AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
18 May 2024 01:30 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 619.00 | 7.75 | -2.00 | - | 2,30,400 | 20,700 | 13,12,200 | |||
| 17 May | 620.70 | 9.75 | - | 15,48,000 | 99,900 | 12,89,700 | ||||
| 16 May | 615.40 | 8.90 | - | 12,86,100 | -36,000 | 11,89,800 | ||||
| 15 May | 613.25 | 10.10 | - | 8,25,300 | -18,900 | 12,24,000 | ||||
| 14 May | 610.20 | 10.75 | - | 29,42,100 | -1,71,900 | 12,47,400 | ||||
| 13 May | 588.20 | 5.25 | - | 7,33,500 | -42,300 | 14,19,300 | ||||
| 10 May | 581.80 | 3.95 | - | 6,08,400 | -36,900 | 14,61,600 | ||||
| 9 May | 574.30 | 4.20 | - | 10,62,900 | 0 | 14,97,600 | ||||
| 8 May | 594.55 | 7.10 | - | 8,41,500 | 13,500 | 14,97,600 | ||||
| 7 May | 593.95 | 8.05 | - | 13,28,400 | 18,000 | 14,84,100 | ||||
| 6 May | 607.45 | 11.50 | - | 30,34,800 | 20,700 | 14,66,100 | ||||
| 3 May | 622.45 | 17.40 | - | 38,72,700 | 14,40,900 | 14,40,900 | ||||
| 2 May | 625.70 | 20.10 | - | 46,32,300 | 75,600 | 11,03,400 | ||||
| 30 Apr | 619.90 | 20.50 | - | 27,58,500 | 5,03,100 | 10,19,700 | ||||
| 29 Apr | 629.65 | 25.75 | - | 13,00,500 | 1,53,000 | 5,16,600 | ||||
| 26 Apr | 632.35 | 28.25 | - | 4,56,300 | 4,500 | 3,64,500 | ||||
| 25 Apr | 638.35 | 34.00 | - | 5,70,600 | 9,000 | 3,56,400 | ||||
| 24 Apr | 644.45 | 39.10 | - | 6,31,800 | 81,000 | 3,51,000 | ||||
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| 23 Apr | 636.55 | 32.00 | - | 10,20,600 | 1,17,000 | 2,70,000 | ||||
| 22 Apr | 616.30 | 20.60 | - | 91,800 | 48,600 | 1,53,000 | ||||
| 19 Apr | 609.65 | 19.75 | - | 1,17,000 | 14,400 | 1,04,400 | ||||
| 18 Apr | 615.25 | 25.00 | - | 1,63,800 | 68,400 | 91,800 | ||||
| 16 Apr | 617.55 | 25.20 | - | 18,000 | 1,800 | 5,400 | ||||
| 15 Apr | 606.85 | 22.00 | - | 5,400 | 3,600 | 3,600 | ||||
For AMBUJA CEMENTS LTD - strike price 630 expiring on 30MAY2024
Delta for 630 CE is -
Historical price for 630 CE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 7.75, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 1312200
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 99900 which increased total open position to 1289700
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -36000 which decreased total open position to 1189800
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 10.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -18900 which decreased total open position to 1224000
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -171900 which decreased total open position to 1247400
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -42300 which decreased total open position to 1419300
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -36900 which decreased total open position to 1461600
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1497600
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 1497600
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 1484100
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 1466100
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440900 which increased total open position to 1440900
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 20.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 75600 which increased total open position to 1103400
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 503100 which increased total open position to 1019700
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 25.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 153000 which increased total open position to 516600
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 28.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 364500
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 34.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 356400
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 39.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 81000 which increased total open position to 351000
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 117000 which increased total open position to 270000
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 20.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 153000
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 19.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 104400
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 68400 which increased total open position to 91800
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 25.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 5400
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 619.00 | 19.10 | 0.00 | - | 10,800 | 1,800 | 2,62,800 |
| 17 May | 620.70 | 19.10 | - | 1,08,000 | -12,600 | 2,60,100 | |
| 16 May | 615.40 | 23.30 | - | 74,700 | -15,300 | 2,72,700 | |
| 15 May | 613.25 | 26.15 | - | 73,800 | -22,500 | 2,88,000 | |
| 14 May | 610.20 | 26.80 | - | 2,05,200 | -85,500 | 3,11,400 | |
| 13 May | 588.20 | 42.95 | - | 21,600 | -4,500 | 3,96,900 | |
