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

623.25 -8.60 (-1.36%)

Back to Option Chain


Historical option data for AMBUJACEM

06 Sep 2024 04:10 PM IST
AMBUJACEM 640 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 623.25 9.75 -2.45 21,43,800 -63,900 14,74,200
5 Sept 631.85 12.2 0.50 56,59,200 5,02,200 15,33,600
4 Sept 627.10 11.7 3.10 15,29,100 1,39,500 10,26,900
3 Sept 617.80 8.6 -0.70 9,38,700 84,600 8,87,400
2 Sept 620.40 9.3 -1.50 10,96,200 95,400 8,02,800
30 Aug 617.05 10.8 1.15 16,21,800 55,800 7,05,600
29 Aug 612.50 9.65 -3.15 10,06,200 79,200 6,48,900
28 Aug 616.40 12.8 -4.05 3,60,900 93,600 5,67,000
27 Aug 624.45 16.85 -3.15 2,17,800 46,800 4,73,400
26 Aug 627.65 20 -2.40 5,49,000 1,99,800 4,24,800
23 Aug 633.60 22.4 -3.70 5,40,900 1,30,500 2,25,000
22 Aug 631.80 26.1 6.10 2,51,100 74,700 98,100
21 Aug 629.25 20 -0.40 40,500 12,600 18,900
20 Aug 626.45 20.4 -58.35 6,300 4,500 4,500
19 Aug 633.70 78.75 0.00 0 0 0
16 Aug 640.50 78.75 0.00 0 0 0
14 Aug 623.20 78.75 0.00 0 0 0
13 Aug 624.40 78.75 0.00 0 0 0
12 Aug 635.45 78.75 0.00 0 0 0
9 Aug 632.00 78.75 0.00 0 0 0
8 Aug 638.50 78.75 0.00 0 0 0
7 Aug 643.30 78.75 0.00 0 0 0
6 Aug 625.55 78.75 0.00 0 0 0
5 Aug 636.15 78.75 0.00 0 0 0
2 Aug 652.80 78.75 0.00 0 0 0
1 Aug 664.00 78.75 0.00 0 0 0
31 Jul 679.95 78.75 78.75 0 0 0
30 Jul 674.45 0 0.00 0 0 0
29 Jul 679.85 0 0.00 0 0 0
24 Jul 682.40 0 0.00 0 0 0
23 Jul 691.35 0 0.00 0 0 0
22 Jul 687.10 0 0.00 0 0 0
19 Jul 677.90 0 0.00 0 0 0
18 Jul 690.25 0 0.00 0 0 0
16 Jul 685.35 0 0.00 0 0 0
15 Jul 684.20 0 0.00 0 0 0
12 Jul 676.50 0 0.00 0 0 0
11 Jul 679.15 0 0.00 0 0 0
10 Jul 665.00 0 0.00 0 0 0
9 Jul 677.65 0 0.00 0 0 0
8 Jul 683.55 0 0.00 0 0 0
5 Jul 686.00 0 0.00 0 0 0
4 Jul 682.10 0 0.00 0 0 0
3 Jul 692.70 0 0.00 0 0 0
2 Jul 692.35 0 0.00 0 0 0
1 Jul 695.00 0 0 0 0


For Ambuja Cements Ltd - strike price 640 expiring on 26SEP2024

Delta for 640 CE is -

Historical price for 640 CE is as follows

On 6 Sept AMBUJACEM was trading at 623.25. The strike last trading price was 9.75, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -63900 which decreased total open position to 1474200


On 5 Sept AMBUJACEM was trading at 631.85. The strike last trading price was 12.2, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 502200 which increased total open position to 1533600


On 4 Sept AMBUJACEM was trading at 627.10. The strike last trading price was 11.7, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 139500 which increased total open position to 1026900


On 3 Sept AMBUJACEM was trading at 617.80. The strike last trading price was 8.6, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 84600 which increased total open position to 887400


On 2 Sept AMBUJACEM was trading at 620.40. The strike last trading price was 9.3, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 95400 which increased total open position to 802800


On 30 Aug AMBUJACEM was trading at 617.05. The strike last trading price was 10.8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 55800 which increased total open position to 705600


On 29 Aug AMBUJACEM was trading at 612.50. The strike last trading price was 9.65, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 79200 which increased total open position to 648900


On 28 Aug AMBUJACEM was trading at 616.40. The strike last trading price was 12.8, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 93600 which increased total open position to 567000


On 27 Aug AMBUJACEM was trading at 624.45. The strike last trading price was 16.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 46800 which increased total open position to 473400


On 26 Aug AMBUJACEM was trading at 627.65. The strike last trading price was 20, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 199800 which increased total open position to 424800


