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AMBUJACEM
Ambuja Cements Ltd

577.55 -0.90 (-0.16%)

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Historical option data for AMBUJACEM

12 Dec 2024 11:10 AM IST
AMBUJACEM 26DEC2024 540 CE
Delta: 0.82
Vega: 0.29
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 41.6 0.60 38.01 7 1 516
11 Dec 578.45 41 1.00 28.30 18 -2 515
10 Dec 573.50 40 4.00 33.77 36 -3 517
9 Dec 571.30 36 3.35 29.81 51 -9 522
6 Dec 565.30 32.65 -3.80 26.15 20 -2 531
5 Dec 571.10 36.45 3.85 21.75 57 -15 533
4 Dec 564.70 32.6 -0.90 26.80 145 6 550
3 Dec 566.55 33.5 17.35 27.36 2,131 -366 545
2 Dec 538.80 16.15 1.40 27.48 2,632 374 909
29 Nov 531.50 14.75 5.70 27.12 3,055 22 516
28 Nov 513.00 9.05 -3.20 31.51 1,037 203 492
27 Nov 515.00 12.25 6.55 34.94 1,368 90 289
26 Nov 493.70 5.7 -2.20 33.95 210 38 200
25 Nov 504.95 7.9 -3.30 31.60 350 145 157
22 Nov 499.85 11.2 -0.65 38.03 174 70 82
21 Nov 484.15 11.85 -98.55 51.30 19 12 12
20 Nov 549.55 110.4 0.00 - 0 0 0
19 Nov 549.55 110.4 0.00 - 0 0 0
18 Nov 550.55 110.4 0.00 - 0 0 0
14 Nov 544.50 110.4 0.00 - 0 0 0
13 Nov 545.35 110.4 0.00 - 0 0 0
12 Nov 556.60 110.4 110.40 - 0 0 0
1 Nov 582.45 0 0.00 - 0 0 0
31 Oct 580.55 0 0.00 - 0 0 0
30 Oct 579.70 0 0.00 - 0 0 0
29 Oct 575.00 0 0.00 - 0 0 0
28 Oct 569.40 0 0.00 - 0 0 0
25 Oct 552.70 0 0.00 - 0 0 0
24 Oct 558.90 0 0.00 - 0 0 0
23 Oct 555.85 0 0.00 - 0 0 0
22 Oct 558.50 0 0.00 - 0 0 0
21 Oct 571.90 0 0.00 - 0 0 0
18 Oct 573.95 0 0.00 - 0 0 0
17 Oct 571.25 0 0.00 - 0 0 0
16 Oct 589.05 0 0.00 - 0 0 0
15 Oct 590.35 0 0.00 - 0 0 0
14 Oct 588.90 0 0.00 - 0 0 0
11 Oct 585.20 0 0.00 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 0.00 - 0 0 0
1 Oct 632.45 0 0.00 - 0 0 0
30 Sept 632.55 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 26DEC2024

Delta for 540 CE is 0.82

Historical price for 540 CE is as follows

On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 41.6, which was 0.60 higher than the previous day. The implied volatity was 38.01, the open interest changed by 1 which increased total open position to 516


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 41, which was 1.00 higher than the previous day. The implied volatity was 28.30, the open interest changed by -2 which decreased total open position to 515


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 40, which was 4.00 higher than the previous day. The implied volatity was 33.77, the open interest changed by -3 which decreased total open position to 517


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 36, which was 3.35 higher than the previous day. The implied volatity was 29.81, the open interest changed by -9 which decreased total open position to 522


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 32.65, which was -3.80 lower than the previous day. The implied volatity was 26.15, the open interest changed by -2 which decreased total open position to 531


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 36.45, which was 3.85 higher than the previous day. The implied volatity was 21.75, the open interest changed by -15 which decreased total open position to 533


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 32.6, which was -0.90 lower than the previous day. The implied volatity was 26.80, the open interest changed by 6 which increased total open position to 550


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 33.5, which was 17.35 higher than the previous day. The implied volatity was 27.36, the open interest changed by -366 which decreased total open position to 545


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 16.15, which was 1.40 higher than the previous day. The implied volatity was 27.48, the open interest changed by 374 which increased total open position to 909


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 14.75, which was 5.70 higher than the previous day. The implied volatity was 27.12, the open interest changed by 22 which increased total open position to 516


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 9.05, which was -3.20 lower than the previous day. The implied volatity was 31.51, the open interest changed by 203 which increased total open position to 492


