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AMBUJACEM
Ambuja Cements Ltd

577.55 -0.90 (-0.16%)

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Historical option data for AMBUJACEM

12 Dec 2024 11:10 AM IST
AMBUJACEM 26DEC2024 620 CE
Delta: 0.11
Vega: 0.21
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 1.6 -0.05 28.27 1,034 105 487
11 Dec 578.45 1.65 0.10 26.76 1,076 38 386
10 Dec 573.50 1.55 0.05 26.95 418 -4 349
9 Dec 571.30 1.5 -0.20 27.62 552 -35 356
6 Dec 565.30 1.7 -0.65 27.82 443 -6 394
5 Dec 571.10 2.35 -0.10 27.07 533 34 405
4 Dec 564.70 2.45 -0.10 29.77 563 45 374
3 Dec 566.55 2.55 1.50 29.22 1,616 230 332
2 Dec 538.80 1.05 0.00 32.29 211 5 102
29 Nov 531.50 1.05 0.45 31.83 46 18 92
28 Nov 513.00 0.6 -0.70 34.60 58 16 73
27 Nov 515.00 1.3 1.00 38.17 80 19 55
26 Nov 493.70 0.3 -1.50 35.27 52 25 36
25 Nov 504.95 1.8 0.50 42.96 4 1 10
22 Nov 499.85 1.3 -1.45 39.29 4 1 10
21 Nov 484.15 2.75 0.00 53.69 5 0 9
20 Nov 549.55 2.75 0.00 27.74 446 5 4
19 Nov 549.55 2.75 0.35 27.74 446 0 4
18 Nov 550.55 2.4 0.00 26.54 1 0 3
14 Nov 544.50 2.4 -58.60 27.05 2 1 3
1 Nov 582.45 61 0.00 3.11 0 0 0
31 Oct 580.55 61 0.00 - 0 0 0
30 Oct 579.70 61 0.00 - 0 0 0
29 Oct 575.00 61 0.00 - 0 0 0
28 Oct 569.40 61 0.00 - 0 0 0
25 Oct 552.70 61 0.00 - 0 0 0
24 Oct 558.90 61 0.00 - 0 0 0
23 Oct 555.85 61 0.00 - 0 0 0
22 Oct 558.50 61 0.00 - 0 0 0
21 Oct 571.90 61 0.00 - 0 0 0
18 Oct 573.95 61 0.00 - 0 0 0
17 Oct 571.25 61 0.00 - 0 0 0
16 Oct 589.05 61 0.00 - 0 0 0
15 Oct 590.35 61 61.00 - 0 0 0
14 Oct 588.90 0 0.00 - 0 0 0
11 Oct 585.20 0 0.00 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 0.00 - 0 0 0
1 Oct 632.45 0 0.00 - 0 0 0
30 Sept 632.55 0 - 0 0 0


For Ambuja Cements Ltd - strike price 620 expiring on 26DEC2024

Delta for 620 CE is 0.11

Historical price for 620 CE is as follows

On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 28.27, the open interest changed by 105 which increased total open position to 487


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 1.65, which was 0.10 higher than the previous day. The implied volatity was 26.76, the open interest changed by 38 which increased total open position to 386


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 26.95, the open interest changed by -4 which decreased total open position to 349


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 27.62, the open interest changed by -35 which decreased total open position to 356


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 27.82, the open interest changed by -6 which decreased total open position to 394


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 27.07, the open interest changed by 34 which increased total open position to 405


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 2.45, which was -0.10 lower than the previous day. The implied volatity was 29.77, the open interest changed by 45 which increased total open position to 374


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 2.55, which was 1.50 higher than the previous day. The implied volatity was 29.22, the open interest changed by 230 which increased total open position to 332


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 32.29, the open interest changed by 5 which increased total open position to 102


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 31.83, the open interest changed by 18 which increased total open position to 92


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0.6, which was -0.70 lower than the previous day. The implied volatity was 34.60, the open interest changed by 16 which increased total open position to 73


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 1.3, which was 1.00 higher than the previous day. The implied volatity was 38.17, the open interest changed by 19 which increased total open position to 55


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.3, which was -1.50 lower than the previous day. The implied volatity was 35.27, the open interest changed by 25 which increased total open position to 36


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was 42.96, the open interest changed by 1 which increased total open position to 10


On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 1.3, which was -1.45 lower than the previous day. The implied volatity was 39.29, the open interest changed by 1 which increased total open position to 10


On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 53.69, the open interest changed by 0 which decreased total open position to 9


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 27.74, the open interest changed by 5 which increased total open position to 4


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 2.75, which was 0.35 higher than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 4


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 3


On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 2.4, which was -58.60 lower than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 3


