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

544.5 -0.85 (-0.16%)

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Historical option data for AMBUJACEM

14 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 530 CE
Delta: 0.78
Vega: 0.32
Theta: -0.35
Gamma: 0.01
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
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
Delta: -0.26
Vega: 0.35
Theta: -0.28
Gamma: 0.01
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