AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
12 Dec 2024 10:50 AM IST
| AMBUJACEM 26DEC2024 630 CE | ||||||||||
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Delta: 0.08
Vega: 0.17
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 576.20 | 1.3 | 0.25 | 30.72 | 341 | -46 | 608 | |||
| 11 Dec | 578.45 | 1.05 | 0.05 | 27.91 | 604 | 87 | 654 | |||
| 10 Dec | 573.50 | 1 | 0.00 | 28.07 | 245 | 16 | 571 | |||
| 9 Dec | 571.30 | 1 | -0.15 | 28.78 | 312 | 13 | 559 | |||
| 6 Dec | 565.30 | 1.15 | -0.50 | 28.75 | 194 | 37 | 547 | |||
| 5 Dec | 571.10 | 1.65 | -0.05 | 28.17 | 294 | 35 | 510 | |||
| 4 Dec | 564.70 | 1.7 | -0.10 | 30.45 | 410 | 11 | 477 | |||
| 3 Dec | 566.55 | 1.8 | 1.05 | 30.00 | 1,518 | 156 | 488 | |||
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| 2 Dec | 538.80 | 0.75 | 0.00 | 33.06 | 48 | 13 | 333 | |||
| 29 Nov | 531.50 | 0.75 | 0.30 | 32.48 | 116 | 3 | 320 | |||
| 28 Nov | 513.00 | 0.45 | -0.40 | 35.41 | 86 | 54 | 317 | |||
| 27 Nov | 515.00 | 0.85 | 0.65 | 37.69 | 237 | 26 | 262 | |||
| 26 Nov | 493.70 | 0.2 | -0.40 | 35.79 | 236 | 221 | 236 | |||
| 25 Nov | 504.95 | 0.6 | -0.40 | 37.24 | 12 | 6 | 13 | |||
| 22 Nov | 499.85 | 1 | -0.25 | 39.72 | 1 | 0 | 7 | |||
| 21 Nov | 484.15 | 1.25 | -0.35 | 47.89 | 2 | 1 | 6 | |||
| 20 Nov | 549.55 | 1.6 | 0.00 | 26.24 | 21 | 5 | 2 | |||
| 19 Nov | 549.55 | 1.6 | 1.60 | 26.24 | 21 | 2 | 2 | |||
| 1 Nov | 582.45 | 0 | 4.49 | 0 | 0 | 0 | ||||
For Ambuja Cements Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.08
Historical price for 630 CE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 30.72, the open interest changed by -46 which decreased total open position to 608
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 27.91, the open interest changed by 87 which increased total open position to 654
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 28.07, the open interest changed by 16 which increased total open position to 571
On 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 28.78, the open interest changed by 13 which increased total open position to 559
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 28.75, the open interest changed by 37 which increased total open position to 547
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 28.17, the open interest changed by 35 which increased total open position to 510
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 30.45, the open interest changed by 11 which increased total open position to 477
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 1.8, which was 1.05 higher than the previous day. The implied volatity was 30.00, the open interest changed by 156 which increased total open position to 488
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 33.06, the open interest changed by 13 which increased total open position to 333
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 0.75, which was 0.30 higher than the previous day. The implied volatity was 32.48, the open interest changed by 3 which increased total open position to 320
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 35.41, the open interest changed by 54 which increased total open position to 317
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 0.85, which was 0.65 higher than the previous day. The implied volatity was 37.69, the open interest changed by 26 which increased total open position to 262
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 0.2, which was -0.40 lower than the previous day. The implied volatity was 35.79, the open interest changed by 221 which increased total open position to 236
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 37.24, the open interest changed by 6 which increased total open position to 13
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 7
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 47.89, the open interest changed by 1 which increased total open position to 6
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 26.24, the open interest changed by 5 which increased total open position to 2
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 1.6, which was 1.60 higher than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 2
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
