AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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