AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 530 CE | ||||||||||
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Delta: 0.89
Vega: 0.22
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.55 | 50.6 | 1.30 | 37.60 | 3 | 0 | 445 | |||
| 11 Dec | 578.45 | 49.3 | 0.55 | 16.85 | 36 | 22 | 445 | |||
| 10 Dec | 573.50 | 48.75 | 3.55 | 35.21 | 34 | -7 | 423 | |||
| 9 Dec | 571.30 | 45.2 | 3.60 | 32.96 | 57 | -18 | 432 | |||
| 6 Dec | 565.30 | 41.6 | -3.75 | 28.48 | 34 | -16 | 460 | |||
| 5 Dec | 571.10 | 45.35 | 5.25 | 20.61 | 44 | -10 | 479 | |||
| 4 Dec | 564.70 | 40.1 | -2.15 | 24.89 | 56 | -12 | 489 | |||
| 3 Dec | 566.55 | 42.25 | 20.55 | 29.64 | 911 | -130 | 502 | |||
| 2 Dec | 538.80 | 21.7 | 2.05 | 27.46 | 1,294 | -47 | 632 | |||
| 29 Nov | 531.50 | 19.65 | 7.85 | 26.74 | 5,313 | -124 | 669 | |||
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| 28 Nov | 513.00 | 11.8 | -3.80 | 30.53 | 2,707 | 373 | 793 | |||
| 27 Nov | 515.00 | 15.6 | 7.90 | 34.41 | 2,075 | 227 | 432 | |||
| 26 Nov | 493.70 | 7.7 | -3.80 | 33.63 | 448 | 21 | 203 | |||
| 25 Nov | 504.95 | 11.5 | -2.50 | 32.94 | 496 | 125 | 178 | |||
| 22 Nov | 499.85 | 14 | -0.25 | 37.68 | 369 | 122 | 175 | |||
| 21 Nov | 484.15 | 14.25 | -56.80 | 51.31 | 65 | 53 | 53 | |||
| 20 Nov | 549.55 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 71.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 71.05 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 CE is 0.89
Historical price for 530 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 50.6, which was 1.30 higher than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 445
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 49.3, which was 0.55 higher than the previous day. The implied volatity was 16.85, the open interest changed by 22 which increased total open position to 445
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 48.75, which was 3.55 higher than the previous day. The implied volatity was 35.21, the open interest changed by -7 which decreased total open position to 423
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 45.2, which was 3.60 higher than the previous day. The implied volatity was 32.96, the open interest changed by -18 which decreased total open position to 432
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 41.6, which was -3.75 lower than the previous day. The implied volatity was 28.48, the open interest changed by -16 which decreased total open position to 460
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 45.35, which was 5.25 higher than the previous day. The implied volatity was 20.61, the open interest changed by -10 which decreased total open position to 479
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 40.1, which was -2.15 lower than the previous day. The implied volatity was 24.89, the open interest changed by -12 which decreased total open position to 489
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 42.25, which was 20.55 higher than the previous day. The implied volatity was 29.64, the open interest changed by -130 which decreased total open position to 502
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 21.7, which was 2.05 higher than the previous day. The implied volatity was 27.46, the open interest changed by -47 which decreased total open position to 632
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 19.65, which was 7.85 higher than the previous day. The implied volatity was 26.74, the open interest changed by -124 which decreased total open position to 669
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 11.8, which was -3.80 lower than the previous day. The implied volatity was 30.53, the open interest changed by 373 which increased total open position to 793
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 15.6, which was 7.90 higher than the previous day. The implied volatity was 34.41, the open interest changed by 227 which increased total open position to 432
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 7.7, which was -3.80 lower than the previous day. The implied volatity was 33.63, the open interest changed by 21 which increased total open position to 203
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 11.5, which was -2.50 lower than the previous day. The implied volatity was 32.94, the open interest changed by 125 which increased total open position to 178
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 37.68, the open interest changed by 122 which increased total open position to 175
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 14.25, which was -56.80 lower than the previous day. The implied volatity was 51.31, the open interest changed by 53 which increased total open position to 53
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 71.05, 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 71.05, 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 71.05, 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 71.05, 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 71.05, 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 71.05, 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 26DEC2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.20
