AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.29
Theta: -0.27
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 2.6 | -0.60 | 23.66 | 1,193 | 79 | 974 | |||
| 13 Nov | 545.35 | 3.2 | -2.60 | 24.39 | 1,281 | 135 | 894 | |||
| 12 Nov | 556.60 | 5.8 | -2.40 | 22.61 | 1,186 | 101 | 764 | |||
| 11 Nov | 560.40 | 8.2 | -2.50 | 22.11 | 939 | 98 | 663 | |||
| 8 Nov | 564.90 | 10.7 | -4.00 | 22.58 | 746 | 121 | 564 | |||
| 7 Nov | 570.70 | 14.7 | -8.15 | 23.55 | 338 | 33 | 442 | |||
| 6 Nov | 582.65 | 22.85 | 5.10 | 23.90 | 736 | -155 | 406 | |||
| 5 Nov | 572.00 | 17.75 | 0.05 | 25.96 | 595 | -48 | 560 | |||
| 4 Nov | 571.40 | 17.7 | -6.25 | 26.65 | 921 | 406 | 608 | |||
| 1 Nov | 582.45 | 23.95 | 0.20 | 23.92 | 6 | -1 | 197 | |||
| 31 Oct | 580.55 | 23.75 | 0.75 | - | 215 | -14 | 199 | |||
| 30 Oct | 579.70 | 23 | 0.90 | - | 312 | -116 | 213 | |||
| 29 Oct | 575.00 | 22.1 | 0.05 | - | 498 | 16 | 328 | |||
| 28 Oct | 569.40 | 22.05 | 5.50 | - | 1,496 | 175 | 313 | |||
| 25 Oct | 552.70 | 16.55 | -3.65 | - | 22 | 13 | 138 | |||
| 24 Oct | 558.90 | 20.2 | -0.15 | - | 60 | 38 | 126 | |||
| 23 Oct | 555.85 | 20.35 | -2.70 | - | 74 | 42 | 88 | |||
| 22 Oct | 558.50 | 23.05 | -0.95 | - | 66 | 45 | 46 | |||
| 21 Oct | 571.90 | 24 | 0.00 | - | 0 | 1 | 0 | |||
| 18 Oct | 573.95 | 24 | -56.30 | - | 2 | 1 | 1 | |||
| 17 Oct | 571.25 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 589.05 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 590.35 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 585.25 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Oct | 607.95 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 606.40 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 610.70 | 80.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 80.3 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 CE is 0.19
Historical price for 570 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 2.6, which was -0.60 lower than the previous day. The implied volatity was 23.66, the open interest changed by 79 which increased total open position to 974
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 3.2, which was -2.60 lower than the previous day. The implied volatity was 24.39, the open interest changed by 135 which increased total open position to 894
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 5.8, which was -2.40 lower than the previous day. The implied volatity was 22.61, the open interest changed by 101 which increased total open position to 764
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 8.2, which was -2.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by 98 which increased total open position to 663
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 10.7, which was -4.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by 121 which increased total open position to 564
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 14.7, which was -8.15 lower than the previous day. The implied volatity was 23.55, the open interest changed by 33 which increased total open position to 442
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 22.85, which was 5.10 higher than the previous day. The implied volatity was 23.90, the open interest changed by -155 which decreased total open position to 406
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 17.75, which was 0.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by -48 which decreased total open position to 560
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 17.7, which was -6.25 lower than the previous day. The implied volatity was 26.65, the open interest changed by 406 which increased total open position to 608
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 23.95, which was 0.20 higher than the previous day. The implied volatity was 23.92, the open interest changed by -1 which decreased total open position to 197
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 23.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 23, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 22.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 22.05, which was 5.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 16.55, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 20.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 20.35, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 23.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 24, which was -56.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 80.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 80.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.33
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 27.1 | 1.25 | 28.12 | 84 | -21 | 579 |
| 13 Nov | 545.35 | 25.85 | 7.30 | 24.82 | 248 | -83 | 599 |
| 12 Nov | 556.60 | 18.55 | 3.20 | 25.27 | 331 | -64 | 685 |
| 11 Nov | 560.40 | 15.35 | 1.00 | 25.47 | 404 | -58 | 754 |
| 8 Nov | 564.90 | 14.35 | 3.00 | 24.70 | 709 | -10 | 805 |
| 7 Nov | 570.70 | 11.35 | 4.30 | 24.05 | 766 | -50 | 803 |
| 6 Nov | 582.65 | 7.05 | -5.25 | 24.05 | 1,080 | 243 | 852 |
| 5 Nov | 572.00 | 12.3 | -1.65 | 26.19 | 641 | -1 | 621 |
| 4 Nov | 571.40 | 13.95 | 3.70 | 27.10 | 2,437 | 215 | 625 |
| 1 Nov | 582.45 | 10.25 | 0.60 | 27.28 | 45 | -22 | 410 |
| 31 Oct | 580.55 | 9.65 | -0.45 | - | 662 | 160 | 433 |
| 30 Oct | 579.70 | 10.1 | -2.10 | - | 250 | 40 | 273 |
| 29 Oct | 575.00 | 12.2 | -4.40 | - | 185 | 23 | 231 |
| 28 Oct | 569.40 | 16.6 | -15.05 | - | 426 | 191 | 207 |
| 25 Oct | 552.70 | 31.65 | 6.00 | - | 6 | -1 | 16 |
| 24 Oct | 558.90 | 25.65 | -4.05 | - | 8 | 2 | 16 |
| 23 Oct | 555.85 | 29.7 | 1.05 | - | 7 | 0 | 14 |
| 22 Oct | 558.50 | 28.65 | 8.65 | - | 19 | 11 | 14 |
| 21 Oct | 571.90 | 20 | 6.30 | - | 1 | 0 | 2 |
| 18 Oct | 573.95 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 588.90 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 13.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 13.7 | 5.85 | - | 1 | 0 | 2 |
| 9 Oct | 607.95 | 7.85 | 3.85 | - | 2 | 1 | 1 |
| 8 Oct | 606.40 | 4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 4 | - | 2 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 PE is -0.77
Historical price for 570 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 27.1, which was 1.25 higher than the previous day. The implied volatity was 28.12, the open interest changed by -21 which decreased total open position to 579
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 25.85, which was 7.30 higher than the previous day. The implied volatity was 24.82, the open interest changed by -83 which decreased total open position to 599
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 18.55, which was 3.20 higher than the previous day. The implied volatity was 25.27, the open interest changed by -64 which decreased total open position to 685
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 15.35, which was 1.00 higher than the previous day. The implied volatity was 25.47, the open interest changed by -58 which decreased total open position to 754
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 14.35, which was 3.00 higher than the previous day. The implied volatity was 24.70, the open interest changed by -10 which decreased total open position to 805
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 11.35, which was 4.30 higher than the previous day. The implied volatity was 24.05, the open interest changed by -50 which decreased total open position to 803
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 7.05, which was -5.25 lower than the previous day. The implied volatity was 24.05, the open interest changed by 243 which increased total open position to 852
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 12.3, which was -1.65 lower than the previous day. The implied volatity was 26.19, the open interest changed by -1 which decreased total open position to 621
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 13.95, which was 3.70 higher than the previous day. The implied volatity was 27.10, the open interest changed by 215 which increased total open position to 625
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 10.25, which was 0.60 higher than the previous day. The implied volatity was 27.28, the open interest changed by -22 which decreased total open position to 410
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 9.65, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 10.1, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 12.2, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 16.6, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 31.65, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 25.65, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 29.7, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 28.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 20, which was 6.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 13.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 13.7, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 7.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
