AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.17
Theta: -0.18
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 1.15 | -0.20 | 27.88 | 718 | -39 | 980 | |||
| 13 Nov | 545.35 | 1.35 | -0.65 | 27.74 | 1,079 | -52 | 1,032 | |||
|
|
||||||||||
| 12 Nov | 556.60 | 2 | -1.00 | 24.08 | 980 | 132 | 1,106 | |||
| 11 Nov | 560.40 | 3 | -1.20 | 23.30 | 737 | 98 | 974 | |||
| 8 Nov | 564.90 | 4.2 | -2.60 | 22.88 | 703 | 144 | 871 | |||
| 7 Nov | 570.70 | 6.8 | -4.80 | 24.19 | 727 | 40 | 725 | |||
| 6 Nov | 582.65 | 11.6 | 3.00 | 23.60 | 1,175 | 17 | 682 | |||
| 5 Nov | 572.00 | 8.6 | -0.25 | 25.27 | 264 | 43 | 666 | |||
| 4 Nov | 571.40 | 8.85 | -4.25 | 26.08 | 749 | 157 | 622 | |||
| 1 Nov | 582.45 | 13.1 | -0.50 | 23.95 | 108 | 10 | 464 | |||
| 31 Oct | 580.55 | 13.6 | 0.90 | - | 1,280 | 309 | 454 | |||
| 30 Oct | 579.70 | 12.7 | 0.45 | - | 277 | 18 | 145 | |||
| 29 Oct | 575.00 | 12.25 | -0.75 | - | 163 | -10 | 127 | |||
| 28 Oct | 569.40 | 13 | 3.60 | - | 341 | 103 | 138 | |||
| 25 Oct | 552.70 | 9.4 | -2.80 | - | 27 | -1 | 35 | |||
| 24 Oct | 558.90 | 12.2 | -1.80 | - | 7 | 4 | 35 | |||
| 23 Oct | 555.85 | 14 | -2.00 | - | 8 | 7 | 30 | |||
| 22 Oct | 558.50 | 16 | -7.05 | - | 27 | 15 | 23 | |||
| 21 Oct | 571.90 | 23.05 | 5.05 | - | 3 | 0 | 5 | |||
| 18 Oct | 573.95 | 18 | 0.00 | - | 0 | 3 | 0 | |||
| 17 Oct | 571.25 | 18 | -7.90 | - | 4 | 2 | 4 | |||
| 16 Oct | 589.05 | 25.9 | -0.60 | - | 1 | 0 | 1 | |||
| 15 Oct | 590.35 | 26.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 26.5 | 0.00 | - | 0 | 1 | 0 | |||
| 11 Oct | 585.20 | 26.5 | -40.80 | - | 3 | 0 | 0 | |||
| 10 Oct | 585.25 | 67.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 607.95 | 67.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 606.40 | 67.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 610.70 | 67.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 67.3 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 CE is 0.09
Historical price for 590 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 27.88, the open interest changed by -39 which decreased total open position to 980
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by -52 which decreased total open position to 1032
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 24.08, the open interest changed by 132 which increased total open position to 1106
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 23.30, the open interest changed by 98 which increased total open position to 974
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 4.2, which was -2.60 lower than the previous day. The implied volatity was 22.88, the open interest changed by 144 which increased total open position to 871
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 6.8, which was -4.80 lower than the previous day. The implied volatity was 24.19, the open interest changed by 40 which increased total open position to 725
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 11.6, which was 3.00 higher than the previous day. The implied volatity was 23.60, the open interest changed by 17 which increased total open position to 682
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 25.27, the open interest changed by 43 which increased total open position to 666
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 8.85, which was -4.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 157 which increased total open position to 622
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 13.1, which was -0.50 lower than the previous day. The implied volatity was 23.95, the open interest changed by 10 which increased total open position to 464
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 13.6, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 12.7, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 12.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 13, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 9.4, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 12.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 14, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 16, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 23.05, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 18, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 25.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 26.5, which was -40.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 67.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 67.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.20
Theta: -0.08
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 44.75 | 1.15 | 30.91 | 17 | -10 | 503 |
| 13 Nov | 545.35 | 43.6 | 8.40 | 26.75 | 34 | -16 | 513 |
| 12 Nov | 556.60 | 35.2 | 4.60 | 29.78 | 48 | 2 | 530 |
| 11 Nov | 560.40 | 30.6 | 3.40 | 29.20 | 15 | 1 | 528 |
| 8 Nov | 564.90 | 27.2 | 3.90 | 24.25 | 43 | -8 | 528 |
| 7 Nov | 570.70 | 23.3 | 7.85 | 24.67 | 104 | 23 | 536 |
| 6 Nov | 582.65 | 15.45 | -7.25 | 23.33 | 200 | 25 | 514 |
| 5 Nov | 572.00 | 22.7 | -2.15 | 24.91 | 70 | 19 | 488 |
| 4 Nov | 571.40 | 24.85 | 6.55 | 26.75 | 352 | 77 | 468 |
| 1 Nov | 582.45 | 18.3 | 0.00 | 25.50 | 3 | 1 | 391 |
| 31 Oct | 580.55 | 18.3 | -1.20 | - | 622 | 303 | 391 |
| 30 Oct | 579.70 | 19.5 | -3.15 | - | 253 | 50 | 89 |
| 29 Oct | 575.00 | 22.65 | -4.15 | - | 20 | 9 | 37 |
| 28 Oct | 569.40 | 26.8 | -19.20 | - | 38 | 25 | 29 |
| 25 Oct | 552.70 | 46 | 6.95 | - | 4 | 3 | 4 |
| 24 Oct | 558.90 | 39.05 | 14.25 | - | 1 | 0 | 0 |
| 23 Oct | 555.85 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 588.90 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 585.20 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 606.40 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 24.8 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 PE is -0.89
Historical price for 590 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 44.75, which was 1.15 higher than the previous day. The implied volatity was 30.91, the open interest changed by -10 which decreased total open position to 503
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 43.6, which was 8.40 higher than the previous day. The implied volatity was 26.75, the open interest changed by -16 which decreased total open position to 513
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 35.2, which was 4.60 higher than the previous day. The implied volatity was 29.78, the open interest changed by 2 which increased total open position to 530
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 30.6, which was 3.40 higher than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 528
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 27.2, which was 3.90 higher than the previous day. The implied volatity was 24.25, the open interest changed by -8 which decreased total open position to 528
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 23.3, which was 7.85 higher than the previous day. The implied volatity was 24.67, the open interest changed by 23 which increased total open position to 536
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 15.45, which was -7.25 lower than the previous day. The implied volatity was 23.33, the open interest changed by 25 which increased total open position to 514
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 22.7, which was -2.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 19 which increased total open position to 488
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 24.85, which was 6.55 higher than the previous day. The implied volatity was 26.75, the open interest changed by 77 which increased total open position to 468
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 391
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 18.3, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 19.5, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 22.65, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 26.8, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 46, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 39.05, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 24.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 24.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
