AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 535 CE | ||||||||||
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Delta: 0.71
Vega: 0.57
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 25.4 | 21.81 | 15 | 3 | 3 | ||||
For Ambuja Cements Ltd - strike price 535 expiring on 30JAN2025
Delta for 535 CE is 0.71
Historical price for 535 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 25.4, which was lower than the previous day. The implied volatity was 21.81, the open interest changed by 3 which increased total open position to 3
| AMBUJACEM 30JAN2025 535 PE | |||||||
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Delta: -0.32
Vega: 0.60
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 9.35 | 25.92 | 58 | 26 | 26 | |
For Ambuja Cements Ltd - strike price 535 expiring on 30JAN2025
Delta for 535 PE is -0.32
Historical price for 535 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was 25.92, the open interest changed by 26 which increased total open position to 26
