AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 595 CE | ||||||||||
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Delta: 0.15
Vega: 0.39
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 547.95 | 2.75 | 21.97 | 35 | 24 | 24 | ||||
For Ambuja Cements Ltd - strike price 595 expiring on 30JAN2025
Delta for 595 CE is 0.15
Historical price for 595 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 21.97, the open interest changed by 24 which increased total open position to 24
| AMBUJACEM 30JAN2025 595 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 547.95 | 56.15 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 595 expiring on 30JAN2025
Delta for 595 PE is -
Historical price for 595 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 56.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
