[--[65.84.65.76]--]
AMBUJACEM
AMBUJA CEMENTS LTD

686 3.90 (0.57%)

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Historical option data for AMBUJACEM

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 85.75 0.00 - 0 0 0
4 Jul 682.10 85.75 - 0 0 0
3 Jul 692.70 85.75 - 0 0 0
2 Jul 692.35 85.75 - 0 0 0
1 Jul 695.00 85.75 - 0 0 0
28 Jun 670.25 85.75 - 0 0 0
27 Jun 660.65 85.75 - 0 0 0
26 Jun 657.05 85.75 - 0 0 0
25 Jun 648.80 85.75 - 0 0 0
24 Jun 657.75 85.75 - 0 0 0
21 Jun 657.45 85.75 - 0 0 0
13 Jun 664.50 85.75 - 0 0 0
5 Jun 598.90 85.75 - 0 0 0


For AMBUJA CEMENTS LTD - strike price 550 expiring on 25JUL2024

Delta for 550 CE is -

Historical price for 550 CE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 85.75, 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 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 85.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 0.65 -0.10 - 98,100 -900 13,21,200
4 Jul 682.10 0.75 - 2,82,600 -5,400 13,22,100
3 Jul 692.70 0.8 - 1,26,000 -2,700 13,27,500
2 Jul 692.35 0.95 - 1,94,400 900 13,30,200
1 Jul 695.00 1.05 - 4,25,700 20,700 13,29,300
28 Jun 670.25 1.8 - 9,53,100 2,16,900 13,08,600
27 Jun 660.65 3.5 - 8,16,300 4,55,400 10,91,700
26 Jun 657.05 3.1 - 4,95,000 3,38,400 6,34,500
25 Jun 648.80 3 - 3,36,600 2,92,500 2,96,100
24 Jun 657.75 2 - 0 1,800 0
21 Jun 657.45 2.00 - 2,700 1,800 3,600
13 Jun 664.50 3.40 - 1,800 900 900
5 Jun 598.90 10.50 - 0 0 0


For AMBUJA CEMENTS LTD - strike price 550 expiring on 25JUL2024

Delta for 550 PE is -

Historical price for 550 PE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 1321200


On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 1322100


On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 1327500


On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1330200


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 1329300


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 216900 which increased total open position to 1308600


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 455400 which increased total open position to 1091700


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 338400 which increased total open position to 634500


On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 292500 which increased total open position to 296100


On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0


On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 3600


On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900


On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0