AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 550 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.53
Vega: 0.30
Theta: -0.84
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
23 Jan | 548.80 | 11.4 | 6.20 | 35.27 | 5,071 | 39 | 1,863 | |||
22 Jan | 536.65 | 5.2 | -0.05 | 32.98 | 1,936 | -84 | 1,829 | |||
21 Jan | 531.75 | 5.25 | 0.90 | 34.70 | 4,193 | -218 | 1,916 | |||
20 Jan | 535.35 | 4.35 | -1.45 | 26.73 | 778 | 13 | 2,140 | |||
17 Jan | 536.25 | 5.8 | -3.20 | 28.24 | 1,779 | -53 | 2,125 | |||
16 Jan | 540.15 | 9 | 5.15 | 30.93 | 3,493 | 635 | 2,178 | |||
15 Jan | 519.30 | 3.85 | 0.75 | 31.72 | 1,084 | 51 | 1,545 | |||
14 Jan | 515.35 | 3.1 | 1.80 | 29.95 | 3,022 | 428 | 1,499 | |||
13 Jan | 493.20 | 1.3 | -1.60 | 34.39 | 721 | 90 | 1,077 | |||
10 Jan | 511.25 | 2.9 | -2.55 | 28.20 | 953 | -136 | 988 | |||
9 Jan | 525.25 | 5.45 | -3.85 | 26.57 | 960 | 115 | 1,123 | |||
8 Jan | 538.05 | 9.3 | 0.25 | 25.91 | 511 | 33 | 1,004 | |||
7 Jan | 535.75 | 9.05 | 1.05 | 25.92 | 822 | 8 | 973 | |||
6 Jan | 529.90 | 8 | -7.85 | 27.32 | 1,398 | 23 | 969 | |||
3 Jan | 548.70 | 15.85 | -1.15 | 24.94 | 905 | 46 | 949 | |||
2 Jan | 549.85 | 17 | 5.00 | 24.46 | 1,316 | 68 | 896 | |||
1 Jan | 538.60 | 12 | 1.00 | 24.71 | 711 | 35 | 829 | |||
31 Dec | 535.80 | 11 | -5.80 | 25.40 | 809 | 120 | 796 | |||
30 Dec | 544.60 | 16.8 | 0.50 | 25.56 | 1,113 | 25 | 687 | |||
27 Dec | 547.95 | 16.3 | -1.90 | 21.68 | 692 | 134 | 662 | |||
26 Dec | 548.80 | 18.2 | 1.95 | 22.83 | 854 | 368 | 528 | |||
24 Dec | 543.10 | 16.25 | -5.40 | 25.12 | 242 | 107 | 155 | |||
23 Dec | 550.65 | 21.65 | 0.75 | 25.11 | 73 | 3 | 45 | |||
20 Dec | 548.80 | 20.9 | -6.35 | 23.48 | 33 | 9 | 41 | |||
19 Dec | 563.30 | 27.25 | -3.85 | 21.05 | 6 | 2 | 31 | |||
18 Dec | 564.55 | 31.1 | -9.55 | 23.36 | 15 | 9 | 28 | |||
17 Dec | 571.10 | 40.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
16 Dec | 576.95 | 40.65 | 4.75 | 27.06 | 2 | 0 | 18 | |||
|
||||||||||
13 Dec | 572.75 | 35.9 | -6.10 | 20.29 | 16 | 6 | 15 | |||
12 Dec | 571.75 | 42 | 0.00 | 31.64 | 2 | 0 | 9 | |||
11 Dec | 578.45 | 42 | -1.00 | 24.41 | 8 | 3 | 9 | |||
10 Dec | 573.50 | 43 | 3.30 | 28.92 | 4 | 0 | 7 | |||
9 Dec | 571.30 | 39.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 565.30 | 39.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 571.10 | 39.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 564.70 | 39.7 | 0.00 | 0.00 | 0 | 7 | 0 | |||
3 Dec | 566.55 | 39.7 | 29.04 | 13 | 7 | 7 |
For Ambuja Cements Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 CE is 0.53
Historical price for 550 CE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 11.4, which was 6.20 higher than the previous day. The implied volatity was 35.27, the open interest changed by 39 which increased total open position to 1863
On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 32.98, the open interest changed by -84 which decreased total open position to 1829
On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 5.25, which was 0.90 higher than the previous day. The implied volatity was 34.70, the open interest changed by -218 which decreased total open position to 1916
On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 4.35, which was -1.45 lower than the previous day. The implied volatity was 26.73, the open interest changed by 13 which increased total open position to 2140
On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 5.8, which was -3.20 lower than the previous day. The implied volatity was 28.24, the open interest changed by -53 which decreased total open position to 2125
On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 9, which was 5.15 higher than the previous day. The implied volatity was 30.93, the open interest changed by 635 which increased total open position to 2178
On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 3.85, which was 0.75 higher than the previous day. The implied volatity was 31.72, the open interest changed by 51 which increased total open position to 1545
On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 3.1, which was 1.80 higher than the previous day. The implied volatity was 29.95, the open interest changed by 428 which increased total open position to 1499
On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 1.3, which was -1.60 lower than the previous day. The implied volatity was 34.39, the open interest changed by 90 which increased total open position to 1077
On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 2.9, which was -2.55 lower than the previous day. The implied volatity was 28.20, the open interest changed by -136 which decreased total open position to 988
