AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
24 Jan 2025 09:40 AM IST
AMBUJACEM 30JAN2025 590 CE | ||||||||||
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Delta: 0.14
Vega: 0.16
Theta: -0.51
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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