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

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 530 CE
Delta: 0.81
Vega: 0.20
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 23.95 9.45 32.97 790 -68 410
22 Jan 536.65 14.5 0.70 34.61 3,781 -45 479
21 Jan 531.75 13.8 0.40 36.35 712 55 527
20 Jan 535.35 13.4 -1.30 27.66 591 66 470
17 Jan 536.25 14.7 -4.75 28.89 635 23 406
16 Jan 540.15 19.45 9.90 32.34 868 -57 383
15 Jan 519.30 9.55 1.40 31.91 806 16 443
14 Jan 515.35 8.15 4.60 30.05 1,407 135 428
13 Jan 493.20 3.55 -3.75 34.44 1,035 15 294
10 Jan 511.25 7.3 -5.70 27.90 731 126 280
9 Jan 525.25 13 -6.55 27.54 468 55 153
8 Jan 538.05 19.55 0.75 27.06 178 -7 99
7 Jan 535.75 18.8 2.40 26.63 251 7 105
6 Jan 529.90 16.4 -12.10 27.73 295 61 98
3 Jan 548.70 28.5 -1.70 25.89 8 0 36
2 Jan 549.85 30.2 6.35 25.67 58 -21 36
1 Jan 538.60 23.85 2.85 27.37 179 8 62
31 Dec 535.80 21 -8.30 26.21 144 31 55
30 Dec 544.60 29.3 0.35 26.91 14 4 22
27 Dec 547.95 28.95 -1.10 21.88 7 2 17
26 Dec 548.80 30.05 2.35 21.28 29 14 15
24 Dec 543.10 27.7 -5.40 25.48 2 0 1
23 Dec 550.65 33.1 0.00 0.00 0 0 0
20 Dec 548.80 33.1 0.00 0.00 0 0 0
19 Dec 563.30 33.1 0.00 0.00 0 0 0
18 Dec 564.55 33.1 0.00 0.00 0 0 0
17 Dec 571.10 33.1 0.00 0.00 0 0 0
16 Dec 576.95 33.1 0.00 0.00 0 0 0
13 Dec 572.75 33.1 0.00 0.00 0 0 0
12 Dec 571.75 33.1 0.00 0.00 0 0 0
11 Dec 578.45 33.1 0.00 0.00 0 0 0
10 Dec 573.50 33.1 0.00 0.00 0 0 0
9 Dec 571.30 33.1 0.00 0.00 0 0 0
6 Dec 565.30 33.1 0.00 0.00 0 0 1
5 Dec 571.10 33.1 0.00 0.00 0 0 1
4 Dec 564.70 33.1 0.00 0.00 0 0 1
3 Dec 566.55 33.1 0.00 0.00 0 0 1
2 Dec 538.80 33.1 0.00 0 0 1


For Ambuja Cements Ltd - strike price 530 expiring on 30JAN2025

Delta for 530 CE is 0.81

Historical price for 530 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 23.95, which was 9.45 higher than the previous day. The implied volatity was 32.97, the open interest changed by -68 which decreased total open position to 410


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 14.5, which was 0.70 higher than the previous day. The implied volatity was 34.61, the open interest changed by -45 which decreased total open position to 479


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 13.8, which was 0.40 higher than the previous day. The implied volatity was 36.35, the open interest changed by 55 which increased total open position to 527


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 13.4, which was -1.30 lower than the previous day. The implied volatity was 27.66, the open interest changed by 66 which increased total open position to 470


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 14.7, which was -4.75 lower than the previous day. The implied volatity was 28.89, the open interest changed by 23 which increased total open position to 406


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 19.45, which was 9.90 higher than the previous day. The implied volatity was 32.34, the open interest changed by -57 which decreased total open position to 383


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 9.55, which was 1.40 higher than the previous day. The implied volatity was 31.91, the open interest changed by 16 which increased total open position to 443


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 8.15, which was 4.60 higher than the previous day. The implied volatity was 30.05, the open interest changed by 135 which increased total open position to 428


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 3.55, which was -3.75 lower than the previous day. The implied volatity was 34.44, the open interest changed by 15 which increased total open position to 294


