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

544.5 -0.85 (-0.16%)

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Historical option data for AMBUJACEM

14 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 540 CE
Delta: 0.62
Vega: 0.41
Theta: -0.42
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 13.5 -1.15 23.04 834 184 276
13 Nov 545.35 14.65 -7.35 24.12 352 58 90
12 Nov 556.60 22 -5.80 22.82 32 5 35
11 Nov 560.40 27.8 -2.20 25.15 11 2 31
8 Nov 564.90 30 -8.10 22.51 23 1 27
7 Nov 570.70 38.1 -2.05 30.52 2 0 26
6 Nov 582.65 40.15 0.00 0.00 0 0 0
5 Nov 572.00 40.15 1.35 30.40 7 0 26
4 Nov 571.40 38.8 -3.75 29.13 29 6 26
1 Nov 582.45 42.55 0.00 0.00 0 0 0
31 Oct 580.55 42.55 0.00 - 0 0 0
30 Oct 579.70 42.55 0.00 - 0 1 0
29 Oct 575.00 42.55 -5.25 - 2 1 20
28 Oct 569.40 47.8 15.80 - 46 19 19
25 Oct 552.70 32 -70.00 - 1 0 0
24 Oct 558.90 102 0.00 - 0 0 0
23 Oct 555.85 102 0.00 - 0 0 0
22 Oct 558.50 102 0.00 - 0 0 0
21 Oct 571.90 102 0.00 - 0 0 0
16 Oct 589.05 102 102.00 - 0 0 0
26 Sept 625.15 0 0.00 - 0 0 0
25 Sept 616.05 0 0.00 - 0 0 0
24 Sept 618.30 0 0.00 - 0 0 0
23 Sept 622.05 0 0.00 - 0 0 0
20 Sept 616.55 0 0.00 - 0 0 0
19 Sept 608.40 0 0.00 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 CE is 0.62

Historical price for 540 CE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 13.5, which was -1.15 lower than the previous day. The implied volatity was 23.04, the open interest changed by 184 which increased total open position to 276


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 14.65, which was -7.35 lower than the previous day. The implied volatity was 24.12, the open interest changed by 58 which increased total open position to 90


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 22, which was -5.80 lower than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 35


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 27.8, which was -2.20 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 31


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 30, which was -8.10 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 27


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 38.1, which was -2.05 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 26


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 40.15, 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 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 40.15, which was 1.35 higher than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 26


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 38.8, which was -3.75 lower than the previous day. The implied volatity was 29.13, the open interest changed by 6 which increased total open position to 26


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 42.55, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 42.55, 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 42.55, 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 42.55, which was -5.25 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 47.8, which was 15.80 higher 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 32, which was -70.00 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 102, 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 102, 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 102, 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 102, 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 102, which was 102.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AMBUJACEM was trading at 625.15. 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 Sept AMBUJACEM was trading at 616.05. 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 24 Sept AMBUJACEM was trading at 618.30. 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 Sept AMBUJACEM was trading at 622.05. 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 20 Sept AMBUJACEM was trading at 616.55. 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 19 Sept AMBUJACEM was trading at 608.40. 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 18 Sept AMBUJACEM was trading at 620.10. 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 Sept AMBUJACEM was trading at 623.00. 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 16 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 which decreased total open position to