On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 5.45, which was -3.85 lower than the previous day. The implied volatity was 26.57, the open interest changed by 115 which increased total open position to 1123
On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 9.3, which was 0.25 higher than the previous day. The implied volatity was 25.91, the open interest changed by 33 which increased total open position to 1004
On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 9.05, which was 1.05 higher than the previous day. The implied volatity was 25.92, the open interest changed by 8 which increased total open position to 973
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 8, which was -7.85 lower than the previous day. The implied volatity was 27.32, the open interest changed by 23 which increased total open position to 969
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 15.85, which was -1.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 46 which increased total open position to 949
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 17, which was 5.00 higher than the previous day. The implied volatity was 24.46, the open interest changed by 68 which increased total open position to 896
On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 12, which was 1.00 higher than the previous day. The implied volatity was 24.71, the open interest changed by 35 which increased total open position to 829
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 11, which was -5.80 lower than the previous day. The implied volatity was 25.40, the open interest changed by 120 which increased total open position to 796
On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 16.8, which was 0.50 higher than the previous day. The implied volatity was 25.56, the open interest changed by 25 which increased total open position to 687
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 16.3, which was -1.90 lower than the previous day. The implied volatity was 21.68, the open interest changed by 134 which increased total open position to 662
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 18.2, which was 1.95 higher than the previous day. The implied volatity was 22.83, the open interest changed by 368 which increased total open position to 528
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 16.25, which was -5.40 lower than the previous day. The implied volatity was 25.12, the open interest changed by 107 which increased total open position to 155
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 21.65, which was 0.75 higher than the previous day. The implied volatity was 25.11, the open interest changed by 3 which increased total open position to 45
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 20.9, which was -6.35 lower than the previous day. The implied volatity was 23.48, the open interest changed by 9 which increased total open position to 41
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 27.25, which was -3.85 lower than the previous day. The implied volatity was 21.05, the open interest changed by 2 which increased total open position to 31
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 31.1, which was -9.55 lower than the previous day. The implied volatity was 23.36, the open interest changed by 9 which increased total open position to 28
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 40.65, 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 40.65, which was 4.75 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 18
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 35.9, which was -6.10 lower than the previous day. The implied volatity was 20.29, the open interest changed by 6 which increased total open position to 15
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 9
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 42, which was -1.00 lower than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 9
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 43, which was 3.30 higher than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 7
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 39.7, 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 39.7, 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 39.7, 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 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 39.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 39.7, which was lower than the previous day. The implied volatity was 29.04, the open interest changed by 7 which increased total open position to 7
