AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 555 CE | ||||||||||
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Delta: 0.50
Vega: 0.67
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 13.7 | 21.49 | 93 | 45 | 45 | ||||
For Ambuja Cements Ltd - strike price 555 expiring on 30JAN2025
Delta for 555 CE is 0.50
Historical price for 555 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was 21.49, the open interest changed by 45 which increased total open position to 45
| AMBUJACEM 30JAN2025 555 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.67
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 17.55 | 25.23 | 93 | 38 | 38 | |
For Ambuja Cements Ltd - strike price 555 expiring on 30JAN2025
Delta for 555 PE is -0.50
Historical price for 555 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was 25.23, the open interest changed by 38 which increased total open position to 38
