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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

557.35 8.56 (1.56%)

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Historical option data for AMBUJACEM

24 Jan 2025 09:40 AM IST
AMBUJACEM 30JAN2025 590 CE
Delta: 0.14
Vega: 0.16
Theta: -0.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 558.00 1.9 0.4 37.37 119 45 325
23 Jan 548.80 1.5 0.75 38.71 301 -7 291
22 Jan 536.65 0.75 -0.05 39.78 34 -8 300
21 Jan 531.75 0.8 0.10 39.99 214 4 314
20 Jan 535.35 0.7 -0.35 35.06 34 1 311
17 Jan 536.25 1.05 -0.65 33.98 91 32 311
16 Jan 540.15 1.7 0.80 34.19 261 -22 281
15 Jan 519.30 0.9 0.15 37.34 82 12 303
14 Jan 515.35 0.75 0.30 36.17 79 -16 291
13 Jan 493.20 0.45 -0.05 41.70 21 -10 307
10 Jan 511.25 0.5 -0.35 31.40 156 -101 317
9 Jan 525.25 0.85 -0.45 28.53 645 -242 416
8 Jan 538.05 1.3 -0.10 25.80 194 -1 660
7 Jan 535.75 1.4 -0.05 26.29 118 0 663
6 Jan 529.90 1.45 -1.60 28.24 418 -18 666
3 Jan 548.70 3.05 -0.40 24.20 97 20 686
2 Jan 549.85 3.45 1.30 23.84 456 19 668
1 Jan 538.60 2.15 -0.05 24.31 484 265 649
31 Dec 535.80 2.2 -1.45 25.59 288 4 384
30 Dec 544.60 3.65 0.35 24.46 468 26 375
27 Dec 547.95 3.3 -0.65 21.55 371 91 349
26 Dec 548.80 3.95 0.20 22.00 406 150 256
24 Dec 543.10 3.75 -2.05 23.94 29 1 106
23 Dec 550.65 5.8 -0.85 23.75 158 101 105
20 Dec 548.80 6.65 -4.90 24.49 10 4 5
19 Dec 563.30 11.55 0.00 0.00 0 1 0
18 Dec 564.55 11.55 -3.10 24.05 2 1 1
17 Dec 571.10 14.65 0.00 1.84 0 0 0
16 Dec 576.95 14.65 0.00 1.20 0 0 0
13 Dec 572.75 14.65 0.00 1.34 0 0 0
12 Dec 571.75 14.65 0.00 1.70 0 0 0
11 Dec 578.45 14.65 0.00 0.72 0 0 0
10 Dec 573.50 14.65 0.00 1.15 0 0 0
9 Dec 571.30 14.65 0.00 1.59 0 0 0
6 Dec 565.30 14.65 0.00 2.07 0 0 0
5 Dec 571.10 14.65 0.00 1.28 0 0 0
4 Dec 564.70 14.65 0.00 2.12 0 0 0
3 Dec 566.55 14.65 2.08 0 0 0


For Ambuja Cements Ltd - strike price 590 expiring on 30JAN2025

Delta for 590 CE is 0.14

Historical price for 590 CE is as follows

On 24 Jan AMBUJACEM was trading at 558.00. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 37.37, the open interest changed by 45 which increased total open position to 325


On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 1.5, which was 0.75 higher than the previous day. The implied volatity was 38.71, the open interest changed by -7 which decreased total open position to 291


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.78, the open interest changed by -8 which decreased total open position to 300


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 39.99, the open interest changed by 4 which increased total open position to 314


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 35.06, the open interest changed by 1 which increased total open position to 311


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 33.98, the open interest changed by 32 which increased total open position to 311


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 1.7, which was 0.80 higher than the previous day. The implied volatity was 34.19, the open interest changed by -22 which decreased total open position to 281


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 37.34, the open interest changed by 12 which increased total open position to 303


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 36.17, the open interest changed by -16 which decreased total open position to 291


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 41.70, the open interest changed by -10 which decreased total open position to 307


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 31.40, the open interest changed by -101 which decreased total open position to 317


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 28.53, the open interest changed by -242 which decreased total open position to 416


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by -1 which decreased total open position to 660


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 663


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 1.45, which was -1.60 lower than the previous day. The implied volatity was 28.24, the open interest changed by -18 which decreased total open position to 666


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 24.20, the open interest changed by 20 which increased total open position to 686


