AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 525 CE | ||||||||||
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Delta: 0.80
Vega: 0.48
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 32.75 | 22.01 | 12 | 8 | 8 | ||||
For Ambuja Cements Ltd - strike price 525 expiring on 30JAN2025
Delta for 525 CE is 0.80
Historical price for 525 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 32.75, which was lower than the previous day. The implied volatity was 22.01, the open interest changed by 8 which increased total open position to 8
| AMBUJACEM 30JAN2025 525 PE | |||||||
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Delta: -0.24
Vega: 0.53
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 6.75 | 26.72 | 30 | 15 | 15 | |
For Ambuja Cements Ltd - strike price 525 expiring on 30JAN2025
Delta for 525 PE is -0.24
Historical price for 525 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was 26.72, the open interest changed by 15 which increased total open position to 15