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 7.3, which was -5.70 lower than the previous day. The implied volatity was 27.90, the open interest changed by 126 which increased total open position to 280


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 13, which was -6.55 lower than the previous day. The implied volatity was 27.54, the open interest changed by 55 which increased total open position to 153


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 19.55, which was 0.75 higher than the previous day. The implied volatity was 27.06, the open interest changed by -7 which decreased total open position to 99


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 18.8, which was 2.40 higher than the previous day. The implied volatity was 26.63, the open interest changed by 7 which increased total open position to 105


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 16.4, which was -12.10 lower than the previous day. The implied volatity was 27.73, the open interest changed by 61 which increased total open position to 98


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 28.5, which was -1.70 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 36


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 30.2, which was 6.35 higher than the previous day. The implied volatity was 25.67, the open interest changed by -21 which decreased total open position to 36


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 23.85, which was 2.85 higher than the previous day. The implied volatity was 27.37, the open interest changed by 8 which increased total open position to 62


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 21, which was -8.30 lower than the previous day. The implied volatity was 26.21, the open interest changed by 31 which increased total open position to 55


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 29.3, which was 0.35 higher than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 22


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 28.95, which was -1.10 lower than the previous day. The implied volatity was 21.88, the open interest changed by 2 which increased total open position to 17


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 30.05, which was 2.35 higher than the previous day. The implied volatity was 21.28, the open interest changed by 14 which increased total open position to 15


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 27.7, which was -5.40 lower than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 1


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 33.1, 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 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 33.1, 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 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 33.1, 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 33.1, 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 33.1, 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 33.1, 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 33.1, 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 33.1, 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 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 33.1, 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 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 33.1, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 33.1, 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 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 33.1, 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 1


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 33.1, 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 1


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 33.1, 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 1


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 33.1, 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 1


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 33.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


AMBUJACEM 30JAN2025 530 PE
Delta: -0.23
Vega: 0.23
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 4.25 -4.55 40.32 1,071 5 460
22 Jan 536.65 8.8 -1.40 37.59 3,869 54 457
21 Jan 531.75 10.2 2.35 35.46 905 43 404
20 Jan 535.35 7.85 -1.95 30.90 631 14 361
17 Jan 536.25 9.8 0.55 31.27 920 15 347
16 Jan 540.15 9.25 -9.50 33.42 959 140 337
15 Jan 519.30 18.75 -2.50 32.83 341 -22 196
14 Jan 515.35 21.25 -16.30 33.97 115 -26 218
13 Jan 493.20 37.55 13.55 28.70 178 -57 244
10 Jan 511.25 24 7.85 31.49 296 -9 301
9 Jan 525.25 16.15 5.30 30.31 736 33 310
8 Jan 538.05 10.85 -0.80 29.32 604 37 277
7 Jan 535.75 11.65 -3.25 29.20 670 -18 234
6 Jan 529.90 14.9 7.55 30.10 912 49 259
3 Jan 548.70 7.35 0.35 27.42 205 31 209
2 Jan 549.85 7 -3.40 27.39 362 -9 180
1 Jan 538.60 10.4 -1.75 27.01 470 -17 185
31 Dec 535.80 12.15 4.05 27.04 570 66 201
30 Dec 544.60 8.1 0.15 26.51 287 -14 135
27 Dec 547.95 7.95 0.45 26.29 105 53 148
26 Dec 548.80 7.5 -2.90 25.92 96 18 96
24 Dec 543.10 10.4 1.55 26.33 58 10 78
23 Dec 550.65 8.85 -0.80 28.17 74 55 69
20 Dec 548.80 9.65 4.05 28.25 3 2 14
19 Dec 563.30 5.6 0.00 0.00 0 0 0
18 Dec 564.55 5.6 0.00 0.00 0 0 0
17 Dec 571.10 5.6 0.00 0.00 0 0 0
16 Dec 576.95 5.6 0.00 0.00 0 0 0
13 Dec 572.75 5.6 0.00 0.00 0 0 0
12 Dec 571.75 5.6 0.00 0.00 0 12 0
11 Dec 578.45 5.6 -37.85 29.03 12 0 0
10 Dec 573.50 43.45 0.00 6.73 0 0 0
9 Dec 571.30 43.45 0.00 6.25 0 0 0
6 Dec 565.30 43.45 0.00 5.67 0 0 0
5 Dec 571.10 43.45 0.00 6.30 0 0 0
4 Dec 564.70 43.45 0.00 5.49 0 0 0
3 Dec 566.55 43.45 0.00 5.50 0 0 0
2 Dec 538.80 43.45 2.45 0 0 0


