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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

544.5 -0.85 (-0.16%)

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Historical option data for AMBUJACEM

14 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 550 CE
Delta: 0.46
Vega: 0.42
Theta: -0.40
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 8.05 -0.95 22.41 1,616 218 709
13 Nov 545.35 9 -6.20 23.18 1,377 396 491
12 Nov 556.60 15.2 -4.40 22.85 147 11 94
11 Nov 560.40 19.6 -3.70 22.95 53 14 83
8 Nov 564.90 23.3 -5.20 24.66 36 8 68
7 Nov 570.70 28.5 -10.35 25.54 20 5 59
6 Nov 582.65 38.85 7.80 26.15 44 -1 57
5 Nov 572.00 31.05 0.20 26.82 43 3 58
4 Nov 571.40 30.85 -7.50 28.00 39 5 57
1 Nov 582.45 38.35 -1.25 22.98 8 -1 50
31 Oct 580.55 39.6 -0.40 - 14 -1 49
30 Oct 579.70 40 4.00 - 5 0 50
29 Oct 575.00 36 1.80 - 19 -3 50
28 Oct 569.40 34.2 7.40 - 113 10 53
25 Oct 552.70 26.8 -4.70 - 41 30 43
24 Oct 558.90 31.5 0.45 - 17 10 12
23 Oct 555.85 31.05 -63.60 - 3 1 1
22 Oct 558.50 94.65 0.00 - 0 0 0
21 Oct 571.90 94.65 0.00 - 0 0 0
18 Oct 573.95 94.65 0.00 - 0 0 0
17 Oct 571.25 94.65 0.00 - 0 0 0
16 Oct 589.05 94.65 0.00 - 0 0 0
15 Oct 590.35 94.65 0.00 - 0 0 0
14 Oct 588.90 94.65 0.00 - 0 0 0
11 Oct 585.20 94.65 0.00 - 0 0 0
10 Oct 585.25 94.65 - 0 0 0


For Ambuja Cements Ltd - strike price 550 expiring on 28NOV2024

Delta for 550 CE is 0.46

Historical price for 550 CE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 8.05, which was -0.95 lower than the previous day. The implied volatity was 22.41, the open interest changed by 218 which increased total open position to 709


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 9, which was -6.20 lower than the previous day. The implied volatity was 23.18, the open interest changed by 396 which increased total open position to 491


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 15.2, which was -4.40 lower than the previous day. The implied volatity was 22.85, the open interest changed by 11 which increased total open position to 94


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 19.6, which was -3.70 lower than the previous day. The implied volatity was 22.95, the open interest changed by 14 which increased total open position to 83


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 23.3, which was -5.20 lower than the previous day. The implied volatity was 24.66, the open interest changed by 8 which increased total open position to 68


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 28.5, which was -10.35 lower than the previous day. The implied volatity was 25.54, the open interest changed by 5 which increased total open position to 59


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 38.85, which was 7.80 higher than the previous day. The implied volatity was 26.15, the open interest changed by -1 which decreased total open position to 57


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 31.05, which was 0.20 higher than the previous day. The implied volatity was 26.82, the open interest changed by 3 which increased total open position to 58


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 30.85, which was -7.50 lower than the previous day. The implied volatity was 28.00, the open interest changed by 5 which increased total open position to 57


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 38.35, which was -1.25 lower than the previous day. The implied volatity was 22.98, the open interest changed by -1 which decreased total open position to 50


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 39.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 40, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 36, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 34.2, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 26.8, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 31.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 31.05, which was -63.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 94.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 94.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


AMBUJACEM 28NOV2024 550 PE
Delta: -0.54
Vega: 0.42
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 544.50 12 -0.40 24.19 709 31 603
13 Nov 545.35 12.4 4.40 25.02 1,605 159 692
12 Nov 556.60 8 1.50 25.36 697 53 540
11 Nov 560.40 6.5 0.05 25.92 630 -32 491
8 Nov 564.90 6.45 1.40 25.78 646 7 523
7 Nov 570.70 5.05 1.90 25.67 391 -26 517
6 Nov 582.65 3.15 -3.00 26.32 619 58 542
5 Nov 572.00 6.15 -1.10 28.05 356 41 481
4 Nov 571.40 7.25 2.30 29.05 667 14 441
1 Nov 582.45 4.95 0.20 28.15 28 5 426
31 Oct 580.55 4.75 -0.25 - 467 -29 421
30 Oct 579.70 5 -1.20 - 364 44 450
29 Oct 575.00 6.2 -2.40 - 373 20 392
28 Oct 569.40 8.6 -10.55 - 1,042 214 375
25 Oct 552.70 19.15 1.95 - 94 55 161
24 Oct 558.90 17.2 -2.00 - 23 6 105
23 Oct 555.85 19.2 -0.95 - 85 -11 100
22 Oct 558.50 20.15 8.65 - 52 -9 111
21 Oct 571.90 11.5 0.50 - 62 55 121
18 Oct 573.95 11 -0.75 - 37 9 65
17 Oct 571.25 11.75 4.45 - 58 14 56
16 Oct 589.05 7.3 0.45 - 65 19 41
15 Oct 590.35 6.85 -0.50 - 8 5 21
14 Oct 588.90 7.35 -1.40 - 27 -4 15
11 Oct 585.20 8.75 -1.45 - 7 1 21
10 Oct 585.25 10.2 - 34 19 20


For Ambuja Cements Ltd - strike price 550 expiring on 28NOV2024

Delta for 550 PE is -0.54

Historical price for 550 PE is as follows

On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 12, which was -0.40 lower than the previous day. The implied volatity was 24.19, the open interest changed by 31 which increased total open position to 603


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 12.4, which was 4.40 higher than the previous day. The implied volatity was 25.02, the open interest changed by 159 which increased total open position to 692


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 8, which was 1.50 higher than the previous day. The implied volatity was 25.36, the open interest changed by 53 which increased total open position to 540


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 6.5, which was 0.05 higher than the previous day. The implied volatity was 25.92, the open interest changed by -32 which decreased total open position to 491


On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 6.45, which was 1.40 higher than the previous day. The implied volatity was 25.78, the open interest changed by 7 which increased total open position to 523


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 5.05, which was 1.90 higher than the previous day. The implied volatity was 25.67, the open interest changed by -26 which decreased total open position to 517


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 3.15, which was -3.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 58 which increased total open position to 542


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 6.15, which was -1.10 lower than the previous day. The implied volatity was 28.05, the open interest changed by 41 which increased total open position to 481


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 7.25, which was 2.30 higher than the previous day. The implied volatity was 29.05, the open interest changed by 14 which increased total open position to 441


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 4.95, which was 0.20 higher than the previous day. The implied volatity was 28.15, the open interest changed by 5 which increased total open position to 426


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 6.2, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 8.6, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 19.15, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 17.2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 19.2, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 20.15, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 11.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 11, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 11.75, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 6.85, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 7.35, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 8.75, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to