AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 550 CE | ||||||||||
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Delta: 0.81
Vega: 0.31
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 31.1 | -1.55 | 29.55 | 54 | -20 | 950 | |||
| 11 Dec | 578.45 | 32.65 | 2.15 | 28.68 | 371 | -129 | 970 | |||
| 10 Dec | 573.50 | 30.5 | 3.35 | 28.84 | 102 | -40 | 1,098 | |||
| 9 Dec | 571.30 | 27.15 | 1.55 | 26.70 | 180 | -38 | 1,139 | |||
| 6 Dec | 565.30 | 25.6 | -3.40 | 27.07 | 123 | -6 | 1,177 | |||
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| 5 Dec | 571.10 | 29 | 3.75 | 24.11 | 390 | -76 | 1,182 | |||
| 4 Dec | 564.70 | 25.25 | -1.50 | 26.51 | 353 | -27 | 1,266 | |||
| 3 Dec | 566.55 | 26.75 | 15.00 | 28.19 | 5,666 | -432 | 1,292 | |||
| 2 Dec | 538.80 | 11.75 | 0.95 | 27.72 | 2,503 | -73 | 1,729 | |||
| 29 Nov | 531.50 | 10.8 | 4.30 | 27.44 | 4,593 | 439 | 1,811 | |||
| 28 Nov | 513.00 | 6.5 | -2.70 | 31.55 | 2,635 | 461 | 1,353 | |||
| 27 Nov | 515.00 | 9.2 | 5.15 | 34.80 | 2,477 | 151 | 897 | |||
| 26 Nov | 493.70 | 4.05 | -2.35 | 33.93 | 794 | 46 | 745 | |||
| 25 Nov | 504.95 | 6.4 | -2.45 | 33.22 | 1,119 | 347 | 707 | |||
| 22 Nov | 499.85 | 8.85 | -0.40 | 38.28 | 1,641 | 85 | 445 | |||
| 21 Nov | 484.15 | 9.25 | -13.75 | 50.08 | 1,348 | 351 | 361 | |||
| 20 Nov | 549.55 | 23 | 0.00 | 26.94 | 16 | 10 | 8 | |||
| 19 Nov | 549.55 | 23 | -34.85 | 26.94 | 16 | 8 | 8 | |||
| 18 Nov | 550.55 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 57.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 57.85 | 57.85 | - | 0 | 0 | 0 | |||
| 1 Nov | 582.45 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 CE is 0.81
Historical price for 550 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 31.1, which was -1.55 lower than the previous day. The implied volatity was 29.55, the open interest changed by -20 which decreased total open position to 950
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 32.65, which was 2.15 higher than the previous day. The implied volatity was 28.68, the open interest changed by -129 which decreased total open position to 970
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 30.5, which was 3.35 higher than the previous day. The implied volatity was 28.84, the open interest changed by -40 which decreased total open position to 1098
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 27.15, which was 1.55 higher than the previous day. The implied volatity was 26.70, the open interest changed by -38 which decreased total open position to 1139
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 25.6, which was -3.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by -6 which decreased total open position to 1177
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 29, which was 3.75 higher than the previous day. The implied volatity was 24.11, the open interest changed by -76 which decreased total open position to 1182
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 25.25, which was -1.50 lower than the previous day. The implied volatity was 26.51, the open interest changed by -27 which decreased total open position to 1266
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 26.75, which was 15.00 higher than the previous day. The implied volatity was 28.19, the open interest changed by -432 which decreased total open position to 1292
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 11.75, which was 0.95 higher than the previous day. The implied volatity was 27.72, the open interest changed by -73 which decreased total open position to 1729
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 10.8, which was 4.30 higher than the previous day. The implied volatity was 27.44, the open interest changed by 439 which increased total open position to 1811
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 6.5, which was -2.70 lower than the previous day. The implied volatity was 31.55, the open interest changed by 461 which increased total open position to 1353
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 9.2, which was 5.15 higher than the previous day. The implied volatity was 34.80, the open interest changed by 151 which increased total open position to 897
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 4.05, which was -2.35 lower than the previous day. The implied volatity was 33.93, the open interest changed by 46 which increased total open position to 745
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 6.4, which was -2.45 lower than the previous day. The implied volatity was 33.22, the open interest changed by 347 which increased total open position to 707
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 8.85, which was -0.40 lower than the previous day. The implied volatity was 38.28, the open interest changed by 85 which increased total open position to 445
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 9.25, which was -13.75 lower than the previous day. The implied volatity was 50.08, the open interest changed by 351 which increased total open position to 361
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 10 which increased total open position to 8
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 23, which was -34.85 lower than the previous day. The implied volatity was 26.94, the open interest changed by 8 which increased total open position to 8
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 57.85, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 57.85, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 57.85, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 57.85, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 57.85, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26DEC2024 550 PE | |||||||
