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Related Pages for AMBUJACEM
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AMBUJACEM
Ambuja Cements Ltd
547.95 -0.84 (-0.15%)

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Historical option data for AMBUJACEM

27 Dec 2024 04:00 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
AMBUJACEM 30JAN2025 630 CE
Delta: 0.04
Vega: 0.15
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.04

Historical price for 630 CE is as follows

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