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[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 610 CE
Delta: 0.05
Vega: 0.08
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 0.65 0.05 43.21 45 -16 77
22 Jan 536.65 0.6 0.00 0.00 0 -1 0
21 Jan 531.75 0.6 0.15 47.06 7 -3 91
20 Jan 535.35 0.45 -0.05 41.12 11 0 99
17 Jan 536.25 0.5 -0.35 37.10 22 -6 95
16 Jan 540.15 0.85 0.30 37.23 84 -12 100
15 Jan 519.30 0.55 0.00 41.22 15 -4 113
14 Jan 515.35 0.55 0.35 41.14 33 0 117
13 Jan 493.20 0.2 -0.10 42.47 6 0 118
10 Jan 511.25 0.3 -0.30 34.72 7 -5 120
9 Jan 525.25 0.6 0.00 0.00 0 -1 0
8 Jan 538.05 0.6 -0.10 28.05 4 -1 125
7 Jan 535.75 0.7 0.10 28.74 7 -1 126
6 Jan 529.90 0.6 -0.70 29.25 58 25 128
3 Jan 548.70 1.3 -0.15 25.30 97 -5 107
2 Jan 549.85 1.45 0.55 24.73 139 -8 135
1 Jan 538.60 0.9 -0.05 25.32 31 2 144
31 Dec 535.80 0.95 -0.65 26.44 191 -17 144
30 Dec 544.60 1.6 0.15 25.44 186 46 163
27 Dec 547.95 1.45 -0.50 22.65 53 21 114
26 Dec 548.80 1.95 -0.45 23.51 82 49 93
24 Dec 543.10 2.4 -0.05 26.76 5 3 43
23 Dec 550.65 2.45 -7.30 23.32 123 38 40
20 Dec 548.80 9.75 0.00 0.00 0 0 0
19 Dec 563.30 9.75 0.00 0.00 0 0 0
18 Dec 564.55 9.75 -0.30 29.77 2 1 3
17 Dec 571.10 10.05 0.00 0.00 0 2 0
16 Dec 576.95 10.05 -0.80 25.53 2 0 0
13 Dec 572.75 10.85 0.00 3.77 0 0 0
12 Dec 571.75 10.85 0.00 4.07 0 0 0
11 Dec 578.45 10.85 0.00 3.37 0 0 0
4 Dec 564.70 10.85 4.31 0 0 0


For Ambuja Cements Ltd - strike price 610 expiring on 30JAN2025

Delta for 610 CE is 0.05

Historical price for 610 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 43.21, the open interest changed by -16 which decreased total open position to 77


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 47.06, the open interest changed by -3 which decreased total open position to 91


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 41.12, the open interest changed by 0 which decreased total open position to 99


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 37.10, the open interest changed by -6 which decreased total open position to 95


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 0.85, which was 0.30 higher than the previous day. The implied volatity was 37.23, the open interest changed by -12 which decreased total open position to 100


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by -4 which decreased total open position to 113


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.55, which was 0.35 higher than the previous day. The implied volatity was 41.14, the open interest changed by 0 which decreased total open position to 117


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 42.47, the open interest changed by 0 which decreased total open position to 118


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 34.72, the open interest changed by -5 which decreased total open position to 120


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 28.05, the open interest changed by -1 which decreased total open position to 125


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 28.74, the open interest changed by -1 which decreased total open position to 126


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 29.25, the open interest changed by 25 which increased total open position to 128


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 25.30, the open interest changed by -5 which decreased total open position to 107


On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 24.73, the open interest changed by -8 which decreased total open position to 135


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 25.32, the open interest changed by 2 which increased total open position to 144


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 26.44, the open interest changed by -17 which decreased total open position to 144


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 25.44, the open interest changed by 46 which increased total open position to 163


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 22.65, the open interest changed by 21 which increased total open position to 114


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by 49 which increased total open position to 93


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 43


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 2.45, which was -7.30 lower than the previous day. The implied volatity was 23.32, the open interest changed by 38 which increased total open position to 40


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 9.75, 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 9.75, 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 9.75, which was -0.30 lower than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 3


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 10.05, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 10.05, which was -0.80 lower than the previous day. The implied volatity was 25.53, 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 10.85, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 10.85, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 10.85, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 10.85, which was lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 610 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 80 0.00 0.00 0 -2 0
22 Jan 536.65 80 16.00 88.55 2 -1 4
21 Jan 531.75 64 -10.00 - 3 1 5
20 Jan 535.35 74 7.00 46.43 2 0 4
17 Jan 536.25 67 10.00 - 2 0 6
16 Jan 540.15 57 0.00 0.00 0 0 0
15 Jan 519.30 57 0.00 0.00 0 0 0
14 Jan 515.35 57 0.00 0.00 0 0 0
13 Jan 493.20 57 0.00 0.00 0 0 0
10 Jan 511.25 57 0.00 0.00 0 0 0
9 Jan 525.25 57 0.00 0.00 0 0 0
8 Jan 538.05 57 0.00 0.00 0 0 0
7 Jan 535.75 57 0.00 0.00 0 0 0
6 Jan 529.90 57 0.00 0.00 0 0 0
3 Jan 548.70 57 0.00 0.00 0 0 0
2 Jan 549.85 57 0.00 0.00 0 0 0
1 Jan 538.60 57 0.00 0.00 0 0 0
31 Dec 535.80 57 0.00 0.00 0 0 0
30 Dec 544.60 57 0.00 0.00 0 0 0
27 Dec 547.95 57 0.00 0.00 0 2 0
26 Dec 548.80 57 -0.50 26.11 2 1 5
24 Dec 543.10 57.5 0.00 0.00 0 2 0
23 Dec 550.65 57.5 5.50 30.36 2 1 3
20 Dec 548.80 52 0.00 0.00 0 2 0
19 Dec 563.30 52 -48.20 34.70 2 0 0
18 Dec 564.55 100.2 0.00 - 0 0 0
17 Dec 571.10 100.2 0.00 - 0 0 0
16 Dec 576.95 100.2 0.00 - 0 0 0
13 Dec 572.75 100.2 0.00 - 0 0 0
12 Dec 571.75 100.2 0.00 - 0 0 0
11 Dec 578.45 100.2 100.20 - 0 0 0
4 Dec 564.70 0 - 0 0 0


For Ambuja Cements Ltd - strike price 610 expiring on 30JAN2025

Delta for 610 PE is 0.00

Historical price for 610 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 80, which was 16.00 higher than the previous day. The implied volatity was 88.55, the open interest changed by -1 which decreased total open position to 4


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 64, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 74, which was 7.00 higher than the previous day. The implied volatity was 46.43, the open interest changed by 0 which decreased total open position to 4


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 67, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 57, 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 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 57, 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 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 57, 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 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 57, 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 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 57, 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 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 57, 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 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 57, 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 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 57, 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 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 57, 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 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 57, 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 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 57, 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 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 57, 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 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 57, 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 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 57, 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 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 57, 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 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 57, which was -0.50 lower than the previous day. The implied volatity was 26.11, the open interest changed by 1 which increased total open position to 5


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 57.5, 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 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 57.5, which was 5.50 higher than the previous day. The implied volatity was 30.36, the open interest changed by 1 which increased total open position to 3


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 52, 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 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 52, which was -48.20 lower than the previous day. The implied volatity was 34.70, 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 100.2, 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 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 100.2, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 100.2, 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 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 100.2, 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 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 100.2, 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 100.2, which was 100.20 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0