On 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 10 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 4 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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 28NOV2024 540 PE
Delta: -0.39
Vega: 0.41
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 7.3 -0.65 24.43 976 122 344
13 Nov 545.35 7.95 2.90 25.70 1,327 21 225
12 Nov 556.60 5.05 1.00 26.37 843 29 238
11 Nov 560.40 4.05 -0.25 26.77 520 5 214
8 Nov 564.90 4.3 0.85 27.01 304 22 228
7 Nov 570.70 3.45 1.25 27.19 302 -8 209
6 Nov 582.65 2.2 -2.20 27.98 323 -10 213
5 Nov 572.00 4.4 -0.75 29.48 266 49 223
4 Nov 571.40 5.15 1.70 30.08 443 28 172
1 Nov 582.45 3.45 0.25 29.06 6 0 144
31 Oct 580.55 3.2 -0.40 - 194 22 145
30 Oct 579.70 3.6 -0.60 - 100 -28 122
29 Oct 575.00 4.2 -2.00 - 209 21 151
28 Oct 569.40 6.2 -10.55 - 282 52 130
25 Oct 552.70 16.75 4.00 - 31 18 78
24 Oct 558.90 12.75 -2.80 - 10 4 60
23 Oct 555.85 15.55 0.55 - 11 7 56
22 Oct 558.50 15 7.75 - 53 44 47
21 Oct 571.90 7.25 2.15 - 1 0 2
16 Oct 589.05 5.1 -14.65 - 1 0 1
26 Sept 625.15 19.75 0.00 - 0 0 0
25 Sept 616.05 19.75 0.00 - 0 0 0
24 Sept 618.30 19.75 0.00 - 0 0 0
23 Sept 622.05 19.75 0.00 - 0 0 0
20 Sept 616.55 19.75 19.75 - 0 0 0
19 Sept 608.40 0 0.00 - 0 0 0
18 Sept 620.10 0 0.00 - 0 0 0
17 Sept 623.00 0 0.00 - 0 0 0
16 Sept 627.30 0 0.00 - 0 0 0
13 Sept 629.60 0 0.00 - 0 0 0
12 Sept 628.15 0 0.00 - 0 0 0
11 Sept 623.00 0 0.00 - 0 0 0
10 Sept 627.05 0 0.00 - 0 0 0
9 Sept 630.15 0 0.00 - 0 0 0
6 Sept 623.25 0 0.00 - 0 0 0
5 Sept 631.85 0 0.00 - 0 0 0
4 Sept 627.10 0 0.00 - 0 0 0
3 Sept 617.80 0 0.00 - 0 0 0
2 Sept 620.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 540 expiring on 28NOV2024

Delta for 540 PE is -0.39

Historical price for 540 PE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 7.3, which was -0.65 lower than the previous day. The implied volatity was 24.43, the open interest changed by 122 which increased total open position to 344


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 7.95, which was 2.90 higher than the previous day. The implied volatity was 25.70, the open interest changed by 21 which increased total open position to 225


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 5.05, which was 1.00 higher than the previous day. The implied volatity was 26.37, the open interest changed by 29 which increased total open position to 238


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by 5 which increased total open position to 214


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 27.01, the open interest changed by 22 which increased total open position to 228


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 3.45, which was 1.25 higher than the previous day. The implied volatity was 27.19, the open interest changed by -8 which decreased total open position to 209


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 2.2, which was -2.20 lower than the previous day. The implied volatity was 27.98, the open interest changed by -10 which decreased total open position to 213


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 4.4, which was -0.75 lower than the previous day. The implied volatity was 29.48, the open interest changed by 49 which increased total open position to 223


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 5.15, which was 1.70 higher than the previous day. The implied volatity was 30.08, the open interest changed by 28 which increased total open position to 172


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 144


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 3.2, which was -0.40 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 3.6, which was -0.60 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 4.2, which was -2.00 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 6.2, which was -10.55 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 16.75, which was 4.00 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 12.75, which was -2.80 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 15.55, which was 0.55 higher 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 15, which was 7.75 higher 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 7.25, which was 2.15 higher 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 5.1, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept AMBUJACEM was trading at 625.15. The strike last trading price was 19.75, 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 Sept AMBUJACEM was trading at 616.05. The strike last trading price was 19.75, 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 Sept AMBUJACEM was trading at 618.30. The strike last trading price was 19.75, 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 Sept AMBUJACEM was trading at 622.05. The strike last trading price was 19.75, 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 20 Sept AMBUJACEM was trading at 616.55. The strike last trading price was 19.75, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept AMBUJACEM was trading at 608.40. 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 18 Sept AMBUJACEM was trading at 620.10. 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 Sept AMBUJACEM was trading at 623.00. 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 16 Sept AMBUJACEM was trading at 627.30. 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 13 Sept AMBUJACEM was trading at 629.60. 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 which decreased total open position to


On 12 Sept AMBUJACEM was trading at 628.15. 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 Sept AMBUJACEM was trading at 623.00. 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 10 Sept AMBUJACEM was trading at 627.05. 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 9 Sept AMBUJACEM was trading at 630.15. 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 6 Sept AMBUJACEM was trading at 623.25. 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 5 Sept AMBUJACEM was trading at 631.85. 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 4 Sept AMBUJACEM was trading at 627.10. 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 Sept AMBUJACEM was trading at 617.80. 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 2 Sept AMBUJACEM was trading at 620.40. 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