AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
11 Apr 2025 11:10 AM IST
| AMBUJACEM 24APR2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.42
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 549.90 | 13.55 | -1.55 | 30.44 | 1,569 | 144 | 1,121 | |||
| 9 Apr | 547.80 | 12.55 | 3.65 | 33.93 | 4,801 | 120 | 1,008 | |||
| 8 Apr | 536.80 | 9.1 | 1.45 | 29.64 | 766 | -1 | 887 | |||
| 7 Apr | 525.20 | 8.75 | 3.05 | 32.81 | 2,177 | 31 | 915 | |||
| 4 Apr | 528.20 | 5.8 | -4.7 | 25.57 | 1,257 | 34 | 886 | |||
| 3 Apr | 540.70 | 10.75 | 1.4 | 25.76 | 1,551 | 219 | 855 | |||
| 2 Apr | 534.05 | 9.35 | 0.95 | 27.09 | 448 | -4 | 638 | |||
| 1 Apr | 529.90 | 8.5 | -4 | 28.54 | 1,242 | -136 | 645 | |||
| 28 Mar | 538.35 | 12.15 | -4.35 | 26.81 | 1,948 | 118 | 781 | |||
| 27 Mar | 542.80 | 17.05 | 5.5 | 31.68 | 1,777 | 122 | 663 | |||
| 26 Mar | 532.45 | 11.8 | 2.5 | 31.41 | 921 | 8 | 543 | |||
| 25 Mar | 520.55 | 8.8 | 1.3 | 31.58 | 1,636 | 212 | 537 | |||
| 24 Mar | 519.30 | 7.45 | 0.3 | 29.08 | 222 | 55 | 322 | |||
| 21 Mar | 514.50 | 7.3 | 3.25 | 28.83 | 297 | 155 | 267 | |||
| 20 Mar | 504.70 | 3.95 | -1.1 | 26.23 | 82 | 43 | 112 | |||
| 19 Mar | 507.05 | 5.05 | 1.05 | 27.83 | 57 | 21 | 68 | |||
| 18 Mar | 498.15 | 4 | 0.4 | 28.75 | 43 | 5 | 47 | |||
| 17 Mar | 490.55 | 3.6 | 0.35 | 29.79 | 17 | 10 | 42 | |||
| 13 Mar | 485.80 | 3.2 | -0.65 | 29.27 | 7 | 1 | 30 | |||
| 12 Mar | 489.20 | 3.85 | -0.15 | 29.55 | 6 | 4 | 30 | |||
| 11 Mar | 495.55 | 4 | -1.7 | 26.59 | 11 | 7 | 25 | |||
| 10 Mar | 489.60 | 5.7 | -0.9 | 32.63 | 11 | 0 | 17 | |||
| 7 Mar | 499.80 | 6.6 | 1.4 | 29.05 | 17 | 2 | 17 | |||
| 6 Mar | 498.50 | 5.2 | 0.7 | 27.26 | 19 | 6 | 14 | |||
| 5 Mar | 491.10 | 4.5 | 0.7 | 27.51 | 4 | -1 | 8 | |||
| 4 Mar | 475.00 | 3.8 | -0.25 | 31.37 | 4 | 2 | 10 | |||
| 3 Mar | 471.80 | 4.25 | 1.2 | 33.44 | 15 | 4 | 6 | |||
| 28 Feb | 464.95 | 3.05 | -26.55 | 31.06 | 8 | 3 | 3 | |||
| 13 Feb | 502.50 | 29.6 | 0 | 4.50 | 0 | 0 | 0 | |||
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| 12 Feb | 501.10 | 29.6 | 0 | 4.61 | 0 | 0 | 0 | |||
| 10 Feb | 506.75 | 29.6 | 0 | 3.77 | 0 | 0 | 0 | |||
| 7 Feb | 512.75 | 29.6 | 0 | 3.12 | 0 | 0 | 0 | |||
| 6 Feb | 514.15 | 29.6 | 0 | 2.91 | 0 | 0 | 0 | |||
| 5 Feb | 521.80 | 29.6 | 0 | 2.01 | 0 | 0 | 0 | |||
| 4 Feb | 513.70 | 29.6 | 0 | 4.26 | 0 | 0 | 0 | |||
| 1 Feb | 501.50 | 0 | 0 | 3.78 | 0 | 0 | 0 | |||
For Ambuja Cements Ltd - strike price 550 expiring on 24APR2025
Delta for 550 CE is 0.53
Historical price for 550 CE is as follows
On 11 Apr AMBUJACEM was trading at 549.90. The strike last trading price was 13.55, which was -1.55 lower than the previous day. The implied volatity was 30.44, the open interest changed by 144 which increased total open position to 1121
On 9 Apr AMBUJACEM was trading at 547.80. The strike last trading price was 12.55, which was 3.65 higher than the previous day. The implied volatity was 33.93, the open interest changed by 120 which increased total open position to 1008
On 8 Apr AMBUJACEM was trading at 536.80. The strike last trading price was 9.1, which was 1.45 higher than the previous day. The implied volatity was 29.64, the open interest changed by -1 which decreased total open position to 887
On 7 Apr AMBUJACEM was trading at 525.20. The strike last trading price was 8.75, which was 3.05 higher than the previous day. The implied volatity was 32.81, the open interest changed by 31 which increased total open position to 915
On 4 Apr AMBUJACEM was trading at 528.20. The strike last trading price was 5.8, which was -4.7 lower than the previous day. The implied volatity was 25.57, the open interest changed by 34 which increased total open position to 886
On 3 Apr AMBUJACEM was trading at 540.70. The strike last trading price was 10.75, which was 1.4 higher than the previous day. The implied volatity was 25.76, the open interest changed by 219 which increased total open position to 855
On 2 Apr AMBUJACEM was trading at 534.05. The strike last trading price was 9.35, which was 0.95 higher than the previous day. The implied volatity was 27.09, the open interest changed by -4 which decreased total open position to 638
