AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 575 CE | ||||||||||
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Delta: 0.29
Vega: 0.57
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 6.35 | 21.38 | 25 | 14 | 14 | ||||
For Ambuja Cements Ltd - strike price 575 expiring on 30JAN2025
Delta for 575 CE is 0.29
Historical price for 575 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was 21.38, the open interest changed by 14 which increased total open position to 14
| AMBUJACEM 30JAN2025 575 PE | |||||||
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Delta: -0.69
Vega: 0.59
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 28.65 | 23.32 | 6 | 5 | 5 | |
For Ambuja Cements Ltd - strike price 575 expiring on 30JAN2025
Delta for 575 PE is -0.69
Historical price for 575 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was 23.32, the open interest changed by 5 which increased total open position to 5
