AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:10 AM IST
| AMBUJACEM 26DEC2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.44
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 16.6 | -0.30 | 27.79 | 676 | 46 | 785 | |||
| 11 Dec | 578.45 | 16.9 | 1.15 | 25.01 | 1,415 | -153 | 737 | |||
| 10 Dec | 573.50 | 15.75 | 2.00 | 25.85 | 1,479 | 110 | 974 | |||
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| 9 Dec | 571.30 | 13.75 | 0.90 | 25.29 | 2,051 | -51 | 861 | |||
| 6 Dec | 565.30 | 12.85 | -2.35 | 25.08 | 734 | 113 | 918 | |||
| 5 Dec | 571.10 | 15.2 | 1.25 | 23.01 | 2,092 | -265 | 806 | |||
| 4 Dec | 564.70 | 13.95 | -1.05 | 26.75 | 2,563 | 82 | 1,078 | |||
| 3 Dec | 566.55 | 15 | 9.15 | 27.54 | 7,518 | 449 | 982 | |||
| 2 Dec | 538.80 | 5.85 | 0.40 | 28.43 | 1,101 | 25 | 530 | |||
| 29 Nov | 531.50 | 5.45 | 2.15 | 28.12 | 1,494 | 232 | 504 | |||
| 28 Nov | 513.00 | 3.3 | -1.70 | 32.12 | 485 | 81 | 271 | |||
| 27 Nov | 515.00 | 5 | 2.90 | 34.83 | 383 | 27 | 190 | |||
| 26 Nov | 493.70 | 2.1 | -1.15 | 34.61 | 261 | 76 | 162 | |||
| 25 Nov | 504.95 | 3.25 | -2.00 | 33.18 | 179 | 46 | 87 | |||
| 22 Nov | 499.85 | 5.25 | -0.75 | 38.39 | 132 | 38 | 79 | |||
| 21 Nov | 484.15 | 6 | -5.10 | 49.70 | 76 | 9 | 39 | |||
| 20 Nov | 549.55 | 11.1 | 0.00 | 23.06 | 24 | 15 | 20 | |||
| 19 Nov | 549.55 | 11.1 | -0.70 | 23.06 | 24 | 5 | 20 | |||
| 18 Nov | 550.55 | 11.8 | 1.25 | 25.05 | 15 | 3 | 14 | |||
| 14 Nov | 544.50 | 10.55 | -4.45 | 24.60 | 11 | 7 | 10 | |||
| 13 Nov | 545.35 | 15 | -10.00 | 30.26 | 2 | 0 | 2 | |||
| 12 Nov | 556.60 | 25 | -4.60 | 37.35 | 1 | 0 | 1 | |||
| 11 Nov | 560.40 | 29.6 | 29.60 | 38.72 | 1 | 0 | 0 | |||
| 1 Nov | 582.45 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.61
Historical price for 570 CE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 16.6, which was -0.30 lower than the previous day. The implied volatity was 27.79, the open interest changed by 46 which increased total open position to 785
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 16.9, which was 1.15 higher than the previous day. The implied volatity was 25.01, the open interest changed by -153 which decreased total open position to 737
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 15.75, which was 2.00 higher than the previous day. The implied volatity was 25.85, the open interest changed by 110 which increased total open position to 974
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 13.75, which was 0.90 higher than the previous day. The implied volatity was 25.29, the open interest changed by -51 which decreased total open position to 861
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 12.85, which was -2.35 lower than the previous day. The implied volatity was 25.08, the open interest changed by 113 which increased total open position to 918
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 15.2, which was 1.25 higher than the previous day. The implied volatity was 23.01, the open interest changed by -265 which decreased total open position to 806
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 82 which increased total open position to 1078
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 15, which was 9.15 higher than the previous day. The implied volatity was 27.54, the open interest changed by 449 which increased total open position to 982
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 5.85, which was 0.40 higher than the previous day. The implied volatity was 28.43, the open interest changed by 25 which increased total open position to 530
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 5.45, which was 2.15 higher than the previous day. The implied volatity was 28.12, the open interest changed by 232 which increased total open position to 504
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 3.3, which was -1.70 lower than the previous day. The implied volatity was 32.12, the open interest changed by 81 which increased total open position to 271
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 5, which was 2.90 higher than the previous day. The implied volatity was 34.83, the open interest changed by 27 which increased total open position to 190
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 2.1, which was -1.15 lower than the previous day. The implied volatity was 34.61, the open interest changed by 76 which increased total open position to 162
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 3.25, which was -2.00 lower than the previous day. The implied volatity was 33.18, the open interest changed by 46 which increased total open position to 87
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 38.39, the open interest changed by 38 which increased total open position to 79
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 6, which was -5.10 lower than the previous day. The implied volatity was 49.70, the open interest changed by 9 which increased total open position to 39
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 23.06, the open interest changed by 15 which increased total open position to 20
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 11.1, which was -0.70 lower than the previous day. The implied volatity was 23.06, the open interest changed by 5 which increased total open position to 20
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 11.8, which was 1.25 higher than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 14
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 10.55, which was -4.45 lower than the previous day. The implied volatity was 24.60, the open interest changed by 7 which increased total open position to 10
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 15, which was -10.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 2