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 12.25, which was 6.55 higher than the previous day. The implied volatity was 34.94, the open interest changed by 90 which increased total open position to 289


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 5.7, which was -2.20 lower than the previous day. The implied volatity was 33.95, the open interest changed by 38 which increased total open position to 200


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 7.9, which was -3.30 lower than the previous day. The implied volatity was 31.60, the open interest changed by 145 which increased total open position to 157


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 11.2, which was -0.65 lower than the previous day. The implied volatity was 38.03, the open interest changed by 70 which increased total open position to 82


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 11.85, which was -98.55 lower than the previous day. The implied volatity was 51.30, the open interest changed by 12 which increased total open position to 12


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 110.4, 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 110.4, 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 110.4, 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 110.4, 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 110.4, 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 110.4, which was 110.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AMBUJACEM was trading at 582.45. 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 31 Oct AMBUJACEM was trading at 580.55. 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 which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. 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 which decreased total open position to


On 29 Oct AMBUJACEM was trading at 575.00. 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 which decreased total open position to


On 28 Oct AMBUJACEM was trading at 569.40. 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 which decreased total open position to


On 25 Oct AMBUJACEM was trading at 552.70. 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 which decreased total open position to


On 24 Oct AMBUJACEM was trading at 558.90. 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 which decreased total open position to


On 23 Oct AMBUJACEM was trading at 555.85. 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 which decreased total open position to


On 22 Oct AMBUJACEM was trading at 558.50. 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 which decreased total open position to


On 21 Oct AMBUJACEM was trading at 571.90. 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 which decreased total open position to


On 18 Oct AMBUJACEM was trading at 573.95. 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 which decreased total open position to


On 17 Oct AMBUJACEM was trading at 571.25. 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 which decreased total open position to


On 16 Oct AMBUJACEM was trading at 589.05. 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 which decreased total open position to


On 15 Oct AMBUJACEM was trading at 590.35. 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 which decreased total open position to


On 14 Oct AMBUJACEM was trading at 588.90. 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 which decreased total open position to


On 11 Oct AMBUJACEM was trading at 585.20. 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 which decreased total open position to


On 10 Oct AMBUJACEM was trading at 585.25. 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 which decreased total open position to


On 9 Oct AMBUJACEM was trading at 607.95. 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 which decreased total open position to


On 8 Oct AMBUJACEM was trading at 606.40. 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 which decreased total open position to


On 7 Oct AMBUJACEM was trading at 590.35. 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 which decreased total open position to


On 4 Oct AMBUJACEM was trading at 610.70. 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 which decreased total open position to


On 3 Oct AMBUJACEM was trading at 617.45. 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 which decreased total open position to


On 1 Oct AMBUJACEM was trading at 632.45. 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 which decreased total open position to


On 30 Sept AMBUJACEM was trading at 632.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AMBUJACEM 26DEC2024 540 PE
Delta: -0.14
Vega: 0.25
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 2.75 0.10 32.70 615 37 785
11 Dec 578.45 2.65 -1.20 32.44 625 60 750
10 Dec 573.50 3.85 0.25 33.98 1,123 12 692
9 Dec 571.30 3.6 -0.60 30.15 1,186 -24 680
6 Dec 565.30 4.2 -0.10 27.67 560 37 699
5 Dec 571.10 4.3 -1.70 30.28 994 71 660
4 Dec 564.70 6 -0.60 30.29 925 -6 590
3 Dec 566.55 6.6 -9.00 31.30 2,692 20 597
2 Dec 538.80 15.6 -2.80 30.20 948 235 573
29 Nov 531.50 18.4 -12.95 29.93 732 97 317
28 Nov 513.00 31.35 -1.85 30.39 169 123 221
27 Nov 515.00 33.2 -15.80 37.07 78 -4 99
26 Nov 493.70 49 7.85 37.94 107 50 80
25 Nov 504.95 41.15 1.75 38.96 32 23 29
22 Nov 499.85 39.4 -32.70 30.04 5 0 6
21 Nov 484.15 72.1 59.30 61.80 2 1 5
20 Nov 549.55 12.8 0.00 29.71 6 4 5
19 Nov 549.55 12.8 -2.70 29.71 6 5 5
18 Nov 550.55 15.5 0.00 2.75 0 0 0
14 Nov 544.50 15.5 0.00 1.84 0 0 0
13 Nov 545.35 15.5 0.00 1.91 0 0 0
12 Nov 556.60 15.5 0.00 3.59 0 0 0
1 Nov 582.45 15.5 0.00 6.23 0 0 0
31 Oct 580.55 15.5 0.00 - 0 0 0
30 Oct 579.70 15.5 0.00 - 0 0 0
29 Oct 575.00 15.5 0.00 - 0 0 0
28 Oct 569.40 15.5 0.00 - 0 0 0
25 Oct 552.70 15.5 15.50 - 0 0 0
24 Oct 558.90 0 0.00 - 0 0 0
23 Oct 555.85 0 0.00 - 0 0 0
22 Oct 558.50 0 0.00 - 0 0 0
21 Oct 571.90 0 0.00 - 0 0 0
18 Oct 573.95 0 0.00 - 0 0 0
17 Oct 571.25 0 0.00 - 0 0 0
16 Oct 589.05 0 0.00 - 0 0 0
15 Oct 590.35 0 0.00 - 0 0 0
14 Oct 588.90 0 0.00 - 0 0 0
11 Oct 585.20 0 0.00 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 0.00 - 0 0 0
1 Oct 632.45 0 0.00 - 0 0 0
30 Sept 632.55 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 26DEC2024