On 23 Aug AMBUJACEM was trading at 633.60. The strike last trading price was 22.4, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 130500 which increased total open position to 225000


On 22 Aug AMBUJACEM was trading at 631.80. The strike last trading price was 26.1, which was 6.10 higher than the previous day. The implied volatity was -, the open interest changed by 74700 which increased total open position to 98100


On 21 Aug AMBUJACEM was trading at 629.25. The strike last trading price was 20, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 18900


On 20 Aug AMBUJACEM was trading at 626.45. The strike last trading price was 20.4, which was -58.35 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 4500


On 19 Aug AMBUJACEM was trading at 633.70. The strike last trading price was 78.75, 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 16 Aug AMBUJACEM was trading at 640.50. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 623.20. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 624.40. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 635.45. The strike last trading price was 78.75, 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 9 Aug AMBUJACEM was trading at 632.00. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 638.50. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 643.30. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 625.55. The strike last trading price was 78.75, 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 Aug AMBUJACEM was trading at 636.15. The strike last trading price was 78.75, 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 2 Aug AMBUJACEM was trading at 652.80. The strike last trading price was 78.75, 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 1 Aug AMBUJACEM was trading at 664.00. The strike last trading price was 78.75, 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 31 Jul AMBUJACEM was trading at 679.95. The strike last trading price was 78.75, which was 78.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jul AMBUJACEM was trading at 674.45. 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 29 Jul AMBUJACEM was trading at 679.85. 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 24 Jul AMBUJACEM was trading at 682.40. 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 23 Jul AMBUJACEM was trading at 691.35. 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 22 Jul AMBUJACEM was trading at 687.10. 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 Jul AMBUJACEM was trading at 677.90. 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 18 Jul AMBUJACEM was trading at 690.25. 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 16 Jul AMBUJACEM was trading at 685.35. 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 15 Jul AMBUJACEM was trading at 684.20. 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 Jul AMBUJACEM was trading at 676.50. 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 11 Jul AMBUJACEM was trading at 679.15. 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 10 Jul AMBUJACEM was trading at 665.00. 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 9 Jul AMBUJACEM was trading at 677.65. 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 8 Jul AMBUJACEM was trading at 683.55. 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 5 Jul AMBUJACEM was trading at 686.00. 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 Jul AMBUJACEM was trading at 682.10. 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 3 Jul AMBUJACEM was trading at 692.70. 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 2 Jul AMBUJACEM was trading at 692.35. 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 1 Jul AMBUJACEM was trading at 695.00. 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


AMBUJACEM 640 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 623.25 21.7 3.15 5,11,200 73,800 6,30,900
5 Sept 631.85 18.55 -1.95 6,10,200 1,22,400 5,59,800
4 Sept 627.10 20.5 -5.40 1,02,600 12,600 4,37,400
3 Sept 617.80 25.9 -0.95 1,07,100 34,200 4,26,600
2 Sept 620.40 26.85 -1.60 1,17,900 42,300 3,88,800
30 Aug 617.05 28.45 -4.75 1,41,300 27,900 3,46,500
29 Aug 612.50 33.2 0.85 63,000 22,500 3,16,800
28 Aug 616.40 32.35 4.20 2,29,500 90,900 2,94,300
27 Aug 624.45 28.15 1.95 77,400 11,700 2,03,400
26 Aug 627.65 26.2 3.80 1,14,300 36,900 1,91,700
23 Aug 633.60 22.4 -0.85 4,09,500 1,41,300 1,53,900
22 Aug 631.80 23.25 -1.00 13,500 3,600 9,900
21 Aug 629.25 24.25 -22.30 7,200 1,800 1,800
20 Aug 626.45 46.55 0.00 0 0 0
19 Aug 633.70 46.55 0.00 0 0 0
16 Aug 640.50 46.55 0.00 0 0 0
14 Aug 623.20 46.55 0.00 0 0 0
13 Aug 624.40 46.55 0.00 0 0 0
12 Aug 635.45 46.55 0.00 0 0 0
9 Aug 632.00 46.55 0.00 0 0 0
8 Aug 638.50 46.55 0.00 0 0 0
7 Aug 643.30 46.55 0.00 0 0 0
6 Aug 625.55 46.55 0.00 0 0 0
5 Aug 636.15 46.55 0.00 0 0 0
2 Aug 652.80 46.55 0.00 0 0 0
1 Aug 664.00 46.55 0.00 0 0 0
31 Jul 679.95 46.55 0.00 0 0 0
30 Jul 674.45 46.55 0.00 0 0 0
29 Jul 679.85 46.55 0.00 0 0 0
24 Jul 682.40 46.55 46.55 0 0 0
23 Jul 691.35 0 0.00 0 0 0
22 Jul 687.10 0 0.00 0 0 0
19 Jul 677.90 0 0.00 0 0 0
18 Jul 690.25 0 0.00 0 0 0
16 Jul 685.35 0 0.00 0 0 0
15 Jul 684.20 0 0.00 0 0 0
12 Jul 676.50 0 0.00 0 0 0
11 Jul 679.15 0 0.00 0 0 0
10 Jul 665.00 0 0.00 0 0 0
9 Jul 677.65 0 0.00 0 0 0
8 Jul 683.55 0 0.00 0 0 0
5 Jul 686.00 0 0.00 0 0 0
4 Jul 682.10 0 0.00 0 0 0
3 Jul 692.70 0 0.00 0 0 0
2 Jul 692.35 0 0.00 0 0 0
1 Jul 695.00 0 0 0 0


