.05 0.00 - 0 0 0
28 Oct 569.40 11.05 0.00 - 0 0 0
25 Oct 552.70 11.05 0.00 - 0 0 0
24 Oct 558.90 11.05 0.00 - 0 0 0
23 Oct 555.85 11.05 0.00 - 0 0 0
22 Oct 558.50 11.05 0.00 - 0 0 0
21 Oct 571.90 11.05 0.00 - 0 0 0
18 Oct 573.95 11.05 0.00 - 0 0 0
17 Oct 571.25 11.05 0.00 - 0 0 0
16 Oct 589.05 11.05 0.00 - 0 0 0
15 Oct 590.35 11.05 0.00 - 0 0 0
14 Oct 588.90 11.05 0.00 - 0 0 0
11 Oct 585.20 11.05 11.05 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 - 0 0 0


For Ambuja Cements Ltd - strike price 520 expiring on 26DEC2024

Delta for 520 PE is -0.07

Historical price for 520 PE is as follows

On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 38.25, the open interest changed by -7 which decreased total open position to 833


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 37.55, the open interest changed by 3 which increased total open position to 844


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 39.24, the open interest changed by -255 which decreased total open position to 846


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 34.71, the open interest changed by -77 which decreased total open position to 1101


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 32.22, the open interest changed by -430 which decreased total open position to 1178


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 2.1, which was -0.90 lower than the previous day. The implied volatity was 33.08, the open interest changed by 32 which increased total open position to 1617


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 43 which increased total open position to 1587


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 3.45, which was -4.30 lower than the previous day. The implied volatity was 33.89, the open interest changed by 51 which increased total open position to 1551


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 7.75, which was -1.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 9 which increased total open position to 1501


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 9.6, which was -9.50 lower than the previous day. The implied volatity was 29.94, the open interest changed by 177 which increased total open position to 1495


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 19.1, which was -1.85 lower than the previous day. The implied volatity was 30.87, the open interest changed by 872 which increased total open position to 1317


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 20.95, which was -13.05 lower than the previous day. The implied volatity was 36.18, the open interest changed by 273 which increased total open position to 447


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 34, which was 6.80 higher than the previous day. The implied volatity was 37.07, the open interest changed by 59 which increased total open position to 174


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 27.2, which was -5.05 lower than the previous day. The implied volatity was 37.18, the open interest changed by 42 which increased total open position to 114


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 32.25, which was -13.60 lower than the previous day. The implied volatity was 41.13, the open interest changed by 12 which increased total open position to 84


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 45.85, which was 39.55 higher than the previous day. The implied volatity was 39.81, the open interest changed by -12 which decreased total open position to 71


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 29.01, the open interest changed by 18 which increased total open position to 83


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 6.3, which was -0.80 lower than the previous day. The implied volatity was 29.01, the open interest changed by 18 which increased total open position to 83


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 7.1, which was 0.10 higher than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 64


On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 7, which was -3.90 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1 which increased total open position to 61


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 10.9, which was 5.50 higher than the previous day. The implied volatity was 32.10, the open interest changed by 2 which increased total open position to 60


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 5.4, which was -5.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by 32 which increased total open position to 57


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 11.05, 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 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 11.05, 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 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 11.05, 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 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 11.05, 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 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 11.05, 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 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 11.05, 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 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 11.05, 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 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 11.05, 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 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 11.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 0, 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 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 0, 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 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 0, 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 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to