AMBUJACEM
Ambuja Cements Ltd
Historical option data for AMBUJACEM
21 Nov 2024 04:10 PM IST
| AMBUJACEM 28NOV2024 630 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 484.15 | 0.15 | -0.15 | - | 55 | -3 | 366 | |||
| 20 Nov | 549.55 | 0.3 | 0.00 | 40.71 | 18 | -5 | 371 | |||
| 19 Nov | 549.55 | 0.3 | -0.05 | 40.71 | 18 | -3 | 371 | |||
| 18 Nov | 550.55 | 0.35 | -0.05 | 40.49 | 48 | -17 | 373 | |||
| 14 Nov | 544.50 | 0.4 | 0.00 | 36.92 | 18 | 12 | 390 | |||
| 13 Nov | 545.35 | 0.4 | -0.10 | 35.44 | 108 | -28 | 378 | |||
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| 12 Nov | 556.60 | 0.5 | -0.10 | 31.35 | 31 | -8 | 410 | |||
| 11 Nov | 560.40 | 0.6 | -0.25 | 29.08 | 67 | -9 | 418 | |||
| 8 Nov | 564.90 | 0.85 | -0.60 | 27.57 | 68 | 1 | 426 | |||
| 7 Nov | 570.70 | 1.45 | -0.90 | 27.83 | 287 | 32 | 431 | |||
| 6 Nov | 582.65 | 2.35 | 0.45 | 25.62 | 226 | 34 | 400 | |||
| 5 Nov | 572.00 | 1.9 | -0.05 | 27.70 | 173 | 28 | 366 | |||
| 4 Nov | 571.40 | 1.95 | -1.20 | 27.84 | 422 | 22 | 338 | |||
| 1 Nov | 582.45 | 3.15 | -0.05 | 25.54 | 15 | 1 | 311 | |||
| 31 Oct | 580.55 | 3.2 | -0.20 | - | 670 | 33 | 306 | |||
| 30 Oct | 579.70 | 3.4 | -0.20 | - | 206 | 72 | 273 | |||
| 29 Oct | 575.00 | 3.6 | 0.50 | - | 177 | 47 | 200 | |||
| 28 Oct | 569.40 | 3.1 | 0.00 | - | 268 | 123 | 146 | |||
| 25 Oct | 552.70 | 3.1 | -1.30 | - | 34 | 4 | 23 | |||
| 24 Oct | 558.90 | 4.4 | -1.60 | - | 2 | 0 | 19 | |||
| 23 Oct | 555.85 | 6 | 0.00 | - | 0 | 3 | 0 | |||
| 22 Oct | 558.50 | 6 | -1.00 | - | 11 | 2 | 18 | |||
| 21 Oct | 571.90 | 7 | 0.00 | - | 0 | 3 | 0 | |||
| 18 Oct | 573.95 | 7 | -0.55 | - | 6 | 2 | 15 | |||
| 17 Oct | 571.25 | 7.55 | -2.65 | - | 6 | 0 | 12 | |||
| 16 Oct | 589.05 | 10.2 | -2.00 | - | 4 | 0 | 10 | |||
| 15 Oct | 590.35 | 12.2 | 1.05 | - | 5 | 3 | 9 | |||
| 14 Oct | 588.90 | 11.15 | -0.35 | - | 2 | 1 | 5 | |||
| 11 Oct | 585.20 | 11.5 | -1.35 | - | 2 | 1 | 4 | |||
| 10 Oct | 585.25 | 12.85 | -9.00 | - | 1 | 0 | 3 | |||
| 9 Oct | 607.95 | 21.85 | 7.00 | - | 1 | 0 | 2 | |||
| 7 Oct | 590.35 | 14.85 | -8.05 | - | 3 | 1 | 2 | |||
| 4 Oct | 610.70 | 22.9 | -3.20 | - | 2 | -1 | 0 | |||
| 3 Oct | 617.45 | 26.1 | -5.10 | - | 1 | 0 | 2 | |||
| 1 Oct | 632.45 | 31.2 | -3.80 | - | 1 | 0 | 3 | |||
| 30 Sept | 632.55 | 35 | 1.85 | - | 2 | 1 | 3 | |||
| 27 Sept | 634.00 | 33.15 | - | 5 | 2 | 2 | ||||
For Ambuja Cements Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 366
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.71, the open interest changed by -5 which decreased total open position to 371
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 40.71, the open interest changed by -3 which decreased total open position to 371
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 40.49, the open interest changed by -17 which decreased total open position to 373
On 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.92, the open interest changed by 12 which increased total open position to 390
On 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 35.44, the open interest changed by -28 which decreased total open position to 378
On 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 31.35, the open interest changed by -8 which decreased total open position to 410
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 29.08, the open interest changed by -9 which decreased total open position to 418
On 8 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 426
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 1.45, which was -0.90 lower than the previous day. The implied volatity was 27.83, the open interest changed by 32 which increased total open position to 431
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 25.62, the open interest changed by 34 which increased total open position to 400
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 27.70, the open interest changed by 28 which increased total open position to 366
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 1.95, which was -1.20 lower than the previous day. The implied volatity was 27.84, the open interest changed by 22 which increased total open position to 338
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 25.54, the open interest changed by 1 which increased total open position to 311
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 3.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 3.4, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 3.6, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 3.1, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 4.4, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 6, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 7, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 7.55, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 10.2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 12.2, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 11.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 11.5, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 12.85, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 21.85, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 14.85, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 22.9, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 26.1, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 31.2, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AMBUJACEM was trading at 632.55. The strike last trading price was 35, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept AMBUJACEM was trading at 634.00. The strike last trading price was 33.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| AMBUJACEM 28NOV2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 484.15 | 150 | 70.00 | - | 27 | -25 | 437 |
| 20 Nov | 549.55 | 80 | 0.00 | 70.64 | 3 | -3 | 465 |
| 19 Nov | 549.55 | 80 | 12.10 | 70.64 | 3 | 0 | 465 |
| 18 Nov | 550.55 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 544.50 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 545.35 | 67.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 556.60 | 67.9 | 4.35 | - | 1 | 0 | 465 |
| 11 Nov | 560.40 | 63.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 564.90 | 63.55 | 7.35 | 30.47 | 4 | 0 | 465 |