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 3.45, which was 1.30 higher than the previous day. The implied volatity was 23.84, the open interest changed by 19 which increased total open position to 668


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 265 which increased total open position to 649


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 2.2, which was -1.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by 4 which increased total open position to 384


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 3.65, which was 0.35 higher than the previous day. The implied volatity was 24.46, the open interest changed by 26 which increased total open position to 375


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 21.55, the open interest changed by 91 which increased total open position to 349


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 3.95, which was 0.20 higher than the previous day. The implied volatity was 22.00, the open interest changed by 150 which increased total open position to 256


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 3.75, which was -2.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 106


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 5.8, which was -0.85 lower than the previous day. The implied volatity was 23.75, the open interest changed by 101 which increased total open position to 105


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 6.65, which was -4.90 lower than the previous day. The implied volatity was 24.49, the open interest changed by 4 which increased total open position to 5


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 11.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 11.55, which was -3.10 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 1


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 1.28, 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 14.65, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 14.65, which was lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 590 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 558.00 60 0 0.00 0 0 0
23 Jan 548.80 60 0.00 0.00 0 0 0
22 Jan 536.65 60 0.00 0.00 0 0 0
21 Jan 531.75 60 0.00 0.00 0 0 0
20 Jan 535.35 60 0.00 0.00 0 0 0
17 Jan 536.25 60 0.00 0.00 0 0 0
16 Jan 540.15 60 0.00 0.00 0 0 0
15 Jan 519.30 60 0.00 0.00 0 0 0
14 Jan 515.35 60 0.00 0.00 0 0 0
13 Jan 493.20 60 0.00 0.00 0 0 0
10 Jan 511.25 60 0.00 0.00 0 0 0
9 Jan 525.25 60 0.00 0.00 0 0 0
8 Jan 538.05 60 0.00 0.00 0 0 0
7 Jan 535.75 60 0.00 0.00 0 -4 0
6 Jan 529.90 60 19.65 34.93 4 0 65
3 Jan 548.70 40.35 0.00 0.00 0 8 0
2 Jan 549.85 40.35 -4.00 27.17 12 5 62
1 Jan 538.60 44.35 0.00 0.00 0 0 0
31 Dec 535.80 44.35 0.00 0.00 0 1 0
30 Dec 544.60 44.35 4.85 29.33 1 0 56
27 Dec 547.95 39.5 0.00 0.00 0 53 0
26 Dec 548.80 39.5 -1.75 24.41 54 5 8
24 Dec 543.10 41.25 2.25 - 1 0 3
23 Dec 550.65 39 10.70 25.47 1 0 2
20 Dec 548.80 28.3 0.00 0.00 0 0 0
19 Dec 563.30 28.3 0.00 0.00 0 0 0
18 Dec 564.55 28.3 0.00 0.00 0 0 0
17 Dec 571.10 28.3 0.00 0.00 0 0 0
16 Dec 576.95 28.3 0.00 0.00 0 2 0
13 Dec 572.75 28.3 -55.95 28.13 2 0 0
12 Dec 571.75 84.25 0.00 - 0 0 0
11 Dec 578.45 84.25 0.00 - 0 0 0
10 Dec 573.50 84.25 0.00 - 0 0 0
9 Dec 571.30 84.25 84.25 - 0 0 0
6 Dec 565.30 0 0.00 - 0 0 0
5 Dec 571.10 0 0.00 - 0 0 0
4 Dec 564.70 0 0.00 - 0 0 0
3 Dec 566.55 0 - 0 0 0


For Ambuja Cements Ltd - strike price 590 expiring on 30JAN2025

Delta for 590 PE is 0.00

Historical price for 590 PE is as follows

On 24 Jan AMBUJACEM was trading at 558.00. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 60, which was 19.65 higher than the previous day. The implied volatity was 34.93, the open interest changed by 0 which decreased total open position to 65


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 40.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 40.35, which was -4.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 5 which increased total open position to 62


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 44.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 44.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 44.35, which was 4.85 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 56


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 39.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 53 which increased total open position to 0


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 39.5, which was -1.75 lower than the previous day. The implied volatity was 24.41, the open interest changed by 5 which increased total open position to 8


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 41.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 39, which was 10.70 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 2


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 28.3, which was -55.95 lower than the previous day. The implied volatity was 28.13, 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 84.25, 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 84.25, 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 84.25, 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 84.25, which was 84.25 higher than the previous day. The implied volatity was -, 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 -, 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0