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 25, which was -4.60 lower than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 1
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 29.6, which was 29.60 higher than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 0
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0, 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 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.44
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 575.30 | 8.6 | 0.50 | 26.67 | 1,167 | 78 | 879 |
| 11 Dec | 578.45 | 8.1 | -2.30 | 26.46 | 1,305 | -11 | 801 |
| 10 Dec | 573.50 | 10.4 | -1.30 | 27.97 | 1,179 | 157 | 815 |
| 9 Dec | 571.30 | 11.7 | -1.60 | 26.52 | 1,404 | 156 | 661 |
| 6 Dec | 565.30 | 13.3 | 0.25 | 24.35 | 795 | -43 | 503 |
| 5 Dec | 571.10 | 13.05 | -3.75 | 28.33 | 1,066 | -57 | 546 |
| 4 Dec | 564.70 | 16.8 | -0.55 | 28.70 | 630 | -13 | 604 |
| 3 Dec | 566.55 | 17.35 | -18.00 | 29.54 | 1,757 | 393 | 624 |
| 2 Dec | 538.80 | 35.35 | -3.30 | 32.22 | 27 | 4 | 231 |
| 29 Nov | 531.50 | 38.65 | -17.05 | 31.16 | 153 | 13 | 227 |
| 28 Nov | 513.00 | 55.7 | 1.70 | 31.36 | 21 | 17 | 214 |
| 27 Nov | 515.00 | 54 | -21.75 | 33.43 | 8 | 5 | 195 |
| 26 Nov | 493.70 | 75.75 | 13.75 | 42.70 | 195 | 186 | 191 |
| 25 Nov | 504.95 | 62 | -2.45 | 31.82 | 1 | 1 | 4 |
| 22 Nov | 499.85 | 64.45 | -20.55 | 29.94 | 1 | 0 | 3 |
| 21 Nov | 484.15 | 85 | 53.00 | 27.08 | 2 | 0 | 1 |
| 20 Nov | 549.55 | 32 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 32 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 14 Nov | 544.50 | 32 | 2.55 | 27.81 | 1 | 0 | 0 |
| 13 Nov | 545.35 | 29.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 556.60 | 29.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 560.40 | 29.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 582.45 | 29.45 | 2.76 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -0.39
Historical price for 570 PE is as follows
On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 8.6, which was 0.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by 78 which increased total open position to 879
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 8.1, which was -2.30 lower than the previous day. The implied volatity was 26.46, the open interest changed by -11 which decreased total open position to 801
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 10.4, which was -1.30 lower than the previous day. The implied volatity was 27.97, the open interest changed by 157 which increased total open position to 815
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 11.7, which was -1.60 lower than the previous day. The implied volatity was 26.52, the open interest changed by 156 which increased total open position to 661
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 13.3, which was 0.25 higher than the previous day. The implied volatity was 24.35, the open interest changed by -43 which decreased total open position to 503
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 13.05, which was -3.75 lower than the previous day. The implied volatity was 28.33, the open interest changed by -57 which decreased total open position to 546
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 16.8, which was -0.55 lower than the previous day. The implied volatity was 28.70, the open interest changed by -13 which decreased total open position to 604
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 17.35, which was -18.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by 393 which increased total open position to 624
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 35.35, which was -3.30 lower than the previous day. The implied volatity was 32.22, the open interest changed by 4 which increased total open position to 231
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 38.65, which was -17.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by 13 which increased total open position to 227
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 55.7, which was 1.70 higher than the previous day. The implied volatity was 31.36, the open interest changed by 17 which increased total open position to 214
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 54, which was -21.75 lower than the previous day. The implied volatity was 33.43, the open interest changed by 5 which increased total open position to 195
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 75.75, which was 13.75 higher than the previous day. The implied volatity was 42.70, the open interest changed by 186 which increased total open position to 191
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 62, which was -2.45 lower than the previous day. The implied volatity was 31.82, the open interest changed by 1 which increased total open position to 4
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 64.45, which was -20.55 lower than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 3
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 85, which was 53.00 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 1
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 32, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 32, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 32, 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 1
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 32, which was 2.55 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 29.45, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 29.45, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 29.45, 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 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 29.45, which was lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