| 7 Nov | 570.70 | 56.2 | 10.75 | 18.47 | 8 | 3 | 465 |
| 6 Nov | 582.65 | 45.45 | -11.05 | 23.29 | 20 | 1 | 462 |
| 5 Nov | 572.00 | 56.5 | 0.00 | 0.00 | 0 | 24 | 0 |
| 4 Nov | 571.40 | 56.5 | 8.40 | 24.32 | 37 | 24 | 461 |
| 1 Nov | 582.45 | 48.1 | 0.00 | 0.00 | 0 | 75 | 0 |
| 31 Oct | 580.55 | 48.1 | -2.55 | - | 103 | 75 | 437 |
| 30 Oct | 579.70 | 50.65 | -2.35 | - | 26 | 24 | 360 |
| 29 Oct | 575.00 | 53 | -3.00 | - | 39 | 35 | 332 |
| 28 Oct | 569.40 | 56 | -20.00 | - | 269 | 264 | 296 |
| 25 Oct | 552.70 | 76 | 6.50 | - | 24 | 13 | 32 |
| 24 Oct | 558.90 | 69.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 555.85 | 69.5 | 0.00 | - | 0 | 3 | 0 |
| 22 Oct | 558.50 | 69.5 | 24.00 | - | 3 | 2 | 18 |
| 21 Oct | 571.90 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 573.95 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 571.25 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 589.05 | 45.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 590.35 | 45.5 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 588.90 | 45.5 | -3.50 | - | 2 | 0 | 14 |
| 11 Oct | 585.20 | 49 | 6.35 | - | 14 | 10 | 10 |
| 10 Oct | 585.25 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 607.95 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 590.35 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 610.70 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 617.45 | 42.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 632.45 | 42.65 | 42.65 | - | 0 | 0 | 0 |
| 30 Sept | 632.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 634.00 | 0 | - | 0 | 0 | 0 | |
For Ambuja Cements Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 PE is -
Historical price for 630 PE is as follows
On 21 Nov AMBUJACEM was trading at 484.15. The strike last trading price was 150, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 437
On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 70.64, the open interest changed by -3 which decreased total open position to 465
On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 80, which was 12.10 higher than the previous day. The implied volatity was 70.64, the open interest changed by 0 which decreased total open position to 465
On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 67.9, 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 14 Nov AMBUJACEM was trading at 544.50. The strike last trading price was 67.9, 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 13 Nov AMBUJACEM was trading at 545.35. The strike last trading price was 67.9, 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 12 Nov AMBUJACEM was trading at 556.60. The strike last trading price was 67.9, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 465
On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 63.55, 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 Nov AMBUJACEM was trading at 564.90. The strike last trading price was 63.55, which was 7.35 higher than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 465
On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 56.2, which was 10.75 higher than the previous day. The implied volatity was 18.47, the open interest changed by 3 which increased total open position to 465
On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 45.45, which was -11.05 lower than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 462
On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 56.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 56.5, which was 8.40 higher than the previous day. The implied volatity was 24.32, the open interest changed by 24 which increased total open position to 461
On 1 Nov AMBUJACEM was trading at 582.45. The strike last trading price was 48.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 75 which increased total open position to 0
On 31 Oct AMBUJACEM was trading at 580.55. The strike last trading price was 48.1, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct AMBUJACEM was trading at 579.70. The strike last trading price was 50.65, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct AMBUJACEM was trading at 575.00. The strike last trading price was 53, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct AMBUJACEM was trading at 569.40. The strike last trading price was 56, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct AMBUJACEM was trading at 552.70. The strike last trading price was 76, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct AMBUJACEM was trading at 558.90. The strike last trading price was 69.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct AMBUJACEM was trading at 555.85. The strike last trading price was 69.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct AMBUJACEM was trading at 558.50. The strike last trading price was 69.5, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct AMBUJACEM was trading at 571.90. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct AMBUJACEM was trading at 573.95. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct AMBUJACEM was trading at 571.25. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct AMBUJACEM was trading at 589.05. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct AMBUJACEM was trading at 588.90. The strike last trading price was 45.5, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct AMBUJACEM was trading at 585.20. The strike last trading price was 49, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct AMBUJACEM was trading at 585.25. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct AMBUJACEM was trading at 607.95. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct AMBUJACEM was trading at 590.35. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct AMBUJACEM was trading at 610.70. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct AMBUJACEM was trading at 617.45. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct AMBUJACEM was trading at 632.45. The strike last trading price was 42.65, which was 42.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept AMBUJACEM was trading at 632.55. 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 which decreased total open position to
On 27 Sept AMBUJACEM was trading at 634.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
