AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 630 CE | ||||||||||
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Delta: 0.02
Vega: 0.04
Theta: -0.12
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
23 Jan | 548.80 | 0.25 | 0.10 | 46.09 | 28 | 0 | 364 | |||
22 Jan | 536.65 | 0.15 | -0.15 | 47.20 | 1 | 0 | 365 | |||
21 Jan | 531.75 | 0.3 | 0.05 | 50.61 | 17 | -2 | 365 | |||
20 Jan | 535.35 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
17 Jan | 536.25 | 0.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
16 Jan | 540.15 | 0.25 | 0.05 | 36.50 | 3 | -1 | 367 | |||
15 Jan | 519.30 | 0.2 | 0.05 | 41.38 | 4 | -2 | 368 | |||
14 Jan | 515.35 | 0.15 | 0.00 | 39.71 | 65 | -1 | 370 | |||
13 Jan | 493.20 | 0.15 | -0.05 | 46.73 | 50 | -5 | 371 | |||
10 Jan | 511.25 | 0.2 | -0.05 | 37.97 | 12 | 0 | 376 | |||
9 Jan | 525.25 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 538.05 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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7 Jan | 535.75 | 0.25 | -0.05 | 29.29 | 35 | 0 | 376 | |||
6 Jan | 529.90 | 0.3 | -0.25 | 31.17 | 37 | 0 | 377 | |||
3 Jan | 548.70 | 0.55 | -0.05 | 26.46 | 87 | 2 | 377 | |||
2 Jan | 549.85 | 0.6 | 0.20 | 25.74 | 148 | -2 | 379 | |||
1 Jan | 538.60 | 0.4 | 0.00 | 26.64 | 104 | 8 | 384 | |||
31 Dec | 535.80 | 0.4 | -0.35 | 27.30 | 90 | 5 | 376 | |||
30 Dec | 544.60 | 0.75 | 0.05 | 26.66 | 221 | -21 | 372 | |||
27 Dec | 547.95 | 0.7 | -0.05 | 24.20 | 44 | 15 | 392 | |||
26 Dec | 548.80 | 0.75 | -0.15 | 23.71 | 706 | 311 | 377 | |||
24 Dec | 543.10 | 0.9 | -0.45 | 25.99 | 19 | 11 | 66 | |||
23 Dec | 550.65 | 1.35 | -0.35 | 25.06 | 54 | 13 | 53 | |||
20 Dec | 548.80 | 1.7 | -1.45 | 25.57 | 78 | -1 | 40 | |||
19 Dec | 563.30 | 3.15 | -1.85 | 25.69 | 34 | 33 | 40 | |||
18 Dec | 564.55 | 5 | -2.95 | 28.39 | 7 | 6 | 6 | |||
17 Dec | 571.10 | 7.95 | 0.00 | 6.69 | 0 | 0 | 0 | |||
16 Dec | 576.95 | 7.95 | 0.00 | 6.12 | 0 | 0 | 0 | |||
13 Dec | 572.75 | 7.95 | 0.00 | 6.08 | 0 | 0 | 0 | |||
12 Dec | 571.75 | 7.95 | 0.00 | 6.34 | 0 | 0 | 0 | |||
11 Dec | 578.45 | 7.95 | 0.00 | 5.47 | 0 | 0 | 0 | |||
4 Dec | 564.70 | 7.95 | 6.35 | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 630 expiring on 30JAN2025
Delta for 630 CE is 0.02
Historical price for 630 CE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 46.09, the open interest changed by 0 which decreased total open position to 364
On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 47.20, the open interest changed by 0 which decreased total open position to 365
On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 50.61, the open interest changed by -2 which decreased total open position to 365
On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 0.25, 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 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 36.50, the open interest changed by -1 which decreased total open position to 367
On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 41.38, the open interest changed by -2 which decreased total open position to 368
On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 39.71, the open interest changed by -1 which decreased total open position to 370
On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 46.73, the open interest changed by -5 which decreased total open position to 371
On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 376
On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 376
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 377
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2 which increased total open position to 377
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 25.74, the open interest changed by -2 which decreased total open position to 379
On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 26.64, the open interest changed by 8 which increased total open position to 384
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 27.30, the open interest changed by 5 which increased total open position to 376
On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 26.66, the open interest changed by -21 which decreased total open position to 372
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 24.20, the open interest changed by 15 which increased total open position to 392
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 23.71, the open interest changed by 311 which increased total open position to 377
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 11 which increased total open position to 66
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 25.06, the open interest changed by 13 which increased total open position to 53
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was 25.57, the open interest changed by -1 which decreased total open position to 40
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 3.15, which was -1.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by 33 which increased total open position to 40
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 5, which was -2.95 lower than the previous day. The implied volatity was 28.39, the open interest changed by 6 which increased total open position to 6