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 61, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 61, 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 61, 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 61, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 61, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 61, 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 61, 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 61, 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 61, 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 61, 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 61, 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 61, 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 61, which was 61.00 higher 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 0, 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 0, 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 0, 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 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 30 Sept AMBUJACEM was trading at 632.55. 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 26DEC2024 620 PE
Delta: -0.94
Vega: 0.13
Theta: 0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 575.30 42.9 0.50 22.42 18 7 176
11 Dec 578.45 42.4 -3.30 28.44 29 19 167
10 Dec 573.50 45.7 -3.20 29.98 6 -2 147
9 Dec 571.30 48.9 -3.55 28.90 24 3 146
6 Dec 565.30 52.45 -2.35 28.61 3 -1 141
5 Dec 571.10 54.8 0.00 0.00 0 3 0
4 Dec 564.70 54.8 0.45 32.67 17 4 143
3 Dec 566.55 54.35 -26.65 32.06 102 57 138
2 Dec 538.80 81 -21.00 43.49 4 -1 81
29 Nov 531.50 102 0.00 0.00 0 22 0
28 Nov 513.00 102 4.95 - 22 21 81
27 Nov 515.00 97.05 -19.95 - 26 16 50
26 Nov 493.70 117 72.35 - 34 32 32
25 Nov 504.95 44.65 0.00 - 0 0 0
22 Nov 499.85 44.65 0.00 - 0 0 0
21 Nov 484.15 44.65 0.00 - 0 0 0
20 Nov 549.55 44.65 0.00 - 0 0 0
19 Nov 549.55 44.65 0.00 - 0 0 0
18 Nov 550.55 44.65 0.00 - 0 0 0
14 Nov 544.50 44.65 44.65 - 0 0 0
1 Nov 582.45 0 0.00 - 0 0 0
31 Oct 580.55 0 0.00 - 0 0 0
30 Oct 579.70 0 0.00 - 0 0 0
29 Oct 575.00 0 0.00 - 0 0 0
28 Oct 569.40 0 0.00 - 0 0 0
25 Oct 552.70 0 0.00 - 0 0 0
24 Oct 558.90 0 0.00 - 0 0 0
23 Oct 555.85 0 0.00 - 0 0 0
22 Oct 558.50 0 0.00 - 0 0 0
21 Oct 571.90 0 0.00 - 0 0 0
18 Oct 573.95 0 0.00 - 0 0 0
17 Oct 571.25 0 0.00 - 0 0 0
16 Oct 589.05 0 0.00 - 0 0 0
15 Oct 590.35 0 0.00 - 0 0 0
14 Oct 588.90 0 0.00 - 0 0 0
11 Oct 585.20 0 0.00 - 0 0 0
10 Oct 585.25 0 0.00 - 0 0 0
9 Oct 607.95 0 0.00 - 0 0 0
8 Oct 606.40 0 0.00 - 0 0 0
7 Oct 590.35 0 0.00 - 0 0 0
4 Oct 610.70 0 0.00 - 0 0 0
3 Oct 617.45 0 0.00 - 0 0 0
1 Oct 632.45 0 0.00 - 0 0 0
30 Sept 632.55 0 - 0 0 0


For Ambuja Cements Ltd - strike price 620 expiring on 26DEC2024

Delta for 620 PE is -0.94

Historical price for 620 PE is as follows

On 12 Dec AMBUJACEM was trading at 575.30. The strike last trading price was 42.9, which was 0.50 higher than the previous day. The implied volatity was 22.42, the open interest changed by 7 which increased total open position to 176


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 42.4, which was -3.30 lower than the previous day. The implied volatity was 28.44, the open interest changed by 19 which increased total open position to 167


On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 45.7, which was -3.20 lower than the previous day. The implied volatity was 29.98, the open interest changed by -2 which decreased total open position to 147


On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 48.9, which was -3.55 lower than the previous day. The implied volatity was 28.90, the open interest changed by 3 which increased total open position to 146


On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 52.45, which was -2.35 lower than the previous day. The implied volatity was 28.61, the open interest changed by -1 which decreased total open position to 141


On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 54.8, 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 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 54.8, which was 0.45 higher than the previous day. The implied volatity was 32.67, the open interest changed by 4 which increased total open position to 143


On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 54.35, which was -26.65 lower than the previous day. The implied volatity was 32.06, the open interest changed by 57 which increased total open position to 138


On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 81, which was -21.00 lower than the previous day. The implied volatity was 43.49, the open interest changed by -1 which decreased total open position to 81


On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 102, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0


On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 102, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 81


On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 97.05, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 50


On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 117, which was 72.35 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 32


On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 44.65, 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 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 44.65, 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 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 44.65, 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 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 44.65, 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 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 44.65, 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 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 44.65, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 44.65, which was 44.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0, 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 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 0, 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 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 0, 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 0, 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 0, 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 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 0, 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 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8 Oct AMBUJACEM was trading at 606.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 30 Sept AMBUJACEM was trading at 632.55. 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