AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.43
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.18
Historical price for 590 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 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 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
