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 | 63 | 6.85 | - | 5,400 | -900 | 92,700 | |||
| 4 Jul | 682.10 | 56.15 | - | 12,600 | 2,700 | 93,600 | ||||
| 3 Jul | 692.70 | 69.6 | - | 5,400 | 900 | 90,900 | ||||
| 2 Jul | 692.35 | 67.7 | - | 63,900 | 900 | 87,300 | ||||
| 1 Jul | 695.00 | 71.25 | - | 58,500 | 0 | 86,400 | ||||
| 28 Jun | 670.25 | 48.85 | - | 83,700 | 23,400 | 86,400 | ||||
| 27 Jun | 660.65 | 44.05 | - | 15,300 | 1,800 | 63,000 | ||||
| 26 Jun | 657.05 | 44.1 | - | 19,800 | 0 | 57,600 | ||||
| 25 Jun | 648.80 | 36.95 | - | 63,900 | 49,500 | 57,600 | ||||
| 24 Jun | 657.75 | 37 | - | 7,200 | -1,800 | 7,200 | ||||
| 21 Jun | 657.45 | 56.00 | - | 0 | 0 | 0 | ||||
| 20 Jun | 659.15 | 56.00 | - | 0 | 0 | 0 | ||||
| 19 Jun | 666.80 | 56.00 | - | 0 | 0 | 0 | ||||
| 18 Jun | 674.10 | 56.00 | - | 2,700 | 900 | 9,000 | ||||
| 14 Jun | 677.20 | 63.65 | - | 900 | 0 | 8,100 | ||||
| 13 Jun | 664.50 | 58.05 | - | 0 | 0 | 0 | ||||
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| 12 Jun | 668.70 | 58.05 | - | 5,400 | 0 | 8,100 | ||||
| 11 Jun | 639.75 | 37.95 | - | 2,700 | 0 | 8,100 | ||||
| 10 Jun | 640.35 | 36.60 | - | 11,700 | 8,100 | 8,100 | ||||
| 7 Jun | 621.30 | 37.00 | - | 0 | 0 | 0 | ||||
| 6 Jun | 610.05 | 37.00 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 37.00 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 37.00 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 37.00 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 630 expiring on 25JUL2024
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 63, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 92700
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 56.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 93600
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 69.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 90900
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 67.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 87300
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 71.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86400
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 48.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 86400
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 63000
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 44.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57600
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 36.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 57600
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 7200
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 56.00, 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 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 56.00, 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 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 56.00, 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 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 9000
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 63.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8100
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 58.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 58.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8100
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 37.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8100
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 36.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 8100
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 37.00, 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 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 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 37.00, 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 37.00, 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 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 3.2 | -1.50 | - | 2,28,600 | -11,700 | 2,74,500 |
| 4 Jul | 682.10 | 4.7 | - | 4,93,200 | 1,800 | 2,86,200 | |
| 3 Jul | 692.70 | 3.2 | - | 1,50,300 | 18,000 | 2,84,400 | |
| 2 Jul | 692.35 | 3.85 | - | 8,01,000 | 71,100 | 2,66,400 | |
| 1 Jul | 695.00 | 4.1 | - | 8,33,400 | -90,000 | 1,95,300 | |
| 28 Jun | 670.25 | 7.6 | - | 4,59,000 | -30,600 | 2,85,300 | |
| 27 Jun | 660.65 | 10 | - | 4,77,900 | 1,59,300 | 3,15,900 | |
| 26 Jun | 657.05 | 11.9 | - | 1,20,600 | 44,100 | 1,57,500 | |
| 25 Jun | 648.80 | 12.8 | - | 1,43,100 | 54,900 | 1,13,400 | |
| 24 Jun | 657.75 | 11.6 | - | 56,700 | 39,600 | 56,700 | |
| 21 Jun | 657.45 | 11.85 | - | 18,900 | 2,700 | 18,000 | |
| 20 Jun | 659.15 | 13.20 | - | 18,900 | 8,100 | 8,100 | |
| 19 Jun | 666.80 | 12.15 | - | 0 | 0 | 0 | |
| 18 Jun | 674.10 | 12.15 | - | 0 | 0 | 0 | |
| 14 Jun | 677.20 | 12.15 | - | 0 | 1,800 | 0 | |
| 13 Jun | 664.50 | 12.15 | - | 1,800 | 900 | 900 | |
| 12 Jun | 668.70 | 40.80 | - | 0 | 0 | 0 | |
| 11 Jun | 639.75 | 40.80 | - | 0 | 0 | 0 | |
| 10 Jun | 640.35 | 40.80 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 40.80 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 40.80 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 40.80 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 40.80 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 40.80 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 630 expiring on 25JUL2024
Delta for 630 PE is -
Historical price for 630 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 3.2, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by -11700 which decreased total open position to 274500
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 286200
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 284400
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 71100 which increased total open position to 266400
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -90000 which decreased total open position to 195300
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -30600 which decreased total open position to 285300
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 159300 which increased total open position to 315900
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 157500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 12.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 54900 which increased total open position to 113400
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 39600 which increased total open position to 56700
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 18000
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 13.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 8100
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 12.15, 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 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 12.15, 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 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 0
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 12.15, 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 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 40.80, 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 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 40.80, 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 40.80, 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 40.80, 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 40.80, 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 40.80, 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 40.80, 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 40.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0