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

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 570 CE
Delta: 0.26
Vega: 0.25
Theta: -0.69
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 4.35 2.45 36.56 1,585 70 636
22 Jan 536.65 1.9 0.05 36.04 980 -206 569
21 Jan 531.75 1.85 0.45 36.13 1,118 164 785
20 Jan 535.35 1.4 -0.85 29.45 271 19 619
17 Jan 536.25 2.25 -1.75 30.32 741 -100 599
16 Jan 540.15 4 2.35 32.46 1,387 162 707
15 Jan 519.30 1.65 0.50 33.72 575 70 552
14 Jan 515.35 1.15 0.60 31.15 1,255 -340 483
13 Jan 493.20 0.55 -0.40 36.14 237 -27 826
10 Jan 511.25 0.95 -1.10 28.24 361 -45 854
9 Jan 525.25 2.05 -1.60 26.87 1,047 353 900
8 Jan 538.05 3.65 0.00 25.41 545 -44 547
7 Jan 535.75 3.65 0.20 25.60 413 -34 592
6 Jan 529.90 3.45 -3.80 27.40 765 -27 625
3 Jan 548.70 7.25 -0.85 23.90 415 38 651
2 Jan 549.85 8.1 2.80 23.71 576 144 618
1 Jan 538.60 5.3 0.25 24.07 357 18 474
31 Dec 535.80 5.05 -3.25 25.11 571 2 455
30 Dec 544.60 8.3 0.35 24.65 735 117 453
27 Dec 547.95 7.95 -0.60 21.63 353 98 337
26 Dec 548.80 8.55 0.40 21.35 532 120 238
24 Dec 543.10 8.15 -3.05 24.09 70 13 117
23 Dec 550.65 11.2 -0.90 23.22 90 42 106
20 Dec 548.80 12.1 -4.95 23.85 88 15 64
19 Dec 563.30 17.05 -2.05 22.69 20 5 49
18 Dec 564.55 19.1 -9.20 23.01 71 29 36
17 Dec 571.10 28.3 0.00 0.00 0 5 0
16 Dec 576.95 28.3 2.95 27.42 8 3 5
13 Dec 572.75 25.35 -5.65 23.75 6 2 4
12 Dec 571.75 31 0.00 0.00 0 2 0
11 Dec 578.45 31 11.55 26.63 2 0 0
10 Dec 573.50 19.45 0.00 - 0 0 0
9 Dec 571.30 19.45 0.00 - 0 0 0
6 Dec 565.30 19.45 0.00 - 0 0 0
5 Dec 571.10 19.45 0.00 - 0 0 0
4 Dec 564.70 19.45 0.00 - 0 0 0
3 Dec 566.55 19.45 - 0 0 0


For Ambuja Cements Ltd - strike price 570 expiring on 30JAN2025

Delta for 570 CE is 0.26

Historical price for 570 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 4.35, which was 2.45 higher than the previous day. The implied volatity was 36.56, the open interest changed by 70 which increased total open position to 636


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 36.04, the open interest changed by -206 which decreased total open position to 569


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 36.13, the open interest changed by 164 which increased total open position to 785


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 29.45, the open interest changed by 19 which increased total open position to 619


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 2.25, which was -1.75 lower than the previous day. The implied volatity was 30.32, the open interest changed by -100 which decreased total open position to 599


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 4, which was 2.35 higher than the previous day. The implied volatity was 32.46, the open interest changed by 162 which increased total open position to 707


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 1.65, which was 0.50 higher than the previous day. The implied volatity was 33.72, the open interest changed by 70 which increased total open position to 552


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 1.15, which was 0.60 higher than the previous day. The implied volatity was 31.15, the open interest changed by -340 which decreased total open position to 483


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 36.14, the open interest changed by -27 which decreased total open position to 826


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.95, which was -1.10 lower than the previous day. The implied volatity was 28.24, the open interest changed by -45 which decreased total open position to 854


