AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 120.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 682.10 | 120.1 | - | 0 | 0 | 0 | ||||
| 3 Jul | 692.70 | 120.1 | - | 0 | 0 | 0 | ||||
| 2 Jul | 692.35 | 120.1 | - | 0 | 0 | 0 | ||||
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| 1 Jul | 695.00 | 120.1 | - | 0 | 0 | 0 | ||||
| 28 Jun | 670.25 | 120.1 | - | 0 | 0 | 0 | ||||
| 27 Jun | 660.65 | 120.1 | - | 0 | 0 | 0 | ||||
| 26 Jun | 657.05 | 120.1 | - | 0 | 0 | 0 | ||||
| 25 Jun | 648.80 | 120.1 | - | 0 | 0 | 0 | ||||
| 24 Jun | 657.75 | 120.1 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 120.10 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 540 expiring on 25JUL2024
Delta for 540 CE is -
Historical price for 540 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 120.1, 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 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 120.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 120.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 0.65 | 0.00 | - | 0 | -900 | 0 |
| 4 Jul | 682.10 | 0.65 | - | 900 | -900 | 12,600 | |
| 3 Jul | 692.70 | 0.55 | - | 900 | 0 | 13,500 | |
| 2 Jul | 692.35 | 0.9 | - | 900 | 12,600 | 12,600 | |
| 1 Jul | 695.00 | 1.85 | - | 0 | 2,700 | 0 | |
| 28 Jun | 670.25 | 1.85 | - | 4,500 | 2,700 | 14,400 | |
| 27 Jun | 660.65 | 1.85 | - | 10,800 | 9,900 | 11,700 | |
| 26 Jun | 657.05 | 2.5 | - | 900 | 900 | 900 | |
| 25 Jun | 648.80 | 13.7 | - | 0 | 0 | 0 | |
| 24 Jun | 657.75 | 13.7 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 13.70 | - | 1,800 | 900 | 900 | |
For AMBUJA CEMENTS LTD - strike price 540 expiring on 25JUL2024
Delta for 540 PE is -
Historical price for 540 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 12600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13500
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 12600
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 0
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 14400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 11700
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900