AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 10:40 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 621.00 | 13.05 | -0.95 | - | 1,17,000 | -16,200 | 13,04,100 | |||
| 17 May | 620.70 | 14.00 | - | 18,54,900 | -70,200 | 13,22,100 | ||||
| 16 May | 615.40 | 12.50 | - | 17,78,400 | 51,300 | 13,92,300 | ||||
| 15 May | 613.25 | 12.90 | - | 15,57,000 | 98,100 | 13,64,400 | ||||
| 14 May | 610.20 | 13.70 | - | 44,54,100 | 2,82,600 | 13,25,700 | ||||
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| 13 May | 588.20 | 6.20 | - | 12,96,900 | -1,27,800 | 10,43,100 | ||||
| 10 May | 581.80 | 5.25 | - | 9,55,800 | 60,300 | 11,70,900 | ||||
| 9 May | 574.30 | 5.30 | - | 13,66,200 | 49,500 | 11,22,300 | ||||
| 8 May | 594.55 | 9.35 | - | 6,49,800 | 34,200 | 10,72,800 | ||||
| 7 May | 593.95 | 10.15 | - | 13,73,400 | 84,600 | 10,38,600 | ||||
| 6 May | 607.45 | 14.80 | - | 28,06,200 | 3,78,000 | 9,54,000 | ||||
| 3 May | 622.45 | 22.00 | - | 14,32,800 | 5,73,300 | 5,73,300 | ||||
| 2 May | 625.70 | 25.00 | - | 38,58,300 | 1,65,600 | 6,61,500 | ||||
| 30 Apr | 619.90 | 24.50 | - | 14,37,300 | 2,46,600 | 4,88,700 | ||||
| 29 Apr | 629.65 | 31.20 | - | 3,09,600 | 52,200 | 2,42,100 | ||||
| 26 Apr | 632.35 | 34.35 | - | 1,04,400 | 6,300 | 1,82,700 | ||||
| 25 Apr | 638.35 | 38.95 | - | 1,11,600 | -3,600 | 1,76,400 | ||||
| 24 Apr | 644.45 | 45.50 | - | 1,71,000 | -14,400 | 1,81,800 | ||||
| 23 Apr | 636.55 | 38.00 | - | 6,30,000 | 9,000 | 1,96,200 | ||||
| 22 Apr | 616.30 | 25.25 | - | 2,10,600 | 1,09,800 | 1,87,200 | ||||
| 19 Apr | 609.65 | 23.35 | - | 77,400 | 18,000 | 77,400 | ||||
| 18 Apr | 615.25 | 30.30 | - | 1,36,800 | 52,200 | 59,400 | ||||
| 16 Apr | 617.55 | 30.00 | - | 7,200 | 5,400 | 7,200 | ||||
| 15 Apr | 606.85 | 27.00 | - | 1,800 | 0 | 1,800 | ||||
For AMBUJA CEMENTS LTD - strike price 620 expiring on 30MAY2024
Delta for 620 CE is -
Historical price for 620 CE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 13.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -16200 which decreased total open position to 1304100
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -70200 which decreased total open position to 1322100
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 51300 which increased total open position to 1392300
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 12.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 98100 which increased total open position to 1364400
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 13.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 282600 which increased total open position to 1325700
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 6.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -127800 which decreased total open position to 1043100
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 60300 which increased total open position to 1170900
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1122300
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 34200 which increased total open position to 1072800
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 84600 which increased total open position to 1038600
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 14.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 378000 which increased total open position to 954000
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 573300 which increased total open position to 573300
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 165600 which increased total open position to 661500
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 246600 which increased total open position to 488700
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 242100
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 34.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 182700
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 176400
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 45.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -14400 which decreased total open position to 181800
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 196200
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 109800 which increased total open position to 187200
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 77400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 30.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 59400
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 7200
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1800
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 621.00 | 11.75 | -0.75 | - | 42,300 | -5,400 | 7,31,700 |
| 17 May | 620.70 | 12.50 | - | 9,43,200 | -3,13,200 | 7,39,800 | |
| 16 May | 615.40 | 16.50 | - | 4,59,900 | -1,93,500 | 10,53,000 | |
| 15 May | 613.25 | 18.45 | - | 2,78,100 | 12,600 | 12,48,300 | |
| 14 May | 610.20 | 19.50 | - | 3,69,900 | 22,500 | 12,35,700 | |
| 13 May | 588.20 | 36.15 | - | 68,400 | -18,000 | 12,13,200 | |
| 10 May | 581.80 | 42.10 | - | 15,300 | -6,300 | 12,30,300 | |
| 9 May | 574.30 | 48.00 | - | 1,98,900 | -17,100 | 12,38,400 | |
| 8 May | 594.55 | 32.20 | - | 46,800 | -11,700 | 12,55,500 | |
| 7 May | 593.95 | 32.20 | - | 3,20,400 | -42,300 | 12,68,100 | |
| 6 May | 607.45 | 25.05 | - | 10,48,500 | -1,08,000 | 13,10,400 | |
| 3 May | 622.45 | 15.00 | - | 12,82,500 | 14,20,200 | 14,20,200 | |
| 2 May | 625.70 | 13.90 | - | 36,31,500 | 30,600 | 13,23,900 | |
| 30 Apr | 619.90 | 23.75 | - | 18,17,100 | 1,22,400 | 12,88,800 | |
| 29 Apr | 629.65 | 17.50 | - | 5,41,800 | 38,700 | 11,66,400 | |
| 26 Apr | 632.35 | 16.40 | - | 7,77,600 | 3,27,600 | 11,26,800 | |
| 25 Apr | 638.35 | 15.55 | - | 7,18,200 | 2,84,400 | 7,97,400 | |
| 24 Apr | 644.45 | 13.00 | - | 7,66,800 | 2,93,400 | 5,13,000 | |
| 23 Apr | 636.55 | 16.10 | - | 2,35,800 | 63,000 | 2,19,600 | |
| 22 Apr | 616.30 | 22.20 | - | 1,58,400 | 1,06,200 | 1,56,600 | |
| 19 Apr | 609.65 | 29.75 | - | 18,000 | 1,800 | 50,400 | |
| 18 Apr | 615.25 | 27.80 | - | 75,600 | -5,400 | 50,400 | |
| 16 Apr | 617.55 | 24.75 | - | 12,600 | 3,600 | 55,800 | |
| 15 Apr | 606.85 | 31.25 | - | 12,600 | 0 | 52,200 | |
For AMBUJA CEMENTS LTD - strike price 620 expiring on 30MAY2024
Delta for 620 PE is -
Historical price for 620 PE is as follows
On 18 May AMBUJACEM was trading at 621.00. The strike last trading price was 11.75, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 731700
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -313200 which decreased total open position to 739800
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -193500 which decreased total open position to 1053000
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 1248300
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 19.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 1235700
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 36.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 1213200
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 42.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 1230300
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -17100 which decreased total open position to 1238400
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 32.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 1255500
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 32.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -42300 which decreased total open position to 1268100
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -108000 which decreased total open position to 1310400
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1420200 which increased total open position to 1420200
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 13.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 1323900
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 23.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 122400 which increased total open position to 1288800
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 1166400
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 16.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 327600 which increased total open position to 1126800
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 284400 which increased total open position to 797400
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 293400 which increased total open position to 513000
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 16.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 219600
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 106200 which increased total open position to 156600
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 50400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 27.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 50400
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 24.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 55800
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 31.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52200