For Ambuja Cements Ltd - strike price 640 expiring on 26SEP2024

Delta for 640 PE is -

Historical price for 640 PE is as follows

On 6 Sept AMBUJACEM was trading at 623.25. The strike last trading price was 21.7, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 73800 which increased total open position to 630900


On 5 Sept AMBUJACEM was trading at 631.85. The strike last trading price was 18.55, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 122400 which increased total open position to 559800


On 4 Sept AMBUJACEM was trading at 627.10. The strike last trading price was 20.5, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 437400


On 3 Sept AMBUJACEM was trading at 617.80. The strike last trading price was 25.9, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 34200 which increased total open position to 426600


On 2 Sept AMBUJACEM was trading at 620.40. The strike last trading price was 26.85, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 388800


On 30 Aug AMBUJACEM was trading at 617.05. The strike last trading price was 28.45, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 346500


On 29 Aug AMBUJACEM was trading at 612.50. The strike last trading price was 33.2, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 316800


On 28 Aug AMBUJACEM was trading at 616.40. The strike last trading price was 32.35, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 90900 which increased total open position to 294300


On 27 Aug AMBUJACEM was trading at 624.45. The strike last trading price was 28.15, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 11700 which increased total open position to 203400


On 26 Aug AMBUJACEM was trading at 627.65. The strike last trading price was 26.2, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 36900 which increased total open position to 191700


On 23 Aug AMBUJACEM was trading at 633.60. The strike last trading price was 22.4, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 141300 which increased total open position to 153900


On 22 Aug AMBUJACEM was trading at 631.80. The strike last trading price was 23.25, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 9900


On 21 Aug AMBUJACEM was trading at 629.25. The strike last trading price was 24.25, which was -22.30 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800


On 20 Aug AMBUJACEM was trading at 626.45. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 633.70. The strike last trading price was 46.55, 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 16 Aug AMBUJACEM was trading at 640.50. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 623.20. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 624.40. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 635.45. The strike last trading price was 46.55, 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 9 Aug AMBUJACEM was trading at 632.00. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 638.50. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 643.30. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 625.55. The strike last trading price was 46.55, 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 Aug AMBUJACEM was trading at 636.15. The strike last trading price was 46.55, 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 2 Aug AMBUJACEM was trading at 652.80. The strike last trading price was 46.55, 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 1 Aug AMBUJACEM was trading at 664.00. The strike last trading price was 46.55, 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 31 Jul AMBUJACEM was trading at 679.95. The strike last trading price was 46.55, 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 30 Jul AMBUJACEM was trading at 674.45. The strike last trading price was 46.55, 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 29 Jul AMBUJACEM was trading at 679.85. The strike last trading price was 46.55, 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 24 Jul AMBUJACEM was trading at 682.40. The strike last trading price was 46.55, which was 46.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jul AMBUJACEM was trading at 691.35. 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 22 Jul AMBUJACEM was trading at 687.10. 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 Jul AMBUJACEM was trading at 677.90. 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 18 Jul AMBUJACEM was trading at 690.25. 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 16 Jul AMBUJACEM was trading at 685.35. 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 15 Jul AMBUJACEM was trading at 684.20. 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 Jul AMBUJACEM was trading at 676.50. 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 11 Jul AMBUJACEM was trading at 679.15. 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 10 Jul AMBUJACEM was trading at 665.00. 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 9 Jul AMBUJACEM was trading at 677.65. 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 8 Jul AMBUJACEM was trading at 683.55. 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 5 Jul AMBUJACEM was trading at 686.00. 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 Jul AMBUJACEM was trading at 682.10. 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 3 Jul AMBUJACEM was trading at 692.70. 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 2 Jul AMBUJACEM was trading at 692.35. 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 1 Jul AMBUJACEM was trading at 695.00. 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