AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 03:50 PM IST
| AMBUJACEM 30JAN2025 580 CE | ||||||||||
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Delta: 0.25
Vega: 0.53
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 547.95 | 5.2 | -0.85 | 21.53 | 328 | 2 | 528 | |||
| 26 Dec | 548.80 | 6.05 | 0.75 | 21.99 | 937 | 307 | 530 | |||
| 24 Dec | 543.10 | 5.3 | -3.05 | 23.42 | 214 | 85 | 223 | |||
| 23 Dec | 550.65 | 8.35 | -0.90 | 23.82 | 123 | 24 | 137 | |||
| 20 Dec | 548.80 | 9.25 | -4.75 | 24.50 | 141 | 5 | 113 | |||
| 19 Dec | 563.30 | 14 | -1.95 | 24.36 | 171 | 19 | 107 | |||
| 18 Dec | 564.55 | 15.95 | -6.05 | 24.86 | 119 | 79 | 87 | |||
| 17 Dec | 571.10 | 22 | -1.45 | 29.05 | 5 | 2 | 8 | |||
| 16 Dec | 576.95 | 23.45 | 1.45 | 27.92 | 4 | 0 | 5 | |||
| 13 Dec | 572.75 | 22 | -0.85 | 26.05 | 7 | 3 | 4 | |||
| 12 Dec | 571.75 | 22.85 | -30.60 | 28.42 | 1 | 0 | 0 | |||
| 11 Dec | 578.45 | 53.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 573.50 | 53.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 571.30 | 53.45 | 0.00 | 0.29 | 0 | 0 | 0 | |||
| 6 Dec | 565.30 | 53.45 | 0.00 | 0.82 | 0 | 0 | 0 | |||
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| 5 Dec | 571.10 | 53.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 564.70 | 53.45 | 0.00 | 0.86 | 0 | 0 | 0 | |||
| 3 Dec | 566.55 | 53.45 | 0.00 | 0.86 | 0 | 0 | 0 | |||
| 28 Nov | 513.00 | 53.45 | 0.00 | 6.77 | 0 | 0 | 0 | |||
| 27 Nov | 515.00 | 53.45 | 0.00 | 6.62 | 0 | 0 | 0 | |||
| 26 Nov | 493.70 | 53.45 | 0.00 | 7.54 | 0 | 0 | 0 | |||
| 25 Nov | 504.95 | 53.45 | 0.00 | 7.52 | 0 | 0 | 0 | |||
| 22 Nov | 499.85 | 53.45 | 0.00 | 7.84 | 0 | 0 | 0 | |||
| 21 Nov | 484.15 | 53.45 | 53.45 | 10.59 | 0 | 0 | 0 | |||
| 20 Nov | 549.55 | 0 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 0 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 0 | 0.00 | 2.17 | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 0 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 0 | 0.00 | 2.66 | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 0 | 0.00 | 1.18 | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 0 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 0 | 0.00 | 0.14 | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 580 expiring on 30JAN2025
Delta for 580 CE is 0.25
Historical price for 580 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 5.2, which was -0.85 lower than the previous day. The implied volatity was 21.53, the open interest changed by 2 which increased total open position to 528
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 6.05, which was 0.75 higher than the previous day. The implied volatity was 21.99, the open interest changed by 307 which increased total open position to 530
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 5.3, which was -3.05 lower than the previous day. The implied volatity was 23.42, the open interest changed by 85 which increased total open position to 223
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 8.35, which was -0.90 lower than the previous day. The implied volatity was 23.82, the open interest changed by 24 which increased total open position to 137
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 9.25, which was -4.75 lower than the previous day. The implied volatity was 24.50, the open interest changed by 5 which increased total open position to 113
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 14, which was -1.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by 19 which increased total open position to 107
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 15.95, which was -6.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 79 which increased total open position to 87
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 22, which was -1.45 lower than the previous day. The implied volatity was 29.05, the open interest changed by 2 which increased total open position to 8
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 23.45, which was 1.45 higher than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 5
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 22, which was -0.85 lower than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 4
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 22.85, which was -30.60 lower than the previous day. The implied volatity was 28.42, 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 53.45, 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 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 53.45, 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 53.45, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 53.45, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 53.45, 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 53.45, which was 0.00 lower than the previous day. The implied volatity was 0.86, 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 53.45, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 6.62, the open interest changed by 0 which decreased total open position to 0
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 7.84, the open interest changed by 0 which decreased total open position to 0
