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

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 540 CE
Delta: 0.68
Vega: 0.27
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 17.05 8.05 34.62 3,610 -224 777
22 Jan 536.65 9 0.00 33.41 1,451 -59 1,000
21 Jan 531.75 9 1.00 35.91 3,545 280 1,068
20 Jan 535.35 8 -1.65 27.00 753 63 787
17 Jan 536.25 9.65 -3.85 28.74 1,782 47 722
16 Jan 540.15 13.5 7.45 31.31 2,744 21 672
15 Jan 519.30 6.05 0.85 31.37 1,019 57 648
14 Jan 515.35 5.2 2.95 30.12 1,191 52 593
13 Jan 493.20 2.25 -2.40 34.69 624 -68 540
10 Jan 511.25 4.65 -3.90 27.93 811 -17 608
9 Jan 525.25 8.55 -5.60 26.78 555 67 628
8 Jan 538.05 14.15 0.85 27.02 699 47 561
7 Jan 535.75 13.3 1.60 26.12 572 23 511
6 Jan 529.90 11.7 -10.30 27.54 817 156 487
3 Jan 548.70 22 -1.35 25.97 254 -93 331
2 Jan 549.85 23.35 6.45 25.44 954 62 426
1 Jan 538.60 16.9 1.30 25.13 782 18 365
31 Dec 535.80 15.6 -7.20 25.96 618 146 344
30 Dec 544.60 22.8 0.90 26.54 296 68 199
27 Dec 547.95 21.9 -1.70 21.43 103 9 131
26 Dec 548.80 23.6 2.05 22.10 191 69 122
24 Dec 543.10 21.55 -6.30 25.50 62 37 52
23 Dec 550.65 27.85 1.60 25.60 6 3 16
20 Dec 548.80 26.25 -20.75 22.69 3 0 12
19 Dec 563.30 47 0.00 0.00 0 0 0
18 Dec 564.55 47 0.00 0.00 0 0 0
17 Dec 571.10 47 0.00 0.00 0 0 0
16 Dec 576.95 47 0.00 0.00 0 0 0
13 Dec 572.75 47 0.00 0.00 0 0 0
12 Dec 571.75 47 0.00 0.00 0 0 0
11 Dec 578.45 47 0.00 0.00 0 -1 0
10 Dec 573.50 47 -2.90 24.55 10 -1 12
9 Dec 571.30 49.9 0.00 0.00 0 0 0
6 Dec 565.30 49.9 0.00 0.00 0 0 0
5 Dec 571.10 49.9 5.30 28.14 2 1 14
4 Dec 564.70 44.6 -0.20 28.60 1 0 14
3 Dec 566.55 44.8 9.90 26.34 1 0 14
2 Dec 538.80 34.9 8.45 36.39 13 1 13
29 Nov 531.50 26.45 -49.05 29.04 12 11 11
28 Nov 513.00 75.5 0.00 2.48 0 0 0
27 Nov 515.00 75.5 0.00 2.06 0 0 0
26 Nov 493.70 75.5 0.00 4.68 0 0 0
25 Nov 504.95 75.5 0.00 3.47 0 0 0
22 Nov 499.85 75.5 0.00 3.22 0 0 0
21 Nov 484.15 75.5 75.50 6.16 0 0 0
20 Nov 549.55 0 0.00 - 0 0 0
19 Nov 549.55 0 0.00 - 0 0 0
18 Nov 550.55 0 0.00 - 0 0 0
14 Nov 544.50 0 0.00 - 0 0 0
13 Nov 545.35 0 0.00 - 0 0 0
12 Nov 556.60 0 0.00 - 0 0 0
11 Nov 560.40 0 0.00 - 0 0 0
8 Nov 564.90 0 0.00 - 0 0 0
7 Nov 570.70 0 0.00 - 0 0 0
6 Nov 582.65 0 0.00 - 0 0 0
5 Nov 572.00 0 0.00 - 0 0 0
4 Nov 571.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 30JAN2025

