`
[--[65.84.65.76]--]
AMBUJACEM
Ambuja Cements Ltd

544.5 -0.85 (-0.16%)

Back to Option Chain


Historical option data for AMBUJACEM

14 Nov 2024 04:10 PM IST
AMBUJACEM 28NOV2024 630 CE
Delta: 0.03
Vega: 0.07
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.03

Historical price for 630 CE is as follows

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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.00

Historical price for 630 PE is as follows

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