AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 62.05 | 0.00 | - | 0 | 48,600 | 0 | |||
| 4 Jul | 682.10 | 62.05 | - | 1,800 | 48,600 | 48,600 | ||||
| 3 Jul | 692.70 | 76.45 | - | 0 | 900 | 0 | ||||
| 2 Jul | 692.35 | 76.45 | - | 6,300 | 0 | 45,900 | ||||
| 1 Jul | 695.00 | 81.75 | - | 5,400 | 2,700 | 45,900 | ||||
| 28 Jun | 670.25 | 57.05 | - | 96,300 | -18,000 | 43,200 | ||||
| 27 Jun | 660.65 | 55.95 | - | 4,500 | -3,600 | 61,200 | ||||
| 26 Jun | 657.05 | 56.05 | - | 29,700 | 25,200 | 65,700 | ||||
| 25 Jun | 648.80 | 42.7 | - | 26,100 | 20,700 | 40,500 | ||||
| 24 Jun | 657.75 | 45.1 | - | 16,200 | -6,300 | 19,800 | ||||
| 21 Jun | 657.45 | 52.45 | - | 900 | 0 | 27,000 | ||||
| 20 Jun | 659.15 | 52.20 | - | 0 | 0 | 0 | ||||
| 19 Jun | 666.80 | 52.20 | - | 900 | 0 | 27,000 | ||||
| 18 Jun | 674.10 | 69.35 | - | 0 | -2,700 | 0 | ||||
| 14 Jun | 677.20 | 69.35 | - | 2,700 | -1,800 | 27,900 | ||||
| 13 Jun | 664.50 | 62.00 | - | 1,800 | 0 | 29,700 | ||||
| 12 Jun | 668.70 | 56.00 | - | 22,500 | -16,200 | 29,700 | ||||
| 11 Jun | 639.75 | 41.30 | - | 26,100 | -1,800 | 45,000 | ||||
| 10 Jun | 640.35 | 42.30 | - | 11,700 | -900 | 45,900 | ||||
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| 7 Jun | 621.30 | 34.00 | - | 42,300 | 21,600 | 31,500 | ||||
| 6 Jun | 610.05 | 37.00 | - | 900 | 9,900 | 9,900 | ||||
| 5 Jun | 598.90 | 60.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 60.00 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 60.00 | - | 0 | 0 | 0 | ||||
| 29 May | 630.10 | 60.00 | - | 0 | 0 | 9,900 | ||||
| 28 May | 629.65 | 60.00 | - | 9,900 | 0 | 9,900 | ||||
| 27 May | 632.50 | 54.90 | - | 0 | 0 | 9,900 | ||||
| 24 May | 646.50 | 54.90 | - | 0 | 0 | 9,900 | ||||
| 23 May | 646.50 | 54.90 | - | 0 | 0 | 9,900 | ||||
| 22 May | 633.05 | 54.90 | - | 0 | 0 | 9,900 | ||||
| 21 May | 631.70 | 54.90 | - | 0 | 0 | 9,900 | ||||
| 18 May | 620.70 | 54.90 | - | 9,900 | 0 | 9,900 | ||||
| 17 May | 620.70 | 54.90 | - | 9,900 | 9,900 | 9,900 | ||||
For AMBUJA CEMENTS LTD - strike price 620 expiring on 25JUL2024
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 62.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 0
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 62.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 48600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 76.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 0
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 76.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45900
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 81.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 45900
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 43200
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 55.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 61200
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 56.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 65700
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 42.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 40500
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 45.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 19800
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 52.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27000
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 52.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27000
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 69.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 0
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 69.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 27900
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 62.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29700
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -16200 which decreased total open position to 29700
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 41.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 45000
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 42.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 45900
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 34.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21600 which increased total open position to 31500
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 9900