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 6.12, the open interest changed by 0 which decreased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
AMBUJACEM 30JAN2025 630 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 |
23 Jan | 548.80 | 93 | 0.00 | 0.00 | 0 | -13 | 0 |
22 Jan | 536.65 | 93 | 2.00 | - | 13 | -8 | 349 |
21 Jan | 531.75 | 91 | -2.00 | - | 23 | -16 | 361 |
20 Jan | 535.35 | 93 | 1.00 | - | 36 | -31 | 375 |
17 Jan | 536.25 | 92 | 0.00 | 0.00 | 0 | -2 | 0 |
16 Jan | 540.15 | 92 | -29.40 | 59.55 | 2 | 0 | 408 |
15 Jan | 519.30 | 121.4 | 0.00 | 0.00 | 0 | 16 | 0 |
14 Jan | 515.35 | 121.4 | 26.40 | - | 48 | 17 | 409 |
13 Jan | 493.20 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 511.25 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 525.25 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 538.05 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 535.75 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 529.90 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 548.70 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 549.85 | 95 | 0.00 | 0.00 | 0 | -1 | 0 |
1 Jan | 538.60 | 95 | 20.00 | 57.10 | 1 | 0 | 0 |
31 Dec | 535.80 | 75 | 0.00 | 0.00 | 0 | 1 | 0 |
30 Dec | 544.60 | 75 | -1.50 | - | 1 | 0 | 392 |
27 Dec | 547.95 | 76.5 | 0.00 | 0.00 | 0 | 296 | 0 |
26 Dec | 548.80 | 76.5 | -3.25 | 26.08 | 301 | 296 | 392 |
24 Dec | 543.10 | 79.75 | 11.00 | - | 15 | 13 | 94 |
23 Dec | 550.65 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Dec | 548.80 | 68.75 | 0.00 | 0.00 | 0 | 59 | 0 |
19 Dec | 563.30 | 68.75 | 10.75 | 37.17 | 59 | 25 | 47 |
18 Dec | 564.55 | 58 | 0.00 | 0.00 | 0 | 16 | 0 |
17 Dec | 571.10 | 58 | 2.00 | 28.43 | 20 | 13 | 19 |
16 Dec | 576.95 | 56 | 0.00 | 0.00 | 0 | 4 | 0 |
13 Dec | 572.75 | 56 | 3.00 | 28.32 | 6 | 0 | 2 |
12 Dec | 571.75 | 53 | 0.00 | 0.00 | 0 | 2 | 0 |
11 Dec | 578.45 | 53 | -64.05 | 29.81 | 2 | 1 | 1 |
4 Dec | 564.70 | 117.05 | - | 0 | 0 | 0 |
For Ambuja Cements Ltd - strike price 630 expiring on 30JAN2025
Delta for 630 PE is 0.00
Historical price for 630 PE is as follows
On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 93, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 349
On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 91, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 361
On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 93, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 375
On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 92, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 92, which was -29.40 lower than the previous day. The implied volatity was 59.55, the open interest changed by 0 which decreased total open position to 408
On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 121.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 121.4, which was 26.40 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 409
On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 95, 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 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 95, which was 20.00 higher than the previous day. The implied volatity was 57.10, the open interest changed by 0 which decreased total open position to 0
On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 75, 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 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 75, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 392
On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 296 which increased total open position to 0
On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 76.5, which was -3.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 296 which increased total open position to 392
On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 79.75, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 94
On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 68.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 68.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 59 which increased total open position to 0
On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 68.75, which was 10.75 higher than the previous day. The implied volatity was 37.17, the open interest changed by 25 which increased total open position to 47
On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 58, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 58, which was 2.00 higher than the previous day. The implied volatity was 28.43, the open interest changed by 13 which increased total open position to 19
On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 56, which was 3.00 higher than the previous day. The implied volatity was 28.32, 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 53, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 53, which was -64.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1 which increased total open position to 1
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 117.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0