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 1.9 | -0.05 | 35.21 | 225 | 22 | 648 |
| 11 Dec | 578.45 | 1.95 | -1.00 | 35.01 | 531 | 20 | 626 |
| 10 Dec | 573.50 | 2.95 | 0.40 | 36.71 | 606 | 10 | 613 |
| 9 Dec | 571.30 | 2.55 | -0.50 | 32.23 | 671 | -28 | 603 |
| 6 Dec | 565.30 | 3.05 | 0.00 | 29.82 | 393 | -13 | 634 |
| 5 Dec | 571.10 | 3.05 | -1.15 | 31.80 | 649 | 38 | 650 |
| 4 Dec | 564.70 | 4.2 | -0.60 | 31.41 | 777 | 8 | 610 |
| 3 Dec | 566.55 | 4.8 | -6.20 | 32.61 | 1,929 | -8 | 607 |
| 2 Dec | 538.80 | 11 | -2.25 | 29.91 | 1,213 | 136 | 611 |
| 29 Nov | 531.50 | 13.25 | -10.75 | 29.41 | 1,865 | 229 | 477 |
| 28 Nov | 513.00 | 24 | -2.35 | 29.16 | 319 | 174 | 248 |
| 27 Nov | 515.00 | 26.35 | -11.00 | 35.97 | 143 | 65 | 75 |
| 26 Nov | 493.70 | 37.35 | 5.10 | 29.24 | 16 | 1 | 9 |
| 25 Nov | 504.95 | 32.25 | -3.25 | 35.15 | 7 | 4 | 7 |
| 22 Nov | 499.85 | 35.5 | 28.10 | 35.97 | 8 | 2 | 5 |
| 21 Nov | 484.15 | 7.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 549.55 | 7.4 | 0.00 | 26.28 | 2 | 2 | 1 |
| 19 Nov | 549.55 | 7.4 | 0.15 | 26.28 | 2 | 0 | 1 |
| 18 Nov | 550.55 | 7.25 | -7.35 | 24.69 | 1 | 0 | 0 |
| 14 Nov | 544.50 | 14.6 | 0.00 | 3.48 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 14.6 | 0.00 | 3.53 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 14.6 | 5.12 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 530 expiring on 26DEC2024
Delta for 530 PE is -0.10
Historical price for 530 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 35.21, the open interest changed by 22 which increased total open position to 648
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 1.95, which was -1.00 lower than the previous day. The implied volatity was 35.01, the open interest changed by 20 which increased total open position to 626
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 2.95, which was 0.40 higher than the previous day. The implied volatity was 36.71, the open interest changed by 10 which increased total open position to 613
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 2.55, which was -0.50 lower than the previous day. The implied volatity was 32.23, the open interest changed by -28 which decreased total open position to 603
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -13 which decreased total open position to 634
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 31.80, the open interest changed by 38 which increased total open position to 650
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 4.2, which was -0.60 lower than the previous day. The implied volatity was 31.41, the open interest changed by 8 which increased total open position to 610
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 4.8, which was -6.20 lower than the previous day. The implied volatity was 32.61, the open interest changed by -8 which decreased total open position to 607
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 11, which was -2.25 lower than the previous day. The implied volatity was 29.91, the open interest changed by 136 which increased total open position to 611
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 13.25, which was -10.75 lower than the previous day. The implied volatity was 29.41, the open interest changed by 229 which increased total open position to 477
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 24, which was -2.35 lower than the previous day. The implied volatity was 29.16, the open interest changed by 174 which increased total open position to 248
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 26.35, which was -11.00 lower than the previous day. The implied volatity was 35.97, the open interest changed by 65 which increased total open position to 75
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 37.35, which was 5.10 higher than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 9
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 32.25, which was -3.25 lower than the previous day. The implied volatity was 35.15, the open interest changed by 4 which increased total open position to 7
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 35.5, which was 28.10 higher than the previous day. The implied volatity was 35.97, the open interest changed by 2 which increased total open position to 5
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 26.28, the open interest changed by 2 which increased total open position to 1
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 7.4, which was 0.15 higher than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 1
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 7.25, which was -7.35 lower than the previous day. The implied volatity was 24.69, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 14.6, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 14.6, which was lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