Delta for 540 CE is 0.68

Historical price for 540 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 17.05, which was 8.05 higher than the previous day. The implied volatity was 34.62, the open interest changed by -224 which decreased total open position to 777


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 33.41, the open interest changed by -59 which decreased total open position to 1000


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 9, which was 1.00 higher than the previous day. The implied volatity was 35.91, the open interest changed by 280 which increased total open position to 1068


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 8, which was -1.65 lower than the previous day. The implied volatity was 27.00, the open interest changed by 63 which increased total open position to 787


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 9.65, which was -3.85 lower than the previous day. The implied volatity was 28.74, the open interest changed by 47 which increased total open position to 722


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 13.5, which was 7.45 higher than the previous day. The implied volatity was 31.31, the open interest changed by 21 which increased total open position to 672


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 6.05, which was 0.85 higher than the previous day. The implied volatity was 31.37, the open interest changed by 57 which increased total open position to 648


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 5.2, which was 2.95 higher than the previous day. The implied volatity was 30.12, the open interest changed by 52 which increased total open position to 593


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 2.25, which was -2.40 lower than the previous day. The implied volatity was 34.69, the open interest changed by -68 which decreased total open position to 540


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 4.65, which was -3.90 lower than the previous day. The implied volatity was 27.93, the open interest changed by -17 which decreased total open position to 608


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 8.55, which was -5.60 lower than the previous day. The implied volatity was 26.78, the open interest changed by 67 which increased total open position to 628


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 14.15, which was 0.85 higher than the previous day. The implied volatity was 27.02, the open interest changed by 47 which increased total open position to 561


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 13.3, which was 1.60 higher than the previous day. The implied volatity was 26.12, the open interest changed by 23 which increased total open position to 511


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 11.7, which was -10.30 lower than the previous day. The implied volatity was 27.54, the open interest changed by 156 which increased total open position to 487


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 22, which was -1.35 lower than the previous day. The implied volatity was 25.97, the open interest changed by -93 which decreased total open position to 331


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 23.35, which was 6.45 higher than the previous day. The implied volatity was 25.44, the open interest changed by 62 which increased total open position to 426


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 16.9, which was 1.30 higher than the previous day. The implied volatity was 25.13, the open interest changed by 18 which increased total open position to 365


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 15.6, which was -7.20 lower than the previous day. The implied volatity was 25.96, the open interest changed by 146 which increased total open position to 344


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 22.8, which was 0.90 higher than the previous day. The implied volatity was 26.54, the open interest changed by 68 which increased total open position to 199


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 21.9, which was -1.70 lower than the previous day. The implied volatity was 21.43, the open interest changed by 9 which increased total open position to 131


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 23.6, which was 2.05 higher than the previous day. The implied volatity was 22.10, the open interest changed by 69 which increased total open position to 122


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 21.55, which was -6.30 lower than the previous day. The implied volatity was 25.50, the open interest changed by 37 which increased total open position to 52


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 27.85, which was 1.60 higher than the previous day. The implied volatity was 25.60, the open interest changed by 3 which increased total open position to 16


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 26.25, which was -20.75 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 12


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 47, 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 47, 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 47, 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 47, 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 47, 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 47, 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 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 47, which was -2.90 lower than the previous day. The implied volatity was 24.55, the open interest changed by -1 which decreased total open position to 12


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 49.9, 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 49.9, 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 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 49.9, which was 5.30 higher than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 14


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 44.6, which was -0.20 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 14


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 44.8, which was 9.90 higher than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 14


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 34.9, which was 8.45 higher than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 13


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 26.45, which was -49.05 lower than the previous day. The implied volatity was 29.04, the open interest changed by 11 which increased total open position to 11