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May AMBUJACEM was trading at 630.10. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 28 May AMBUJACEM was trading at 629.65. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 27 May AMBUJACEM was trading at 632.50. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 24 May AMBUJACEM was trading at 646.50. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 23 May AMBUJACEM was trading at 646.50. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 22 May AMBUJACEM was trading at 633.05. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 21 May AMBUJACEM was trading at 631.70. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 18 May AMBUJACEM was trading at 620.70. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9900
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 54.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 9900
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 2.1 | -1.25 | - | 4,52,700 | 35,100 | 9,18,000 |
| 4 Jul | 682.10 | 3.35 | - | 6,03,000 | 41,400 | 8,82,900 | |
| 3 Jul | 692.70 | 2.3 | - | 2,99,700 | -18,000 | 8,41,500 | |
| 2 Jul | 692.35 | 2.75 | - | 5,27,400 | 23,400 | 8,59,500 | |
| 1 Jul | 695.00 | 3.05 | - | 8,68,500 | -11,700 | 8,36,100 | |
| 28 Jun | 670.25 | 5.6 | - | 5,74,200 | 20,700 | 8,47,800 | |
| 27 Jun | 660.65 | 7.55 | - | 6,77,700 | 47,700 | 8,27,100 | |
| 26 Jun | 657.05 | 9.4 | - | 4,99,500 | 9,000 | 7,79,400 | |
| 25 Jun | 648.80 | 9.65 | - | 10,82,700 | 7,15,500 | 7,70,400 | |
| 24 Jun | 657.75 | 8.4 | - | 27,900 | 900 | 54,900 | |
| 21 Jun | 657.45 | 9.70 | - | 20,700 | 2,700 | 45,900 | |
| 20 Jun | 659.15 | 10.10 | - | 49,500 | 6,300 | 43,200 | |
| 19 Jun | 666.80 | 8.00 | - | 46,800 | 29,700 | 36,900 | |
| 18 Jun | 674.10 | 7.00 | - | 3,600 | 4,500 | 4,500 | |
| 14 Jun | 677.20 | 11.00 | - | 0 | 3,600 | 0 | |
| 13 Jun | 664.50 | 11.00 | - | 4,500 | 1,800 | 2,700 | |
| 12 Jun | 668.70 | 13.45 | - | 1,800 | 900 | 900 | |
| 11 Jun | 639.75 | 37.70 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 37.70 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 37.70 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 37.70 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 37.70 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 37.70 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 37.70 | - | 0 | 0 | 0 | |
| 29 May | 630.10 | 37.70 | - | 0 | 0 | 0 | |
| 28 May | 629.65 | 37.70 | - | 0 | 0 | 0 | |
| 27 May | 632.50 | 37.70 | - | 0 | 0 | 0 | |
| 24 May | 646.50 | 37.70 | - | 0 | 0 | 0 | |
| 23 May | 646.50 | 37.70 | - | 0 | 0 | 0 | |
| 22 May | 633.05 | 37.70 | - | 0 | 0 | 0 | |
| 21 May | 631.70 | 37.70 | - | 0 | 0 | 0 | |
| 18 May | 620.70 | 37.70 | - | 0 | 0 | 0 | |
| 17 May | 620.70 | 37.70 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 620 expiring on 25JUL2024
Delta for 620 PE is -
Historical price for 620 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 35100 which increased total open position to 918000
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 41400 which increased total open position to 882900
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 841500
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 859500
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 836100
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 847800
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 47700 which increased total open position to 827100
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 779400
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 715500 which increased total open position to 770400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 54900
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 9.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 45900
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 43200
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 29700 which increased total open position to 36900
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 4500
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2700
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May AMBUJACEM was trading at 630.10. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May AMBUJACEM was trading at 629.65. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May AMBUJACEM was trading at 632.50. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May AMBUJACEM was trading at 646.50. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May AMBUJACEM was trading at 646.50. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May AMBUJACEM was trading at 633.05. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May AMBUJACEM was trading at 631.70. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May AMBUJACEM was trading at 620.70. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 37.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0