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

573.7 -4.75 (-0.82%)

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Historical option data for AMBUJACEM

12 Dec 2024 10:50 AM IST
AMBUJACEM 26DEC2024 590 CE
Delta: 0.35
Vega: 0.42
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.20 6.9 -0.05 26.43 810 59 987
11 Dec 578.45 6.95 0.50 24.28 4,125 257 931
10 Dec 573.50 6.45 0.70 24.82 933 -34 675
9 Dec 571.30 5.75 0.05 25.17 1,174 42 705
6 Dec 565.30 5.7 -1.65 25.33 623 67 664
5 Dec 571.10 7.35 0.40 24.36 1,154 -22 596
4 Dec 564.70 6.95 -0.55 27.36 1,003 83 616
3 Dec 566.55 7.5 4.70 27.53 2,299 164 520
2 Dec 538.80 2.8 0.10 29.50 744 67 357
29 Nov 531.50 2.7 1.05 29.24 725 77 291
28 Nov 513.00 1.65 -1.15 32.97 434 76 215
27 Nov 515.00 2.8 1.30 35.80 297 104 138
26 Nov 493.70 1.5 -0.20 37.93 9 4 34
25 Nov 504.95 1.7 -1.65 33.95 31 4 29
22 Nov 499.85 3.35 -0.35 39.72 25 11 36
21 Nov 484.15 3.7 -1.90 49.08 8 -3 24
20 Nov 549.55 5.6 0.00 23.46 17 13 18
19 Nov 549.55 5.6 0.10 23.46 17 4 18
18 Nov 550.55 5.5 0.00 0.00 0 1 0
14 Nov 544.50 5.5 -2.50 24.67 5 1 14
13 Nov 545.35 8 -3.00 28.44 9 1 13
12 Nov 556.60 11 0.00 0.00 0 1 0
11 Nov 560.40 11 -25.50 24.63 6 1 12
1 Nov 582.45 36.5 - 0 0 0


For Ambuja Cements Ltd - strike price 590 expiring on 26DEC2024

Delta for 590 CE is 0.35

Historical price for 590 CE is as follows

On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 6.9, which was -0.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 59 which increased total open position to 987


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 6.95, which was 0.50 higher than the previous day. The implied volatity was 24.28, the open interest changed by 257 which increased total open position to 931


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 6.45, which was 0.70 higher than the previous day. The implied volatity was 24.82, the open interest changed by -34 which decreased total open position to 675


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 5.75, which was 0.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by 42 which increased total open position to 705


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 5.7, which was -1.65 lower than the previous day. The implied volatity was 25.33, the open interest changed by 67 which increased total open position to 664


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 7.35, which was 0.40 higher than the previous day. The implied volatity was 24.36, the open interest changed by -22 which decreased total open position to 596


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 27.36, the open interest changed by 83 which increased total open position to 616


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 7.5, which was 4.70 higher than the previous day. The implied volatity was 27.53, the open interest changed by 164 which increased total open position to 520


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 29.50, the open interest changed by 67 which increased total open position to 357


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 2.7, which was 1.05 higher than the previous day. The implied volatity was 29.24, the open interest changed by 77 which increased total open position to 291


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 32.97, the open interest changed by 76 which increased total open position to 215


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 2.8, which was 1.30 higher than the previous day. The implied volatity was 35.80, the open interest changed by 104 which increased total open position to 138


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 37.93, the open interest changed by 4 which increased total open position to 34


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 1.7, which was -1.65 lower than the previous day. The implied volatity was 33.95, the open interest changed by 4 which increased total open position to 29


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 39.72, the open interest changed by 11 which increased total open position to 36


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 3.7, which was -1.90 lower than the previous day. The implied volatity was 49.08, the open interest changed by -3 which decreased total open position to 24


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 13 which increased total open position to 18


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 5.6, which was 0.10 higher than the previous day. The implied volatity was 23.46, the open interest changed by 4 which increased total open position to 18


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 5.5, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 5.5, which was -2.50 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 14


On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 8, which was -3.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 1 which increased total open position to 13


On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 11, 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 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 11, which was -25.50 lower than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 12


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 36.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 26DEC2024 590 PE
Delta: -0.64
Vega: 0.43
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.20 18.8 0.70 26.48 22 1 214
11 Dec 578.45 18.1 -2.50 25.80 271 79 210
10 Dec 573.50 20.6 -2.45 26.14 27 7 130
9 Dec 571.30 23.05 -3.05 25.26 50 2 123
6 Dec 565.30 26.1 0.75 24.59 31 -4 122
5 Dec 571.10 25.35 -4.25 30.48 47 6 127
4 Dec 564.70 29.6 -0.15 29.40 19 1 121
3 Dec 566.55 29.75 -21.80 29.81 84 24 119
2 Dec 538.80 51.55 -4.25 32.92 20 3 96
29 Nov 531.50 55.8 -13.70 33.54 73 20 94
28 Nov 513.00 69.5 -14.50 - 70 69 74
27 Nov 515.00 84 -5.00 64.98 1 0 4
26 Nov 493.70 89 7.00 - 2 0 2
25 Nov 504.95 82 -6.00 39.12 1 1 1
22 Nov 499.85 88 48.60 47.60 1 0 0
21 Nov 484.15 39.4 0.00 - 0 0 0
20 Nov 549.55 39.4 0.00 - 0 0 0
19 Nov 549.55 39.4 0.00 - 0 0 0
18 Nov 550.55 39.4 0.00 - 0 0 0
14 Nov 544.50 39.4 0.00 - 0 0 0
13 Nov 545.35 39.4 0.00 - 0 0 0
12 Nov 556.60 39.4 0.00 - 0 0 0
11 Nov 560.40 39.4 39.40 - 0 0 0
1 Nov 582.45 0 0.27 0 0 0


For Ambuja Cements Ltd - strike price 590 expiring on 26DEC2024

Delta for 590 PE is -0.64

Historical price for 590 PE is as follows

On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 18.8, which was 0.70 higher than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 214


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 18.1, which was -2.50 lower than the previous day. The implied volatity was 25.80, the open interest changed by 79 which increased total open position to 210


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 20.6, which was -2.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by 7 which increased total open position to 130


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 23.05, which was -3.05 lower than the previous day. The implied volatity was 25.26, the open interest changed by 2 which increased total open position to 123


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 26.1, which was 0.75 higher than the previous day. The implied volatity was 24.59, the open interest changed by -4 which decreased total open position to 122


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 25.35, which was -4.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by 6 which increased total open position to 127


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 29.6, which was -0.15 lower than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 121


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 29.75, which was -21.80 lower than the previous day. The implied volatity was 29.81, the open interest changed by 24 which increased total open position to 119


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 51.55, which was -4.25 lower than the previous day. The implied volatity was 32.92, the open interest changed by 3 which increased total open position to 96


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 55.8, which was -13.70 lower than the previous day. The implied volatity was 33.54, the open interest changed by 20 which increased total open position to 94


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 69.5, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 74


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 84, which was -5.00 lower than the previous day. The implied volatity was 64.98, the open interest changed by 0 which decreased total open position to 4


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 89, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 82, which was -6.00 lower than the previous day. The implied volatity was 39.12, the open interest changed by 1 which increased total open position to 1


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 88, which was 48.60 higher than the previous day. The implied volatity was 47.60, 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 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, which was 39.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0