On 1 Apr AMBUJACEM was trading at 529.90. The strike last trading price was 8.5, which was -4 lower than the previous day. The implied volatity was 28.54, the open interest changed by -136 which decreased total open position to 645
On 28 Mar AMBUJACEM was trading at 538.35. The strike last trading price was 12.15, which was -4.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 118 which increased total open position to 781
On 27 Mar AMBUJACEM was trading at 542.80. The strike last trading price was 17.05, which was 5.5 higher than the previous day. The implied volatity was 31.68, the open interest changed by 122 which increased total open position to 663
On 26 Mar AMBUJACEM was trading at 532.45. The strike last trading price was 11.8, which was 2.5 higher than the previous day. The implied volatity was 31.41, the open interest changed by 8 which increased total open position to 543
On 25 Mar AMBUJACEM was trading at 520.55. The strike last trading price was 8.8, which was 1.3 higher than the previous day. The implied volatity was 31.58, the open interest changed by 212 which increased total open position to 537
On 24 Mar AMBUJACEM was trading at 519.30. The strike last trading price was 7.45, which was 0.3 higher than the previous day. The implied volatity was 29.08, the open interest changed by 55 which increased total open position to 322
On 21 Mar AMBUJACEM was trading at 514.50. The strike last trading price was 7.3, which was 3.25 higher than the previous day. The implied volatity was 28.83, the open interest changed by 155 which increased total open position to 267
On 20 Mar AMBUJACEM was trading at 504.70. The strike last trading price was 3.95, which was -1.1 lower than the previous day. The implied volatity was 26.23, the open interest changed by 43 which increased total open position to 112
On 19 Mar AMBUJACEM was trading at 507.05. The strike last trading price was 5.05, which was 1.05 higher than the previous day. The implied volatity was 27.83, the open interest changed by 21 which increased total open position to 68
On 18 Mar AMBUJACEM was trading at 498.15. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 28.75, the open interest changed by 5 which increased total open position to 47
On 17 Mar AMBUJACEM was trading at 490.55. The strike last trading price was 3.6, which was 0.35 higher than the previous day. The implied volatity was 29.79, the open interest changed by 10 which increased total open position to 42
On 13 Mar AMBUJACEM was trading at 485.80. The strike last trading price was 3.2, which was -0.65 lower than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 30
On 12 Mar AMBUJACEM was trading at 489.20. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 29.55, the open interest changed by 4 which increased total open position to 30
On 11 Mar AMBUJACEM was trading at 495.55. The strike last trading price was 4, which was -1.7 lower than the previous day. The implied volatity was 26.59, the open interest changed by 7 which increased total open position to 25
On 10 Mar AMBUJACEM was trading at 489.60. The strike last trading price was 5.7, which was -0.9 lower than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 17
On 7 Mar AMBUJACEM was trading at 499.80. The strike last trading price was 6.6, which was 1.4 higher than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 17
On 6 Mar AMBUJACEM was trading at 498.50. The strike last trading price was 5.2, which was 0.7 higher than the previous day. The implied volatity was 27.26, the open interest changed by 6 which increased total open position to 14
On 5 Mar AMBUJACEM was trading at 491.10. The strike last trading price was 4.5, which was 0.7 higher than the previous day. The implied volatity was 27.51, the open interest changed by -1 which decreased total open position to 8
On 4 Mar AMBUJACEM was trading at 475.00. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 31.37, the open interest changed by 2 which increased total open position to 10
On 3 Mar AMBUJACEM was trading at 471.80. The strike last trading price was 4.25, which was 1.2 higher than the previous day. The implied volatity was 33.44, the open interest changed by 4 which increased total open position to 6