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 2.05, which was -1.60 lower than the previous day. The implied volatity was 26.87, the open interest changed by 353 which increased total open position to 900


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 25.41, the open interest changed by -44 which decreased total open position to 547


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 3.65, which was 0.20 higher than the previous day. The implied volatity was 25.60, the open interest changed by -34 which decreased total open position to 592


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 3.45, which was -3.80 lower than the previous day. The implied volatity was 27.40, the open interest changed by -27 which decreased total open position to 625


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 7.25, which was -0.85 lower than the previous day. The implied volatity was 23.90, the open interest changed by 38 which increased total open position to 651


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 8.1, which was 2.80 higher than the previous day. The implied volatity was 23.71, the open interest changed by 144 which increased total open position to 618


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was 24.07, the open interest changed by 18 which increased total open position to 474


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 5.05, which was -3.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 2 which increased total open position to 455


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 8.3, which was 0.35 higher than the previous day. The implied volatity was 24.65, the open interest changed by 117 which increased total open position to 453


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 7.95, which was -0.60 lower than the previous day. The implied volatity was 21.63, the open interest changed by 98 which increased total open position to 337


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 8.55, which was 0.40 higher than the previous day. The implied volatity was 21.35, the open interest changed by 120 which increased total open position to 238


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 8.15, which was -3.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 13 which increased total open position to 117


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 11.2, which was -0.90 lower than the previous day. The implied volatity was 23.22, the open interest changed by 42 which increased total open position to 106


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 12.1, which was -4.95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 15 which increased total open position to 64


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 17.05, which was -2.05 lower than the previous day. The implied volatity was 22.69, the open interest changed by 5 which increased total open position to 49


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 19.1, which was -9.20 lower than the previous day. The implied volatity was 23.01, the open interest changed by 29 which increased total open position to 36


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 28.3, which was 2.95 higher than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 5


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 25.35, which was -5.65 lower than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 4


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 31, which was 11.55 higher than the previous day. The implied volatity was 26.63, the open interest changed by 0 which decreased total open position to 0


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 19.45, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 19.45, 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 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 19.45, 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 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 19.45, 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 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 19.45, 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 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 19.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 570 PE
Delta: -0.72
Vega: 0.26
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 23.6 -14.00 39.10 24 -9 169
22 Jan 536.65 37.6 3.60 47.91 12 -4 180
21 Jan 531.75 34 0.00 0.00 0 0 0
20 Jan 535.35 34 0.60 25.17 1 0 184
17 Jan 536.25 33.4 0.00 0.00 0 0 0
16 Jan 540.15 33.4 -18.40 33.06 156 2 186
15 Jan 519.30 51.8 -1.45 40.63 15 -4 185
14 Jan 515.35 53.25 -4.75 35.56 20 -7 189
13 Jan 493.20 58 13.20 - 9 -2 197
10 Jan 511.25 44.8 0.00 0.00 0 0 0
9 Jan 525.25 44.8 7.90 31.13 7 -1 198
8 Jan 538.05 36.9 0.95 33.61 2 1 199
7 Jan 535.75 35.95 -5.70 28.24 7 0 198
6 Jan 529.90 41.65 16.15 30.73 26 5 199
3 Jan 548.70 25.5 1.20 24.74 17 -3 194
2 Jan 549.85 24.3 -6.95 24.69 27 3 199
1 Jan 538.60 31.25 -4.45 23.05 50 -9 195
31 Dec 535.80 35.7 9.35 25.78 25 -6 206
30 Dec 544.60 26.35 0.00 23.56 77 7 214
27 Dec 547.95 26.35 1.20 25.13 45 20 207
26 Dec 548.80 25.15 -5.20 24.53 97 25 188
24 Dec 543.10 30.35 3.85 24.42 23 18 160
23 Dec 550.65 26.5 1.50 27.42 13 9 140
20 Dec 548.80 25 6.00 24.01 31 19 131
19 Dec 563.30 19 -0.50 24.62 3 0 112
18 Dec 564.55 19.5 3.50 26.86 111 93 109
17 Dec 571.10 16 0.80 25.05 2 0 16
16 Dec 576.95 15.2 -12.15 25.86 19 14 15
13 Dec 572.75 27.35 -41.95 39.49 1 0 0
12 Dec 571.75 69.3 0.00 1.21 0 0 0
11 Dec 578.45 69.3 0.00 3.01 0 0 0
10 Dec 573.50 69.3 0.00 1.71 0 0 0
9 Dec 571.30 69.3 0.00 1.17 0 0 0
6 Dec 565.30 69.3 0.00 0.72 0 0 0
5 Dec 571.10 69.3 0.00 1.46 0 0 0
4 Dec 564.70 69.3 69.30 - 0 0 0
3 Dec 566.55 0 0.83 0 0 0


