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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 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