AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 565 CE | ||||||||||
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Delta: 0.39
Vega: 0.64
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 9.65 | 21.64 | 65 | 33 | 33 | ||||
For Ambuja Cements Ltd - strike price 565 expiring on 30JAN2025
Delta for 565 CE is 0.39
Historical price for 565 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was 21.64, the open interest changed by 33 which increased total open position to 33
| AMBUJACEM 30JAN2025 565 PE | |||||||
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Delta: -0.60
Vega: 0.65
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 21.65 | 22.78 | 3 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 565 expiring on 30JAN2025
Delta for 565 PE is -0.60
Historical price for 565 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 0
