AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.42
Theta: -0.40
Gamma: 0.02
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.42
Theta: -0.28
Gamma: 0.02
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| 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
