AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
27 Dec 2024 04:10 PM IST
| AMBUJACEM 30JAN2025 620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.20
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 547.95 | 0.95 | -0.40 | 23.16 | 215 | 127 | 257 | |||
| 26 Dec | 548.80 | 1.35 | 0.05 | 24.15 | 112 | 49 | 130 | |||
| 24 Dec | 543.10 | 1.3 | -0.60 | 25.53 | 32 | 5 | 80 | |||
| 23 Dec | 550.65 | 1.9 | -0.40 | 24.50 | 101 | 26 | 76 | |||
| 20 Dec | 548.80 | 2.3 | -1.55 | 24.93 | 31 | 2 | 51 | |||
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| 19 Dec | 563.30 | 3.85 | -1.85 | 24.40 | 10 | 4 | 49 | |||
| 18 Dec | 564.55 | 5.7 | -1.70 | 26.62 | 39 | -4 | 34 | |||
| 17 Dec | 571.10 | 7.4 | -0.05 | 27.21 | 18 | 12 | 38 | |||
| 16 Dec | 576.95 | 7.45 | 0.45 | 25.40 | 6 | 0 | 28 | |||
| 13 Dec | 572.75 | 7 | -1.30 | 24.37 | 3 | 0 | 28 | |||
| 12 Dec | 571.75 | 8.3 | -0.05 | 27.05 | 7 | 3 | 27 | |||
| 11 Dec | 578.45 | 8.35 | -28.15 | 24.28 | 24 | 22 | 22 | |||
| 4 Dec | 564.70 | 36.5 | 36.50 | 5.38 | 0 | 0 | 0 | |||
| 20 Nov | 549.55 | 0 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 19 Nov | 549.55 | 0 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 18 Nov | 550.55 | 0 | 0.00 | 5.97 | 0 | 0 | 0 | |||
| 14 Nov | 544.50 | 0 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 13 Nov | 545.35 | 0 | 0.00 | 6.26 | 0 | 0 | 0 | |||
| 12 Nov | 556.60 | 0 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 11 Nov | 560.40 | 0 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 8 Nov | 564.90 | 0 | 0.00 | 4.00 | 0 | 0 | 0 | |||
| 7 Nov | 570.70 | 0 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 6 Nov | 582.65 | 0 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 5 Nov | 572.00 | 0 | 0.00 | 3.29 | 0 | 0 | 0 | |||
| 4 Nov | 571.40 | 0 | 3.36 | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 620 expiring on 30JAN2025
Delta for 620 CE is 0.06
Historical price for 620 CE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 23.16, the open interest changed by 127 which increased total open position to 257
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 24.15, the open interest changed by 49 which increased total open position to 130
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 25.53, the open interest changed by 5 which increased total open position to 80
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by 26 which increased total open position to 76
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 2.3, which was -1.55 lower than the previous day. The implied volatity was 24.93, the open interest changed by 2 which increased total open position to 51
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 3.85, which was -1.85 lower than the previous day. The implied volatity was 24.40, the open interest changed by 4 which increased total open position to 49
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 5.7, which was -1.70 lower than the previous day. The implied volatity was 26.62, the open interest changed by -4 which decreased total open position to 34
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 7.4, which was -0.05 lower than the previous day. The implied volatity was 27.21, the open interest changed by 12 which increased total open position to 38
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 28
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 7, which was -1.30 lower than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 28
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 8.3, which was -0.05 lower than the previous day. The implied volatity was 27.05, the open interest changed by 3 which increased total open position to 27
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 8.35, which was -28.15 lower than the previous day. The implied volatity was 24.28, the open interest changed by 22 which increased total open position to 22
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 36.5, which was 36.50 higher than the previous day. The implied volatity was 5.38, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.52, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 30JAN2025 620 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 |
| 27 Dec | 547.95 | 69 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Dec | 548.80 | 69 | -2.50 | 34.62 | 1 | 0 | 59 |
| 24 Dec | 543.10 | 71.5 | 5.50 | 12.13 | 22 | 16 | 55 |
| 23 Dec | 550.65 | 66 | 5.50 | 30.59 | 1 | 0 | 38 |
| 20 Dec | 548.80 | 60.5 | 0.00 | 0.00 | 0 | 7 | 0 |
| 19 Dec | 563.30 | 60.5 | 5.70 | 36.21 | 8 | 3 | 34 |
| 18 Dec | 564.55 | 54.8 | 8.80 | 30.53 | 26 | 0 | 9 |
| 17 Dec | 571.10 | 46 | -0.50 | 22.11 | 2 | 0 | 9 |
| 16 Dec | 576.95 | 46.5 | -1.65 | 27.75 | 10 | 0 | 7 |
| 13 Dec | 572.75 | 48.15 | 3.15 | 27.81 | 7 | 0 | 2 |
| 12 Dec | 571.75 | 45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 578.45 | 45 | -19.80 | 27.28 | 1 | 0 | 1 |
| 4 Dec | 564.70 | 64.8 | 64.80 | - | 0 | 0 | 0 |
| 20 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 549.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 550.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 544.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 545.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 556.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 560.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 564.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 570.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 582.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 572.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 571.40 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 620 expiring on 30JAN2025
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 69, which was -2.50 lower than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 59
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 71.5, which was 5.50 higher than the previous day. The implied volatity was 12.13, the open interest changed by 16 which increased total open position to 55
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 66, which was 5.50 higher than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 38
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 60.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 60.5, which was 5.70 higher than the previous day. The implied volatity was 36.21, the open interest changed by 3 which increased total open position to 34
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 54.8, which was 8.80 higher than the previous day. The implied volatity was 30.53, the open interest changed by 0 which decreased total open position to 9
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 46, which was -0.50 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 9
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 46.5, which was -1.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 7
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 48.15, which was 3.15 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 2
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 45, which was -19.80 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 1
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 64.8, which was 64.80 higher 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 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 19 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0
On 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0
On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0
On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0
On 12 Nov AMBUJACEM was trading at 556.60. 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 11 Nov AMBUJACEM was trading at 560.40. 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 0 which decreased total open position to 0
On 8 Nov AMBUJACEM was trading at 564.90. 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 0 which decreased total open position to 0
On 7 Nov AMBUJACEM was trading at 570.70. 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 0 which decreased total open position to 0
On 6 Nov AMBUJACEM was trading at 582.65. 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 5 Nov AMBUJACEM was trading at 572.00. 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 0 which decreased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. 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
