AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:00 PM IST
| AMBUJACEM 30JAN2025 520 CE | ||||||||||
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Delta: 0.80
Vega: 0.47
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 547.95 | 38.2 | 1.20 | 25.40 | 3 | 0 | 15 | |||
| 26 Dec | 548.80 | 37 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 24 Dec | 543.10 | 37 | -7.00 | 30.36 | 6 | 0 | 21 | |||
| 23 Dec | 550.65 | 44 | -7.00 | 29.59 | 4 | 2 | 21 | |||
| 20 Dec | 548.80 | 51 | -5.25 | 40.87 | 7 | 0 | 22 | |||
| 19 Dec | 563.30 | 56.25 | 0.00 | 0.00 | 0 | 14 | 0 | |||
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| 18 Dec | 564.55 | 56.25 | -2.75 | 27.93 | 14 | 11 | 19 | |||
| 17 Dec | 571.10 | 59 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 576.95 | 59 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 13 Dec | 572.75 | 59 | -29.55 | - | 8 | 2 | 2 | |||
| 12 Dec | 571.75 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 578.45 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 571.10 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 88.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 88.55 | 0.00 | 2.45 | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 88.55 | 0.00 | 0.77 | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 88.55 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 88.55 | 88.55 | 1.59 | 0 | 0 | 0 | |||
| 20 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 520 expiring on 30JAN2025
Delta for 520 CE is 0.80
Historical price for 520 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 38.2, which was 1.20 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 15
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 37, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 37, which was -7.00 lower than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 21
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 44, which was -7.00 lower than the previous day. The implied volatity was 29.59, the open interest changed by 2 which increased total open position to 21
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 51, which was -5.25 lower than the previous day. The implied volatity was 40.87, the open interest changed by 0 which decreased total open position to 22
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 56.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 56.25, which was -2.75 lower than the previous day. The implied volatity was 27.93, the open interest changed by 11 which increased total open position to 19
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 59, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 59, which was -29.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 88.55, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 88.55, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 88.55, 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 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 88.55, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 88.55, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 88.55, which was 0.00 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 88.55, which was 88.55 higher than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 19 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. 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 0 which decreased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. 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 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. 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 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. 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 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. 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 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. 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 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, 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 520 PE | |||||||
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Delta: -0.21
Vega: 0.49
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 5.85 | 0.20 | 27.43 | 283 | 7 | 110 |
| 26 Dec | 548.80 | 5.65 | -2.35 | 27.34 | 96 | 4 | 102 |
| 24 Dec | 543.10 | 8 | 1.05 | 27.73 | 118 | 74 | 97 |
| 23 Dec | 550.65 | 6.95 | 1.05 | 29.66 | 18 | 8 | 21 |
| 20 Dec | 548.80 | 5.9 | 1.00 | 26.44 | 1 | 0 | 12 |
| 19 Dec | 563.30 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 564.55 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 571.10 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 576.95 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 572.75 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 571.75 | 4.9 | 0.00 | 0.00 | 0 | 12 | 0 |
| 11 Dec | 578.45 | 4.9 | -13.75 | 31.13 | 18 | 12 | 12 |
| 10 Dec | 573.50 | 18.65 | 0.00 | 8.52 | 0 | 0 | 0 |
| 9 Dec | 571.30 | 18.65 | 0.00 | 8.02 | 0 | 0 | 0 |
| 6 Dec | 565.30 | 18.65 | 0.00 | 6.84 | 0 | 0 | 0 |
| 5 Dec | 571.10 | 18.65 | 0.00 | 8.03 | 0 | 0 | 0 |
| 4 Dec | 564.70 | 18.65 | 0.00 | 6.69 | 0 | 0 | 0 |
| 3 Dec | 566.55 | 18.65 | 0.00 | 6.72 | 0 | 0 | 0 |
| 28 Nov | 513.00 | 18.65 | 0.00 | 0.16 | 0 | 0 | 0 |
| 27 Nov | 515.00 | 18.65 | 0.00 | 0.11 | 0 | 0 | 0 |
| 26 Nov | 493.70 | 18.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 504.95 | 18.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 499.85 | 18.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 484.15 | 18.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 549.55 | 18.65 | 0.00 | 4.97 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 18.65 | 0.00 | 4.97 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 18.65 | 0.00 | 4.81 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 18.65 | 0.00 | 3.94 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 18.65 | 0.00 | 4.15 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 18.65 | 0.00 | 5.39 | 0 | 0 | 0 |
| 11 Nov | 560.40 | 18.65 | 0.00 | 5.58 | 0 | 0 | 0 |
| 8 Nov | 564.90 | 18.65 | 0.00 | 6.48 | 0 | 0 | 0 |
| 7 Nov | 570.70 | 18.65 | 0.00 | 6.46 | 0 | 0 | 0 |
| 6 Nov | 582.65 | 18.65 | 0.00 | 7.63 | 0 | 0 | 0 |
| 5 Nov | 572.00 | 18.65 | 0.00 | 6.61 | 0 | 0 | 0 |
| 4 Nov | 571.40 | 18.65 | 6.27 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 520 expiring on 30JAN2025
Delta for 520 PE is -0.21
Historical price for 520 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 5.85, which was 0.20 higher than the previous day. The implied volatity was 27.43, the open interest changed by 7 which increased total open position to 110
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 5.65, which was -2.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 4 which increased total open position to 102
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 8, which was 1.05 higher than the previous day. The implied volatity was 27.73, the open interest changed by 74 which increased total open position to 97
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 6.95, which was 1.05 higher than the previous day. The implied volatity was 29.66, the open interest changed by 8 which increased total open position to 21
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 5.9, which was 1.00 higher than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 12
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 4.9, 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 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 4.9, 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 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 4.9, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 4.9, 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 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 4.9, 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 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 4.9, which was -13.75 lower than the previous day. The implied volatity was 31.13, the open interest changed by 12 which increased total open position to 12
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 8.52, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 8.02, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 8.03, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 18.65, 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 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 18.65, 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 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 18.65, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 18.65, 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 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 5.58, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.46, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 7.63, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 18.65, which was lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
