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AMBUJACEM
Ambuja Cements Ltd

548.8 12.15 (2.26%)

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Historical option data for AMBUJACEM

23 Jan 2025 04:10 PM IST
AMBUJACEM 30JAN2025 640 CE
Delta: 0.02
Vega: 0.03
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 0.2 0.00 49.06 12 -3 103
22 Jan 536.65 0.2 0.00 53.11 4 -3 107
21 Jan 531.75 0.2 0.05 - 7 1 112
20 Jan 535.35 0.15 -0.10 46.21 6 -1 113
17 Jan 536.25 0.25 0.00 43.37 3 0 113
16 Jan 540.15 0.25 0.00 39.87 12 0 115
15 Jan 519.30 0.25 0.10 45.77 7 3 118
14 Jan 515.35 0.15 0.00 42.39 27 9 116
13 Jan 493.20 0.15 0.05 49.35 10 -2 107
10 Jan 511.25 0.1 -0.15 37.16 13 -3 109
9 Jan 525.25 0.25 0.00 36.45 1 0 113
8 Jan 538.05 0.25 -0.10 32.07 2 -1 113
7 Jan 535.75 0.35 0.05 33.36 9 2 113
6 Jan 529.90 0.3 -0.25 33.62 3 0 112
3 Jan 548.70 0.55 0.00 0.00 0 2 0
2 Jan 549.85 0.55 0.30 27.84 11 2 112
1 Jan 538.60 0.25 -0.25 27.06 2 0 0
31 Dec 535.80 0.5 0.05 30.49 2 0 112
30 Dec 544.60 0.45 0.10 26.42 48 -5 112
27 Dec 547.95 0.35 -0.10 23.62 11 2 117
26 Dec 548.80 0.45 -0.05 23.81 41 17 115
24 Dec 543.10 0.5 -0.70 25.47 35 19 98
23 Dec 550.65 1.2 -0.45 26.81 31 2 79
20 Dec 548.80 1.65 -0.85 27.80 77 2 77
19 Dec 563.30 2.5 -0.70 26.64 1,111 24 75
18 Dec 564.55 3.2 -0.85 27.24 677 23 56
17 Dec 571.10 4.05 -0.60 27.21 24 3 32
16 Dec 576.95 4.65 -0.35 26.81 10 6 30
13 Dec 572.75 5 -0.20 27.01 45 5 23
12 Dec 571.75 5.2 -0.90 27.95 6 3 18
11 Dec 578.45 6.1 1.60 27.04 21 13 14
4 Dec 564.70 4.5 -25.30 25.99 2 1 1
20 Nov 549.55 29.8 0.00 7.89 0 0 0
19 Nov 549.55 29.8 0.00 7.89 0 0 0
18 Nov 550.55 29.8 0.00 7.88 0 0 0
14 Nov 544.50 29.8 29.80 7.83 0 0 0
13 Nov 545.35 0 0.00 7.93 0 0 0
12 Nov 556.60 0 0.00 6.72 0 0 0
11 Nov 560.40 0 0.00 6.46 0 0 0
8 Nov 564.90 0 0.00 5.73 0 0 0
7 Nov 570.70 0 0.00 5.31 0 0 0
6 Nov 582.65 0 0.00 3.98 0 0 0
5 Nov 572.00 0 0.00 5.03 0 0 0
4 Nov 571.40 0 5.08 0 0 0


For Ambuja Cements Ltd - strike price 640 expiring on 30JAN2025

Delta for 640 CE is 0.02

Historical price for 640 CE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 49.06, the open interest changed by -3 which decreased total open position to 103


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 53.11, the open interest changed by -3 which decreased total open position to 107


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 112


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 46.21, the open interest changed by -1 which decreased total open position to 113


On 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 43.37, the open interest changed by 0 which decreased total open position to 113


On 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.87, the open interest changed by 0 which decreased total open position to 115


On 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 45.77, the open interest changed by 3 which increased total open position to 118


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.39, the open interest changed by 9 which increased total open position to 116


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 49.35, the open interest changed by -2 which decreased total open position to 107


On 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 37.16, the open interest changed by -3 which decreased total open position to 109


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 113


On 8 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 113


On 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 33.36, the open interest changed by 2 which increased total open position to 113


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 33.62, the open interest changed by 0 which decreased total open position to 112


On 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 0.55, 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 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 112


On 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 0


On 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 112


On 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 26.42, the open interest changed by -5 which decreased total open position to 112


On 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 23.62, the open interest changed by 2 which increased total open position to 117


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 23.81, the open interest changed by 17 which increased total open position to 115