AMBUJACEM 30JAN2025 550 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.47
Vega: 0.30
Theta: -0.78
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
23 Jan | 548.80 | 11.3 | -8.25 | 39.41 | 933 | 92 | 1,201 |
22 Jan | 536.65 | 19.55 | -1.85 | 36.50 | 161 | -19 | 1,109 |
21 Jan | 531.75 | 21.4 | 2.40 | 32.97 | 578 | 5 | 1,128 |
20 Jan | 535.35 | 19 | -1.70 | 31.06 | 73 | -3 | 1,123 |
17 Jan | 536.25 | 20.7 | 1.90 | 30.45 | 211 | 2 | 1,126 |
16 Jan | 540.15 | 18.8 | -15.30 | 32.17 | 1,028 | 332 | 1,124 |
15 Jan | 519.30 | 34.1 | -1.85 | 36.47 | 65 | -7 | 792 |
14 Jan | 515.35 | 35.95 | -20.50 | 34.75 | 45 | 12 | 801 |
13 Jan | 493.20 | 56.45 | 14.10 | 32.78 | 39 | -7 | 789 |
10 Jan | 511.25 | 42.35 | 13.90 | 40.91 | 35 | -10 | 796 |
9 Jan | 525.25 | 28.45 | 8.85 | 29.73 | 48 | -4 | 806 |
8 Jan | 538.05 | 19.6 | -2.40 | 26.41 | 75 | 12 | 814 |
7 Jan | 535.75 | 22 | -3.95 | 28.90 | 49 | -10 | 802 |
6 Jan | 529.90 | 25.95 | 11.85 | 29.03 | 338 | -37 | 812 |
3 Jan | 548.70 | 14.1 | 0.70 | 25.46 | 433 | 38 | 848 |
2 Jan | 549.85 | 13.4 | -5.70 | 25.46 | 400 | 15 | 809 |
1 Jan | 538.60 | 19.1 | -2.85 | 25.55 | 108 | -3 | 794 |
31 Dec | 535.80 | 21.95 | 7.05 | 26.16 | 197 | -5 | 798 |
30 Dec | 544.60 | 14.9 | -0.35 | 24.38 | 867 | 77 | 802 |
27 Dec | 547.95 | 15.25 | 1.05 | 25.53 | 811 | 165 | 725 |
26 Dec | 548.80 | 14.2 | -4.10 | 24.69 | 889 | 241 | 560 |
24 Dec | 543.10 | 18.3 | 3.50 | 24.89 | 109 | 17 | 316 |
23 Dec | 550.65 | 14.8 | -2.30 | 25.89 | 277 | 188 | 299 |
20 Dec | 548.80 | 17.1 | 5.95 | 27.89 | 83 | 41 | 111 |
19 Dec | 563.30 | 11.15 | 0.35 | 25.76 | 26 | 3 | 70 |
18 Dec | 564.55 | 10.8 | 1.30 | 26.37 | 42 | 27 | 67 |
17 Dec | 571.10 | 9.5 | 1.05 | 26.44 | 11 | 7 | 39 |
16 Dec | 576.95 | 8.45 | -2.55 | 26.20 | 18 | 0 | 31 |
13 Dec | 572.75 | 11 | 0.10 | 28.63 | 11 | 1 | 31 |
12 Dec | 571.75 | 10.9 | 1.50 | 27.16 | 19 | 1 | 29 |
11 Dec | 578.45 | 9.4 | -3.45 | 27.37 | 40 | 5 | 27 |
10 Dec | 573.50 | 12.85 | -0.15 | 30.74 | 24 | 19 | 22 |
9 Dec | 571.30 | 13 | -42.65 | 29.18 | 5 | 3 | 3 |
6 Dec | 565.30 | 55.65 | 0.00 | 3.42 | 0 | 0 | 0 |
5 Dec | 571.10 | 55.65 | 0.00 | 3.86 | 0 | 0 | 0 |
4 Dec | 564.70 | 55.65 | 0.00 | 3.25 | 0 | 0 | 0 |
3 Dec | 566.55 | 55.65 | 3.34 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 PE is -0.47
Historical price for 550 PE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 11.3, which was -8.25 lower than the previous day. The implied volatity was 39.41, the open interest changed by 92 which increased total open position to 1201
On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 19.55, which was -1.85 lower than the previous day. The implied volatity was 36.50, the open interest changed by -19 which decreased total open position to 1109
On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 21.4, which was 2.40 higher than the previous day. The implied volatity was 32.97, the open interest changed by 5 which increased total open position to 1128
On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 19, which was -1.70 lower than the previous day. The implied volatity was 31.06, the open interest changed by -3 which decreased total open position to 1123
On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 20.7, which was 1.90 higher than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 1126
On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 18.8, which was -15.30 lower than the previous day. The implied volatity was 32.17, the open interest changed by 332 which increased total open position to 1124
On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 34.1, which was -1.85 lower than the previous day. The implied volatity was 36.47, the open interest changed by -7 which decreased total open position to 792
On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 35.95, which was -20.50 lower than the previous day. The implied volatity was 34.75, the open interest changed by 12 which increased total open position to 801
On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 56.45, which was 14.10 higher than the previous day. The implied volatity was 32.78, the open interest changed by -7 which decreased total open position to 789
On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 42.35, which was 13.90 higher than the previous day. The implied volatity was 40.91, the open interest changed by -10 which decreased total open position to 796
On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 28.45, which was 8.85 higher than the previous day. The implied volatity was 29.73, the open interest changed by -4 which decreased total open position to 806
