AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 77.7 | 0.00 | - | 0 | -29,700 | 0 | |||
| 4 Jul | 682.10 | 77.7 | - | 900 | -29,700 | 56,700 | ||||
| 3 Jul | 692.70 | 92 | - | 50,400 | -900 | 86,400 | ||||
| 2 Jul | 692.35 | 89.95 | - | 8,100 | -88,200 | 88,200 | ||||
| 1 Jul | 695.00 | 100.7 | - | 1,77,300 | -41,400 | 1,76,400 | ||||
| 28 Jun | 670.25 | 75.3 | - | 25,200 | 2,700 | 2,17,800 | ||||
| 27 Jun | 660.65 | 70.6 | - | 35,100 | 3,600 | 2,15,100 | ||||
| 26 Jun | 657.05 | 68 | - | 2,40,300 | 1,51,200 | 1,80,000 | ||||
| 25 Jun | 648.80 | 59.25 | - | 11,700 | 2,700 | 28,800 | ||||
| 24 Jun | 657.75 | 69.1 | - | 11,700 | 2,700 | 25,200 | ||||
| 21 Jun | 657.45 | 68.00 | - | 2,700 | 0 | 22,500 | ||||
| 20 Jun | 659.15 | 70.30 | - | 17,100 | 12,600 | 21,600 | ||||
| 19 Jun | 666.80 | 76.50 | - | 2,700 | 900 | 9,000 | ||||
| 18 Jun | 674.10 | 82.30 | - | 4,500 | 1,800 | 7,200 | ||||
| 14 Jun | 677.20 | 83.00 | - | 5,400 | 3,600 | 5,400 | ||||
| 13 Jun | 664.50 | 76.90 | - | 0 | 0 | 0 | ||||
| 12 Jun | 668.70 | 76.90 | - | 900 | 0 | 1,800 | ||||
| 11 Jun | 639.75 | 56.05 | - | 900 | 0 | 900 | ||||
| 10 Jun | 640.35 | 45.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 621.30 | 45.50 | - | 900 | 900 | 900 | ||||
| 6 Jun | 610.05 | 43.40 | - | 900 | 0 | 0 | ||||
| 5 Jun | 598.90 | 78.65 | - | 0 | 0 | 0 | ||||
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| 4 Jun | 556.60 | 78.65 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 78.65 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 600 expiring on 25JUL2024
Delta for 600 CE is -
Historical price for 600 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 77.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -29700 which decreased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 77.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -29700 which decreased total open position to 56700
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 86400
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 89.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -88200 which decreased total open position to 88200
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 100.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -41400 which decreased total open position to 176400
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 75.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 217800
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 70.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 215100
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 68, which was lower than the previous day. The implied volatity was -, the open interest changed by 151200 which increased total open position to 180000
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 59.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 28800
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 69.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 25200
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 68.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 70.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 21600
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 76.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 9000
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 82.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 7200
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 5400
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 76.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 76.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 56.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 45.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 45.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 43.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 78.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 1.1 | -0.50 | - | 4,05,900 | -54,000 | 6,99,300 |
| 4 Jul | 682.10 | 1.6 | - | 8,50,500 | -24,300 | 7,53,300 | |
| 3 Jul | 692.70 | 1.35 | - | 1,70,100 | 22,500 | 7,77,600 | |
| 2 Jul | 692.35 | 1.75 | - | 7,46,100 | -900 | 7,50,600 | |
| 1 Jul | 695.00 | 1.95 | - | 12,87,900 | 1,34,100 | 7,51,500 | |
| 28 Jun | 670.25 | 3.55 | - | 9,39,600 | 29,700 | 6,17,400 | |
| 27 Jun | 660.65 | 5.6 | - | 6,09,300 | 1,17,000 | 5,87,700 | |
| 26 Jun | 657.05 | 6.4 | - | 6,09,300 | 79,200 | 4,70,700 | |
| 25 Jun | 648.80 | 6.5 | - | 6,41,700 | 1,49,400 | 3,91,500 | |
| 24 Jun | 657.75 | 5.05 | - | 1,65,600 | -27,000 | 2,41,200 | |
| 21 Jun | 657.45 | 6.10 | - | 1,11,600 | 42,300 | 2,68,200 | |
| 20 Jun | 659.15 | 6.00 | - | 2,15,100 | 50,400 | 2,25,900 | |
| 19 Jun | 666.80 | 4.35 | - | 2,17,800 | 44,100 | 1,75,500 | |
| 18 Jun | 674.10 | 4.40 | - | 70,200 | 36,000 | 1,31,400 | |
| 14 Jun | 677.20 | 4.55 | - | 64,800 | 6,300 | 95,400 | |
| 13 Jun | 664.50 | 5.80 | - | 1,12,500 | 38,700 | 87,300 | |
| 12 Jun | 668.70 | 5.75 | - | 57,600 | 22,500 | 46,800 | |
| 11 Jun | 639.75 | 10.95 | - | 12,600 | 8,100 | 24,300 | |
| 10 Jun | 640.35 | 12.80 | - | 17,100 | 10,800 | 17,100 | |
| 7 Jun | 621.30 | 21.20 | - | 900 | 3,600 | 7,200 | |
| 6 Jun | 610.05 | 30.00 | - | 7,200 | -1,800 | 3,600 | |
| 5 Jun | 598.90 | 40.75 | - | 5,400 | 0 | 5,400 | |
| 4 Jun | 556.60 | 53.25 | - | 6,300 | 5,400 | 5,400 | |
| 3 Jun | 670.80 | 13.50 | - | 900 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 600 expiring on 25JUL2024
Delta for 600 PE is -
Historical price for 600 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -54000 which decreased total open position to 699300
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -24300 which decreased total open position to 753300
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 777600
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 750600
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 134100 which increased total open position to 751500
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 617400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 587700
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 79200 which increased total open position to 470700
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 149400 which increased total open position to 391500
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 241200
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 268200
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 225900
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 175500
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 4.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 131400
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 95400
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 87300
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 46800
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 24300
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 12.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 17100
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 21.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 7200
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 3600
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 40.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5400
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 53.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 5400
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 13.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0