AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 682.10 | 82 | - | 0 | 0 | 0 | ||||
| 3 Jul | 692.70 | 82 | - | 0 | 0 | 0 | ||||
| 2 Jul | 692.35 | 82 | - | 0 | 0 | 0 | ||||
| 1 Jul | 695.00 | 82 | - | 0 | 0 | 0 | ||||
| 28 Jun | 670.25 | 82 | - | 0 | 0 | 0 | ||||
| 27 Jun | 660.65 | 82 | - | 0 | 0 | 0 | ||||
| 26 Jun | 657.05 | 82 | - | 0 | 1,800 | 0 | ||||
| 25 Jun | 648.80 | 82 | - | 0 | 1,800 | 0 | ||||
| 24 Jun | 657.75 | 82 | - | 1,800 | 900 | 900 | ||||
| 21 Jun | 657.45 | 91.30 | - | 0 | 0 | 0 | ||||
| 20 Jun | 659.15 | 91.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 666.80 | 91.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 664.50 | 91.30 | - | 0 | 0 | 0 | ||||
| 12 Jun | 668.70 | 91.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 639.75 | 91.30 | - | 0 | 0 | 0 | ||||
| 10 Jun | 640.35 | 91.30 | - | 0 | 0 | 0 | ||||
| 7 Jun | 621.30 | 91.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 91.30 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 91.30 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 91.30 | - | 0 | 0 | 0 | ||||
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| 31 May | 634.05 | 91.30 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 580 expiring on 25JUL2024
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 82, 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 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May AMBUJACEM was trading at 634.05. The strike last trading price was 91.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 0.7 | -0.15 | - | 94,500 | -8,100 | 1,65,600 |
| 4 Jul | 682.10 | 0.85 | - | 71,100 | -13,500 | 1,73,700 | |
| 3 Jul | 692.70 | 1 | - | 28,800 | -6,300 | 1,87,200 | |
| 2 Jul | 692.35 | 1.25 | - | 59,400 | -9,900 | 1,95,300 | |
| 1 Jul | 695.00 | 1.2 | - | 1,20,600 | 17,100 | 2,05,200 | |
| 28 Jun | 670.25 | 2.45 | - | 2,25,000 | -9,000 | 1,88,100 | |
| 27 Jun | 660.65 | 4.4 | - | 1,62,000 | 90,900 | 1,97,100 | |
| 26 Jun | 657.05 | 4.6 | - | 1,23,300 | 62,100 | 1,07,100 | |
| 25 Jun | 648.80 | 4.5 | - | 51,300 | -4,500 | 45,000 | |
| 24 Jun | 657.75 | 3.45 | - | 32,400 | 16,200 | 47,700 | |
| 21 Jun | 657.45 | 3.60 | - | 0 | -900 | 0 | |
| 20 Jun | 659.15 | 3.60 | - | 900 | 900 | 32,400 | |
| 19 Jun | 666.80 | 3.00 | - | 11,700 | 2,700 | 31,500 | |
| 13 Jun | 664.50 | 3.55 | - | 7,200 | -5,400 | 29,700 | |
| 12 Jun | 668.70 | 4.00 | - | 12,600 | 9,900 | 36,000 | |
| 11 Jun | 639.75 | 8.05 | - | 1,800 | 0 | 25,200 | |
| 10 Jun | 640.35 | 8.60 | - | 11,700 | 6,300 | 25,200 | |
| 7 Jun | 621.30 | 14.05 | - | 11,700 | 19,800 | 19,800 | |
| 5 Jun | 598.90 | 33.00 | - | 5,400 | 900 | 26,100 | |
| 4 Jun | 556.60 | 45.00 | - | 11,700 | 5,400 | 25,200 | |
| 3 Jun | 670.80 | 9.40 | - | 12,600 | 9,900 | 19,800 | |
| 31 May | 634.05 | 30.00 | - | 9,900 | 5,400 | 5,400 | |
For AMBUJA CEMENTS LTD - strike price 580 expiring on 25JUL2024
Delta for 580 PE is -
Historical price for 580 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 165600
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 173700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 187200
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -9900 which decreased total open position to 195300
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 17100 which increased total open position to 205200
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 188100
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 90900 which increased total open position to 197100
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 62100 which increased total open position to 107100
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 45000
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 47700
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 0
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 32400
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 31500
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 29700
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 36000
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25200
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 8.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 25200
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 14.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 19800
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 26100
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 25200
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 19800
On 31 May AMBUJACEM was trading at 634.05. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 5400