On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 19.6, which was -2.40 lower than the previous day. The implied volatity was 26.41, the open interest changed by 12 which increased total open position to 814
On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 22, which was -3.95 lower than the previous day. The implied volatity was 28.90, the open interest changed by -10 which decreased total open position to 802
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 25.95, which was 11.85 higher than the previous day. The implied volatity was 29.03, the open interest changed by -37 which decreased total open position to 812
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 14.1, which was 0.70 higher than the previous day. The implied volatity was 25.46, the open interest changed by 38 which increased total open position to 848
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 13.4, which was -5.70 lower than the previous day. The implied volatity was 25.46, the open interest changed by 15 which increased total open position to 809
On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 19.1, which was -2.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by -3 which decreased total open position to 794
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 21.95, which was 7.05 higher than the previous day. The implied volatity was 26.16, the open interest changed by -5 which decreased total open position to 798
On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 14.9, which was -0.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 77 which increased total open position to 802
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 15.25, which was 1.05 higher than the previous day. The implied volatity was 25.53, the open interest changed by 165 which increased total open position to 725
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 14.2, which was -4.10 lower than the previous day. The implied volatity was 24.69, the open interest changed by 241 which increased total open position to 560
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 18.3, which was 3.50 higher than the previous day. The implied volatity was 24.89, the open interest changed by 17 which increased total open position to 316
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 14.8, which was -2.30 lower than the previous day. The implied volatity was 25.89, the open interest changed by 188 which increased total open position to 299
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 17.1, which was 5.95 higher than the previous day. The implied volatity was 27.89, the open interest changed by 41 which increased total open position to 111
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 11.15, which was 0.35 higher than the previous day. The implied volatity was 25.76, the open interest changed by 3 which increased total open position to 70
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 10.8, which was 1.30 higher than the previous day. The implied volatity was 26.37, the open interest changed by 27 which increased total open position to 67
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 9.5, which was 1.05 higher than the previous day. The implied volatity was 26.44, the open interest changed by 7 which increased total open position to 39
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 31
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 11, which was 0.10 higher than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 31
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 10.9, which was 1.50 higher than the previous day. The implied volatity was 27.16, the open interest changed by 1 which increased total open position to 29
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 9.4, which was -3.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 5 which increased total open position to 27
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 12.85, which was -0.15 lower than the previous day. The implied volatity was 30.74, the open interest changed by 19 which increased total open position to 22
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 13, which was -42.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 3 which increased total open position to 3
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 55.65, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 55.65, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 55.65, 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 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 55.65, which was lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0