AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 530 CE | ||||||||||
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Delta: 0.78
Vega: 0.32
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 19.7 | -2.55 | 21.38 | 26 | 4 | 6 | |||
| 13 Nov | 545.35 | 22.25 | -15.60 | 26.71 | 3 | -1 | 1 | |||
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| 12 Nov | 556.60 | 37.85 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Nov | 560.40 | 37.85 | -17.20 | 31.64 | 2 | 1 | 1 | |||
| 8 Nov | 564.90 | 55.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 55.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 55.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 55.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 55.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 1 Nov | 582.45 | 55.05 | -0.80 | - | 2 | 0 | 2 | |||
| 31 Oct | 580.55 | 55.85 | -54.40 | - | 2 | 0 | 0 | |||
| 30 Oct | 579.70 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 575.00 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 569.40 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 552.70 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 558.90 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 555.85 | 110.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 558.50 | 110.25 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.78
Historical price for 530 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 19.7, which was -2.55 lower than the previous day. The implied volatity was 21.38, the open interest changed by 4 which increased total open position to 6
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 22.25, which was -15.60 lower than the previous day. The implied volatity was 26.71, the open interest changed by -1 which decreased total open position to 1
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 37.85, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 37.85, which was -17.20 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 1
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 55.05, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 55.05, 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 55.05, 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 55.05, 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 55.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 55.05, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 55.85, which was -54.40 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 110.25, 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 110.25, 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 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 110.25, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 110.25, 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 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 110.25, 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 110.25, 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 110.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.35
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 4.4 | -0.60 | 25.68 | 1,177 | 12 | 268 |
| 13 Nov | 545.35 | 5 | 1.85 | 26.91 | 1,696 | 90 | 256 |
| 12 Nov | 556.60 | 3.15 | 0.55 | 27.65 | 533 | 12 | 191 |
| 11 Nov | 560.40 | 2.6 | -0.25 | 28.25 | 317 | 41 | 189 |
| 8 Nov | 564.90 | 2.85 | 0.55 | 28.34 | 356 | -19 | 160 |
| 7 Nov | 570.70 | 2.3 | 0.75 | 28.53 | 159 | 6 | 182 |
| 6 Nov | 582.65 | 1.55 | -1.55 | 29.67 | 170 | 12 | 178 |
| 5 Nov | 572.00 | 3.1 | -0.60 | 30.80 | 168 | 31 | 171 |
| 4 Nov | 571.40 | 3.7 | 1.05 | 31.40 | 344 | 52 | 139 |
| 1 Nov | 582.45 | 2.65 | 0.50 | 30.95 | 30 | 22 | 84 |
| 31 Oct | 580.55 | 2.15 | -0.45 | - | 154 | 11 | 62 |
| 30 Oct | 579.70 | 2.6 | -0.35 | - | 55 | -7 | 50 |
| 29 Oct | 575.00 | 2.95 | -2.00 | - | 78 | 5 | 57 |
| 28 Oct | 569.40 | 4.95 | -7.45 | - | 146 | 33 | 51 |
| 25 Oct | 552.70 | 12.4 | 1.60 | - | 11 | 5 | 18 |
| 24 Oct | 558.90 | 10.8 | -1.25 | - | 12 | 6 | 13 |
| 23 Oct | 555.85 | 12.05 | 2.90 | - | 8 | 5 | 6 |
| 22 Oct | 558.50 | 9.15 | - | 1 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 PE is -0.26
Historical price for 530 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 4.4, which was -0.60 lower than the previous day. The implied volatity was 25.68, the open interest changed by 12 which increased total open position to 268
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 5, which was 1.85 higher than the previous day. The implied volatity was 26.91, the open interest changed by 90 which increased total open position to 256
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 3.15, which was 0.55 higher than the previous day. The implied volatity was 27.65, the open interest changed by 12 which increased total open position to 191
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 28.25, the open interest changed by 41 which increased total open position to 189
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 2.85, which was 0.55 higher than the previous day. The implied volatity was 28.34, the open interest changed by -19 which decreased total open position to 160
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 28.53, the open interest changed by 6 which increased total open position to 182
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 1.55, which was -1.55 lower than the previous day. The implied volatity was 29.67, the open interest changed by 12 which increased total open position to 178
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 3.1, which was -0.60 lower than the previous day. The implied volatity was 30.80, the open interest changed by 31 which increased total open position to 171
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 3.7, which was 1.05 higher than the previous day. The implied volatity was 31.40, the open interest changed by 52 which increased total open position to 139
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 2.65, which was 0.50 higher than the previous day. The implied volatity was 30.95, the open interest changed by 22 which increased total open position to 84
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 2.15, which was -0.45 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 2.6, which was -0.35 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 2.95, which was -2.00 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 4.95, which was -7.45 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 12.4, which was 1.60 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 10.8, which was -1.25 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 12.05, which was 2.90 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 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
