AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
AMBUJACEM 30JAN2025 605 CE | ||||||||||
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Delta: 0.10
Vega: 0.29
Theta: -0.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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27 Dec | 547.95 | 1.7 | 22.09 | 1 | 0 | 0 |
For Ambuja Cements Ltd - strike price 605 expiring on 30JAN2025
Delta for 605 CE is 0.10
Historical price for 605 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 0
AMBUJACEM 30JAN2025 605 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 | 63.6 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 605 expiring on 30JAN2025
Delta for 605 PE is -
Historical price for 605 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 63.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0