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 0.5, which was -0.70 lower than the previous day. The implied volatity was 25.47, the open interest changed by 19 which increased total open position to 98


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by 2 which increased total open position to 79


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 27.80, the open interest changed by 2 which increased total open position to 77


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 2.5, which was -0.70 lower than the previous day. The implied volatity was 26.64, the open interest changed by 24 which increased total open position to 75


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 3.2, which was -0.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 23 which increased total open position to 56


On 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 4.05, which was -0.60 lower than the previous day. The implied volatity was 27.21, the open interest changed by 3 which increased total open position to 32


On 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 6 which increased total open position to 30


On 13 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 27.01, the open interest changed by 5 which increased total open position to 23


On 12 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 5.2, which was -0.90 lower than the previous day. The implied volatity was 27.95, the open interest changed by 3 which increased total open position to 18


On 11 Dec AMBUJACEM was trading at 578.45. The strike last trading price was 6.1, which was 1.60 higher than the previous day. The implied volatity was 27.04, the open interest changed by 13 which increased total open position to 14


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 4.5, which was -25.30 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 1


On 20 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0


On 19 Nov AMBUJACEM was trading at 549.55. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0


On 18 Nov AMBUJACEM was trading at 550.55. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 29.8, which was 29.80 higher than the previous day. The implied volatity was 7.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AMBUJACEM was trading at 560.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.46, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0


On 7 Nov AMBUJACEM was trading at 570.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0


On 6 Nov AMBUJACEM was trading at 582.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 5 Nov AMBUJACEM was trading at 572.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0


On 4 Nov AMBUJACEM was trading at 571.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0


AMBUJACEM 30JAN2025 640 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
23 Jan 548.80 95.5 -6.50 - 17 -14 61
22 Jan 536.65 102 2.00 - 17 -15 77
21 Jan 531.75 100 -22.00 - 11 -5 96
20 Jan 535.35 122 0.00 0.00 0 0 0
17 Jan 536.25 122 0.00 0.00 0 0 0
16 Jan 540.15 122 0.00 0.00 0 0 0
15 Jan 519.30 122 0.00 0.00 0 9 0
14 Jan 515.35 122 -2.10 37.71 25 7 99
13 Jan 493.20 124.1 0.00 0.00 0 2 0
10 Jan 511.25 124.1 15.75 - 11 3 93
9 Jan 525.25 108.35 0.00 0.00 0 0 0
8 Jan 538.05 108.35 0.00 0.00 0 -2 0
7 Jan 535.75 108.35 21.35 66.31 6 0 92
6 Jan 529.90 87 0.00 0.00 0 0 0
3 Jan 548.70 87 0.00 0.00 0 0 0
2 Jan 549.85 87 0.00 0.00 0 0 0
1 Jan 538.60 87 0.00 0.00 0 0 0
31 Dec 535.80 87 0.00 0.00 0 0 0
30 Dec 544.60 87 0.00 0.00 0 0 0
27 Dec 547.95 87 0.00 0.00 0 18 0
26 Dec 548.80 87 -3.60 35.82 18 17 91
24 Dec 543.10 90.6 7.60 - 25 22 71
23 Dec 550.65 83 13.00 27.40 20 14 43
20 Dec 548.80 70 -6.00 - 7 5 27
19 Dec 563.30 76 14.00 35.38 20 17 19
18 Dec 564.55 62 0.00 0.00 0 0 0
17 Dec 571.10 62 0.00 0.00 0 0 0
16 Dec 576.95 62 0.00 0.00 0 0 0
13 Dec 572.75 62 0.00 0.00 0 0 0
12 Dec 571.75 62 0.00 0.00 0 2 0
11 Dec 578.45 62 -15.75 29.81 4 3 3
4 Dec 564.70 77.75 77.75 - 0 0 0
20 Nov 549.55 0 0.00 - 0 0 0
19 Nov 549.55 0 0.00 - 0 0 0
18 Nov 550.55 0 0.00 - 0 0 0
14 Nov 544.50 0 0.00 - 0 0 0
13 Nov 545.35 0 0.00 - 0 0 0
12 Nov 556.60 0 0.00 - 0 0 0
11 Nov 560.40 0 0.00 - 0 0 0
8 Nov 564.90 0 0.00 - 0 0 0
7 Nov 570.70 0 0.00 - 0 0 0
6 Nov 582.65 0 0.00 - 0 0 0
5 Nov 572.00 0 0.00 - 0 0 0
4 Nov 571.40 0 - 0 0 0


For Ambuja Cements Ltd - strike price 640 expiring on 30JAN2025

Delta for 640 PE is -

Historical price for 640 PE is as follows

On 23 Jan AMBUJACEM was trading at 548.80. The strike last trading price was 95.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 61


