AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 570 CE | ||||||||||
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Delta: 0.26
Vega: 0.25
Theta: -0.69
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.72
Vega: 0.26
Theta: -0.60
Gamma: 0.01
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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