[--[65.84.65.76]--]
AMBUJACEM
AMBUJA CEMENTS LTD

686 3.90 (0.57%)

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Historical option data for AMBUJACEM

05 Jul 2024 04:10 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 73.5 0.00 - 0 0 0
4 Jul 682.10 73.5 - 0 0 0
3 Jul 692.70 73.5 - 0 0 0
2 Jul 692.35 73.5 - 0 900 0
1 Jul 695.00 73.5 - 0 900 0
28 Jun 670.25 73.5 - 0 900 0
27 Jun 660.65 73.5 - 3,600 900 18,900
26 Jun 657.05 77 - 0 0 0
25 Jun 648.80 77 - 0 0 0
24 Jun 657.75 77 - 0 0 0
21 Jun 657.45 77.00 - 0 0 0
20 Jun 659.15 77.00 - 0 10,800 0
19 Jun 666.80 77.00 - 12,600 10,800 16,200
18 Jun 674.10 91.00 - 5,400 3,600 3,600
13 Jun 664.50 58.15 - 0 0 0
12 Jun 668.70 58.15 - 0 0 0
11 Jun 639.75 58.15 - 0 0 0
10 Jun 640.35 58.15 - 0 0 0
7 Jun 621.30 58.15 - 0 0 0
5 Jun 598.90 58.15 - 0 0 0
4 Jun 556.60 58.15 - 0 0 0
3 Jun 670.80 58.15 - 0 0 0


For AMBUJA CEMENTS LTD - strike price 590 expiring on 25JUL2024

Delta for 590 CE is -

Historical price for 590 CE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 73.5, 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 73.5, 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 73.5, 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 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 73.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 18900


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 77, 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 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 77, 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 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 77, 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 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 77.00, 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 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 0


On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 16200


On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 91.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600


On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 58.15, 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 58.15, 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 58.15, 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 58.15, 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 58.15, 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 58.15, 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 58.15, 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 58.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 686.00 0.7 -0.30 - 9,900 -900 90,900
4 Jul 682.10 1 - 81,000 -15,300 91,800
3 Jul 692.70 1 - 12,600 -7,200 1,07,100
2 Jul 692.35 1.4 - 1,47,600 42,300 1,14,300
1 Jul 695.00 1.8 - 20,700 -900 72,000
28 Jun 670.25 3 - 47,700 29,700 72,900
27 Jun 660.65 5.2 - 19,800 9,900 43,200
26 Jun 657.05 4.95 - 9,900 2,700 32,400
25 Jun 648.80 5.3 - 45,000 23,400 29,700
24 Jun 657.75 6.3 - 0 0 0
21 Jun 657.45 6.30 - 0 0 0
20 Jun 659.15 6.30 - 0 0 0
19 Jun 666.80 6.30 - 0 0 0
18 Jun 674.10 6.30 - 0 0 0
13 Jun 664.50 6.30 - 0 6,300 0
12 Jun 668.70 6.30 - 6,300 0 0
11 Jun 639.75 22.45 - 0 0 0
10 Jun 640.35 22.45 - 0 0 0
7 Jun 621.30 22.45 - 0 0 0
5 Jun 598.90 22.45 - 0 0 0
4 Jun 556.60 22.45 - 0 0 0
3 Jun 670.80 22.45 - 0 0 0


For AMBUJA CEMENTS LTD - strike price 590 expiring on 25JUL2024

Delta for 590 PE is -

Historical price for 590 PE is as follows

On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 90900


On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by -15300 which decreased total open position to 91800


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 -7200 which decreased total open position to 107100


On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 114300


On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 72000


On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 72900


On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 43200


On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 32400


On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 29700


On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 6.3, 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 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 6.30, 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 6.30, 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 6.30, 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 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 6.30, 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 6.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 0


On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 6.30, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0