On 22 Jan AMBUJACEM was trading at 536.65. The strike last trading price was 102, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 77


On 21 Jan AMBUJACEM was trading at 531.75. The strike last trading price was 100, which was -22.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 96


On 20 Jan AMBUJACEM was trading at 535.35. The strike last trading price was 122, 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 17 Jan AMBUJACEM was trading at 536.25. The strike last trading price was 122, 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 16 Jan AMBUJACEM was trading at 540.15. The strike last trading price was 122, 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 15 Jan AMBUJACEM was trading at 519.30. The strike last trading price was 122, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 14 Jan AMBUJACEM was trading at 515.35. The strike last trading price was 122, which was -2.10 lower than the previous day. The implied volatity was 37.71, the open interest changed by 7 which increased total open position to 99


On 13 Jan AMBUJACEM was trading at 493.20. The strike last trading price was 124.1, 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 10 Jan AMBUJACEM was trading at 511.25. The strike last trading price was 124.1, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 93


On 9 Jan AMBUJACEM was trading at 525.25. The strike last trading price was 108.35, 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 Jan AMBUJACEM was trading at 538.05. The strike last trading price was 108.35, 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 7 Jan AMBUJACEM was trading at 535.75. The strike last trading price was 108.35, which was 21.35 higher than the previous day. The implied volatity was 66.31, the open interest changed by 0 which decreased total open position to 92


On 6 Jan AMBUJACEM was trading at 529.90. The strike last trading price was 87, 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 3 Jan AMBUJACEM was trading at 548.70. The strike last trading price was 87, 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 2 Jan AMBUJACEM was trading at 549.85. The strike last trading price was 87, 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 1 Jan AMBUJACEM was trading at 538.60. The strike last trading price was 87, 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 31 Dec AMBUJACEM was trading at 535.80. The strike last trading price was 87, 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 30 Dec AMBUJACEM was trading at 544.60. The strike last trading price was 87, 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 27 Dec AMBUJACEM was trading at 547.95. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 26 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 87, which was -3.60 lower than the previous day. The implied volatity was 35.82, the open interest changed by 17 which increased total open position to 91


On 24 Dec AMBUJACEM was trading at 543.10. The strike last trading price was 90.6, which was 7.60 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 71


On 23 Dec AMBUJACEM was trading at 550.65. The strike last trading price was 83, which was 13.00 higher than the previous day. The implied volatity was 27.40, the open interest changed by 14 which increased total open position to 43


On 20 Dec AMBUJACEM was trading at 548.80. The strike last trading price was 70, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 27


On 19 Dec AMBUJACEM was trading at 563.30. The strike last trading price was 76, which was 14.00 higher than the previous day. The implied volatity was 35.38, the open interest changed by 17 which increased total open position to 19


On 18 Dec AMBUJACEM was trading at 564.55. The strike last trading price was 62, 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 17 Dec AMBUJACEM was trading at 571.10. The strike last trading price was 62, 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 16 Dec AMBUJACEM was trading at 576.95. The strike last trading price was 62, 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 Dec AMBUJACEM was trading at 572.75. The strike last trading price was 62, 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 Dec AMBUJACEM was trading at 571.75. The strike last trading price was 62, 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 62, which was -15.75 lower than the previous day. The implied volatity was 29.81, the open interest changed by 3 which increased total open position to 3


On 4 Dec AMBUJACEM was trading at 564.70. The strike last trading price was 77.75, which was 77.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0


On 19 Nov AMBUJACEM was trading at 549.55. 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 0 which decreased total open position to 0


On 18 Nov AMBUJACEM was trading at 550.55. 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 0 which decreased total open position to 0


On 14 Nov AMBUJACEM was trading at 544.50. 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 0 which decreased total open position to 0


On 13 Nov AMBUJACEM was trading at 545.35. 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 0 which decreased total open position to 0


On 12 Nov AMBUJACEM was trading at 556.60. 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 0 which decreased total open position to 0


On 11 Nov AMBUJACEM was trading at 560.40. 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 0 which decreased total open position to 0


On 8 Nov AMBUJACEM was trading at 564.90. 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 0 which decreased total open position to 0


On 7 Nov AMBUJACEM was trading at 570.70. 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 0 which decreased total open position to 0


On 6 Nov AMBUJACEM was trading at 582.65. 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 0 which decreased total open position to 0


On 5 Nov AMBUJACEM was trading at 572.00. 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 0 which decreased total open position to 0


On 4 Nov AMBUJACEM was trading at 571.40. 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