On 28 Feb AMBUJACEM was trading at 464.95. The strike last trading price was 3.05, which was -26.55 lower than the previous day. The implied volatity was 31.06, the open interest changed by 3 which increased total open position to 3
On 13 Feb AMBUJACEM was trading at 502.50. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AMBUJACEM was trading at 501.10. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AMBUJACEM was trading at 506.75. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 7 Feb AMBUJACEM was trading at 512.75. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AMBUJACEM was trading at 514.15. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AMBUJACEM was trading at 521.80. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AMBUJACEM was trading at 513.70. The strike last trading price was 29.6, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AMBUJACEM was trading at 501.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 24APR2025 550 PE | |||||||
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Delta: -0.47
Vega: 0.42
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 549.90 | 13.35 | -2.9 | 34.13 | 532 | 70 | 298 |
| 9 Apr | 547.80 | 17.9 | -2.8 | 34.52 | 762 | -95 | 229 |
| 8 Apr | 536.80 | 20.1 | -8.3 | 32.41 | 58 | -21 | 323 |
| 7 Apr | 525.20 | 25.4 | -0.95 | 35.61 | 305 | 11 | 343 |
| 4 Apr | 528.20 | 25.4 | 7.85 | 29.23 | 236 | -29 | 333 |
| 3 Apr | 540.70 | 17.35 | -3.95 | 27.52 | 281 | 14 | 361 |
| 2 Apr | 534.05 | 21.5 | -3.55 | 28.49 | 169 | 69 | 347 |
| 1 Apr | 529.90 | 25 | 3.75 | 28.44 | 226 | 20 | 278 |
| 28 Mar | 538.35 | 22.35 | 2.85 | 30.88 | 623 | 153 | 258 |
| 27 Mar | 542.80 | 19.85 | -6.75 | 29.51 | 95 | 17 | 102 |
| 26 Mar | 532.45 | 26.6 | -7.6 | 28.14 | 54 | 13 | 82 |
| 25 Mar | 520.55 | 34.95 | -1.05 | 30.91 | 50 | 12 | 69 |
| 24 Mar | 519.30 | 36 | -1.6 | 31.01 | 47 | 29 | 56 |
| 21 Mar | 514.50 | 37.6 | -5.95 | 29.30 | 13 | 8 | 26 |
| 20 Mar | 504.70 | 43.3 | -17.6 | 24.23 | 18 | 12 | 12 |
| 19 Mar | 507.05 | 60.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 498.15 | 60.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 490.55 | 60.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 485.80 | 60.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 489.20 | 60.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 495.55 | 60.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 489.60 | 60.9 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 499.80 | 60.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 498.50 | 60.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 491.10 | 60.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 475.00 | 60.9 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 471.80 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 464.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 502.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 501.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 506.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 512.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 514.15 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 521.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 513.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 501.50 | 0 | 0 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 550 expiring on 24APR2025
Delta for 550 PE is -0.47
Historical price for 550 PE is as follows
On 11 Apr AMBUJACEM was trading at 549.90. The strike last trading price was 13.35, which was -2.9 lower than the previous day. The implied volatity was 34.13, the open interest changed by 70 which increased total open position to 298
On 9 Apr AMBUJACEM was trading at 547.80. The strike last trading price was 17.9, which was -2.8 lower than the previous day. The implied volatity was 34.52, the open interest changed by -95 which decreased total open position to 229
On 8 Apr AMBUJACEM was trading at 536.80. The strike last trading price was 20.1, which was -8.3 lower than the previous day. The implied volatity was 32.41, the open interest changed by -21 which decreased total open position to 323
On 7 Apr AMBUJACEM was trading at 525.20. The strike last trading price was 25.4, which was -0.95 lower than the previous day. The implied volatity was 35.61, the open interest changed by 11 which increased total open position to 343