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Delta: -0.20
Vega: 0.32
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 575.30 | 3.95 | 0.25 | 30.45 | 728 | 57 | 918 |
| 11 Dec | 578.45 | 3.7 | -1.60 | 29.99 | 1,257 | -65 | 861 |
| 10 Dec | 573.50 | 5.3 | 0.00 | 31.80 | 961 | -2 | 926 |
| 9 Dec | 571.30 | 5.3 | -0.90 | 28.55 | 1,000 | -84 | 933 |
| 6 Dec | 565.30 | 6.2 | 0.05 | 26.30 | 661 | 81 | 1,011 |
| 5 Dec | 571.10 | 6.15 | -2.35 | 29.02 | 781 | 27 | 930 |
| 4 Dec | 564.70 | 8.5 | -0.70 | 29.30 | 1,111 | 19 | 901 |
| 3 Dec | 566.55 | 9.2 | -11.40 | 30.40 | 3,275 | 270 | 889 |
| 2 Dec | 538.80 | 20.6 | -3.45 | 29.47 | 285 | 58 | 620 |
| 29 Nov | 531.50 | 24.05 | -15.10 | 29.76 | 391 | 95 | 557 |
| 28 Nov | 513.00 | 39.15 | -0.60 | 31.22 | 251 | 146 | 460 |
| 27 Nov | 515.00 | 39.75 | -16.55 | 36.47 | 51 | 26 | 313 |
| 26 Nov | 493.70 | 56.3 | 9.05 | 36.00 | 74 | 22 | 282 |
| 25 Nov | 504.95 | 47.25 | -0.95 | 36.46 | 248 | 237 | 260 |
| 22 Nov | 499.85 | 48.2 | -17.75 | 32.11 | 7 | 5 | 28 |
| 21 Nov | 484.15 | 65.95 | 48.05 | 26.93 | 15 | 0 | 23 |
| 20 Nov | 549.55 | 17.9 | 0.00 | 31.08 | 20 | 14 | 19 |
| 19 Nov | 549.55 | 17.9 | -0.15 | 31.08 | 20 | 10 | 19 |
| 18 Nov | 550.55 | 18.05 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 544.50 | 18.05 | -3.85 | 25.18 | 2 | 0 | 10 |
| 13 Nov | 545.35 | 21.9 | 7.90 | 30.45 | 4 | 1 | 10 |
| 12 Nov | 556.60 | 14 | 2.00 | 25.77 | 8 | 5 | 9 |
| 11 Nov | 560.40 | 12 | -9.20 | 25.74 | 3 | 2 | 3 |
| 1 Nov | 582.45 | 21.2 | 5.02 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 550 expiring on 26DEC2024
Delta for 550 PE is -0.20
Historical price for 550 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 3.95, which was 0.25 higher than the previous day. The implied volatity was 30.45, the open interest changed by 57 which increased total open position to 918
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 3.7, which was -1.60 lower than the previous day. The implied volatity was 29.99, the open interest changed by -65 which decreased total open position to 861
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 31.80, the open interest changed by -2 which decreased total open position to 926
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 5.3, which was -0.90 lower than the previous day. The implied volatity was 28.55, the open interest changed by -84 which decreased total open position to 933
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 26.30, the open interest changed by 81 which increased total open position to 1011
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 6.15, which was -2.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 27 which increased total open position to 930
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 8.5, which was -0.70 lower than the previous day. The implied volatity was 29.30, the open interest changed by 19 which increased total open position to 901
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 9.2, which was -11.40 lower than the previous day. The implied volatity was 30.40, the open interest changed by 270 which increased total open position to 889
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 20.6, which was -3.45 lower than the previous day. The implied volatity was 29.47, the open interest changed by 58 which increased total open position to 620
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 24.05, which was -15.10 lower than the previous day. The implied volatity was 29.76, the open interest changed by 95 which increased total open position to 557
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 39.15, which was -0.60 lower than the previous day. The implied volatity was 31.22, the open interest changed by 146 which increased total open position to 460
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 39.75, which was -16.55 lower than the previous day. The implied volatity was 36.47, the open interest changed by 26 which increased total open position to 313
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 56.3, which was 9.05 higher than the previous day. The implied volatity was 36.00, the open interest changed by 22 which increased total open position to 282
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 47.25, which was -0.95 lower than the previous day. The implied volatity was 36.46, the open interest changed by 237 which increased total open position to 260
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 48.2, which was -17.75 lower than the previous day. The implied volatity was 32.11, the open interest changed by 5 which increased total open position to 28
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 65.95, which was 48.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 23
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 31.08, the open interest changed by 14 which increased total open position to 19
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 17.9, which was -0.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 10 which increased total open position to 19
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 18.05, which was -3.85 lower than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 10
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 21.9, which was 7.90 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 10
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 14, which was 2.00 higher than the previous day. The implied volatity was 25.77, the open interest changed by 5 which increased total open position to 9
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 12, which was -9.20 lower than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 3
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
