AMBUJACEM
AMBUJA CEMENTS LTD
Historical option data for AMBUJACEM
05 Jul 2024 04:10 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 686.00 | 55 | 3.70 | - | 27,900 | 3,600 | 84,600 | |||
| 4 Jul | 682.10 | 51.3 | - | 44,100 | -8,100 | 81,000 | ||||
| 3 Jul | 692.70 | 60.05 | - | 30,600 | 6,300 | 89,100 | ||||
| 2 Jul | 692.35 | 50.1 | - | 80,100 | -12,600 | 83,700 | ||||
| 1 Jul | 695.00 | 63.15 | - | 1,43,100 | -60,300 | 96,300 | ||||
| 28 Jun | 670.25 | 42.5 | - | 1,70,100 | -24,300 | 1,56,600 | ||||
| 27 Jun | 660.65 | 38.1 | - | 1,98,000 | 42,300 | 1,80,900 | ||||
| 26 Jun | 657.05 | 36 | - | 1,21,500 | 13,500 | 1,39,500 | ||||
| 25 Jun | 648.80 | 31.65 | - | 1,68,300 | 84,600 | 1,26,000 | ||||
| 24 Jun | 657.75 | 40.35 | - | 45,900 | 27,000 | 41,400 | ||||
| 21 Jun | 657.45 | 35.25 | - | 3,600 | 0 | 11,700 | ||||
| 20 Jun | 659.15 | 40.15 | - | 4,500 | 900 | 14,400 | ||||
| 19 Jun | 666.80 | 44.35 | - | 14,400 | 1,800 | 13,500 | ||||
| 18 Jun | 674.10 | 56.00 | - | 0 | 7,200 | 0 | ||||
| 14 Jun | 677.20 | 56.00 | - | 16,200 | 7,200 | 11,700 | ||||
| 13 Jun | 664.50 | 47.95 | - | 900 | 0 | 4,500 | ||||
| 12 Jun | 668.70 | 43.70 | - | 900 | 0 | 3,600 | ||||
| 11 Jun | 639.75 | 33.25 | - | 0 | 3,600 | 0 | ||||
| 10 Jun | 640.35 | 33.25 | - | 5,400 | 3,600 | 3,600 | ||||
| 7 Jun | 621.30 | 57.05 | - | 0 | 0 | 0 | ||||
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| 6 Jun | 610.05 | 57.05 | - | 0 | 0 | 0 | ||||
| 5 Jun | 598.90 | 57.05 | - | 0 | 0 | 0 | ||||
| 4 Jun | 556.60 | 57.05 | - | 0 | 0 | 0 | ||||
| 3 Jun | 670.80 | 57.05 | - | 0 | 0 | 0 | ||||
For AMBUJA CEMENTS LTD - strike price 640 expiring on 25JUL2024
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 55, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 84600
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 51.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 81000
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 60.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 89100
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 50.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 83700
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 63.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -60300 which decreased total open position to 96300
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -24300 which decreased total open position to 156600
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 38.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 180900
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 139500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 84600 which increased total open position to 126000
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 40.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 41400
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 35.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11700
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 14400
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 13500
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 0
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 56.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 11700
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 47.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 43.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3600
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 33.25, 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 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 33.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 3600
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 57.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 686.00 | 5.05 | -1.40 | - | 7,29,000 | -58,500 | 7,59,600 |
| 4 Jul | 682.10 | 6.45 | - | 9,55,800 | 2,15,100 | 8,18,100 | |
| 3 Jul | 692.70 | 4.35 | - | 1,68,300 | -5,400 | 6,03,000 | |
| 2 Jul | 692.35 | 5 | - | 7,20,900 | -20,700 | 6,05,700 | |
| 1 Jul | 695.00 | 5.5 | - | 16,17,300 | -10,800 | 6,26,400 | |
| 28 Jun | 670.25 | 10.35 | - | 6,22,800 | -78,300 | 6,37,200 | |
