AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 11:00 AM IST
| AMBUJACEM 26DEC2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.29
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.55 | 2.95 | 0.30 | 27.89 | 1,032 | 38 | 472 | |||
| 11 Dec | 578.45 | 2.65 | 0.30 | 25.73 | 1,460 | 26 | 422 | |||
| 10 Dec | 573.50 | 2.35 | 0.10 | 25.58 | 663 | -56 | 397 | |||
| 9 Dec | 571.30 | 2.25 | -0.10 | 26.36 | 826 | 8 | 454 | |||
| 6 Dec | 565.30 | 2.35 | -1.05 | 26.29 | 463 | 41 | 451 | |||
| 5 Dec | 571.10 | 3.4 | 0.15 | 26.04 | 881 | 60 | 411 | |||
| 4 Dec | 564.70 | 3.25 | -0.50 | 28.46 | 758 | -33 | 353 | |||
| 3 Dec | 566.55 | 3.75 | 2.25 | 28.81 | 1,546 | 186 | 386 | |||
| 2 Dec | 538.80 | 1.5 | 0.10 | 31.64 | 365 | 23 | 200 | |||
| 29 Nov | 531.50 | 1.4 | 0.40 | 30.83 | 274 | 56 | 177 | |||
| 28 Nov | 513.00 | 1 | -0.55 | 35.21 | 28 | 14 | 120 | |||
| 27 Nov | 515.00 | 1.55 | 1.00 | 36.77 | 108 | 81 | 105 | |||
| 26 Nov | 493.70 | 0.55 | -0.40 | 36.25 | 12 | 0 | 23 | |||
| 25 Nov | 504.95 | 0.95 | -0.95 | 35.26 | 21 | 0 | 23 | |||
| 22 Nov | 499.85 | 1.9 | -1.25 | 39.88 | 10 | 1 | 24 | |||
| 21 Nov | 484.15 | 3.15 | -0.30 | 52.72 | 7 | 2 | 22 | |||
| 20 Nov | 549.55 | 3.45 | 0.00 | 26.03 | 168 | 11 | 20 | |||
| 19 Nov | 549.55 | 3.45 | -0.55 | 26.03 | 168 | 11 | 20 | |||
| 18 Nov | 550.55 | 4 | 1.30 | 27.78 | 4 | 3 | 8 | |||
| 14 Nov | 544.50 | 2.7 | -1.00 | 24.92 | 5 | 1 | 5 | |||
| 13 Nov | 545.35 | 3.7 | -2.30 | 26.84 | 3 | 1 | 4 | |||
| 12 Nov | 556.60 | 6 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 11 Nov | 560.40 | 6 | -22.30 | 25.19 | 3 | 2 | 2 | |||
| 1 Nov | 582.45 | 28.3 | 2.52 | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.18
Historical price for 610 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 2.95, which was 0.30 higher than the previous day. The implied volatity was 27.89, the open interest changed by 38 which increased total open position to 472
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 2.65, which was 0.30 higher than the previous day. The implied volatity was 25.73, the open interest changed by 26 which increased total open position to 422
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 2.35, which was 0.10 higher than the previous day. The implied volatity was 25.58, the open interest changed by -56 which decreased total open position to 397
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 26.36, the open interest changed by 8 which increased total open position to 454
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 2.35, which was -1.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 41 which increased total open position to 451
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was 26.04, the open interest changed by 60 which increased total open position to 411
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was 28.46, the open interest changed by -33 which decreased total open position to 353
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 3.75, which was 2.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by 186 which increased total open position to 386
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 31.64, the open interest changed by 23 which increased total open position to 200
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 1.4, which was 0.40 higher than the previous day. The implied volatity was 30.83, the open interest changed by 56 which increased total open position to 177
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 35.21, the open interest changed by 14 which increased total open position to 120
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 1.55, which was 1.00 higher than the previous day. The implied volatity was 36.77, the open interest changed by 81 which increased total open position to 105
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 23
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0.95, which was -0.95 lower than the previous day. The implied volatity was 35.26, the open interest changed by 0 which decreased total open position to 23
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 1.9, which was -1.25 lower than the previous day. The implied volatity was 39.88, the open interest changed by 1 which increased total open position to 24
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 3.15, which was -0.30 lower than the previous day. The implied volatity was 52.72, the open interest changed by 2 which increased total open position to 22
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 26.03, the open interest changed by 11 which increased total open position to 20
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 26.03, the open interest changed by 11 which increased total open position to 20
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 4, which was 1.30 higher than the previous day. The implied volatity was 27.78, the open interest changed by 3 which increased total open position to 8
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 5
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 26.84, the open interest changed by 1 which increased total open position to 4
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 6, which was -22.30 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 2
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26DEC2024 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 |
| 12 Dec | 576.55 | 36.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 578.45 | 36.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 573.50 | 36.45 | 1.30 | 27.68 | 3 | 0 | 23 |
| 9 Dec | 571.30 | 35.15 | -7.50 | - | 2 | 1 | 24 |
| 6 Dec | 565.30 | 42.65 | 1.90 | 25.17 | 4 | 1 | 22 |
| 5 Dec | 571.10 | 40.75 | -8.00 | 32.62 | 1 | 0 | 20 |
| 4 Dec | 564.70 | 48.75 | 3.55 | 38.44 | 3 | 1 | 21 |
| 3 Dec | 566.55 | 45.2 | -23.95 | 30.10 | 21 | 8 | 19 |
| 2 Dec | 538.80 | 69.15 | -31.85 | 32.35 | 2 | 0 | 9 |
| 29 Nov | 531.50 | 101 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 513.00 | 101 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 515.00 | 101 | -9.00 | 67.21 | 1 | 0 | 9 |
| 26 Nov | 493.70 | 110 | 10.00 | - | 2 | 1 | 8 |
| 25 Nov | 504.95 | 100 | 2.00 | 36.65 | 2 | 1 | 5 |
| 22 Nov | 499.85 | 98 | 46.00 | - | 1 | 0 | 4 |
| 21 Nov | 484.15 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 549.55 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 549.55 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 550.55 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 52 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 52 | 3.00 | 23.58 | 2 | 0 | 4 |
| 11 Nov | 560.40 | 49 | 49.00 | 26.91 | 10 | 4 | 4 |
| 1 Nov | 582.45 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 PE is 0.00
Historical price for 610 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.55. The strike last trading price was 36.45, 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 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 36.45, 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 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 36.45, which was 1.30 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 23
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 35.15, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 42.65, which was 1.90 higher than the previous day. The implied volatity was 25.17, the open interest changed by 1 which increased total open position to 22
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 40.75, which was -8.00 lower than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 20
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 48.75, which was 3.55 higher than the previous day. The implied volatity was 38.44, the open interest changed by 1 which increased total open position to 21
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 45.2, which was -23.95 lower than the previous day. The implied volatity was 30.10, the open interest changed by 8 which increased total open position to 19
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 69.15, which was -31.85 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 9
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 101, 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 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 101, 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 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 101, which was -9.00 lower than the previous day. The implied volatity was 67.21, the open interest changed by 0 which decreased total open position to 9
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 110, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 100, which was 2.00 higher than the previous day. The implied volatity was 36.65, the open interest changed by 1 which increased total open position to 5
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 98, which was 46.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Nov AMBUJACEM was trading at 484.15. 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 0 which decreased total open position to 0
On 20 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 19 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 52, which was 3.00 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 4
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 49, which was 49.00 higher than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 4
On 1 Nov AMBUJACEM was trading at 582.45. 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
