AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 12:50 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 619.00 | 40.60 | -1.40 | - | 5,400 | -1,800 | 2,33,100 | |||
| 17 May | 620.70 | 42.00 | - | 1,29,600 | -17,100 | 2,35,800 | ||||
| 16 May | 615.40 | 38.95 | - | 76,500 | -4,500 | 2,52,900 | ||||
| 15 May | 613.25 | 37.50 | - | 45,900 | -8,100 | 2,57,400 | ||||
| 14 May | 610.20 | 38.70 | - | 5,30,100 | -1,05,300 | 2,65,500 | ||||
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| 13 May | 588.20 | 22.50 | - | 10,74,600 | -17,100 | 3,70,800 | ||||
| 10 May | 581.80 | 19.50 | - | 9,10,800 | 1,44,900 | 3,87,900 | ||||
| 9 May | 574.30 | 17.70 | - | 4,63,500 | 1,61,100 | 2,40,300 | ||||
| 8 May | 594.55 | 28.65 | - | 44,100 | 2,700 | 79,200 | ||||
| 7 May | 593.95 | 29.00 | - | 82,800 | 2,700 | 75,600 | ||||
| 6 May | 607.45 | 37.40 | - | 34,200 | 2,700 | 72,900 | ||||
| 3 May | 622.45 | 50.35 | - | 9,900 | 70,200 | 70,200 | ||||
| 2 May | 625.70 | 53.75 | - | 36,000 | 18,900 | 65,700 | ||||
| 30 Apr | 619.90 | 49.90 | - | 52,200 | 27,900 | 45,900 | ||||
| 29 Apr | 629.65 | 59.40 | - | 13,500 | 900 | 18,000 | ||||
| 26 Apr | 632.35 | 68.45 | - | 900 | 0 | 16,200 | ||||
| 25 Apr | 638.35 | 74.75 | - | 0 | 0 | 0 | ||||
| 24 Apr | 644.45 | 74.75 | - | 3,600 | 0 | 16,200 | ||||
| 23 Apr | 636.55 | 60.00 | - | 1,800 | 0 | 16,200 | ||||
| 22 Apr | 616.30 | 49.80 | - | 7,200 | 7,200 | 16,200 | ||||
| 19 Apr | 609.65 | 48.00 | - | 14,400 | 0 | 9,000 | ||||
| 18 Apr | 615.25 | 52.00 | - | 7,200 | 1,800 | 3,600 | ||||
| 16 Apr | 617.55 | 52.00 | - | 1,800 | 1,800 | 1,800 | ||||
| 15 Apr | 606.85 | 48.00 | - | 0 | 1,800 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 580 expiring on 30MAY2024
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 40.60, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 233100
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -17100 which decreased total open position to 235800
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 252900
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 37.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 257400
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 38.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -105300 which decreased total open position to 265500
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 22.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -17100 which decreased total open position to 370800
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 19.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 144900 which increased total open position to 387900
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 161100 which increased total open position to 240300
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 79200
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 75600
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 37.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 72900
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 50.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 70200 which increased total open position to 70200
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 18900 which increased total open position to 65700
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 49.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 45900
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 59.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 18000
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 68.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16200
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 74.75, 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 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 74.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16200
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16200
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 49.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 16200
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9000
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 3600
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased 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 |
| 18 May | 619.00 | 2.20 | 0.35 | - | 50,400 | -18,000 | 11,90,700 |
| 17 May | 620.70 | 1.85 | - | 4,53,600 | 3,600 | 12,09,600 | |
| 16 May | 615.40 | 2.95 | - | 10,16,100 | 4,500 | 12,06,000 | |
| 15 May | 613.25 | 3.95 | - | 4,96,800 | 1,800 | 12,01,500 | |
| 14 May | 610.20 | 4.40 | - | 14,54,400 | -11,700 | 12,02,400 | |
| 13 May | 588.20 | 12.50 | - | 10,08,900 | -11,700 | 12,14,100 | |
| 10 May | 581.80 | 15.00 | - | 6,31,800 | 3,600 | 12,26,700 | |
| 9 May | 574.30 | 22.35 | - | 9,49,500 | 25,200 | 12,22,200 | |
| 8 May | 594.55 | 11.65 | - | 4,23,000 | 18,000 | 11,97,000 | |
| 7 May | 593.95 | 12.60 | - | 14,65,200 | -52,200 | 11,78,100 | |
| 6 May | 607.45 | 8.10 | - | 28,99,800 | 47,700 | 12,30,300 | |
| 3 May | 622.45 | 3.40 | - | 5,97,600 | 11,83,500 | 11,83,500 | |
| 2 May | 625.70 | 3.40 | - | 12,99,600 | 30,600 | 11,43,900 | |
| 30 Apr | 619.90 | 8.30 | - | 14,96,700 | 53,100 | 11,16,000 | |
| 29 Apr | 629.65 | 5.90 | - | 4,50,000 | 62,100 | 10,62,900 | |
| 26 Apr | 632.35 | 5.65 | - | 4,49,100 | 99,000 | 10,00,800 | |
| 25 Apr | 638.35 | 5.85 | - | 5,63,400 | 2,32,200 | 8,98,200 | |
| 24 Apr | 644.45 | 5.35 | - | 3,33,000 | 30,600 | 6,64,200 | |
| 23 Apr | 636.55 | 6.15 | - | 7,77,600 | 14,400 | 6,33,600 | |
| 22 Apr | 616.30 | 8.45 | - | 6,89,400 | 3,25,800 | 6,19,200 | |
| 19 Apr | 609.65 | 11.35 | - | 2,37,600 | 1,72,800 | 2,93,400 | |
| 18 Apr | 615.25 | 10.80 | - | 1,08,000 | 70,200 | 1,18,800 | |
| 16 Apr | 617.55 | 9.10 | - | 52,200 | 18,000 | 48,600 | |
| 15 Apr | 606.85 | 12.75 | - | 5,400 | 1,800 | 30,600 | |
For AMBUJA CEMENTS LTD - strike price 580 expiring on 30MAY2024
Delta for 580 PE is -
Historical price for 580 PE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 2.20, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 1190700
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 1209600
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 1206000
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1201500
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 4.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 1202400
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 1214100
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 1226700
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 22.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 1222200
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 1197000
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -52200 which decreased total open position to 1178100
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 47700 which increased total open position to 1230300
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1183500 which increased total open position to 1183500
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 1143900
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 53100 which increased total open position to 1116000
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 5.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 62100 which increased total open position to 1062900
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 1000800
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 232200 which increased total open position to 898200
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 664200
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 633600
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 325800 which increased total open position to 619200
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 172800 which increased total open position to 293400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 70200 which increased total open position to 118800
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 48600
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 30600