On 4 Apr AMBUJACEM was trading at 528.20. The strike last trading price was 25.4, which was 7.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by -29 which decreased total open position to 333
On 3 Apr AMBUJACEM was trading at 540.70. The strike last trading price was 17.35, which was -3.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 14 which increased total open position to 361
On 2 Apr AMBUJACEM was trading at 534.05. The strike last trading price was 21.5, which was -3.55 lower than the previous day. The implied volatity was 28.49, the open interest changed by 69 which increased total open position to 347
On 1 Apr AMBUJACEM was trading at 529.90. The strike last trading price was 25, which was 3.75 higher than the previous day. The implied volatity was 28.44, the open interest changed by 20 which increased total open position to 278
On 28 Mar AMBUJACEM was trading at 538.35. The strike last trading price was 22.35, which was 2.85 higher than the previous day. The implied volatity was 30.88, the open interest changed by 153 which increased total open position to 258
On 27 Mar AMBUJACEM was trading at 542.80. The strike last trading price was 19.85, which was -6.75 lower than the previous day. The implied volatity was 29.51, the open interest changed by 17 which increased total open position to 102
On 26 Mar AMBUJACEM was trading at 532.45. The strike last trading price was 26.6, which was -7.6 lower than the previous day. The implied volatity was 28.14, the open interest changed by 13 which increased total open position to 82
On 25 Mar AMBUJACEM was trading at 520.55. The strike last trading price was 34.95, which was -1.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by 12 which increased total open position to 69
On 24 Mar AMBUJACEM was trading at 519.30. The strike last trading price was 36, which was -1.6 lower than the previous day. The implied volatity was 31.01, the open interest changed by 29 which increased total open position to 56
On 21 Mar AMBUJACEM was trading at 514.50. The strike last trading price was 37.6, which was -5.95 lower than the previous day. The implied volatity was 29.30, the open interest changed by 8 which increased total open position to 26
On 20 Mar AMBUJACEM was trading at 504.70. The strike last trading price was 43.3, which was -17.6 lower than the previous day. The implied volatity was 24.23, the open interest changed by 12 which increased total open position to 12
On 19 Mar AMBUJACEM was trading at 507.05. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar AMBUJACEM was trading at 498.15. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar AMBUJACEM was trading at 490.55. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar AMBUJACEM was trading at 485.80. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar AMBUJACEM was trading at 489.20. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar AMBUJACEM was trading at 495.55. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar AMBUJACEM was trading at 489.60. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar AMBUJACEM was trading at 499.80. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar AMBUJACEM was trading at 498.50. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar AMBUJACEM was trading at 491.10. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar AMBUJACEM was trading at 475.00. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar AMBUJACEM was trading at 471.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb AMBUJACEM was trading at 464.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb AMBUJACEM was trading at 502.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb AMBUJACEM was trading at 501.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb AMBUJACEM was trading at 506.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb AMBUJACEM was trading at 512.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb AMBUJACEM was trading at 514.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb AMBUJACEM was trading at 521.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb AMBUJACEM was trading at 513.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb AMBUJACEM was trading at 501.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
