AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
14 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.10
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 544.50 | 0.6 | -0.15 | 32.11 | 287 | -66 | 411 | |||
| 13 Nov | 545.35 | 0.75 | -0.15 | 32.13 | 242 | 41 | 480 | |||
| 12 Nov | 556.60 | 0.9 | -0.40 | 27.50 | 340 | 57 | 456 | |||
| 11 Nov | 560.40 | 1.3 | -0.40 | 26.29 | 372 | 5 | 413 | |||
| 8 Nov | 564.90 | 1.7 | -1.35 | 24.66 | 608 | -52 | 414 | |||
| 7 Nov | 570.70 | 3.05 | -2.25 | 25.74 | 487 | 34 | 463 | |||
| 6 Nov | 582.65 | 5.3 | 1.25 | 24.31 | 680 | 62 | 434 | |||
| 5 Nov | 572.00 | 4.05 | -0.10 | 26.28 | 246 | 10 | 374 | |||
| 4 Nov | 571.40 | 4.15 | -2.30 | 26.63 | 780 | 85 | 366 | |||
| 1 Nov | 582.45 | 6.45 | -0.15 | 24.34 | 28 | 1 | 281 | |||
| 31 Oct | 580.55 | 6.6 | -0.40 | - | 624 | 182 | 280 | |||
| 30 Oct | 579.70 | 7 | 0.00 | - | 130 | 37 | 98 | |||
| 29 Oct | 575.00 | 7 | 0.00 | - | 73 | 5 | 61 | |||
| 28 Oct | 569.40 | 7 | 0.90 | - | 123 | 40 | 57 | |||
| 25 Oct | 552.70 | 6.1 | -0.65 | - | 2 | 0 | 17 | |||
| 24 Oct | 558.90 | 6.75 | -1.60 | - | 5 | 2 | 16 | |||
| 23 Oct | 555.85 | 8.35 | -3.95 | - | 7 | 4 | 15 | |||
| 22 Oct | 558.50 | 12.3 | 1.35 | - | 1 | 0 | 10 | |||
| 21 Oct | 571.90 | 10.95 | 0.95 | - | 14 | -4 | 10 | |||
| 18 Oct | 573.95 | 10 | -45.75 | - | 15 | 13 | 13 | |||
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| 17 Oct | 571.25 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 589.05 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 590.35 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 588.90 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 585.20 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 585.25 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 607.95 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 590.35 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 610.70 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 617.45 | 55.75 | 55.75 | - | 0 | 0 | 0 | |||
| 1 Oct | 632.45 | 0 | - | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 CE is 0.04
Historical price for 610 CE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 32.11, the open interest changed by -66 which decreased total open position to 411
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 32.13, the open interest changed by 41 which increased total open position to 480
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 27.50, the open interest changed by 57 which increased total open position to 456
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 26.29, the open interest changed by 5 which increased total open position to 413
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 1.7, which was -1.35 lower than the previous day. The implied volatity was 24.66, the open interest changed by -52 which decreased total open position to 414
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 3.05, which was -2.25 lower than the previous day. The implied volatity was 25.74, the open interest changed by 34 which increased total open position to 463
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 5.3, which was 1.25 higher than the previous day. The implied volatity was 24.31, the open interest changed by 62 which increased total open position to 434
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 4.05, which was -0.10 lower than the previous day. The implied volatity was 26.28, the open interest changed by 10 which increased total open position to 374
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 4.15, which was -2.30 lower than the previous day. The implied volatity was 26.63, the open interest changed by 85 which increased total open position to 366
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 6.45, which was -0.15 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 281
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 6.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 7, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 6.1, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 6.75, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 8.35, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 12.3, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 10.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 10, which was -45.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 55.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 55.75, which was 55.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 544.50 | 58.6 | 1.25 | - | 11 | 0 | 362 |
| 13 Nov | 545.35 | 57.35 | 7.95 | - | 6 | 0 | 362 |
| 12 Nov | 556.60 | 49.4 | 4.60 | - | 8 | 1 | 363 |
| 11 Nov | 560.40 | 44.8 | 0.00 | 0.00 | 0 | -1 | 0 |
| 8 Nov | 564.90 | 44.8 | 5.50 | 27.56 | 5 | 0 | 363 |
| 7 Nov | 570.70 | 39.3 | 10.75 | 26.03 | 6 | 0 | 363 |
| 6 Nov | 582.65 | 28.55 | -9.40 | 22.93 | 32 | 1 | 363 |
| 5 Nov | 572.00 | 37.95 | -2.10 | 25.61 | 17 | 1 | 362 |
| 4 Nov | 571.40 | 40.05 | 9.60 | 27.60 | 28 | 2 | 361 |
| 1 Nov | 582.45 | 30.45 | 0.00 | 0.00 | 0 | 341 | 0 |
| 31 Oct | 580.55 | 30.45 | -2.20 | - | 364 | 343 | 361 |
| 30 Oct | 579.70 | 32.65 | -3.85 | - | 3 | 1 | 18 |
| 29 Oct | 575.00 | 36.5 | 0.50 | - | 7 | 6 | 16 |
| 28 Oct | 569.40 | 36 | -20.30 | - | 23 | -6 | 8 |
| 25 Oct | 552.70 | 56.3 | 25.80 | - | 2 | 0 | 14 |
| 24 Oct | 558.90 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 558.50 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 571.90 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 30.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 30.5 | 0.00 | - | 0 | 12 | 0 |
| 15 Oct | 590.35 | 30.5 | -1.50 | - | 16 | 4 | 6 |
| 14 Oct | 588.90 | 32 | -1.00 | - | 4 | 2 | 2 |
| 11 Oct | 585.20 | 33 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 585.25 | 33 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 33 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 33 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 33 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 33 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 632.45 | 33 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 PE is -
Historical price for 610 PE is as follows
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 58.6, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 362
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 57.35, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 362
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 49.4, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 363
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 44.8, 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 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 44.8, which was 5.50 higher than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 363
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 39.3, which was 10.75 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 363
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 28.55, which was -9.40 lower than the previous day. The implied volatity was 22.93, the open interest changed by 1 which increased total open position to 363
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 37.95, which was -2.10 lower than the previous day. The implied volatity was 25.61, the open interest changed by 1 which increased total open position to 362
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 40.05, which was 9.60 higher than the previous day. The implied volatity was 27.60, the open interest changed by 2 which increased total open position to 361
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 341 which increased total open position to 0
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 30.45, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 32.65, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 36.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 36, which was -20.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 56.3, which was 25.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 30.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 32, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 33, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