| AMBUJACEM 26DEC2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.28
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 576.20 | 55.3 | 4.30 | 41.83 | 7 | 1 | 408 |
| 11 Dec | 578.45 | 51 | -3.40 | 25.42 | 4 | -2 | 407 |
| 10 Dec | 573.50 | 54.4 | 0.00 | 0.00 | 0 | -2 | 0 |
| 9 Dec | 571.30 | 54.4 | -4.85 | - | 3 | -1 | 410 |
| 6 Dec | 565.30 | 59.25 | -1.75 | - | 10 | 0 | 413 |
| 5 Dec | 571.10 | 61 | -0.75 | 42.99 | 18 | 11 | 412 |
| 4 Dec | 564.70 | 61.75 | -1.80 | 21.91 | 5 | 0 | 401 |
| 3 Dec | 566.55 | 63.55 | -25.45 | 33.48 | 71 | 27 | 412 |
| 2 Dec | 538.80 | 89 | -21.00 | 38.70 | 3 | 0 | 386 |
| 29 Nov | 531.50 | 110 | 0.00 | 0.00 | 0 | 64 | 0 |
| 28 Nov | 513.00 | 110 | -0.10 | - | 64 | 63 | 385 |
| 27 Nov | 515.00 | 110.1 | -21.90 | 39.09 | 45 | 44 | 321 |
| 26 Nov | 493.70 | 132 | 15.00 | 46.49 | 256 | 255 | 277 |
| 25 Nov | 504.95 | 117 | -16.75 | - | 6 | 5 | 21 |
| 22 Nov | 499.85 | 133.75 | 0.00 | 0.00 | 0 | 11 | 0 |
| 21 Nov | 484.15 | 133.75 | 58.75 | - | 11 | 10 | 15 |
| 20 Nov | 549.55 | 75 | 0.00 | 29.03 | 5 | 5 | 2 |
| 19 Nov | 549.55 | 75 | 75.00 | 29.03 | 5 | 2 | 2 |
| 1 Nov | 582.45 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.84
Historical price for 630 PE is as follows
On 12 Dec AMBUJACEM was trading at 576.20. The strike last trading price was 55.3, which was 4.30 higher than the previous day. The implied volatity was 41.83, the open interest changed by 1 which increased total open position to 408
On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 51, which was -3.40 lower than the previous day. The implied volatity was 25.42, the open interest changed by -2 which decreased total open position to 407
On 10 Dec AMBUJACEM was trading at 573.50. The strike last trading price was 54.4, 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 9 Dec AMBUJACEM was trading at 571.30. The strike last trading price was 54.4, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 410
On 6 Dec AMBUJACEM was trading at 565.30. The strike last trading price was 59.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 413
On 5 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 61, which was -0.75 lower than the previous day. The implied volatity was 42.99, the open interest changed by 11 which increased total open position to 412
On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 61.75, which was -1.80 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 401
On 3 Dec AMBUJACEM was trading at 566.55. The strike last trading price was 63.55, which was -25.45 lower than the previous day. The implied volatity was 33.48, the open interest changed by 27 which increased total open position to 412
On 2 Dec AMBUJACEM was trading at 538.80. The strike last trading price was 89, which was -21.00 lower than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 386
On 29 Nov AMBUJACEM was trading at 531.50. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 64 which increased total open position to 0
On 28 Nov AMBUJACEM was trading at 513.00. The strike last trading price was 110, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 385
On 27 Nov AMBUJACEM was trading at 515.00. The strike last trading price was 110.1, which was -21.90 lower than the previous day. The implied volatity was 39.09, the open interest changed by 44 which increased total open position to 321
On 26 Nov AMBUJACEM was trading at 493.70. The strike last trading price was 132, which was 15.00 higher than the previous day. The implied volatity was 46.49, the open interest changed by 255 which increased total open position to 277
On 25 Nov AMBUJACEM was trading at 504.95. The strike last trading price was 117, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 21
On 22 Nov AMBUJACEM was trading at 499.85. The strike last trading price was 133.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 133.75, which was 58.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 15
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was 29.03, the open interest changed by 5 which increased total open position to 2
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 75, which was 75.00 higher than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 2
On 1 Nov AMBUJACEM was trading at 582.45. 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