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 53.45, which was 53.45 higher than the previous day. The implied volatity was 10.59, the open interest changed by 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, 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 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, 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 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, 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 Nov AMBUJACEM was trading at 571.40. 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 30JAN2025 580 PE | |||||||
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Delta: -0.72
Vega: 0.57
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 33.2 | 2.05 | 24.95 | 13 | 6 | 250 |
| 26 Dec | 548.80 | 31.15 | -5.45 | 23.10 | 238 | 232 | 244 |
| 24 Dec | 543.10 | 36.6 | 3.60 | 22.27 | 5 | 3 | 11 |
| 23 Dec | 550.65 | 33 | 3.60 | 27.48 | 1 | 0 | 8 |
| 20 Dec | 548.80 | 29.4 | -0.60 | 20.62 | 2 | 0 | 7 |
| 19 Dec | 563.30 | 30 | 4.60 | 31.84 | 1 | 0 | 7 |
| 18 Dec | 564.55 | 25.4 | 4.90 | 27.64 | 5 | 3 | 6 |
| 17 Dec | 571.10 | 20.5 | -0.50 | 24.88 | 3 | 1 | 2 |
| 16 Dec | 576.95 | 21 | -21.45 | 27.36 | 1 | 0 | 0 |
| 13 Dec | 572.75 | 42.45 | 0.00 | 0.15 | 0 | 0 | 0 |
| 12 Dec | 571.75 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 578.45 | 42.45 | 0.00 | 1.22 | 0 | 0 | 0 |
| 10 Dec | 573.50 | 42.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 571.30 | 42.45 | 42.45 | 0.47 | 0 | 0 | 0 |
| 6 Dec | 565.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 571.10 | 0 | 0.00 | 0.01 | 0 | 0 | 0 |
| 4 Dec | 564.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 566.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 513.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 515.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 493.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 504.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 499.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 484.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 550.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 544.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 545.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 556.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 560.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 564.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 570.70 | 0 | 0.00 | 0.40 | 0 | 0 | 0 |
| 6 Nov | 582.65 | 0 | 0.00 | 1.89 | 0 | 0 | 0 |
| 5 Nov | 572.00 | 0 | 0.00 | 0.69 | 0 | 0 | 0 |
| 4 Nov | 571.40 | 0 | 0.58 | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 580 expiring on 30JAN2025
Delta for 580 PE is -0.72
Historical price for 580 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 33.2, which was 2.05 higher than the previous day. The implied volatity was 24.95, the open interest changed by 6 which increased total open position to 250
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 31.15, which was -5.45 lower than the previous day. The implied volatity was 23.10, the open interest changed by 232 which increased total open position to 244
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 36.6, which was 3.60 higher than the previous day. The implied volatity was 22.27, the open interest changed by 3 which increased total open position to 11
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 33, which was 3.60 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 8
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 29.4, which was -0.60 lower than the previous day. The implied volatity was 20.62, the open interest changed by 0 which decreased total open position to 7
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 30, which was 4.60 higher than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 7
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 25.4, which was 4.90 higher than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 6
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 20.5, which was -0.50 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 2
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 21, which was -21.45 lower than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 42.45, 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 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 42.45, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 42.45, 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 42.45, which was 42.45 higher than the previous day. The implied volatity was 0.47, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 0, 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 0, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0, 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 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 0, 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 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0, 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 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0, 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 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 0, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0, 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 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0, 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 0, 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 0, 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 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0, 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 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
