AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Jan 2025 11:30 AM IST
| AMBUJACEM 30JAN2025 530 CE | ||||||||||
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Delta: 0.36
Vega: 0.40
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Jan | 513.70 | 8.4 | 4.85 | 32.78 | 865 | 51 | 344 | |||
| 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 | |||
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| 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 0.36
Historical price for 530 CE is as follows
On 14 Jan AMBUJACEM was trading at 513.70. The strike last trading price was 8.4, which was 4.85 higher than the previous day. The implied volatity was 32.78, the open interest changed by 51 which increased total open position to 344
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.41
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Jan | 513.70 | 23.35 | -14.20 | 35.10 | 70 | -2 | 242 |
| 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 -0.63
Historical price for 530 PE is as follows
On 14 Jan AMBUJACEM was trading at 513.70. The strike last trading price was 23.35, which was -14.20 lower than the previous day. The implied volatity was 35.10, the open interest changed by -2 which decreased total open position to 242
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