| 27 Jun | 660.65 | 13.15 | - | 9,66,600 | 3,42,000 | 7,15,500 | |
| 26 Jun | 657.05 | 15.6 | - | 2,87,100 | 58,500 | 3,73,500 | |
| 25 Jun | 648.80 | 16.85 | - | 2,63,700 | 1,55,700 | 3,15,000 | |
| 24 Jun | 657.75 | 15 | - | 99,000 | 55,800 | 1,59,300 | |
| 21 Jun | 657.45 | 16.25 | - | 45,000 | 19,800 | 1,01,700 | |
| 20 Jun | 659.15 | 16.35 | - | 65,700 | 4,500 | 81,900 | |
| 19 Jun | 666.80 | 12.55 | - | 64,800 | 10,800 | 77,400 | |
| 18 Jun | 674.10 | 12.30 | - | 9,900 | 4,500 | 66,600 | |
| 14 Jun | 677.20 | 13.00 | - | 60,300 | 52,200 | 62,100 | |
| 13 Jun | 664.50 | 16.00 | - | 3,600 | 2,700 | 9,900 | |
| 12 Jun | 668.70 | 21.00 | - | 1,800 | 900 | 7,200 | |
| 11 Jun | 639.75 | 25.00 | - | 7,200 | 2,700 | 2,700 | |
| 10 Jun | 640.35 | 47.10 | - | 0 | 0 | 0 | |
| 7 Jun | 621.30 | 47.10 | - | 0 | 0 | 0 | |
| 6 Jun | 610.05 | 47.10 | - | 0 | 0 | 0 | |
| 5 Jun | 598.90 | 47.10 | - | 0 | 0 | 0 | |
| 4 Jun | 556.60 | 47.10 | - | 0 | 0 | 0 | |
| 3 Jun | 670.80 | 47.10 | - | 0 | 0 | 0 | |
For AMBUJA CEMENTS LTD - strike price 640 expiring on 25JUL2024
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 5 Jul AMBUJACEM was trading at 686.00. The strike last trading price was 5.05, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -58500 which decreased total open position to 759600
On 4 Jul AMBUJACEM was trading at 682.10. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 215100 which increased total open position to 818100
On 3 Jul AMBUJACEM was trading at 692.70. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 603000
On 2 Jul AMBUJACEM was trading at 692.35. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by -20700 which decreased total open position to 605700
On 1 Jul AMBUJACEM was trading at 695.00. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 626400
On 28 Jun AMBUJACEM was trading at 670.25. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -78300 which decreased total open position to 637200
On 27 Jun AMBUJACEM was trading at 660.65. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 342000 which increased total open position to 715500
On 26 Jun AMBUJACEM was trading at 657.05. The strike last trading price was 15.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 373500
On 25 Jun AMBUJACEM was trading at 648.80. The strike last trading price was 16.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 155700 which increased total open position to 315000
On 24 Jun AMBUJACEM was trading at 657.75. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 55800 which increased total open position to 159300
On 21 Jun AMBUJACEM was trading at 657.45. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 101700
On 20 Jun AMBUJACEM was trading at 659.15. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 81900
On 19 Jun AMBUJACEM was trading at 666.80. The strike last trading price was 12.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 77400
On 18 Jun AMBUJACEM was trading at 674.10. The strike last trading price was 12.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 66600
On 14 Jun AMBUJACEM was trading at 677.20. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 52200 which increased total open position to 62100
On 13 Jun AMBUJACEM was trading at 664.50. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 9900
On 12 Jun AMBUJACEM was trading at 668.70. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 7200
On 11 Jun AMBUJACEM was trading at 639.75. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 2700
On 10 Jun AMBUJACEM was trading at 640.35. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun AMBUJACEM was trading at 621.30. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun AMBUJACEM was trading at 610.05. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun AMBUJACEM was trading at 598.90. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun AMBUJACEM was trading at 556.60. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun AMBUJACEM was trading at 670.80. The strike last trading price was 47.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0