| 10 May | 581.80 | 50.15 | - | 26,100 | 9,000 | 4,02,300 | |
| 9 May | 574.30 | 56.40 | - | 1,17,900 | -28,800 | 3,94,200 | |
| 8 May | 594.55 | 40.10 | - | 90,900 | -3,600 | 4,23,000 | |
| 7 May | 593.95 | 40.25 | - | 1,00,800 | 3,600 | 4,25,700 | |
| 6 May | 607.45 | 31.65 | - | 5,94,900 | -1,45,800 | 4,22,100 | |
| 3 May | 622.45 | 20.10 | - | 10,25,100 | 5,67,900 | 5,67,900 | |
| 2 May | 625.70 | 18.90 | - | 12,84,300 | -16,200 | 5,19,300 | |
| 30 Apr | 619.90 | 30.00 | - | 13,25,700 | -9,000 | 5,36,400 | |
| 29 Apr | 629.65 | 22.45 | - | 6,66,000 | 37,800 | 5,45,400 | |
| 26 Apr | 632.35 | 21.30 | - | 5,71,500 | 95,400 | 5,07,600 | |
| 25 Apr | 638.35 | 19.20 | - | 5,77,800 | 77,400 | 4,12,200 | |
| 24 Apr | 644.45 | 16.45 | - | 4,91,400 | 1,87,200 | 3,40,200 | |
| 23 Apr | 636.55 | 19.80 | - | 2,21,400 | 88,200 | 1,53,000 | |
| 22 Apr | 616.30 | 28.40 | - | 50,400 | 30,600 | 64,800 | |
| 19 Apr | 609.65 | 33.00 | - | 3,600 | 0 | 34,200 | |
| 18 Apr | 615.25 | 32.15 | - | 18,000 | 7,200 | 34,200 | |
| 16 Apr | 617.55 | 44.00 | - | 0 | 3,600 | 0 | |
| 15 Apr | 606.85 | 44.00 | - | 5,400 | 3,600 | 25,200 | |
For AMBUJA CEMENTS LTD - strike price 630 expiring on 30MAY2024
Delta for 630 PE is -
Historical price for 630 PE is as follows
On 18 May AMBUJACEM was trading at 619.00. The strike last trading price was 19.10, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 262800
On 17 May AMBUJACEM was trading at 620.70. The strike last trading price was 19.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 260100
On 16 May AMBUJACEM was trading at 615.40. The strike last trading price was 23.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -15300 which decreased total open position to 272700
On 15 May AMBUJACEM was trading at 613.25. The strike last trading price was 26.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -22500 which decreased total open position to 288000
On 14 May AMBUJACEM was trading at 610.20. The strike last trading price was 26.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -85500 which decreased total open position to 311400
On 13 May AMBUJACEM was trading at 588.20. The strike last trading price was 42.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 396900
On 10 May AMBUJACEM was trading at 581.80. The strike last trading price was 50.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 402300
On 9 May AMBUJACEM was trading at 574.30. The strike last trading price was 56.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -28800 which decreased total open position to 394200
On 8 May AMBUJACEM was trading at 594.55. The strike last trading price was 40.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 423000
On 7 May AMBUJACEM was trading at 593.95. The strike last trading price was 40.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 425700
On 6 May AMBUJACEM was trading at 607.45. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -145800 which decreased total open position to 422100
On 3 May AMBUJACEM was trading at 622.45. The strike last trading price was 20.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 567900 which increased total open position to 567900
On 2 May AMBUJACEM was trading at 625.70. The strike last trading price was 18.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -16200 which decreased total open position to 519300
On 30 Apr AMBUJACEM was trading at 619.90. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 536400
On 29 Apr AMBUJACEM was trading at 629.65. The strike last trading price was 22.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 37800 which increased total open position to 545400
On 26 Apr AMBUJACEM was trading at 632.35. The strike last trading price was 21.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 95400 which increased total open position to 507600
On 25 Apr AMBUJACEM was trading at 638.35. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 77400 which increased total open position to 412200
On 24 Apr AMBUJACEM was trading at 644.45. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 187200 which increased total open position to 340200
On 23 Apr AMBUJACEM was trading at 636.55. The strike last trading price was 19.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 88200 which increased total open position to 153000
On 22 Apr AMBUJACEM was trading at 616.30. The strike last trading price was 28.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 64800
On 19 Apr AMBUJACEM was trading at 609.65. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34200
On 18 Apr AMBUJACEM was trading at 615.25. The strike last trading price was 32.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 34200
On 16 Apr AMBUJACEM was trading at 617.55. The strike last trading price was 44.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 15 Apr AMBUJACEM was trading at 606.85. The strike last trading price was 44.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 25200