AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 145 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 682.10 | 145 | - | 0 | 0 | 0 | ||||
| 3 Jul | 692.70 | 145 | - | 0 | 0 | 0 | ||||
| 2 Jul | 692.35 | 145 | - | 900 | 0 | 7,200 | ||||
| 1 Jul | 695.00 | 139.5 | - | 1,800 | 7,200 | 7,200 | ||||
| 28 Jun | 670.25 | 103.45 | - | 0 | 5,400 | 0 | ||||
| 27 Jun | 660.65 | 103.45 | - | 9,000 | 5,400 | 7,200 | ||||
| 26 Jun | 657.05 | 89 | - | 0 | 1,800 | 0 | ||||
| 25 Jun | 648.80 | 89 | - | 0 | 1,800 | 0 | ||||
| 24 Jun | 657.75 | 89 | - | 1,800 | 0 | 0 | ||||
| 21 Jun | 657.45 | 105.15 | - | 0 | 0 | 0 | ||||
| 20 Jun | 659.15 | 105.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 664.50 | 105.15 | - | 0 | 0 | 0 | ||||
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| 12 Jun | 668.70 | 105.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 639.75 | 105.15 | - | 0 | 0 | 0 | ||||
| 10 Jun | 640.35 | 105.15 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 105.15 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 105.15 | - | 0 | 0 | 0 | ||||
| 31 May | 634.05 | 105.15 | - | 0 | 0 | 0 | ||||
| 30 May | 619.15 | 0.00 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 560 expiring on 25JUL2024
Delta for 560 CE is -
Historical price for 560 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 145, 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 145, 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 145, 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 145, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7200
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 139.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 7200
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 103.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 0
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 103.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 7200
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 89, 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 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 89, 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 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 89, 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 105.15, 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 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 105.15, 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 105.15, 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 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 105.15, 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 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 105.15, 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 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 105.15, 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 105.15, 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 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 105.15, 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 31 May AMBUJACEM was trading at 634.05. The strike last trading price was 105.15, 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 30 May AMBUJACEM was trading at 619.15. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 0.55 | -0.10 | - | 6,300 | -2,700 | 83,700 |
| 4 Jul | 682.10 | 0.65 | - | 28,800 | -4,500 | 86,400 | |
| 3 Jul | 692.70 | 0.9 | - | 16,200 | -1,800 | 90,900 | |
| 2 Jul | 692.35 | 1.3 | - | 53,100 | -10,800 | 93,600 | |
| 1 Jul | 695.00 | 1.05 | - | 49,500 | -18,000 | 1,04,400 | |
| 28 Jun | 670.25 | 1.85 | - | 1,05,300 | 32,400 | 1,22,400 | |
| 27 Jun | 660.65 | 3.8 | - | 74,700 | 17,100 | 90,000 | |
| 26 Jun | 657.05 | 3.45 | - | 23,400 | 9,000 | 70,200 | |
| 25 Jun | 648.80 | 3.3 | - | 52,200 | 12,600 | 61,200 | |
| 24 Jun | 657.75 | 1.7 | - | 17,100 | 3,600 | 49,500 | |
| 21 Jun | 657.45 | 1.65 | - | 4,500 | 900 | 45,900 | |
| 20 Jun | 659.15 | 1.70 | - | 9,000 | 45,900 | 45,900 | |
| 13 Jun | 664.50 | 4.90 | - | 0 | -900 | 0 | |
| 12 Jun | 668.70 | 4.90 | - | 2,700 | 0 | 48,600 | |
| 11 Jun | 639.75 | 4.90 | - | 8,100 | 5,400 | 48,600 | |
| 10 Jun | 640.35 | 5.60 | - | 28,800 | 13,500 | 42,300 | |
| 5 Jun | 598.90 | 23.95 | - | 6,300 | 32,400 | 32,400 | |
| 3 Jun | 670.80 | 6.15 | - | 17,100 | 10,800 | 33,300 | |
| 31 May | 634.05 | 21.20 | - | 27,000 | 21,600 | 22,500 | |
| 30 May | 619.15 | 18.30 | - | 4,500 | 900 | 900 | |
For AMBUJA CEMENTS LTD - strike price 560 expiring on 25JUL2024
Delta for 560 PE is -
Historical price for 560 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 83700
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 86400
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 90900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 93600
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 -18000 which decreased total open position to 104400
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 122400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 90000
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 70200
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 61200
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 49500
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 45900
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 45900 which increased total open position to 45900
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 0
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48600
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 48600
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 42300
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 23.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 32400
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 33300
On 31 May AMBUJACEM was trading at 634.05. The strike last trading price was 21.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 21600 which increased total open position to 22500
On 30 May AMBUJACEM was trading at 619.15. The strike last trading price was 18.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900