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 75.5, which was 75.50 higher than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, 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 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, 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 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, 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 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, 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 30JAN2025 540 PE
Delta: -0.34
Vega: 0.28
Theta: -0.75
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 7.2 -6.15 39.98 2,090 63 627
22 Jan 536.65 13.35 -2.00 36.53 455 -15 566
21 Jan 531.75 15.35 2.95 34.93 1,208 34 582
20 Jan 535.35 12.4 -2.15 30.06 176 10 548
17 Jan 536.25 14.55 1.40 30.67 1,277 -18 538
16 Jan 540.15 13.15 -12.50 32.06 1,359 136 559
15 Jan 519.30 25.65 -2.65 33.57 122 23 423
14 Jan 515.35 28.3 -18.40 34.65 89 -30 401
13 Jan 493.20 46.7 14.75 29.65 43 -9 432
10 Jan 511.25 31.95 10.30 33.67 167 -2 440
9 Jan 525.25 21.65 6.75 29.69 140 -13 441
8 Jan 538.05 14.9 -1.30 28.25 183 0 454
7 Jan 535.75 16.2 -4.15 28.81 199 -8 454
6 Jan 529.90 20.35 10.15 30.32 640 48 462
3 Jan 548.70 10.2 0.50 26.29 290 17 413
2 Jan 549.85 9.7 -4.65 26.29 783 -50 396
1 Jan 538.60 14.35 -1.95 26.41 619 10 446
31 Dec 535.80 16.3 5.30 26.15 1,151 66 437
30 Dec 544.60 11 -0.10 25.33 396 78 370
27 Dec 547.95 11.1 1.45 25.79 258 25 292
26 Dec 548.80 9.65 -4.85 24.04 679 155 264
24 Dec 543.10 14.5 3.20 26.46 165 48 108
23 Dec 550.65 11.3 -1.35 26.74 97 -27 58
20 Dec 548.80 12.65 4.60 27.54 66 50 85
19 Dec 563.30 8.05 0.40 25.91 28 8 35
18 Dec 564.55 7.65 0.80 26.20 28 25 27
17 Dec 571.10 6.85 0.00 0.00 0 1 0
16 Dec 576.95 6.85 -0.80 27.77 2 1 2
13 Dec 572.75 7.65 -2.85 27.80 1 0 1
12 Dec 571.75 10.5 0.00 0.00 0 0 0
11 Dec 578.45 10.5 0.00 0.00 0 0 0
10 Dec 573.50 10.5 0.00 0.00 0 0 0
9 Dec 571.30 10.5 0.00 0.00 0 1 0
6 Dec 565.30 10.5 -14.75 28.03 1 0 0
5 Dec 571.10 25.25 0.00 5.09 0 0 0
4 Dec 564.70 25.25 0.00 4.25 0 0 0
3 Dec 566.55 25.25 0.00 4.31 0 0 0
2 Dec 538.80 25.25 0.00 1.05 0 0 0
29 Nov 531.50 25.25 0.00 - 0 0 0
28 Nov 513.00 25.25 0.00 - 0 0 0
27 Nov 515.00 25.25 0.00 - 0 0 0
26 Nov 493.70 25.25 0.00 - 0 0 0
25 Nov 504.95 25.25 0.00 - 0 0 0
22 Nov 499.85 25.25 0.00 - 0 0 0
21 Nov 484.15 25.25 0.00 - 0 0 0
20 Nov 549.55 25.25 0.00 2.92 0 0 0
19 Nov 549.55 25.25 0.00 2.92 0 0 0
18 Nov 550.55 25.25 0.00 2.87 0 0 0
14 Nov 544.50 25.25 0.00 1.83 0 0 0
13 Nov 545.35 25.25 0.00 2.08 0 0 0
12 Nov 556.60 25.25 0.00 3.25 0 0 0
11 Nov 560.40 25.25 0.00 3.46 0 0 0
8 Nov 564.90 25.25 25.25 4.48 0 0 0
7 Nov 570.70 0 0.00 4.45 0 0 0
6 Nov 582.65 0 0.00 5.71 0 0 0
5 Nov 572.00 0 0.00 4.63 0 0 0
4 Nov 571.40 0 4.52 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 30JAN2025

Delta for 540 PE is -0.34

Historical price for 540 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 7.2, which was -6.15 lower than the previous day. The implied volatity was 39.98, the open interest changed by 63 which increased total open position to 627