For Ambuja Cements Ltd - strike price 570 expiring on 30JAN2025

Delta for 570 PE is -0.72

Historical price for 570 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 23.6, which was -14.00 lower than the previous day. The implied volatity was 39.10, the open interest changed by -9 which decreased total open position to 169


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 37.6, which was 3.60 higher than the previous day. The implied volatity was 47.91, the open interest changed by -4 which decreased total open position to 180


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 34, which was 0.60 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 184


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 33.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 33.4, which was -18.40 lower than the previous day. The implied volatity was 33.06, the open interest changed by 2 which increased total open position to 186


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 51.8, which was -1.45 lower than the previous day. The implied volatity was 40.63, the open interest changed by -4 which decreased total open position to 185


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 53.25, which was -4.75 lower than the previous day. The implied volatity was 35.56, the open interest changed by -7 which decreased total open position to 189


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 58, which was 13.20 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 197


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 44.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 44.8, which was 7.90 higher than the previous day. The implied volatity was 31.13, the open interest changed by -1 which decreased total open position to 198


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 36.9, which was 0.95 higher than the previous day. The implied volatity was 33.61, the open interest changed by 1 which increased total open position to 199


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 35.95, which was -5.70 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 198


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 41.65, which was 16.15 higher than the previous day. The implied volatity was 30.73, the open interest changed by 5 which increased total open position to 199


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 25.5, which was 1.20 higher than the previous day. The implied volatity was 24.74, the open interest changed by -3 which decreased total open position to 194


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 24.3, which was -6.95 lower than the previous day. The implied volatity was 24.69, the open interest changed by 3 which increased total open position to 199


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 31.25, which was -4.45 lower than the previous day. The implied volatity was 23.05, the open interest changed by -9 which decreased total open position to 195


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 35.7, which was 9.35 higher than the previous day. The implied volatity was 25.78, the open interest changed by -6 which decreased total open position to 206


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 26.35, which was 0.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 7 which increased total open position to 214


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 26.35, which was 1.20 higher than the previous day. The implied volatity was 25.13, the open interest changed by 20 which increased total open position to 207


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 25.15, which was -5.20 lower than the previous day. The implied volatity was 24.53, the open interest changed by 25 which increased total open position to 188


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 30.35, which was 3.85 higher than the previous day. The implied volatity was 24.42, the open interest changed by 18 which increased total open position to 160


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 26.5, which was 1.50 higher than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 140


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 25, which was 6.00 higher than the previous day. The implied volatity was 24.01, the open interest changed by 19 which increased total open position to 131


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 19, which was -0.50 lower than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 112


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 19.5, which was 3.50 higher than the previous day. The implied volatity was 26.86, the open interest changed by 93 which increased total open position to 109


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 16, which was 0.80 higher than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 16


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 15.2, which was -12.15 lower than the previous day. The implied volatity was 25.86, the open interest changed by 14 which increased total open position to 15


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 27.35, which was -41.95 lower than the previous day. The implied volatity was 39.49, the open interest changed by 0 which decreased total open position to 0


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 69.3, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 69.3, which was 69.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0