AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 610 CE | ||||||||||
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Delta: 0.05
Vega: 0.08
Theta: -0.24
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 |
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