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 13.35, which was -2.00 lower than the previous day. The implied volatity was 36.53, the open interest changed by -15 which decreased total open position to 566


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 15.35, which was 2.95 higher than the previous day. The implied volatity was 34.93, the open interest changed by 34 which increased total open position to 582


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 12.4, which was -2.15 lower than the previous day. The implied volatity was 30.06, the open interest changed by 10 which increased total open position to 548


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 14.55, which was 1.40 higher than the previous day. The implied volatity was 30.67, the open interest changed by -18 which decreased total open position to 538


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 13.15, which was -12.50 lower than the previous day. The implied volatity was 32.06, the open interest changed by 136 which increased total open position to 559


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 25.65, which was -2.65 lower than the previous day. The implied volatity was 33.57, the open interest changed by 23 which increased total open position to 423


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 28.3, which was -18.40 lower than the previous day. The implied volatity was 34.65, the open interest changed by -30 which decreased total open position to 401


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 46.7, which was 14.75 higher than the previous day. The implied volatity was 29.65, the open interest changed by -9 which decreased total open position to 432


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 31.95, which was 10.30 higher than the previous day. The implied volatity was 33.67, the open interest changed by -2 which decreased total open position to 440


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 21.65, which was 6.75 higher than the previous day. The implied volatity was 29.69, the open interest changed by -13 which decreased total open position to 441


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 14.9, which was -1.30 lower than the previous day. The implied volatity was 28.25, the open interest changed by 0 which decreased total open position to 454


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 16.2, which was -4.15 lower than the previous day. The implied volatity was 28.81, the open interest changed by -8 which decreased total open position to 454


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 20.35, which was 10.15 higher than the previous day. The implied volatity was 30.32, the open interest changed by 48 which increased total open position to 462


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 10.2, which was 0.50 higher than the previous day. The implied volatity was 26.29, the open interest changed by 17 which increased total open position to 413


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 9.7, which was -4.65 lower than the previous day. The implied volatity was 26.29, the open interest changed by -50 which decreased total open position to 396


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 14.35, which was -1.95 lower than the previous day. The implied volatity was 26.41, the open interest changed by 10 which increased total open position to 446


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 16.3, which was 5.30 higher than the previous day. The implied volatity was 26.15, the open interest changed by 66 which increased total open position to 437


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 11, which was -0.10 lower than the previous day. The implied volatity was 25.33, the open interest changed by 78 which increased total open position to 370


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 11.1, which was 1.45 higher than the previous day. The implied volatity was 25.79, the open interest changed by 25 which increased total open position to 292


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 9.65, which was -4.85 lower than the previous day. The implied volatity was 24.04, the open interest changed by 155 which increased total open position to 264


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 14.5, which was 3.20 higher than the previous day. The implied volatity was 26.46, the open interest changed by 48 which increased total open position to 108


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 11.3, which was -1.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by -27 which decreased total open position to 58


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 12.65, which was 4.60 higher than the previous day. The implied volatity was 27.54, the open interest changed by 50 which increased total open position to 85


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 8.05, which was 0.40 higher than the previous day. The implied volatity was 25.91, the open interest changed by 8 which increased total open position to 35


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 7.65, which was 0.80 higher than the previous day. The implied volatity was 26.20, the open interest changed by 25 which increased total open position to 27


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 6.85, which was -0.80 lower than the previous day. The implied volatity was 27.77, the open interest changed by 1 which increased total open position to 2


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 7.65, which was -2.85 lower than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 1


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 10.5, 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 10.5, 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 10.5, 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 10.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 10.5, which was -14.75 lower than the previous day. The implied volatity was 28.03, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 25.25, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 25.25, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 25.25, 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 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 25.25, 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 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 25.25, 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 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 25.25, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 25.25, 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 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 25.25, which was 0.00 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 25.25, which was 25.25 higher than the previous day. The implied volatity was 4.48, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 0, which was lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0