Delta for 540 PE is -0.14

Historical price for 540 PE is as follows

On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 32.70, the open interest changed by 37 which increased total open position to 785


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 2.65, which was -1.20 lower than the previous day. The implied volatity was 32.44, the open interest changed by 60 which increased total open position to 750


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 33.98, the open interest changed by 12 which increased total open position to 692


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 3.6, which was -0.60 lower than the previous day. The implied volatity was 30.15, the open interest changed by -24 which decreased total open position to 680


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by 37 which increased total open position to 699


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 30.28, the open interest changed by 71 which increased total open position to 660


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 6, which was -0.60 lower than the previous day. The implied volatity was 30.29, the open interest changed by -6 which decreased total open position to 590


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 6.6, which was -9.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 20 which increased total open position to 597


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 15.6, which was -2.80 lower than the previous day. The implied volatity was 30.20, the open interest changed by 235 which increased total open position to 573


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 18.4, which was -12.95 lower than the previous day. The implied volatity was 29.93, the open interest changed by 97 which increased total open position to 317


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 31.35, which was -1.85 lower than the previous day. The implied volatity was 30.39, the open interest changed by 123 which increased total open position to 221


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 33.2, which was -15.80 lower than the previous day. The implied volatity was 37.07, the open interest changed by -4 which decreased total open position to 99


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 49, which was 7.85 higher than the previous day. The implied volatity was 37.94, the open interest changed by 50 which increased total open position to 80


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 41.15, which was 1.75 higher than the previous day. The implied volatity was 38.96, the open interest changed by 23 which increased total open position to 29


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 39.4, which was -32.70 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 6


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 72.1, which was 59.30 higher than the previous day. The implied volatity was 61.80, the open interest changed by 1 which increased total open position to 5


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was 29.71, the open interest changed by 4 which increased total open position to 5


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 12.8, which was -2.70 lower than the previous day. The implied volatity was 29.71, the open interest changed by 5 which increased total open position to 5


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 15.5, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 15.5, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 15.5, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 15.5, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 15.5, 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 15.5, 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 15.5, 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 15.5, which was 15.50 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 0, 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 0, 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 0, 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 21 Oct AMBUJACEM was trading at 571.90. 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 which decreased total open position to


On 18 Oct AMBUJACEM was trading at 573.95. 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 which decreased total open position to


On 17 Oct AMBUJACEM was trading at 571.25. 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 which decreased total open position to


On 16 Oct AMBUJACEM was trading at 589.05. 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 which decreased total open position to


On 15 Oct AMBUJACEM was trading at 590.35. 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 which decreased total open position to


On 14 Oct AMBUJACEM was trading at 588.90. 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 which decreased total open position to


On 11 Oct AMBUJACEM was trading at 585.20. 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 which decreased total open position to


On 10 Oct AMBUJACEM was trading at 585.25. 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 which decreased total open position to


On 9 Oct AMBUJACEM was trading at 607.95. 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 which decreased total open position to


On 8 Oct AMBUJACEM was trading at 606.40. 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 which decreased total open position to


On 7 Oct AMBUJACEM was trading at 590.35. 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 which decreased total open position to


On 4 Oct AMBUJACEM was trading at 610.70. 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 which decreased total open position to


On 3 Oct AMBUJACEM was trading at 617.45. 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 which decreased total open position to


On 1 Oct AMBUJACEM was trading at 632.45. 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 which decreased total open position to


On 30 Sept AMBUJACEM was trading at 632.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to