AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 520 CE | ||||||||||
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Delta: 0.86
Vega: 0.24
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 28.6 | -18.10 | 24.37 | 16 | 9 | 15 | |||
| 13 Nov | 545.35 | 46.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 46.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 46.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 46.7 | -9.85 | - | 1 | 0 | 6 | |||
| 7 Nov | 570.70 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 582.45 | 56.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 580.55 | 56.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 579.70 | 56.55 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 575.00 | 56.55 | -1.80 | - | 2 | 0 | 4 | |||
| 28 Oct | 569.40 | 58.35 | 13.35 | - | 3 | 3 | 3 | |||
| 25 Oct | 552.70 | 45 | -71.35 | - | 1 | 0 | 0 | |||
| 24 Oct | 558.90 | 116.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 555.85 | 116.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 558.50 | 116.35 | 116.35 | - | 0 | 0 | 0 | |||
| 25 Sept | 616.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 618.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 616.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 608.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 617.80 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 CE is 0.86
Historical price for 520 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 28.6, which was -18.10 lower than the previous day. The implied volatity was 24.37, the open interest changed by 9 which increased total open position to 15
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 46.7, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 46.7, 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 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 46.7, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 46.7, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 56.55, 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 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 56.55, 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 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 56.55, 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 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 56.55, 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 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 56.55, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 56.55, 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 56.55, 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 56.55, which was -1.80 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 58.35, which was 13.35 higher 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 45, which was -71.35 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 116.35, 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 116.35, 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 116.35, which was 116.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept AMBUJACEM was trading at 616.05. 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 24 Sept AMBUJACEM was trading at 618.30. 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 20 Sept AMBUJACEM was trading at 616.55. 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 19 Sept AMBUJACEM was trading at 608.40. 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 3 Sept AMBUJACEM was trading at 617.80. 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 28NOV2024 520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.27
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 2.65 | -0.40 | 27.30 | 1,034 | 15 | 216 |
| 13 Nov | 545.35 | 3.05 | 1.10 | 28.16 | 965 | 17 | 202 |
| 12 Nov | 556.60 | 1.95 | 0.15 | 29.06 | 187 | 10 | 187 |
| 11 Nov | 560.40 | 1.8 | -0.25 | 30.44 | 143 | 37 | 180 |
| 8 Nov | 564.90 | 2.05 | 0.40 | 30.45 | 104 | 17 | 145 |
| 7 Nov | 570.70 | 1.65 | 0.50 | 30.49 | 138 | -17 | 129 |
| 6 Nov | 582.65 | 1.15 | -1.10 | 31.67 | 120 | -1 | 147 |
| 5 Nov | 572.00 | 2.25 | -0.50 | 32.45 | 152 | -22 | 146 |
| 4 Nov | 571.40 | 2.75 | 0.95 | 33.10 | 337 | 57 | 171 |
| 1 Nov | 582.45 | 1.8 | 0.30 | 31.76 | 8 | 3 | 114 |
| 31 Oct | 580.55 | 1.5 | -0.25 | - | 111 | -14 | 112 |
| 30 Oct | 579.70 | 1.75 | -0.40 | - | 62 | 2 | 126 |
| 29 Oct | 575.00 | 2.15 | -1.65 | - | 157 | -12 | 128 |
| 28 Oct | 569.40 | 3.8 | -5.25 | - | 255 | 6 | 142 |
| 25 Oct | 552.70 | 9.05 | 1.05 | - | 130 | 24 | 136 |
| 24 Oct | 558.90 | 8 | -1.90 | - | 141 | 13 | 115 |
| 23 Oct | 555.85 | 9.9 | 0.15 | - | 213 | 89 | 102 |
| 22 Oct | 558.50 | 9.75 | 9.75 | - | 17 | 15 | 15 |
| 25 Sept | 616.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 618.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 616.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 608.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 617.80 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.17
Historical price for 520 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 2.65, which was -0.40 lower than the previous day. The implied volatity was 27.30, the open interest changed by 15 which increased total open position to 216
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 3.05, which was 1.10 higher than the previous day. The implied volatity was 28.16, the open interest changed by 17 which increased total open position to 202
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 29.06, the open interest changed by 10 which increased total open position to 187
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 30.44, the open interest changed by 37 which increased total open position to 180
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 2.05, which was 0.40 higher than the previous day. The implied volatity was 30.45, the open interest changed by 17 which increased total open position to 145
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 1.65, which was 0.50 higher than the previous day. The implied volatity was 30.49, the open interest changed by -17 which decreased total open position to 129
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 1.15, which was -1.10 lower than the previous day. The implied volatity was 31.67, the open interest changed by -1 which decreased total open position to 147
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 32.45, the open interest changed by -22 which decreased total open position to 146
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 2.75, which was 0.95 higher than the previous day. The implied volatity was 33.10, the open interest changed by 57 which increased total open position to 171
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 114
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 1.5, which was -0.25 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 1.75, which was -0.40 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 2.15, which was -1.65 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 3.8, which was -5.25 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 9.05, which was 1.05 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 8, which was -1.90 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 9.9, which was 0.15 higher 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 9.75, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept AMBUJACEM was trading at 616.05. 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 24 Sept AMBUJACEM was trading at 618.30. 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 20 Sept AMBUJACEM was trading at 616.55. 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 19 Sept AMBUJACEM was trading at 608.40. 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 3 Sept AMBUJACEM was trading at 617.80. 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
