AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 590 CE | ||||||||||
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Delta: 0.37
Vega: 0.43
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.55 | 7.45 | 0.50 | 26.84 | 1,400 | 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 | |||
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| 1 Nov | 582.45 | 36.5 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 590 expiring on 26DEC2024
Delta for 590 CE is 0.37
Historical price for 590 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 7.45, which was 0.50 higher than the previous day. The implied volatity was 26.84, 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.43
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.55 | 18.95 | 0.85 | 26.91 | 68 | -6 | 207 |
| 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 576.55. The strike last trading price was 18.95, which was 0.85 higher than the previous day. The implied volatity was 26.91, the open interest changed by -6 which decreased total open position to 207
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