For Ambuja Cements Ltd - strike price 530 expiring on 30JAN2025

Delta for 530 PE is -0.23

Historical price for 530 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 4.25, which was -4.55 lower than the previous day. The implied volatity was 40.32, the open interest changed by 5 which increased total open position to 460


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 8.8, which was -1.40 lower than the previous day. The implied volatity was 37.59, the open interest changed by 54 which increased total open position to 457


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 10.2, which was 2.35 higher than the previous day. The implied volatity was 35.46, the open interest changed by 43 which increased total open position to 404


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 7.85, which was -1.95 lower than the previous day. The implied volatity was 30.90, the open interest changed by 14 which increased total open position to 361


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 9.8, which was 0.55 higher than the previous day. The implied volatity was 31.27, the open interest changed by 15 which increased total open position to 347


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 9.25, which was -9.50 lower than the previous day. The implied volatity was 33.42, the open interest changed by 140 which increased total open position to 337


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 18.75, which was -2.50 lower than the previous day. The implied volatity was 32.83, the open interest changed by -22 which decreased total open position to 196


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 21.25, which was -16.30 lower than the previous day. The implied volatity was 33.97, the open interest changed by -26 which decreased total open position to 218


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 37.55, which was 13.55 higher than the previous day. The implied volatity was 28.70, the open interest changed by -57 which decreased total open position to 244


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 24, which was 7.85 higher than the previous day. The implied volatity was 31.49, the open interest changed by -9 which decreased total open position to 301


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 16.15, which was 5.30 higher than the previous day. The implied volatity was 30.31, the open interest changed by 33 which increased total open position to 310


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 10.85, which was -0.80 lower than the previous day. The implied volatity was 29.32, the open interest changed by 37 which increased total open position to 277


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 11.65, which was -3.25 lower than the previous day. The implied volatity was 29.20, the open interest changed by -18 which decreased total open position to 234


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 14.9, which was 7.55 higher than the previous day. The implied volatity was 30.10, the open interest changed by 49 which increased total open position to 259


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by 31 which increased total open position to 209


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 7, which was -3.40 lower than the previous day. The implied volatity was 27.39, the open interest changed by -9 which decreased total open position to 180


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 10.4, which was -1.75 lower than the previous day. The implied volatity was 27.01, the open interest changed by -17 which decreased total open position to 185


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 12.15, which was 4.05 higher than the previous day. The implied volatity was 27.04, the open interest changed by 66 which increased total open position to 201


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 8.1, which was 0.15 higher than the previous day. The implied volatity was 26.51, the open interest changed by -14 which decreased total open position to 135


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 7.95, which was 0.45 higher than the previous day. The implied volatity was 26.29, the open interest changed by 53 which increased total open position to 148


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 7.5, which was -2.90 lower than the previous day. The implied volatity was 25.92, the open interest changed by 18 which increased total open position to 96


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 10.4, which was 1.55 higher than the previous day. The implied volatity was 26.33, the open interest changed by 10 which increased total open position to 78


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 8.85, which was -0.80 lower than the previous day. The implied volatity was 28.17, the open interest changed by 55 which increased total open position to 69


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 9.65, which was 4.05 higher than the previous day. The implied volatity was 28.25, the open interest changed by 2 which increased total open position to 14


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 5.6, 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 5.6, 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 5.6, 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 5.6, 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 5.6, 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 5.6, 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 5.6, which was -37.85 lower than the previous day. The implied volatity was 29.03, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 43.45, which was 0.00 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0